Fast Outage Probability Simulation for FSO Links with a Generalized Pointing Error Model
Ben Issaid, Chaouki
2017-02-07
Over the past few years, free-space optical (FSO) communication has gained significant attention. In fact, FSO can provide cost-effective and unlicensed links, with high-bandwidth capacity and low error rate, making it an exciting alternative to traditional wireless radio-frequency communication systems. However, the system performance is affected not only by the presence of atmospheric turbulences, which occur due to random fluctuations in the air refractive index but also by the existence of pointing errors. Metrics, such as the outage probability which quantifies the probability that the instantaneous signal-to-noise ratio is smaller than a given threshold, can be used to analyze the performance of this system. In this work, we consider weak and strong turbulence regimes, and we study the outage probability of an FSO communication system under a generalized pointing error model with both a nonzero boresight component and different horizontal and vertical jitter effects. More specifically, we use an importance sampling approach which is based on the exponential twisting technique to offer fast and accurate results.
Fast Outage Probability Simulation for FSO Links with a Generalized Pointing Error Model
Ben Issaid, Chaouki; Park, Kihong; Alouini, Mohamed-Slim; Tempone, Raul
2017-01-01
Over the past few years, free-space optical (FSO) communication has gained significant attention. In fact, FSO can provide cost-effective and unlicensed links, with high-bandwidth capacity and low error rate, making it an exciting alternative
Mirman, Daniel; Estes, Katharine Graf; Magnuson, James S.
2010-01-01
Statistical learning mechanisms play an important role in theories of language acquisition and processing. Recurrent neural network models have provided important insights into how these mechanisms might operate. We examined whether such networks capture two key findings in human statistical learning. In Simulation 1, a simple recurrent network…
Model uncertainty and probability
Parry, G.W.
1994-01-01
This paper discusses the issue of model uncertainty. The use of probability as a measure of an analyst's uncertainty as well as a means of describing random processes has caused some confusion, even though the two uses are representing different types of uncertainty with respect to modeling a system. The importance of maintaining the distinction between the two types is illustrated with a simple example
Model uncertainty: Probabilities for models?
Winkler, R.L.
1994-01-01
Like any other type of uncertainty, model uncertainty should be treated in terms of probabilities. The question is how to do this. The most commonly-used approach has a drawback related to the interpretation of the probabilities assigned to the models. If we step back and look at the big picture, asking what the appropriate focus of the model uncertainty question should be in the context of risk and decision analysis, we see that a different probabilistic approach makes more sense, although it raise some implementation questions. Current work that is underway to address these questions looks very promising
Probability and stochastic modeling
Rotar, Vladimir I
2012-01-01
Basic NotionsSample Space and EventsProbabilitiesCounting TechniquesIndependence and Conditional ProbabilityIndependenceConditioningThe Borel-Cantelli TheoremDiscrete Random VariablesRandom Variables and VectorsExpected ValueVariance and Other Moments. Inequalities for DeviationsSome Basic DistributionsConvergence of Random Variables. The Law of Large NumbersConditional ExpectationGenerating Functions. Branching Processes. Random Walk RevisitedBranching Processes Generating Functions Branching Processes Revisited More on Random WalkMarkov ChainsDefinitions and Examples. Probability Distributions of Markov ChainsThe First Step Analysis. Passage TimesVariables Defined on a Markov ChainErgodicity and Stationary DistributionsA Classification of States and ErgodicityContinuous Random VariablesContinuous DistributionsSome Basic Distributions Continuous Multivariate Distributions Sums of Independent Random Variables Conditional Distributions and ExpectationsDistributions in the General Case. SimulationDistribution F...
Statistical models based on conditional probability distributions
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.)
The Linking Probability of Deep Spider-Web Networks
Pippenger, Nicholas
2005-01-01
We consider crossbar switching networks with base $b$ (that is, constructed from $b\\times b$ crossbar switches), scale $k$ (that is, with $b^k$ inputs, $b^k$ outputs and $b^k$ links between each consecutive pair of stages) and depth $l$ (that is, with $l$ stages). We assume that the crossbars are interconnected according to the spider-web pattern, whereby two diverging paths reconverge only after at least $k$ stages. We assume that each vertex is independently idle with probability $q$, the v...
Li, Xin; Zhang, Lu; Tang, Ying; Huang, Shanguo
2018-03-01
The light-tree-based optical multicasting (LT-OM) scheme provides a spectrum- and energy-efficient method to accommodate emerging multicast services. Some studies focus on the survivability technologies for LTs against a fixed number of link failures, such as single-link failure. However, a few studies involve failure probability constraints when building LTs. It is worth noting that each link of an LT plays different important roles under failure scenarios. When calculating the failure probability of an LT, the importance of its every link should be considered. We design a link importance incorporated failure probability measuring solution (LIFPMS) for multicast LTs under independent failure model and shared risk link group failure model. Based on the LIFPMS, we put forward the minimum failure probability (MFP) problem for the LT-OM scheme. Heuristic approaches are developed to address the MFP problem in elastic optical networks. Numerical results show that the LIFPMS provides an accurate metric for calculating the failure probability of multicast LTs and enhances the reliability of the LT-OM scheme while accommodating multicast services.
Outage Probability Analysis of FSO Links over Foggy Channel
Esmail, Maged Abdullah; Fathallah, Habib; Alouini, Mohamed-Slim
2017-01-01
Outdoor Free space optic (FSO) communication systems are sensitive to atmospheric impairments such as turbulence and fog, in addition to being subject to pointing errors. Fog is particularly severe because it induces an attenuation that may vary from few dBs up to few hundreds of dBs per kilometer. Pointing errors also distort the link alignment and cause signal fading. In this paper, we investigate and analyze the FSO systems performance under fog conditions and pointing errors in terms of outage probability. We then study the impact of several effective communication mitigation techniques that can improve the system performance including multi-hop, transmit laser selection (TLS) and hybrid RF/FSO transmission. Closed-form expressions for the outage probability are derived and practical and comprehensive numerical examples are suggested to assess the obtained results. We found that the FSO system has limited performance that prevents applying FSO in wireless microcells that have a 500 m minimum cell radius. The performance degrades more when pointing errors appear. Increasing the transmitted power can improve the performance under light to moderate fog. However, under thick and dense fog the improvement is negligible. Using mitigation techniques can play a major role in improving the range and outage probability.
Outage Probability Analysis of FSO Links over Foggy Channel
Esmail, Maged Abdullah
2017-02-22
Outdoor Free space optic (FSO) communication systems are sensitive to atmospheric impairments such as turbulence and fog, in addition to being subject to pointing errors. Fog is particularly severe because it induces an attenuation that may vary from few dBs up to few hundreds of dBs per kilometer. Pointing errors also distort the link alignment and cause signal fading. In this paper, we investigate and analyze the FSO systems performance under fog conditions and pointing errors in terms of outage probability. We then study the impact of several effective communication mitigation techniques that can improve the system performance including multi-hop, transmit laser selection (TLS) and hybrid RF/FSO transmission. Closed-form expressions for the outage probability are derived and practical and comprehensive numerical examples are suggested to assess the obtained results. We found that the FSO system has limited performance that prevents applying FSO in wireless microcells that have a 500 m minimum cell radius. The performance degrades more when pointing errors appear. Increasing the transmitted power can improve the performance under light to moderate fog. However, under thick and dense fog the improvement is negligible. Using mitigation techniques can play a major role in improving the range and outage probability.
The transition probabilities of the reciprocity model
Snijders, T.A.B.
1999-01-01
The reciprocity model is a continuous-time Markov chain model used for modeling longitudinal network data. A new explicit expression is derived for its transition probability matrix. This expression can be checked relatively easily. Some properties of the transition probabilities are given, as well
Comparing linear probability model coefficients across groups
Holm, Anders; Ejrnæs, Mette; Karlson, Kristian Bernt
2015-01-01
of the following three components: outcome truncation, scale parameters and distributional shape of the predictor variable. These results point to limitations in using linear probability model coefficients for group comparisons. We also provide Monte Carlo simulations and real examples to illustrate......This article offers a formal identification analysis of the problem in comparing coefficients from linear probability models between groups. We show that differences in coefficients from these models can result not only from genuine differences in effects, but also from differences in one or more...... these limitations, and we suggest a restricted approach to using linear probability model coefficients in group comparisons....
Dependency models and probability of joint events
Oerjasaeter, O.
1982-08-01
Probabilistic dependencies between components/systems are discussed with reference to a broad classification of potential failure mechanisms. Further, a generalized time-dependency model, based on conditional probabilities for estimation of the probability of joint events and event sequences is described. The applicability of this model is clarified/demonstrated by various examples. It is concluded that the described model of dependency is a useful tool for solving a variety of practical problems concerning the probability of joint events and event sequences where common cause and time-dependent failure mechanisms are involved. (Auth.)
A probability space for quantum models
Lemmens, L. F.
2017-06-01
A probability space contains a set of outcomes, a collection of events formed by subsets of the set of outcomes and probabilities defined for all events. A reformulation in terms of propositions allows to use the maximum entropy method to assign the probabilities taking some constraints into account. The construction of a probability space for quantum models is determined by the choice of propositions, choosing the constraints and making the probability assignment by the maximum entropy method. This approach shows, how typical quantum distributions such as Maxwell-Boltzmann, Fermi-Dirac and Bose-Einstein are partly related with well-known classical distributions. The relation between the conditional probability density, given some averages as constraints and the appropriate ensemble is elucidated.
Modelling the probability of building fires
Vojtěch Barták
2014-12-01
Full Text Available Systematic spatial risk analysis plays a crucial role in preventing emergencies.In the Czech Republic, risk mapping is currently based on the risk accumulationprinciple, area vulnerability, and preparedness levels of Integrated Rescue Systemcomponents. Expert estimates are used to determine risk levels for individualhazard types, while statistical modelling based on data from actual incidents andtheir possible causes is not used. Our model study, conducted in cooperation withthe Fire Rescue Service of the Czech Republic as a model within the Liberec andHradec Králové regions, presents an analytical procedure leading to the creation ofbuilding fire probability maps based on recent incidents in the studied areas andon building parameters. In order to estimate the probability of building fires, aprediction model based on logistic regression was used. Probability of fire calculatedby means of model parameters and attributes of specific buildings can subsequentlybe visualized in probability maps.
Sampling, Probability Models and Statistical Reasoning Statistical
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 ...
Correlations and Non-Linear Probability Models
Breen, Richard; Holm, Anders; Karlson, Kristian Bernt
2014-01-01
the dependent variable of the latent variable model and its predictor variables. We show how this correlation can be derived from the parameters of non-linear probability models, develop tests for the statistical significance of the derived correlation, and illustrate its usefulness in two applications. Under......Although the parameters of logit and probit and other non-linear probability models are often explained and interpreted in relation to the regression coefficients of an underlying linear latent variable model, we argue that they may also be usefully interpreted in terms of the correlations between...... certain circumstances, which we explain, the derived correlation provides a way of overcoming the problems inherent in cross-sample comparisons of the parameters of non-linear probability models....
Modeling experiments using quantum and Kolmogorov probability
Hess, Karl
2008-01-01
Criteria are presented that permit a straightforward partition of experiments into sets that can be modeled using both quantum probability and the classical probability framework of Kolmogorov. These new criteria concentrate on the operational aspects of the experiments and lead beyond the commonly appreciated partition by relating experiments to commuting and non-commuting quantum operators as well as non-entangled and entangled wavefunctions. In other words the space of experiments that can be understood using classical probability is larger than usually assumed. This knowledge provides advantages for areas such as nanoscience and engineering or quantum computation.
Comparing coefficients of nested nonlinear probability models
Kohler, Ulrich; Karlson, Kristian Bernt; Holm, Anders
2011-01-01
In a series of recent articles, Karlson, Holm and Breen have developed a method for comparing the estimated coeffcients of two nested nonlinear probability models. This article describes this method and the user-written program khb that implements the method. The KHB-method is a general decomposi......In a series of recent articles, Karlson, Holm and Breen have developed a method for comparing the estimated coeffcients of two nested nonlinear probability models. This article describes this method and the user-written program khb that implements the method. The KHB-method is a general...... decomposition method that is unaffected by the rescaling or attenuation bias that arise in cross-model comparisons in nonlinear models. It recovers the degree to which a control variable, Z, mediates or explains the relationship between X and a latent outcome variable, Y*, underlying the nonlinear probability...
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...
The Probability Heuristics Model of Syllogistic Reasoning.
Chater, Nick; Oaksford, Mike
1999-01-01
Proposes a probability heuristic model for syllogistic reasoning and confirms the rationality of this heuristic by an analysis of the probabilistic validity of syllogistic reasoning that treats logical inference as a limiting case of probabilistic inference. Meta-analysis and two experiments involving 40 adult participants and using generalized…
Sampling, Probability Models and Statistical Reasoning -RE ...
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.
Applied probability models with optimization applications
Ross, Sheldon M
1992-01-01
Concise advanced-level introduction to stochastic processes that frequently arise in applied probability. Largely self-contained text covers Poisson process, renewal theory, Markov chains, inventory theory, Brownian motion and continuous time optimization models, much more. Problems and references at chapter ends. ""Excellent introduction."" - Journal of the American Statistical Association. Bibliography. 1970 edition.
Multiple model cardinalized probability hypothesis density filter
Georgescu, Ramona; Willett, Peter
2011-09-01
The Probability Hypothesis Density (PHD) filter propagates the first-moment approximation to the multi-target Bayesian posterior distribution while the Cardinalized PHD (CPHD) filter propagates both the posterior likelihood of (an unlabeled) target state and the posterior probability mass function of the number of targets. Extensions of the PHD filter to the multiple model (MM) framework have been published and were implemented either with a Sequential Monte Carlo or a Gaussian Mixture approach. In this work, we introduce the multiple model version of the more elaborate CPHD filter. We present the derivation of the prediction and update steps of the MMCPHD particularized for the case of two target motion models and proceed to show that in the case of a single model, the new MMCPHD equations reduce to the original CPHD equations.
Statistical physics of pairwise probability models
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...
The Probability Model of Expectation Disconfirmation Process
Hui-Hsin HUANG
2015-06-01
Full Text Available This paper proposes a probability model to explore the dynamic process of customer’s satisfaction. Bases on expectation disconfirmation theory, the satisfaction is constructed with customer’s expectation before buying behavior and the perceived performance after purchase. The experiment method is designed to measure expectation disconfirmation effects and we also use the collection data to estimate the overall satisfaction and model calibration. The results show good fitness between the model and the real data. This model has application for business marketing areas in order to manage relationship satisfaction.
A quantum probability model of causal reasoning
Jennifer S Trueblood
2012-05-01
Full Text Available People can often outperform statistical methods and machine learning algorithms in situations that involve making inferences about the relationship between causes and effects. While people are remarkably good at causal reasoning in many situations, there are several instances where they deviate from expected responses. This paper examines three situations where judgments related to causal inference problems produce unexpected results and describes a quantum inference model based on the axiomatic principles of quantum probability theory that can explain these effects. Two of the three phenomena arise from the comparison of predictive judgments (i.e., the conditional probability of an effect given a cause with diagnostic judgments (i.e., the conditional probability of a cause given an effect. The third phenomenon is a new finding examining order effects in predictive causal judgments. The quantum inference model uses the notion of incompatibility among different causes to account for all three phenomena. Psychologically, the model assumes that individuals adopt different points of view when thinking about different causes. The model provides good fits to the data and offers a coherent account for all three causal reasoning effects thus proving to be a viable new candidate for modeling human judgment.
Linking probabilities of off-lattice self-avoiding polygons and the effects of excluded volume
Hirayama, Naomi; Deguchi, Tetsuo; Tsurusaki, Kyoichi
2009-01-01
We evaluate numerically the probability of linking, i.e. the probability of a given pair of self-avoiding polygons (SAPs) being entangled and forming a nontrivial link type L. In the simulation we generate pairs of SAPs of N spherical segments of radius r d such that they have no overlaps among the segments and each of the SAPs has the trivial knot type. We evaluate the probability of a self-avoiding pair of SAPs forming a given link type L for various link types with fixed distance R between the centers of mass of the two SAPs. We define normalized distance r by r=R/R g,0 1 where R g,0 1 denotes the square root of the mean square radius of gyration of SAP of the trivial knot 0 1 . We introduce formulae expressing the linking probability as a function of normalized distance r, which gives good fitting curves with respect to χ 2 values. We also investigate the dependence of linking probabilities on the excluded-volume parameter r d and the number of segments, N. Quite interestingly, the graph of linking probability versus normalized distance r shows no N-dependence at a particular value of the excluded volume parameter, r d = 0.2
Shiryaev, A N
1996-01-01
This book contains a systematic treatment of probability from the ground up, starting with intuitive ideas and gradually developing more sophisticated subjects, such as random walks, martingales, Markov chains, ergodic theory, weak convergence of probability measures, stationary stochastic processes, and the Kalman-Bucy filter Many examples are discussed in detail, and there are a large number of exercises The book is accessible to advanced undergraduates and can be used as a text for self-study This new edition contains substantial revisions and updated references The reader will find a deeper study of topics such as the distance between probability measures, metrization of weak convergence, and contiguity of probability measures Proofs for a number of some important results which were merely stated in the first edition have been added The author included new material on the probability of large deviations, and on the central limit theorem for sums of dependent random variables
Predicting Cumulative Incidence Probability: Marginal and Cause-Specific Modelling
Scheike, Thomas H.; Zhang, Mei-Jie
2005-01-01
cumulative incidence probability; cause-specific hazards; subdistribution hazard; binomial modelling......cumulative incidence probability; cause-specific hazards; subdistribution hazard; binomial modelling...
Statistical physics of pairwise probability models
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.
Traffic simulation based ship collision probability modeling
Goerlandt, Floris, E-mail: floris.goerlandt@tkk.f [Aalto University, School of Science and Technology, Department of Applied Mechanics, Marine Technology, P.O. Box 15300, FI-00076 AALTO, Espoo (Finland); Kujala, Pentti [Aalto University, School of Science and Technology, Department of Applied Mechanics, Marine Technology, P.O. Box 15300, FI-00076 AALTO, Espoo (Finland)
2011-01-15
Maritime traffic poses various risks in terms of human, environmental and economic loss. In a risk analysis of ship collisions, it is important to get a reasonable estimate for the probability of such accidents and the consequences they lead to. In this paper, a method is proposed to assess the probability of vessels colliding with each other. The method is capable of determining the expected number of accidents, the locations where and the time when they are most likely to occur, while providing input for models concerned with the expected consequences. At the basis of the collision detection algorithm lays an extensive time domain micro-simulation of vessel traffic in the given area. The Monte Carlo simulation technique is applied to obtain a meaningful prediction of the relevant factors of the collision events. Data obtained through the Automatic Identification System is analyzed in detail to obtain realistic input data for the traffic simulation: traffic routes, the number of vessels on each route, the ship departure times, main dimensions and sailing speed. The results obtained by the proposed method for the studied case of the Gulf of Finland are presented, showing reasonable agreement with registered accident and near-miss data.
Shimada, Yoshio
2000-01-01
It is anticipated that the change of frequency of surveillance tests, preventive maintenance or parts replacement of safety related components may cause the change of component failure probability and result in the change of core damage probability. It is also anticipated that the change is different depending on the initiating event frequency or the component types. This study assessed the change of core damage probability using simplified PSA model capable of calculating core damage probability in a short time period, which is developed by the US NRC to process accident sequence precursors, when various component's failure probability is changed between 0 and 1, or Japanese or American initiating event frequency data are used. As a result of the analysis, (1) It was clarified that frequency of surveillance test, preventive maintenance or parts replacement of motor driven pumps (high pressure injection pumps, residual heat removal pumps, auxiliary feedwater pumps) should be carefully changed, since the core damage probability's change is large, when the base failure probability changes toward increasing direction. (2) Core damage probability change is insensitive to surveillance test frequency change, since the core damage probability change is small, when motor operated valves and turbine driven auxiliary feed water pump failure probability changes around one figure. (3) Core damage probability change is small, when Japanese failure probability data are applied to emergency diesel generator, even if failure probability changes one figure from the base value. On the other hand, when American failure probability data is applied, core damage probability increase is large, even if failure probability changes toward increasing direction. Therefore, when Japanese failure probability data is applied, core damage probability change is insensitive to surveillance tests frequency change etc. (author)
Modeling highway travel time distribution with conditional probability models
Oliveira Neto, Francisco Moraes [ORNL; Chin, Shih-Miao [ORNL; Hwang, Ho-Ling [ORNL; Han, Lee [University of Tennessee, Knoxville (UTK)
2014-01-01
ABSTRACT Under the sponsorship of the Federal Highway Administration's Office of Freight Management and Operations, the American Transportation Research Institute (ATRI) has developed performance measures through the Freight Performance Measures (FPM) initiative. Under this program, travel speed information is derived from data collected using wireless based global positioning systems. These telemetric data systems are subscribed and used by trucking industry as an operations management tool. More than one telemetric operator submits their data dumps to ATRI on a regular basis. Each data transmission contains truck location, its travel time, and a clock time/date stamp. Data from the FPM program provides a unique opportunity for studying the upstream-downstream speed distributions at different locations, as well as different time of the day and day of the week. This research is focused on the stochastic nature of successive link travel speed data on the continental United States Interstates network. Specifically, a method to estimate route probability distributions of travel time is proposed. This method uses the concepts of convolution of probability distributions and bivariate, link-to-link, conditional probability to estimate the expected distributions for the route travel time. Major contribution of this study is the consideration of speed correlation between upstream and downstream contiguous Interstate segments through conditional probability. The established conditional probability distributions, between successive segments, can be used to provide travel time reliability measures. This study also suggests an adaptive method for calculating and updating route travel time distribution as new data or information is added. This methodology can be useful to estimate performance measures as required by the recent Moving Ahead for Progress in the 21st Century Act (MAP 21).
Probability Model for Data Redundancy Detection in Sensor Networks
Suman Kumar
2009-01-01
Full Text Available Sensor networks are made of autonomous devices that are able to collect, store, process and share data with other devices. Large sensor networks are often redundant in the sense that the measurements of some nodes can be substituted by other nodes with a certain degree of confidence. This spatial correlation results in wastage of link bandwidth and energy. In this paper, a model for two associated Poisson processes, through which sensors are distributed in a plane, is derived. A probability condition is established for data redundancy among closely located sensor nodes. The model generates a spatial bivariate Poisson process whose parameters depend on the parameters of the two individual Poisson processes and on the distance between the associated points. The proposed model helps in building efficient algorithms for data dissemination in the sensor network. A numerical example is provided investigating the advantage of this model.
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...
APPROXIMATION OF PROBABILITY DISTRIBUTIONS IN QUEUEING MODELS
T. I. Aliev
2013-03-01
Full Text Available For probability distributions with variation coefficient, not equal to unity, mathematical dependences for approximating distributions on the basis of first two moments are derived by making use of multi exponential distributions. It is proposed to approximate distributions with coefficient of variation less than unity by using hypoexponential distribution, which makes it possible to generate random variables with coefficient of variation, taking any value in a range (0; 1, as opposed to Erlang distribution, having only discrete values of coefficient of variation.
Calculating the Probability of Returning a Loan with Binary Probability Models
Julian Vasilev
2014-12-01
Full Text Available The purpose of this article is to give a new approach in calculating the probability of returning a loan. A lot of factors affect the value of the probability. In this article by using statistical and econometric models some influencing factors are proved. The main approach is concerned with applying probit and logit models in loan management institutions. A new aspect of the credit risk analysis is given. Calculating the probability of returning a loan is a difficult task. We assume that specific data fields concerning the contract (month of signing, year of signing, given sum and data fields concerning the borrower of the loan (month of birth, year of birth (age, gender, region, where he/she lives may be independent variables in a binary logistics model with a dependent variable “the probability of returning a loan”. It is proved that the month of signing a contract, the year of signing a contract, the gender and the age of the loan owner do not affect the probability of returning a loan. It is proved that the probability of returning a loan depends on the sum of contract, the remoteness of the loan owner and the month of birth. The probability of returning a loan increases with the increase of the given sum, decreases with the proximity of the customer, increases for people born in the beginning of the year and decreases for people born at the end of the year.
Classical probability model for Bell inequality
Khrennikov, Andrei
2014-01-01
We show that by taking into account randomness of realization of experimental contexts it is possible to construct common Kolmogorov space for data collected for these contexts, although they can be incompatible. We call such a construction 'Kolmogorovization' of contextuality. This construction of common probability space is applied to Bell's inequality. It is well known that its violation is a consequence of collecting statistical data in a few incompatible experiments. In experiments performed in quantum optics contexts are determined by selections of pairs of angles (θ i ,θ ' j ) fixing orientations of polarization beam splitters. Opposite to the common opinion, we show that statistical data corresponding to measurements of polarizations of photons in the singlet state, e.g., in the form of correlations, can be described in the classical probabilistic framework. The crucial point is that in constructing the common probability space one has to take into account not only randomness of the source (as Bell did), but also randomness of context-realizations (in particular, realizations of pairs of angles (θ i , θ ' j )). One may (but need not) say that randomness of 'free will' has to be accounted for.
Stochastic population dynamic models as probability networks
M.E. and D.C. Lee. Borsuk
2009-01-01
The dynamics of a population and its response to environmental change depend on the balance of birth, death and age-at-maturity, and there have been many attempts to mathematically model populations based on these characteristics. Historically, most of these models were deterministic, meaning that the results were strictly determined by the equations of the model and...
Probability Modeling and Thinking: What Can We Learn from Practice?
Pfannkuch, Maxine; Budgett, Stephanie; Fewster, Rachel; Fitch, Marie; Pattenwise, Simeon; Wild, Chris; Ziedins, Ilze
2016-01-01
Because new learning technologies are enabling students to build and explore probability models, we believe that there is a need to determine the big enduring ideas that underpin probabilistic thinking and modeling. By uncovering the elements of the thinking modes of expert users of probability models we aim to provide a base for the setting of…
Model checking meets probability: a gentle introduction
Katoen, Joost P.
2013-01-01
This paper considers fully probabilistic system models. Each transition is quantified with a probability—its likelihood of occurrence. Properties are expressed as automata that either accept or reject system runs. The central question is to determine the fraction of accepted system runs. We also
Some simple applications of probability models to birth intervals
Shrestha, G.
1987-07-01
An attempt has been made in this paper to apply some simple probability models to birth intervals under the assumption of constant fecundability and varying fecundability among women. The parameters of the probability models are estimated by using the method of moments and the method of maximum likelihood. (author). 9 refs, 2 tabs
Probability model for analyzing fire management alternatives: theory and structure
Frederick W. Bratten
1982-01-01
A theoretical probability model has been developed for analyzing program alternatives in fire management. It includes submodels or modules for predicting probabilities of fire behavior, fire occurrence, fire suppression, effects of fire on land resources, and financial effects of fire. Generalized "fire management situations" are used to represent actual fire...
Convergence of Transition Probability Matrix in CLVMarkov Models
Permana, D.; Pasaribu, U. S.; Indratno, S. W.; Suprayogi, S.
2018-04-01
A transition probability matrix is an arrangement of transition probability from one states to another in a Markov chain model (MCM). One of interesting study on the MCM is its behavior for a long time in the future. The behavior is derived from one property of transition probabilty matrix for n steps. This term is called the convergence of the n-step transition matrix for n move to infinity. Mathematically, the convergence of the transition probability matrix is finding the limit of the transition matrix which is powered by n where n moves to infinity. The convergence form of the transition probability matrix is very interesting as it will bring the matrix to its stationary form. This form is useful for predicting the probability of transitions between states in the future. The method usually used to find the convergence of transition probability matrix is through the process of limiting the distribution. In this paper, the convergence of the transition probability matrix is searched using a simple concept of linear algebra that is by diagonalizing the matrix.This method has a higher level of complexity because it has to perform the process of diagonalization in its matrix. But this way has the advantage of obtaining a common form of power n of the transition probability matrix. This form is useful to see transition matrix before stationary. For example cases are taken from CLV model using MCM called Model of CLV-Markov. There are several models taken by its transition probability matrix to find its convergence form. The result is that the convergence of the matrix of transition probability through diagonalization has similarity with convergence with commonly used distribution of probability limiting method.
On the structure of the quantum-mechanical probability models
Cufaro-Petroni, N.
1992-01-01
In this paper the role of the mathematical probability models in the classical and quantum physics in shortly analyzed. In particular the formal structure of the quantum probability spaces (QPS) is contrasted with the usual Kolmogorovian models of probability by putting in evidence the connections between this structure and the fundamental principles of the quantum mechanics. The fact that there is no unique Kolmogorovian model reproducing a QPS is recognized as one of the main reasons of the paradoxical behaviors pointed out in the quantum theory from its early days. 8 refs
Modeling the probability distribution of peak discharge for infiltrating hillslopes
Baiamonte, Giorgio; Singh, Vijay P.
2017-07-01
Hillslope response plays a fundamental role in the prediction of peak discharge at the basin outlet. The peak discharge for the critical duration of rainfall and its probability distribution are needed for designing urban infrastructure facilities. This study derives the probability distribution, denoted as GABS model, by coupling three models: (1) the Green-Ampt model for computing infiltration, (2) the kinematic wave model for computing discharge hydrograph from the hillslope, and (3) the intensity-duration-frequency (IDF) model for computing design rainfall intensity. The Hortonian mechanism for runoff generation is employed for computing the surface runoff hydrograph. Since the antecedent soil moisture condition (ASMC) significantly affects the rate of infiltration, its effect on the probability distribution of peak discharge is investigated. Application to a watershed in Sicily, Italy, shows that with the increase of probability, the expected effect of ASMC to increase the maximum discharge diminishes. Only for low values of probability, the critical duration of rainfall is influenced by ASMC, whereas its effect on the peak discharge seems to be less for any probability. For a set of parameters, the derived probability distribution of peak discharge seems to be fitted by the gamma distribution well. Finally, an application to a small watershed, with the aim to test the possibility to arrange in advance the rational runoff coefficient tables to be used for the rational method, and a comparison between peak discharges obtained by the GABS model with those measured in an experimental flume for a loamy-sand soil were carried out.
A statistical model for telecommunication link design
Yuen, J. H.
1975-01-01
An evaluation is conducted of the current telecommunication link design technique and a description is presented of an alternative method, called the probability distribution method (PDM), which is free of the disadvantages of the current technique while retaining its advantages. The PDM preserves the simplicity of the design control table (DCT) format. The use of the DCT as a management design control tool is continued. The telecommunication link margin probability density function used presents the probability of achieving any particular value of link performance. It is, therefore, possible to assess the performance risk and other tradeoffs.
Statistical validation of normal tissue complication probability models
Xu, Cheng-Jian; van der Schaaf, Arjen; van t Veld, Aart; Langendijk, Johannes A.; Schilstra, Cornelis
2012-01-01
PURPOSE: To investigate the applicability and value of double cross-validation and permutation tests as established statistical approaches in the validation of normal tissue complication probability (NTCP) models. METHODS AND MATERIALS: A penalized regression method, LASSO (least absolute shrinkage
Review of Literature for Model Assisted Probability of Detection
Meyer, Ryan M. [Pacific Northwest National Lab. (PNNL), Richland, WA (United States); Crawford, Susan L. [Pacific Northwest National Lab. (PNNL), Richland, WA (United States); Lareau, John P. [Pacific Northwest National Lab. (PNNL), Richland, WA (United States); Anderson, Michael T. [Pacific Northwest National Lab. (PNNL), Richland, WA (United States)
2014-09-30
This is a draft technical letter report for NRC client documenting a literature review of model assisted probability of detection (MAPOD) for potential application to nuclear power plant components for improvement of field NDE performance estimations.
Models for probability and statistical inference theory and applications
Stapleton, James H
2007-01-01
This concise, yet thorough, book is enhanced with simulations and graphs to build the intuition of readersModels for Probability and Statistical Inference was written over a five-year period and serves as a comprehensive treatment of the fundamentals of probability and statistical inference. With detailed theoretical coverage found throughout the book, readers acquire the fundamentals needed to advance to more specialized topics, such as sampling, linear models, design of experiments, statistical computing, survival analysis, and bootstrapping.Ideal as a textbook for a two-semester sequence on probability and statistical inference, early chapters provide coverage on probability and include discussions of: discrete models and random variables; discrete distributions including binomial, hypergeometric, geometric, and Poisson; continuous, normal, gamma, and conditional distributions; and limit theory. Since limit theory is usually the most difficult topic for readers to master, the author thoroughly discusses mo...
Tercariol, Cesar Augusto Sangaletti; Kiipper, Felipe de Moura; Martinez, Alexandre Souto
2007-01-01
Consider that the coordinates of N points are randomly generated along the edges of a d-dimensional hypercube (random point problem). The probability P (d,N) m,n that an arbitrary point is the mth nearest neighbour to its own nth nearest neighbour (Cox probabilities) plays an important role in spatial statistics. Also, it has been useful in the description of physical processes in disordered media. Here we propose a simpler derivation of Cox probabilities, where we stress the role played by the system dimensionality d. In the limit d → ∞, the distances between pair of points become independent (random link model) and closed analytical forms for the neighbourhood probabilities are obtained both for the thermodynamic limit and finite-size system. Breaking the distance symmetry constraint drives us to the random map model, for which the Cox probabilities are obtained for two cases: whether a point is its own nearest neighbour or not
A probability model for the failure of pressure containing parts
Thomas, H.M.
1978-01-01
The model provides a method of estimating the order of magnitude of the leakage failure probability of pressure containing parts. It is a fatigue based model which makes use of the statistics available for both specimens and vessels. Some novel concepts are introduced but essentially the model simply quantifies the obvious i.e. that failure probability increases with increases in stress levels, number of cycles, volume of material and volume of weld metal. A further model based on fracture mechanics estimates the catastrophic fraction of leakage failures. (author)
Maximum parsimony, substitution model, and probability phylogenetic trees.
Weng, J F; Thomas, D A; Mareels, I
2011-01-01
The problem of inferring phylogenies (phylogenetic trees) is one of the main problems in computational biology. There are three main methods for inferring phylogenies-Maximum Parsimony (MP), Distance Matrix (DM) and Maximum Likelihood (ML), of which the MP method is the most well-studied and popular method. In the MP method the optimization criterion is the number of substitutions of the nucleotides computed by the differences in the investigated nucleotide sequences. However, the MP method is often criticized as it only counts the substitutions observable at the current time and all the unobservable substitutions that really occur in the evolutionary history are omitted. In order to take into account the unobservable substitutions, some substitution models have been established and they are now widely used in the DM and ML methods but these substitution models cannot be used within the classical MP method. Recently the authors proposed a probability representation model for phylogenetic trees and the reconstructed trees in this model are called probability phylogenetic trees. One of the advantages of the probability representation model is that it can include a substitution model to infer phylogenetic trees based on the MP principle. In this paper we explain how to use a substitution model in the reconstruction of probability phylogenetic trees and show the advantage of this approach with examples.
Gap probability - Measurements and models of a pecan orchard
Strahler, Alan H.; Li, Xiaowen; Moody, Aaron; Liu, YI
1992-01-01
Measurements and models are compared for gap probability in a pecan orchard. Measurements are based on panoramic photographs of 50* by 135 view angle made under the canopy looking upwards at regular positions along transects between orchard trees. The gap probability model is driven by geometric parameters at two levels-crown and leaf. Crown level parameters include the shape of the crown envelope and spacing of crowns; leaf level parameters include leaf size and shape, leaf area index, and leaf angle, all as functions of canopy position.
Illustrating Probability through Roulette: A Spreadsheet Simulation Model
Kala Chand Seal
2005-11-01
Full Text Available Teaching probability can be challenging because the mathematical formulas often are too abstract and complex for the students to fully grasp the underlying meaning and effect of the concepts. Games can provide a way to address this issue. For example, the game of roulette can be an exciting application for teaching probability concepts. In this paper, we implement a model of roulette in a spreadsheet that can simulate outcomes of various betting strategies. The simulations can be analyzed to gain better insights into the corresponding probability structures. We use the model to simulate a particular betting strategy known as the bet-doubling, or Martingale, strategy. This strategy is quite popular and is often erroneously perceived as a winning strategy even though the probability analysis shows that such a perception is incorrect. The simulation allows us to present the true implications of such a strategy for a player with a limited betting budget and relate the results to the underlying theoretical probability structure. The overall validation of the model, its use for teaching, including its application to analyze other types of betting strategies are discussed.
Reach/frequency for printed media: Personal probabilities or models
Mortensen, Peter Stendahl
2000-01-01
The author evaluates two different ways of estimating reach and frequency of plans for printed media. The first assigns reading probabilities to groups of respondents and calculates reach and frequency by simulation. the second estimates parameters to a model for reach/frequency. It is concluded ...... and estiamtes from such models are shown to be closer to panel data. the problem, however, is to get valid input for such models from readership surveys. Means for this are discussed....
Camera-Model Identification Using Markovian Transition Probability Matrix
Xu, Guanshuo; Gao, Shang; Shi, Yun Qing; Hu, Ruimin; Su, Wei
Detecting the (brands and) models of digital cameras from given digital images has become a popular research topic in the field of digital forensics. As most of images are JPEG compressed before they are output from cameras, we propose to use an effective image statistical model to characterize the difference JPEG 2-D arrays of Y and Cb components from the JPEG images taken by various camera models. Specifically, the transition probability matrices derived from four different directional Markov processes applied to the image difference JPEG 2-D arrays are used to identify statistical difference caused by image formation pipelines inside different camera models. All elements of the transition probability matrices, after a thresholding technique, are directly used as features for classification purpose. Multi-class support vector machines (SVM) are used as the classification tool. The effectiveness of our proposed statistical model is demonstrated by large-scale experimental results.
Computation of Probabilities in Causal Models of History of Science
Osvaldo Pessoa Jr.
2006-12-01
Full Text Available : The aim of this paper is to investigate the ascription of probabilities in a causal model of an episode in the history of science. The aim of such a quantitative approach is to allow the implementation of the causal model in a computer, to run simulations. As an example, we look at the beginning of the science of magnetism, “explaining” — in a probabilistic way, in terms of a single causal model — why the field advanced in China but not in Europe (the difference is due to different prior probabilities of certain cultural manifestations. Given the number of years between the occurrences of two causally connected advances X and Y, one proposes a criterion for stipulating the value pY=X of the conditional probability of an advance Y occurring, given X. Next, one must assume a specific form for the cumulative probability function pY=X(t, which we take to be the time integral of an exponential distribution function, as is done in physics of radioactive decay. Rules for calculating the cumulative functions for more than two events are mentioned, involving composition, disjunction and conjunction of causes. We also consider the problems involved in supposing that the appearance of events in time follows an exponential distribution, which are a consequence of the fact that a composition of causes does not follow an exponential distribution, but a “hypoexponential” one. We suggest that a gamma distribution function might more adequately represent the appearance of advances.
Fixation probability in a two-locus intersexual selection model.
Durand, Guillermo; Lessard, Sabin
2016-06-01
We study a two-locus model of intersexual selection in a finite haploid population reproducing according to a discrete-time Moran model with a trait locus expressed in males and a preference locus expressed in females. We show that the probability of ultimate fixation of a single mutant allele for a male ornament introduced at random at the trait locus given any initial frequency state at the preference locus is increased by weak intersexual selection and recombination, weak or strong. Moreover, this probability exceeds the initial frequency of the mutant allele even in the case of a costly male ornament if intersexual selection is not too weak. On the other hand, the probability of ultimate fixation of a single mutant allele for a female preference towards a male ornament introduced at random at the preference locus is increased by weak intersexual selection and weak recombination if the female preference is not costly, and is strong enough in the case of a costly male ornament. The analysis relies on an extension of the ancestral recombination-selection graph for samples of haplotypes to take into account events of intersexual selection, while the symbolic calculation of the fixation probabilities is made possible in a reasonable time by an optimizing algorithm. Copyright © 2016 Elsevier Inc. All rights reserved.
Estimating Model Probabilities using Thermodynamic Markov Chain Monte Carlo Methods
Ye, M.; Liu, P.; Beerli, P.; Lu, D.; Hill, M. C.
2014-12-01
Markov chain Monte Carlo (MCMC) methods are widely used to evaluate model probability for quantifying model uncertainty. In a general procedure, MCMC simulations are first conducted for each individual model, and MCMC parameter samples are then used to approximate marginal likelihood of the model by calculating the geometric mean of the joint likelihood of the model and its parameters. It has been found the method of evaluating geometric mean suffers from the numerical problem of low convergence rate. A simple test case shows that even millions of MCMC samples are insufficient to yield accurate estimation of the marginal likelihood. To resolve this problem, a thermodynamic method is used to have multiple MCMC runs with different values of a heating coefficient between zero and one. When the heating coefficient is zero, the MCMC run is equivalent to a random walk MC in the prior parameter space; when the heating coefficient is one, the MCMC run is the conventional one. For a simple case with analytical form of the marginal likelihood, the thermodynamic method yields more accurate estimate than the method of using geometric mean. This is also demonstrated for a case of groundwater modeling with consideration of four alternative models postulated based on different conceptualization of a confining layer. This groundwater example shows that model probabilities estimated using the thermodynamic method are more reasonable than those obtained using the geometric method. The thermodynamic method is general, and can be used for a wide range of environmental problem for model uncertainty quantification.
Statistical Validation of Normal Tissue Complication Probability Models
Xu Chengjian, E-mail: c.j.xu@umcg.nl [Department of Radiation Oncology, University of Groningen, University Medical Center Groningen, Groningen (Netherlands); Schaaf, Arjen van der; Veld, Aart A. van' t; Langendijk, Johannes A. [Department of Radiation Oncology, University of Groningen, University Medical Center Groningen, Groningen (Netherlands); Schilstra, Cornelis [Department of Radiation Oncology, University of Groningen, University Medical Center Groningen, Groningen (Netherlands); Radiotherapy Institute Friesland, Leeuwarden (Netherlands)
2012-09-01
Purpose: To investigate the applicability and value of double cross-validation and permutation tests as established statistical approaches in the validation of normal tissue complication probability (NTCP) models. Methods and Materials: A penalized regression method, LASSO (least absolute shrinkage and selection operator), was used to build NTCP models for xerostomia after radiation therapy treatment of head-and-neck cancer. Model assessment was based on the likelihood function and the area under the receiver operating characteristic curve. Results: Repeated double cross-validation showed the uncertainty and instability of the NTCP models and indicated that the statistical significance of model performance can be obtained by permutation testing. Conclusion: Repeated double cross-validation and permutation tests are recommended to validate NTCP models before clinical use.
Statistical validation of normal tissue complication probability models.
Xu, Cheng-Jian; van der Schaaf, Arjen; Van't Veld, Aart A; Langendijk, Johannes A; Schilstra, Cornelis
2012-09-01
To investigate the applicability and value of double cross-validation and permutation tests as established statistical approaches in the validation of normal tissue complication probability (NTCP) models. A penalized regression method, LASSO (least absolute shrinkage and selection operator), was used to build NTCP models for xerostomia after radiation therapy treatment of head-and-neck cancer. Model assessment was based on the likelihood function and the area under the receiver operating characteristic curve. Repeated double cross-validation showed the uncertainty and instability of the NTCP models and indicated that the statistical significance of model performance can be obtained by permutation testing. Repeated double cross-validation and permutation tests are recommended to validate NTCP models before clinical use. Copyright © 2012 Elsevier Inc. All rights reserved.
Modeling of Atmospheric Turbulence Effect on Terrestrial FSO Link
A. Prokes
2009-04-01
Full Text Available Atmospheric turbulence results in many effects causing fluctuation in the received optical power. Terrestrial laser beam communication is affected above all by scintillations. The paper deals with modeling the influence of scintillation on link performance, using the modified Rytov theory. The probability of correct signal detection in direct detection system in dependence on many parameters such as link distance, power link margin, refractive-index structure parameter, etc. is discussed and different approaches to the evaluation of scintillation effect are compared. The simulations are performed for a horizontal-path propagation of the Gaussian-beam wave.
Assigning probability distributions to input parameters of performance assessment models
Mishra, Srikanta [INTERA Inc., Austin, TX (United States)
2002-02-01
This study presents an overview of various approaches for assigning probability distributions to input parameters and/or future states of performance assessment models. Specifically,three broad approaches are discussed for developing input distributions: (a) fitting continuous distributions to data, (b) subjective assessment of probabilities, and (c) Bayesian updating of prior knowledge based on new information. The report begins with a summary of the nature of data and distributions, followed by a discussion of several common theoretical parametric models for characterizing distributions. Next, various techniques are presented for fitting continuous distributions to data. These include probability plotting, method of moments, maximum likelihood estimation and nonlinear least squares analysis. The techniques are demonstrated using data from a recent performance assessment study for the Yucca Mountain project. Goodness of fit techniques are also discussed, followed by an overview of how distribution fitting is accomplished in commercial software packages. The issue of subjective assessment of probabilities is dealt with in terms of the maximum entropy distribution selection approach, as well as some common rules for codifying informal expert judgment. Formal expert elicitation protocols are discussed next, and are based primarily on the guidance provided by the US NRC. The Bayesian framework for updating prior distributions (beliefs) when new information becomes available is discussed. A simple numerical approach is presented for facilitating practical applications of the Bayes theorem. Finally, a systematic framework for assigning distributions is presented: (a) for the situation where enough data are available to define an empirical CDF or fit a parametric model to the data, and (b) to deal with the situation where only a limited amount of information is available.
Assigning probability distributions to input parameters of performance assessment models
Mishra, Srikanta
2002-02-01
This study presents an overview of various approaches for assigning probability distributions to input parameters and/or future states of performance assessment models. Specifically,three broad approaches are discussed for developing input distributions: (a) fitting continuous distributions to data, (b) subjective assessment of probabilities, and (c) Bayesian updating of prior knowledge based on new information. The report begins with a summary of the nature of data and distributions, followed by a discussion of several common theoretical parametric models for characterizing distributions. Next, various techniques are presented for fitting continuous distributions to data. These include probability plotting, method of moments, maximum likelihood estimation and nonlinear least squares analysis. The techniques are demonstrated using data from a recent performance assessment study for the Yucca Mountain project. Goodness of fit techniques are also discussed, followed by an overview of how distribution fitting is accomplished in commercial software packages. The issue of subjective assessment of probabilities is dealt with in terms of the maximum entropy distribution selection approach, as well as some common rules for codifying informal expert judgment. Formal expert elicitation protocols are discussed next, and are based primarily on the guidance provided by the US NRC. The Bayesian framework for updating prior distributions (beliefs) when new information becomes available is discussed. A simple numerical approach is presented for facilitating practical applications of the Bayes theorem. Finally, a systematic framework for assigning distributions is presented: (a) for the situation where enough data are available to define an empirical CDF or fit a parametric model to the data, and (b) to deal with the situation where only a limited amount of information is available
Fitting the Probability Distribution Functions to Model Particulate Matter Concentrations
El-Shanshoury, Gh.I.
2017-01-01
The main objective of this study is to identify the best probability distribution and the plotting position formula for modeling the concentrations of Total Suspended Particles (TSP) as well as the Particulate Matter with an aerodynamic diameter<10 μm (PM 10 ). The best distribution provides the estimated probabilities that exceed the threshold limit given by the Egyptian Air Quality Limit value (EAQLV) as well the number of exceedance days is estimated. The standard limits of the EAQLV for TSP and PM 10 concentrations are 24-h average of 230 μg/m 3 and 70 μg/m 3 , respectively. Five frequency distribution functions with seven formula of plotting positions (empirical cumulative distribution functions) are compared to fit the average of daily TSP and PM 10 concentrations in year 2014 for Ain Sokhna city. The Quantile-Quantile plot (Q-Q plot) is used as a method for assessing how closely a data set fits a particular distribution. A proper probability distribution that represents the TSP and PM 10 has been chosen based on the statistical performance indicator values. The results show that Hosking and Wallis plotting position combined with Frechet distribution gave the highest fit for TSP and PM 10 concentrations. Burr distribution with the same plotting position follows Frechet distribution. The exceedance probability and days over the EAQLV are predicted using Frechet distribution. In 2014, the exceedance probability and days for TSP concentrations are 0.052 and 19 days, respectively. Furthermore, the PM 10 concentration is found to exceed the threshold limit by 174 days
An empirical probability model of detecting species at low densities.
Delaney, David G; Leung, Brian
2010-06-01
False negatives, not detecting things that are actually present, are an important but understudied problem. False negatives are the result of our inability to perfectly detect species, especially those at low density such as endangered species or newly arriving introduced species. They reduce our ability to interpret presence-absence survey data and make sound management decisions (e.g., rapid response). To reduce the probability of false negatives, we need to compare the efficacy and sensitivity of different sampling approaches and quantify an unbiased estimate of the probability of detection. We conducted field experiments in the intertidal zone of New England and New York to test the sensitivity of two sampling approaches (quadrat vs. total area search, TAS), given different target characteristics (mobile vs. sessile). Using logistic regression we built detection curves for each sampling approach that related the sampling intensity and the density of targets to the probability of detection. The TAS approach reduced the probability of false negatives and detected targets faster than the quadrat approach. Mobility of targets increased the time to detection but did not affect detection success. Finally, we interpreted two years of presence-absence data on the distribution of the Asian shore crab (Hemigrapsus sanguineus) in New England and New York, using our probability model for false negatives. The type of experimental approach in this paper can help to reduce false negatives and increase our ability to detect species at low densities by refining sampling approaches, which can guide conservation strategies and management decisions in various areas of ecology such as conservation biology and invasion ecology.
Human Inferences about Sequences: A Minimal Transition Probability Model.
Florent Meyniel
2016-12-01
Full Text Available The brain constantly infers the causes of the inputs it receives and uses these inferences to generate statistical expectations about future observations. Experimental evidence for these expectations and their violations include explicit reports, sequential effects on reaction times, and mismatch or surprise signals recorded in electrophysiology and functional MRI. Here, we explore the hypothesis that the brain acts as a near-optimal inference device that constantly attempts to infer the time-varying matrix of transition probabilities between the stimuli it receives, even when those stimuli are in fact fully unpredictable. This parsimonious Bayesian model, with a single free parameter, accounts for a broad range of findings on surprise signals, sequential effects and the perception of randomness. Notably, it explains the pervasive asymmetry between repetitions and alternations encountered in those studies. Our analysis suggests that a neural machinery for inferring transition probabilities lies at the core of human sequence knowledge.
NASA Lewis Launch Collision Probability Model Developed and Analyzed
Bollenbacher, Gary; Guptill, James D
1999-01-01
There are nearly 10,000 tracked objects orbiting the earth. These objects encompass manned objects, active and decommissioned satellites, spent rocket bodies, and debris. They range from a few centimeters across to the size of the MIR space station. Anytime a new satellite is launched, the launch vehicle with its payload attached passes through an area of space in which these objects orbit. Although the population density of these objects is low, there always is a small but finite probability of collision between the launch vehicle and one or more of these space objects. Even though the probability of collision is very low, for some payloads even this small risk is unacceptable. To mitigate the small risk of collision associated with launching at an arbitrary time within the daily launch window, NASA performs a prelaunch mission assurance Collision Avoidance Analysis (or COLA). For the COLA of the Cassini spacecraft, the NASA Lewis Research Center conducted an in-house development and analysis of a model for launch collision probability. The model allows a minimum clearance criteria to be used with the COLA analysis to ensure an acceptably low probability of collision. If, for any given liftoff time, the nominal launch vehicle trajectory would pass a space object with less than the minimum required clearance, launch would not be attempted at that time. The model assumes that the nominal positions of the orbiting objects and of the launch vehicle can be predicted as a function of time, and therefore, that any tracked object that comes within close proximity of the launch vehicle can be identified. For any such pair, these nominal positions can be used to calculate a nominal miss distance. The actual miss distances may differ substantially from the nominal miss distance, due, in part, to the statistical uncertainty of the knowledge of the objects positions. The model further assumes that these position uncertainties can be described with position covariance matrices
Petrukhin, Venedict F.; Poddubnaya, I. V.; Ponomarev, Evgenij A.; Sutyrin, Nicolaj A.
2004-12-01
The analysis of the ionospheric data on Irkutsk obtained from 1960 to 1996 was made. Was shown, that the link of probabilities of observation of the sporadic derivations in E-region of ionosphere with solar activity (SA) essentially depends on time of day, season and correlation between solar and geophysical parameters. For different types of sporadic derivations this link has different character and with a different image varies with current of time. It is necessary to mark, that the link of night sporadic derivations (Es such as "f") with solar activity in the summer very high and practically does not vary in time (r=-0.897-/+0.04). The temporary course of coefficients of correlation between solar activity and probability of observation of sporadic stratums (r) of a different type varies depending on the season. Further, for stratums of a type "cl" and "l" the change r happens within increase of SA. At the same time, there is an abnormal behavior of height so f sporadic stratums such as "cl". There is an impression that in a considered time frame there is competition of two factors. One of them - solar activity, which in the norm supports the negative correlation link with frequency of observation and second - a factor of an unknown nature, which has caused evocative anomaly of altitude, becomes dominant above natural negative link.
A Probability-Based Hybrid User Model for Recommendation System
Jia Hao
2016-01-01
Full Text Available With the rapid development of information communication technology, the available information or knowledge is exponentially increased, and this causes the well-known information overload phenomenon. This problem is more serious in product design corporations because over half of the valuable design time is consumed in knowledge acquisition, which highly extends the design cycle and weakens the competitiveness. Therefore, the recommender systems become very important in the domain of product domain. This research presents a probability-based hybrid user model, which is a combination of collaborative filtering and content-based filtering. This hybrid model utilizes user ratings and item topics or classes, which are available in the domain of product design, to predict the knowledge requirement. The comprehensive analysis of the experimental results shows that the proposed method gains better performance in most of the parameter settings. This work contributes a probability-based method to the community for implement recommender system when only user ratings and item topics are available.
Link-topic model for biomedical abbreviation disambiguation.
Kim, Seonho; Yoon, Juntae
2015-02-01
The ambiguity of biomedical abbreviations is one of the challenges in biomedical text mining systems. In particular, the handling of term variants and abbreviations without nearby definitions is a critical issue. In this study, we adopt the concepts of topic of document and word link to disambiguate biomedical abbreviations. We newly suggest the link topic model inspired by the latent Dirichlet allocation model, in which each document is perceived as a random mixture of topics, where each topic is characterized by a distribution over words. Thus, the most probable expansions with respect to abbreviations of a given abstract are determined by word-topic, document-topic, and word-link distributions estimated from a document collection through the link topic model. The model allows two distinct modes of word generation to incorporate semantic dependencies among words, particularly long form words of abbreviations and their sentential co-occurring words; a word can be generated either dependently on the long form of the abbreviation or independently. The semantic dependency between two words is defined as a link and a new random parameter for the link is assigned to each word as well as a topic parameter. Because the link status indicates whether the word constitutes a link with a given specific long form, it has the effect of determining whether a word forms a unigram or a skipping/consecutive bigram with respect to the long form. Furthermore, we place a constraint on the model so that a word has the same topic as a specific long form if it is generated in reference to the long form. Consequently, documents are generated from the two hidden parameters, i.e. topic and link, and the most probable expansion of a specific abbreviation is estimated from the parameters. Our model relaxes the bag-of-words assumption of the standard topic model in which the word order is neglected, and it captures a richer structure of text than does the standard topic model by considering
Modelling the Probability of Landslides Impacting Road Networks
Taylor, F. E.; Malamud, B. D.
2012-04-01
During a landslide triggering event, the threat of landslides blocking roads poses a risk to logistics, rescue efforts and communities dependant on those road networks. Here we present preliminary results of a stochastic model we have developed to evaluate the probability of landslides intersecting a simple road network during a landslide triggering event and apply simple network indices to measure the state of the road network in the affected region. A 4000 x 4000 cell array with a 5 m x 5 m resolution was used, with a pre-defined simple road network laid onto it, and landslides 'randomly' dropped onto it. Landslide areas (AL) were randomly selected from a three-parameter inverse gamma probability density function, consisting of a power-law decay of about -2.4 for medium and large values of AL and an exponential rollover for small values of AL; the rollover (maximum probability) occurs at about AL = 400 m2 This statistical distribution was chosen based on three substantially complete triggered landslide inventories recorded in existing literature. The number of landslide areas (NL) selected for each triggered event iteration was chosen to have an average density of 1 landslide km-2, i.e. NL = 400 landslide areas chosen randomly for each iteration, and was based on several existing triggered landslide event inventories. A simple road network was chosen, in a 'T' shape configuration, with one road 1 x 4000 cells (5 m x 20 km) in a 'T' formation with another road 1 x 2000 cells (5 m x 10 km). The landslide areas were then randomly 'dropped' over the road array and indices such as the location, size (ABL) and number of road blockages (NBL) recorded. This process was performed 500 times (iterations) in a Monte-Carlo type simulation. Initial results show that for a landslide triggering event with 400 landslides over a 400 km2 region, the number of road blocks per iteration, NBL,ranges from 0 to 7. The average blockage area for the 500 iterations (A¯ BL) is about 3000 m
Robust mislabel logistic regression without modeling mislabel probabilities.
Hung, Hung; Jou, Zhi-Yu; Huang, Su-Yun
2018-03-01
Logistic regression is among the most widely used statistical methods for linear discriminant analysis. In many applications, we only observe possibly mislabeled responses. Fitting a conventional logistic regression can then lead to biased estimation. One common resolution is to fit a mislabel logistic regression model, which takes into consideration of mislabeled responses. Another common method is to adopt a robust M-estimation by down-weighting suspected instances. In this work, we propose a new robust mislabel logistic regression based on γ-divergence. Our proposal possesses two advantageous features: (1) It does not need to model the mislabel probabilities. (2) The minimum γ-divergence estimation leads to a weighted estimating equation without the need to include any bias correction term, that is, it is automatically bias-corrected. These features make the proposed γ-logistic regression more robust in model fitting and more intuitive for model interpretation through a simple weighting scheme. Our method is also easy to implement, and two types of algorithms are included. Simulation studies and the Pima data application are presented to demonstrate the performance of γ-logistic regression. © 2017, The International Biometric Society.
Cladding failure probability modeling for risk evaluations of fast reactors
Mueller, C.J.; Kramer, J.M.
1987-01-01
This paper develops the methodology to incorporate cladding failure data and associated modeling into risk evaluations of liquid metal-cooled fast reactors (LMRs). Current US innovative designs for metal-fueled pool-type LMRs take advantage of inherent reactivity feedback mechanisms to limit reactor temperature increases in response to classic anticipated-transient-without-scram (ATWS) initiators. Final shutdown without reliance on engineered safety features can then be accomplished if sufficient time is available for operator intervention to terminate fission power production and/or provide auxiliary cooling prior to significant core disruption. Coherent cladding failure under the sustained elevated temperatures of ATWS events serves as one indicator of core disruption. In this paper we combine uncertainties in cladding failure data with uncertainties in calculations of ATWS cladding temperature conditions to calculate probabilities of cladding failure as a function of the time for accident recovery
Cladding failure probability modeling for risk evaluations of fast reactors
Mueller, C.J.; Kramer, J.M.
1987-01-01
This paper develops the methodology to incorporate cladding failure data and associated modeling into risk evaluations of liquid metal-cooled fast reactors (LMRs). Current U.S. innovative designs for metal-fueled pool-type LMRs take advantage of inherent reactivity feedback mechanisms to limit reactor temperature increases in response to classic anticipated-transient-without-scram (ATWS) initiators. Final shutdown without reliance on engineered safety features can then be accomplished if sufficient time is available for operator intervention to terminate fission power production and/or provide auxiliary cooling prior to significant core disruption. Coherent cladding failure under the sustained elevated temperatures of ATWS events serves as one indicator of core disruption. In this paper we combine uncertainties in cladding failure data with uncertainties in calculations of ATWS cladding temperature conditions to calculate probabilities of cladding failure as a function of the time for accident recovery. (orig.)
Roubalová Kateřina
2005-07-01
Full Text Available Abstract Background Recently, a negative association between Toxoplasma-infection and novelty seeking was reported. The authors suggested that changes of personality trait were caused by manipulation activity of the parasite, aimed at increasing the probability of transmission of the parasite from an intermediate to a definitive host. They also suggested that low novelty seeking indicated an increased level of the neurotransmitter dopamine in the brain of infected subjects, a phenomenon already observed in experimentally infected rodents. However, the changes in personality can also be just a byproduct of any neurotropic infection. Moreover, the association between a personality trait and the toxoplasmosis can even be caused by an independent correlation of both the probability of Toxoplasma-infection and the personality trait with the third factor, namely with the size of living place of a subject. To test these two alternative hypotheses, we studied the influence of another neurotropic pathogen, the cytomegalovirus, on the personality of infected subjects, and reanalyzed the original data after the effect of the potential confounder, the size of living place, was controlled. Methods In the case-control study, 533 conscripts were tested for toxoplasmosis and presence of anti-cytomegalovirus antibodies and their novelty seeking was examined with Cloninger's TCI questionnaire. Possible association between the two infections and TCI dimensions was analyzed. Results The decrease of novelty seeking is associated also with cytomegalovirus infection. After the size of living place was controlled, the effect of toxoplasmosis on novelty seeking increased. Significant difference in novelty seeking was observed only in the largest city, Prague. Conclusion Toxoplasma and cytomegalovirus probably induce a decrease of novelty seeking. As the cytomegalovirus spreads in population by direct contact (not by predation as with Toxoplasma, the observed changes are
Helton, Jon C. [Arizona State Univ., Tempe, AZ (United States); Brooks, Dusty Marie [Sandia National Lab. (SNL-NM), Albuquerque, NM (United States); Sallaberry, Cedric Jean-Marie. [Engineering Mechanics Corp. of Columbus, OH (United States)
2018-02-01
Probability of loss of assured safety (PLOAS) is modeled for weak link (WL)/strong link (SL) systems in which one or more WLs or SLs could potentially degrade into a precursor condition to link failure that will be followed by an actual failure after some amount of elapsed time. The following topics are considered: (i) Definition of precursor occurrence time cumulative distribution functions (CDFs) for individual WLs and SLs, (ii) Formal representation of PLOAS with constant delay times, (iii) Approximation and illustration of PLOAS with constant delay times, (iv) Formal representation of PLOAS with aleatory uncertainty in delay times, (v) Approximation and illustration of PLOAS with aleatory uncertainty in delay times, (vi) Formal representation of PLOAS with delay times defined by functions of link properties at occurrence times for failure precursors, (vii) Approximation and illustration of PLOAS with delay times defined by functions of link properties at occurrence times for failure precursors, and (viii) Procedures for the verification of PLOAS calculations for the three indicated definitions of delayed link failure.
Idealized models of the joint probability distribution of wind speeds
Monahan, Adam H.
2018-05-01
The joint probability distribution of wind speeds at two separate locations in space or points in time completely characterizes the statistical dependence of these two quantities, providing more information than linear measures such as correlation. In this study, we consider two models of the joint distribution of wind speeds obtained from idealized models of the dependence structure of the horizontal wind velocity components. The bivariate Rice distribution follows from assuming that the wind components have Gaussian and isotropic fluctuations. The bivariate Weibull distribution arises from power law transformations of wind speeds corresponding to vector components with Gaussian, isotropic, mean-zero variability. Maximum likelihood estimates of these distributions are compared using wind speed data from the mid-troposphere, from different altitudes at the Cabauw tower in the Netherlands, and from scatterometer observations over the sea surface. While the bivariate Rice distribution is more flexible and can represent a broader class of dependence structures, the bivariate Weibull distribution is mathematically simpler and may be more convenient in many applications. The complexity of the mathematical expressions obtained for the joint distributions suggests that the development of explicit functional forms for multivariate speed distributions from distributions of the components will not be practical for more complicated dependence structure or more than two speed variables.
Predicting the probability of recession in Croatia:Is economic sentiment the missing link?
Nataša Erjavec
2016-12-01
Full Text Available This paper aims to assess the possibility of predicting Croatian recessionary episodes using probit models. The authors first estimate a baseline static model using four leading indicators of recession (monetary base, unemployment, industrial production, and CROBEX stock market index. Lag lengths of up to 6 months are examined for each of the observed variables in the probit specification, and several important conclusions arise from the estimated models. First, the stock market and money supply exhibit the most pronounced leading characteristics in the Croatian economy (a 3-month lag length is selected by the information criteria. Second, the dynamic model (including a lagged dependent dummy variable significantly outperforms the baseline static model. Third, the authors augment the probit model by the Economic Sentiment Indicator, which significantly contributes to the model accuracy. The latter confirms the main hypothesis of the paper, going in line with the assertion that psychological factors largely govern the economic cycles, growing in significance in times of economic hardship.
High-resolution urban flood modelling - a joint probability approach
Hartnett, Michael; Olbert, Agnieszka; Nash, Stephen
2017-04-01
(Divoky et al., 2005). Nevertheless, such events occur and in Ireland alone there are several cases of serious damage due to flooding resulting from a combination of high sea water levels and river flows driven by the same meteorological conditions (e.g. Olbert et al. 2015). A November 2009 fluvial-coastal flooding of Cork City bringing €100m loss was one such incident. This event was used by Olbert et al. (2015) to determine processes controlling urban flooding and is further explored in this study to elaborate on coastal and fluvial flood mechanisms and their roles in controlling water levels. The objective of this research is to develop a methodology to assess combined effect of multiple source flooding on flood probability and severity in urban areas and to establish a set of conditions that dictate urban flooding due to extreme climatic events. These conditions broadly combine physical flood drivers (such as coastal and fluvial processes), their mechanisms and thresholds defining flood severity. The two main physical processes controlling urban flooding: high sea water levels (coastal flooding) and high river flows (fluvial flooding), and their threshold values for which flood is likely to occur, are considered in this study. Contribution of coastal and fluvial drivers to flooding and their impacts are assessed in a two-step process. The first step involves frequency analysis and extreme value statistical modelling of storm surges, tides and river flows and ultimately the application of joint probability method to estimate joint exceedence return periods for combination of surges, tide and river flows. In the second step, a numerical model of Cork Harbour MSN_Flood comprising a cascade of four nested high-resolution models is used to perform simulation of flood inundation under numerous hypothetical coastal and fluvial flood scenarios. The risk of flooding is quantified based on a range of physical aspects such as the extent and depth of inundation (Apel et al
Modelling soft error probability in firmware: A case study
The purpose is to estimate the probability that external disruptive events (such as ..... also changed the 16-bit magic variable to its unique 'magic' value. .... is mutually independent, not only over registers but over spikes, such that the above.
Options and pitfalls of normal tissues complication probability models
Dorr, Wolfgang
2011-01-01
Full text: Technological improvements in the physical administration of radiotherapy have led to increasing conformation of the treatment volume (TV) with the planning target volume (PTV) and of the irradiated volume (IV) with the TV. In this process of improvement of the physical quality of radiotherapy, the total volumes of organs at risk exposed to significant doses have significantly decreased, resulting in increased inhomogeneities in the dose distributions within these organs. This has resulted in a need to identify and quantify volume effects in different normal tissues. Today, irradiated volume today must be considered a 6t h 'R' of radiotherapy, in addition to the 5 'Rs' defined by Withers and Steel in the mid/end 1980 s. The current status of knowledge of these volume effects has recently been summarized for many organs and tissues by the QUANTEC (Quantitative Analysis of Normal Tissue Effects in the Clinic) initiative [Int. J. Radiat. Oncol. BioI. Phys. 76 (3) Suppl., 2010]. However, the concept of using dose-volume histogram parameters as a basis for dose constraints, even without applying any models for normal tissue complication probabilities (NTCP), is based on (some) assumptions that are not met in clinical routine treatment planning. First, and most important, dose-volume histogram (DVH) parameters are usually derived from a single, 'snap-shot' CT-scan, without considering physiological (urinary bladder, intestine) or radiation induced (edema, patient weight loss) changes during radiotherapy. Also, individual variations, or different institutional strategies of delineating organs at risk are rarely considered. Moreover, the reduction of the 3-dimentional dose distribution into a '2dimensl' DVH parameter implies that the localization of the dose within an organ is irrelevant-there are ample examples that this assumption is not justified. Routinely used dose constraints also do not take into account that the residual function of an organ may be
Fishnet model for failure probability tail of nacre-like imbricated lamellar materials
Luo, Wen; Bažant, Zdeněk P.
2017-12-01
Nacre, the iridescent material of the shells of pearl oysters and abalone, consists mostly of aragonite (a form of CaCO3), a brittle constituent of relatively low strength (≈10 MPa). Yet it has astonishing mean tensile strength (≈150 MPa) and fracture energy (≈350 to 1,240 J/m2). The reasons have recently become well understood: (i) the nanoscale thickness (≈300 nm) of nacre's building blocks, the aragonite lamellae (or platelets), and (ii) the imbricated, or staggered, arrangement of these lamellea, bound by biopolymer layers only ≈25 nm thick, occupying engineering applications, however, the failure probability of ≤10-6 is generally required. To guarantee it, the type of probability density function (pdf) of strength, including its tail, must be determined. This objective, not pursued previously, is hardly achievable by experiments alone, since >10^8 tests of specimens would be needed. Here we outline a statistical model of strength that resembles a fishnet pulled diagonally, captures the tail of pdf of strength and, importantly, allows analytical safety assessments of nacreous materials. The analysis shows that, in terms of safety, the imbricated lamellar structure provides a major additional advantage—˜10% strength increase at tail failure probability 10^-6 and a 1 to 2 orders of magnitude tail probability decrease at fixed stress. Another advantage is that a high scatter of microstructure properties diminishes the strength difference between the mean and the probability tail, compared with the weakest link model. These advantages of nacre-like materials are here justified analytically and supported by millions of Monte Carlo simulations.
Optimizing an objective function under a bivariate probability model
X. Brusset; N.M. Temme (Nico)
2007-01-01
htmlabstractThe motivation of this paper is to obtain an analytical closed form of a quadratic objective function arising from a stochastic decision process with bivariate exponential probability distribution functions that may be dependent. This method is applicable when results need to be
Parametric modeling of probability of bank loan default in Kenya ...
This makes the study on probability of a customer defaulting very useful while analyzing the credit risk policies. In this paper, we use a raw data set that contains demographic information about the borrowers. The data sets have been used to identify which risk factors associated with the borrowers contribute towards default.
Fixation Probability in a Two-Locus Model by the Ancestral Recombination–Selection Graph
Lessard, Sabin; Kermany, Amir R.
2012-01-01
We use the ancestral influence graph (AIG) for a two-locus, two-allele selection model in the limit of a large population size to obtain an analytic approximation for the probability of ultimate fixation of a single mutant allele A. We assume that this new mutant is introduced at a given locus into a finite population in which a previous mutant allele B is already segregating with a wild type at another linked locus. We deduce that the fixation probability increases as the recombination rate increases if allele A is either in positive epistatic interaction with B and allele B is beneficial or in no epistatic interaction with B and then allele A itself is beneficial. This holds at least as long as the recombination fraction and the selection intensity are small enough and the population size is large enough. In particular this confirms the Hill–Robertson effect, which predicts that recombination renders more likely the ultimate fixation of beneficial mutants at different loci in a population in the presence of random genetic drift even in the absence of epistasis. More importantly, we show that this is true from weak negative epistasis to positive epistasis, at least under weak selection. In the case of deleterious mutants, the fixation probability decreases as the recombination rate increases. This supports Muller’s ratchet mechanism to explain the accumulation of deleterious mutants in a population lacking recombination. PMID:22095080
Naive Probability: Model-based Estimates of Unique Events
2014-05-04
of inference. Argument and Computation, 1–17, iFirst. Khemlani, S., & Johnson-Laird, P.N. (2012b). Theories of the syllogism: A meta -analysis...is the probability that… 1 space tourism will achieve widespread popularity in the next 50 years? advances in material science will lead to the... governments dedicate more resources to contacting extra-terrestrials? 8 the United States adopts an open border policy of universal acceptance? English is
Halliwell, J. J.
2009-01-01
In the quantization of simple cosmological models (minisuperspace models) described by the Wheeler-DeWitt equation, an important step is the construction, from the wave function, of a probability distribution answering various questions of physical interest, such as the probability of the system entering a given region of configuration space at any stage in its entire history. A standard but heuristic procedure is to use the flux of (components of) the wave function in a WKB approximation. This gives sensible semiclassical results but lacks an underlying operator formalism. In this paper, we address the issue of constructing probability distributions linked to the Wheeler-DeWitt equation using the decoherent histories approach to quantum theory. The key step is the construction of class operators characterizing questions of physical interest. Taking advantage of a recent decoherent histories analysis of the arrival time problem in nonrelativistic quantum mechanics, we show that the appropriate class operators in quantum cosmology are readily constructed using a complex potential. The class operator for not entering a region of configuration space is given by the S matrix for scattering off a complex potential localized in that region. We thus derive the class operators for entering one or more regions in configuration space. The class operators commute with the Hamiltonian, have a sensible classical limit, and are closely related to an intersection number operator. The definitions of class operators given here handle the key case in which the underlying classical system has multiple crossings of the boundaries of the regions of interest. We show that oscillatory WKB solutions to the Wheeler-DeWitt equation give approximate decoherence of histories, as do superpositions of WKB solutions, as long as the regions of configuration space are sufficiently large. The corresponding probabilities coincide, in a semiclassical approximation, with standard heuristic procedures
Canonical Probability Distributions for Model Building, Learning, and Inference
Druzdzel, Marek J
2006-01-01
...) improvements of stochastic sampling algorithms based on importance sampling, and (3) practical applications of our general purpose decision modeling environment to diagnosis of complex systems...
Estimation and asymptotic theory for transition probabilities in Markov Renewal Multi–state models
Spitoni, C.; Verduijn, M.; Putter, H.
2012-01-01
In this paper we discuss estimation of transition probabilities for semi–Markov multi–state models. Non–parametric and semi–parametric estimators of the transition probabilities for a large class of models (forward going models) are proposed. Large sample theory is derived using the functional
Azarang, Leyla; Scheike, Thomas; de Uña-Álvarez, Jacobo
2017-01-01
In this work, we present direct regression analysis for the transition probabilities in the possibly non-Markov progressive illness–death model. The method is based on binomial regression, where the response is the indicator of the occupancy for the given state along time. Randomly weighted score...
Modeling the probability of giving birth at health institutions among ...
2014-06-02
Jun 2, 2014 ... deemed sufficient evidence of the utility of the logistic regression model. .... making decision by herself and gravid had significantly predicted the ..... Health Education: Theory, Research and Practice-3rd edition.2002.
Brémaud, Pierre
2017-01-01
The emphasis in this book is placed on general models (Markov chains, random fields, random graphs), universal methods (the probabilistic method, the coupling method, the Stein-Chen method, martingale methods, the method of types) and versatile tools (Chernoff's bound, Hoeffding's inequality, Holley's inequality) whose domain of application extends far beyond the present text. Although the examples treated in the book relate to the possible applications, in the communication and computing sciences, in operations research and in physics, this book is in the first instance concerned with theory. The level of the book is that of a beginning graduate course. It is self-contained, the prerequisites consisting merely of basic calculus (series) and basic linear algebra (matrices). The reader is not assumed to be trained in probability since the first chapters give in considerable detail the background necessary to understand the rest of the book. .
Some aspects of statistical modeling of human-error probability
Prairie, R.R.
1982-01-01
Human reliability analyses (HRA) are often performed as part of risk assessment and reliability projects. Recent events in nuclear power have shown the potential importance of the human element. There are several on-going efforts in the US and elsewhere with the purpose of modeling human error such that the human contribution can be incorporated into an overall risk assessment associated with one or more aspects of nuclear power. An effort that is described here uses the HRA (event tree) to quantify and model the human contribution to risk. As an example, risk analyses are being prepared on several nuclear power plants as part of the Interim Reliability Assessment Program (IREP). In this process the risk analyst selects the elements of his fault tree that could be contributed to by human error. He then solicits the HF analyst to do a HRA on this element
Probability model for worst case solar proton event fluences
Xapsos, M.A.; Summers, G.P.; Barth, J.L.; Stassinopoulos, E.G.; Burke, E.A.
1999-01-01
The effects that solar proton events have on microelectronics and solar arrays are important considerations for spacecraft in geostationary orbits, polar orbits and on interplanetary missions. A predictive model of worst case solar proton event fluences is presented. It allows the expected worst case event fluence to be calculated for a given confidence level and for periods of time corresponding to space missions. The proton energy range is from >1 to >300 MeV, so that the model is useful for a variety of radiation effects applications. For each proton energy threshold, the maximum entropy principle is used to select the initial distribution of solar proton event fluences. This turns out to be a truncated power law, i.e., a power law for smaller event fluences that smoothly approaches zero at a maximum fluence. The strong agreement of the distribution with satellite data for the last three solar cycles indicates this description captures the essential features of a solar proton event fluence distribution. Extreme value theory is then applied to the initial distribution of events to obtain the model of worst case fluences
Linear-quadratic model predictions for tumor control probability
Yaes, R.J.
1987-01-01
Sigmoid dose-response curves for tumor control are calculated from the linear-quadratic model parameters α and Β, obtained from human epidermoid carcinoma cell lines, and are much steeper than the clinical dose-response curves for head and neck cancers. One possible explanation is the presence of small radiation-resistant clones arising from mutations in an initially homogeneous tumor. Using the mutation theory of Delbruck and Luria and of Goldie and Coldman, the authors discuss the implications of such radiation-resistant clones for clinical radiation therapy
Interpretation of the results of statistical measurements. [search for basic probability model
Olshevskiy, V. V.
1973-01-01
For random processes, the calculated probability characteristic, and the measured statistical estimate are used in a quality functional, which defines the difference between the two functions. Based on the assumption that the statistical measurement procedure is organized so that the parameters for a selected model are optimized, it is shown that the interpretation of experimental research is a search for a basic probability model.
Ruin probability of the renewal model with risky investment and large claims
2009-01-01
The ruin probability of the renewal risk model with investment strategy for a capital market index is investigated in this paper.For claim sizes with common distribution of extended regular variation,we study the asymptotic behaviour of the ruin probability.As a corollary,we establish a simple asymptotic formula for the ruin probability for the case of Pareto-like claims.
Linking advanced fracture models to structural analysis
Chiesa, Matteo
2001-07-01
Shell structures with defects occur in many situations. The defects are usually introduced during the welding process necessary for joining different parts of the structure. Higher utilization of structural materials leads to a need for accurate numerical tools for reliable prediction of structural response. The direct discretization of the cracked shell structure with solid finite elements in order to perform an integrity assessment of the structure in question leads to large size problems, and makes such analysis infeasible in structural application. In this study a link between local material models and structural analysis is outlined. An ''ad hoc'' element formulation is used in order to connect complex material models to the finite element framework used for structural analysis. An improved elasto-plastic line spring finite element formulation, used in order to take cracks into account, is linked to shell elements which are further linked to beam elements. In this way one obtain a global model of the shell structure that also accounts for local flexibilities and fractures due to defects. An important advantage with such an approach is a direct fracture mechanics assessment e.g. via computed J-integral or CTOD. A recent development in this approach is the notion of two-parameter fracture assessment. This means that the crack tip stress tri-axiality (constraint) is employed in determining the corresponding fracture toughness, giving a much more realistic capacity of cracked structures. The present thesis is organized in six research articles and an introductory chapter that reviews important background literature related to this work. Paper I and II address the performance of shell and line spring finite elements as a cost effective tool for performing the numerical calculation needed to perform a fracture assessment. In Paper II a failure assessment, based on the testing of a constraint-corrected fracture mechanics specimen under tension, is
Ibsen Chivatá Cárdenas
2008-05-01
Full Text Available This article presents a rainfall model constructed by applying non-parametric modelling and imprecise probabilities; these tools were used because there was not enough homogeneous information in the study area. The area’s hydro-logical information regarding rainfall was scarce and existing hydrological time series were not uniform. A distributed extended rainfall model was constructed from so-called probability boxes (p-boxes, multinomial probability distribu-tion and confidence intervals (a friendly algorithm was constructed for non-parametric modelling by combining the last two tools. This model confirmed the high level of uncertainty involved in local rainfall modelling. Uncertainty en-compassed the whole range (domain of probability values thereby showing the severe limitations on information, leading to the conclusion that a detailed estimation of probability would lead to significant error. Nevertheless, rele-vant information was extracted; it was estimated that maximum daily rainfall threshold (70 mm would be surpassed at least once every three years and the magnitude of uncertainty affecting hydrological parameter estimation. This paper’s conclusions may be of interest to non-parametric modellers and decisions-makers as such modelling and imprecise probability represents an alternative for hydrological variable assessment and maybe an obligatory proce-dure in the future. Its potential lies in treating scarce information and represents a robust modelling strategy for non-seasonal stochastic modelling conditions
The ruin probability of a discrete time risk model under constant interest rate with heavy tails
Tang, Q.
2004-01-01
This paper investigates the ultimate ruin probability of a discrete time risk model with a positive constant interest rate. Under the assumption that the gross loss of the company within one year is subexponentially distributed, a simple asymptotic relation for the ruin probability is derived and
Compact baby universe model in ten dimension and probability function of quantum gravity
Yan Jun; Hu Shike
1991-01-01
The quantum probability functions are calculated for ten-dimensional compact baby universe model. The authors find that the probability for the Yang-Mills baby universe to undergo a spontaneous compactification down to a four-dimensional spacetime is greater than that to remain in the original homogeneous multidimensional state. Some questions about large-wormhole catastrophe are also discussed
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.
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.
Xu, Cheng-Jian; van der Schaaf, Arjen; Schilstra, Cornelis; Langendijk, Johannes A.; van t Veld, Aart A.
2012-01-01
PURPOSE: To study the impact of different statistical learning methods on the prediction performance of multivariate normal tissue complication probability (NTCP) models. METHODS AND MATERIALS: In this study, three learning methods, stepwise selection, least absolute shrinkage and selection operator
Developing a probability-based model of aquifer vulnerability in an agricultural region
Chen, Shih-Kai; Jang, Cheng-Shin; Peng, Yi-Huei
2013-04-01
SummaryHydrogeological settings of aquifers strongly influence the regional groundwater movement and pollution processes. Establishing a map of aquifer vulnerability is considerably critical for planning a scheme of groundwater quality protection. This study developed a novel probability-based DRASTIC model of aquifer vulnerability in the Choushui River alluvial fan, Taiwan, using indicator kriging and to determine various risk categories of contamination potentials based on estimated vulnerability indexes. Categories and ratings of six parameters in the probability-based DRASTIC model were probabilistically characterized according to the parameter classification methods of selecting a maximum estimation probability and calculating an expected value. Moreover, the probability-based estimation and assessment gave us an excellent insight into propagating the uncertainty of parameters due to limited observation data. To examine the prediction capacity of pollutants for the developed probability-based DRASTIC model, medium, high, and very high risk categories of contamination potentials were compared with observed nitrate-N exceeding 0.5 mg/L indicating the anthropogenic groundwater pollution. The analyzed results reveal that the developed probability-based DRASTIC model is capable of predicting high nitrate-N groundwater pollution and characterizing the parameter uncertainty via the probability estimation processes.
Zhao, Feng; Zou, Kai; Shang, Hong; Ji, Zheng; Zhao, Huijie; Huang, Wenjiang; Li, Cunjun
2010-10-01
In this paper we present an analytical model for the computation of radiation transfer of discontinuous vegetation canopies. Some initial results of gap probability and bidirectional gap probability of discontinuous vegetation canopies, which are important parameters determining the radiative environment of the canopies, are given and compared with a 3- D computer simulation model. In the model, negative exponential attenuation of light within individual plant canopies is assumed. Then the computation of gap probability is resolved by determining the entry points and exiting points of the ray with the individual plants via their equations in space. For the bidirectional gap probability, which determines the single-scattering contribution of the canopy, a gap statistical analysis based model was adopted to correct the dependence of gap probabilities for both solar and viewing directions. The model incorporates the structural characteristics, such as plant sizes, leaf size, row spacing, foliage density, planting density, leaf inclination distribution. Available experimental data are inadequate for a complete validation of the model. So it was evaluated with a three dimensional computer simulation model for 3D vegetative scenes, which shows good agreement between these two models' results. This model should be useful to the quantification of light interception and the modeling of bidirectional reflectance distributions of discontinuous canopies.
Yoshida, Yoshitaka; Ohtani, Masanori; Fujita, Yushi
2002-01-01
In the nuclear power plant, much knowledge is acquired through probabilistic safety assessment (PSA) of a severe accident, and accident management (AM) is prepared. It is necessary to evaluate the effectiveness of AM using the decision-making failure probability of an emergency organization, operation failure probability of operators, success criteria of AM and reliability of AM equipments in PSA. However, there has been no suitable qualification method for PSA so far to obtain the decision-making failure probability, because the decision-making failure of an emergency organization treats the knowledge based error. In this work, we developed a new method for quantification of the decision-making failure probability of an emergency organization using cognitive analysis model, which decided an AM strategy, in a nuclear power plant at the severe accident, and tried to apply it to a typical pressurized water reactor (PWR) plant. As a result: (1) It could quantify the decision-making failure probability adjusted to PSA for general analysts, who do not necessarily possess professional human factors knowledge, by choosing the suitable value of a basic failure probability and an error-factor. (2) The decision-making failure probabilities of six AMs were in the range of 0.23 to 0.41 using the screening evaluation method and in the range of 0.10 to 0.19 using the detailed evaluation method as the result of trial evaluation based on severe accident analysis of a typical PWR plant, and a result of sensitivity analysis of the conservative assumption, failure probability decreased about 50%. (3) The failure probability using the screening evaluation method exceeded that using detailed evaluation method by 99% of probability theoretically, and the failure probability of AM in this study exceeded 100%. From this result, it was shown that the decision-making failure probability was more conservative than the detailed evaluation method, and the screening evaluation method satisfied
Yoshida, Yoshitaka; Ohtani, Masanori [Institute of Nuclear Safety System, Inc., Mihama, Fukui (Japan); Fujita, Yushi [TECNOVA Corp., Tokyo (Japan)
2002-09-01
In the nuclear power plant, much knowledge is acquired through probabilistic safety assessment (PSA) of a severe accident, and accident management (AM) is prepared. It is necessary to evaluate the effectiveness of AM using the decision-making failure probability of an emergency organization, operation failure probability of operators, success criteria of AM and reliability of AM equipments in PSA. However, there has been no suitable qualification method for PSA so far to obtain the decision-making failure probability, because the decision-making failure of an emergency organization treats the knowledge based error. In this work, we developed a new method for quantification of the decision-making failure probability of an emergency organization using cognitive analysis model, which decided an AM strategy, in a nuclear power plant at the severe accident, and tried to apply it to a typical pressurized water reactor (PWR) plant. As a result: (1) It could quantify the decision-making failure probability adjusted to PSA for general analysts, who do not necessarily possess professional human factors knowledge, by choosing the suitable value of a basic failure probability and an error-factor. (2) The decision-making failure probabilities of six AMs were in the range of 0.23 to 0.41 using the screening evaluation method and in the range of 0.10 to 0.19 using the detailed evaluation method as the result of trial evaluation based on severe accident analysis of a typical PWR plant, and a result of sensitivity analysis of the conservative assumption, failure probability decreased about 50%. (3) The failure probability using the screening evaluation method exceeded that using detailed evaluation method by 99% of probability theoretically, and the failure probability of AM in this study exceeded 100%. From this result, it was shown that the decision-making failure probability was more conservative than the detailed evaluation method, and the screening evaluation method satisfied
Mathematical models of tumor growth: translating absorbed dose to tumor control probability
Sgouros, G.
1996-01-01
Full text: The dose-rate in internal emitter therapy is low and time-dependent as compared to external beam radiotherapy. Once the total absorbed dose delivered to a target tissue is calculated, however, most dosimetric analyses of radiopharmaceuticals are considered complete. To translate absorbed dose estimates obtained for internal emitter therapy to biologic effect, the growth characteristics, repair capacity, and radiosensitivity of the tumor must be considered. Tumor growth may be represented by the Gompertz equation in which tumor cells increase at an exponential growth rate that is itself decreasing at an exponential rate; as the tumor increases in size, the growth rate diminishes. The empirical Gompertz expression for tumor growth may be derived from a mechanistic model in which growth is represented by a balance between tumor-cell birth and loss. The birth rate is assumed to be fixed, while the cell loss rate is time-dependent and increases with tumor size. The birth rate of the tumors may be related to their potential doubling time. Multiple biopsies of individual tumors have demonstrated a heterogeneity in the potential doubling time of tumors. By extending the mechanistic model described above to allow for sub-populations of tumor cells with different birth rates, the effect of kinetic heterogeneity within a tumor may be examined. Model simulations demonstrate that the cell kinetic parameters of a tumor are predicted to change over time and measurements obtained using a biopsy are unlikely to reflect the kinetics of the tumor throughout its growth history. A decrease in overall tumor mass, in which each sub-population is reduced in proportion to its cell number, i.e., the log-kill assumption, leads to re-growth of a tumor that has a greater proliferation rate. Therapy that is linked to the potential doubling time or to the effective proliferation rate of the tumor may lead to re-growth of a tumor that is kinetically unchanged. The simplest model of
Knock probability estimation through an in-cylinder temperature model with exogenous noise
Bares, P.; Selmanaj, D.; Guardiola, C.; Onder, C.
2018-01-01
This paper presents a new knock model which combines a deterministic knock model based on the in-cylinder temperature and an exogenous noise disturbing this temperature. The autoignition of the end-gas is modelled by an Arrhenius-like function and the knock probability is estimated by propagating a virtual error probability distribution. Results show that the random nature of knock can be explained by uncertainties at the in-cylinder temperature estimation. The model only has one parameter for calibration and thus can be easily adapted online. In order to reduce the measurement uncertainties associated with the air mass flow sensor, the trapped mass is derived from the in-cylinder pressure resonance, which improves the knock probability estimation and reduces the number of sensors needed for the model. A four stroke SI engine was used for model validation. By varying the intake temperature, the engine speed, the injected fuel mass, and the spark advance, specific tests were conducted, which furnished data with various knock intensities and probabilities. The new model is able to predict the knock probability within a sufficient range at various operating conditions. The trapped mass obtained by the acoustical model was compared in steady conditions by using a fuel balance and a lambda sensor and differences below 1 % were found.
Probability theory for 3-layer remote sensing radiative transfer model: univariate case.
Ben-David, Avishai; Davidson, Charles E
2012-04-23
A probability model for a 3-layer radiative transfer model (foreground layer, cloud layer, background layer, and an external source at the end of line of sight) has been developed. The 3-layer model is fundamentally important as the primary physical model in passive infrared remote sensing. The probability model is described by the Johnson family of distributions that are used as a fit for theoretically computed moments of the radiative transfer model. From the Johnson family we use the SU distribution that can address a wide range of skewness and kurtosis values (in addition to addressing the first two moments, mean and variance). In the limit, SU can also describe lognormal and normal distributions. With the probability model one can evaluate the potential for detecting a target (vapor cloud layer), the probability of observing thermal contrast, and evaluate performance (receiver operating characteristics curves) in clutter-noise limited scenarios. This is (to our knowledge) the first probability model for the 3-layer remote sensing geometry that treats all parameters as random variables and includes higher-order statistics. © 2012 Optical Society of America
Linking retinotopic fMRI mapping and anatomical probability maps of human occipital areas V1 and V2.
Wohlschläger, A M; Specht, K; Lie, C; Mohlberg, H; Wohlschläger, A; Bente, K; Pietrzyk, U; Stöcker, T; Zilles, K; Amunts, K; Fink, G R
2005-05-15
Using functional MRI, we characterized field sign maps of the occipital cortex and created three-dimensional maps of these areas. By averaging the individual maps into group maps, probability maps of functionally defined V1 or V2 were determined and compared to anatomical probability maps of Brodmann areas BA17 and BA18 derived from cytoarchitectonic analysis (Amunts, K., Malikovic, A., Mohlberg, H., Schormann, T., Zilles, K., 2000. Brodmann's areas 17 and 18 brought into stereotaxic space-where and how variable? NeuroImage 11, 66-84). Comparison of areas BA17/V1 and BA18/V2 revealed good agreement of the anatomical and functional probability maps. Taking into account that our functional stimulation (due to constraints of the visual angle of stimulation achievable in the MR scanner) only identified parts of V1 and V2, for statistical evaluation of the spatial correlation of V1 and BA17, or V2 and BA18, respectively, the a priori measure kappa was calculated testing the hypothesis that a region can only be part of functionally defined V1 or V2 if it is also in anatomically defined BA17 or BA18, respectively. kappa = 1 means the hypothesis is fully true, kappa = 0 means functionally and anatomically defined visual areas are independent. When applying this measure to the probability maps, kappa was equal to 0.84 for both V1/BA17 and V2/BA18. The data thus show a good correspondence of functionally and anatomically derived segregations of early visual processing areas and serve as a basis for employing anatomical probability maps of V1 and V2 in group analyses to characterize functional activations of early visual processing areas.
Weixu Dai; Weiwei Wu; Bo Yu; Yunhao Zhu
2016-01-01
A success probability orientated optimization model for resource al ocation of the technological innovation multi-project system is studied. Based on the definition of the technological in-novation multi-project system, the leveling optimization of cost and success probability is set as the objective of resource al ocation. The cost function and the probability function of the optimization model are constructed. Then the objective function of the model is constructed and the solving process is explained. The model is applied to the resource al ocation of an enterprise’s technological innovation multi-project system. The results show that the pro-posed model is more effective in rational resource al ocation, and is more applicable in maximizing the utility of the technological innovation multi-project system.
Trending in Probability of Collision Measurements via a Bayesian Zero-Inflated Beta Mixed Model
Vallejo, Jonathon; Hejduk, Matt; Stamey, James
2015-01-01
We investigate the performance of a generalized linear mixed model in predicting the Probabilities of Collision (Pc) for conjunction events. Specifically, we apply this model to the log(sub 10) transformation of these probabilities and argue that this transformation yields values that can be considered bounded in practice. Additionally, this bounded random variable, after scaling, is zero-inflated. Consequently, we model these values using the zero-inflated Beta distribution, and utilize the Bayesian paradigm and the mixed model framework to borrow information from past and current events. This provides a natural way to model the data and provides a basis for answering questions of interest, such as what is the likelihood of observing a probability of collision equal to the effective value of zero on a subsequent observation.
A stochastic model for the probability of malaria extinction by mass drug administration.
Pemberton-Ross, Peter; Chitnis, Nakul; Pothin, Emilie; Smith, Thomas A
2017-09-18
Mass drug administration (MDA) has been proposed as an intervention to achieve local extinction of malaria. Although its effect on the reproduction number is short lived, extinction may subsequently occur in a small population due to stochastic fluctuations. This paper examines how the probability of stochastic extinction depends on population size, MDA coverage and the reproduction number under control, R c . A simple compartmental model is developed which is used to compute the probability of extinction using probability generating functions. The expected time to extinction in small populations after MDA for various scenarios in this model is calculated analytically. The results indicate that mass drug administration (Firstly, R c must be sustained at R c 95% to have a non-negligible probability of successful elimination. Stochastic fluctuations only significantly affect the probability of extinction in populations of about 1000 individuals or less. The expected time to extinction via stochastic fluctuation is less than 10 years only in populations less than about 150 individuals. Clustering of secondary infections and of MDA distribution both contribute positively to the potential probability of success, indicating that MDA would most effectively be administered at the household level. There are very limited circumstances in which MDA will lead to local malaria elimination with a substantial probability.
Kwasniok, Frank
2013-11-01
A time series analysis method for predicting the probability density of a dynamical system is proposed. A nonstationary parametric model of the probability density is estimated from data within a maximum likelihood framework and then extrapolated to forecast the future probability density and explore the system for critical transitions or tipping points. A full systematic account of parameter uncertainty is taken. The technique is generic, independent of the underlying dynamics of the system. The method is verified on simulated data and then applied to prediction of Arctic sea-ice extent.
Height probabilities in the Abelian sandpile model on the generalized finite Bethe lattice
Chen, Haiyan; Zhang, Fuji
2013-08-01
In this paper, we study the sandpile model on the generalized finite Bethe lattice with a particular boundary condition. Using a combinatorial method, we give the exact expressions for all single-site probabilities and some two-site joint probabilities. As a by-product, we prove that the height probabilities of bulk vertices are all the same for the Bethe lattice with certain given boundary condition, which was found from numerical evidence by Grassberger and Manna ["Some more sandpiles," J. Phys. (France) 51, 1077-1098 (1990)], 10.1051/jphys:0199000510110107700 but without a proof.
Sulis, William H
2017-10-01
Walter Freeman III pioneered the application of nonlinear dynamical systems theories and methodologies in his work on mesoscopic brain dynamics.Sadly, mainstream psychology and psychiatry still cling to linear correlation based data analysis techniques, which threaten to subvert the process of experimentation and theory building. In order to progress, it is necessary to develop tools capable of managing the stochastic complexity of complex biopsychosocial systems, which includes multilevel feedback relationships, nonlinear interactions, chaotic dynamics and adaptability. In addition, however, these systems exhibit intrinsic randomness, non-Gaussian probability distributions, non-stationarity, contextuality, and non-Kolmogorov probabilities, as well as the absence of mean and/or variance and conditional probabilities. These properties and their implications for statistical analysis are discussed. An alternative approach, the Process Algebra approach, is described. It is a generative model, capable of generating non-Kolmogorov probabilities. It has proven useful in addressing fundamental problems in quantum mechanics and in the modeling of developing psychosocial systems.
TraceLink: A model of amnesia and consolidation.
Meeter, M.; Murre, J.M.J.
2005-01-01
A connectionist model is presented, the TraceLink model, that implements an autonomous "off-line" consolidation process. The model consists of three subsystems: (1) a trace system (neocortex), (2) a link system (hippocampus and adjacent regions), and (3) a modulatory system (basal forebrain and
Changhao Fan
2017-01-01
Full Text Available In modeling, only information from the deviation between the output of the support vector regression (SVR model and the training sample is considered, whereas the other prior information of the training sample, such as probability distribution information, is ignored. Probabilistic distribution information describes the overall distribution of sample data in a training sample that contains different degrees of noise and potential outliers, as well as helping develop a high-accuracy model. To mine and use the probability distribution information of a training sample, a new support vector regression model that incorporates probability distribution information weight SVR (PDISVR is proposed. In the PDISVR model, the probability distribution of each sample is considered as the weight and is then introduced into the error coefficient and slack variables of SVR. Thus, the deviation and probability distribution information of the training sample are both used in the PDISVR model to eliminate the influence of noise and outliers in the training sample and to improve predictive performance. Furthermore, examples with different degrees of noise were employed to demonstrate the performance of PDISVR, which was then compared with those of three SVR-based methods. The results showed that PDISVR performs better than the three other methods.
Mandal, S.; Choudhury, B. U.
2015-07-01
Sagar Island, setting on the continental shelf of Bay of Bengal, is one of the most vulnerable deltas to the occurrence of extreme rainfall-driven climatic hazards. Information on probability of occurrence of maximum daily rainfall will be useful in devising risk management for sustaining rainfed agrarian economy vis-a-vis food and livelihood security. Using six probability distribution models and long-term (1982-2010) daily rainfall data, we studied the probability of occurrence of annual, seasonal and monthly maximum daily rainfall (MDR) in the island. To select the best fit distribution models for annual, seasonal and monthly time series based on maximum rank with minimum value of test statistics, three statistical goodness of fit tests, viz. Kolmogorove-Smirnov test (K-S), Anderson Darling test ( A 2 ) and Chi-Square test ( X 2) were employed. The fourth probability distribution was identified from the highest overall score obtained from the three goodness of fit tests. Results revealed that normal probability distribution was best fitted for annual, post-monsoon and summer seasons MDR, while Lognormal, Weibull and Pearson 5 were best fitted for pre-monsoon, monsoon and winter seasons, respectively. The estimated annual MDR were 50, 69, 86, 106 and 114 mm for return periods of 2, 5, 10, 20 and 25 years, respectively. The probability of getting an annual MDR of >50, >100, >150, >200 and >250 mm were estimated as 99, 85, 40, 12 and 03 % level of exceedance, respectively. The monsoon, summer and winter seasons exhibited comparatively higher probabilities (78 to 85 %) for MDR of >100 mm and moderate probabilities (37 to 46 %) for >150 mm. For different recurrence intervals, the percent probability of MDR varied widely across intra- and inter-annual periods. In the island, rainfall anomaly can pose a climatic threat to the sustainability of agricultural production and thus needs adequate adaptation and mitigation measures.
Franceschetti, Donald R; Gire, Elizabeth
2013-06-01
Quantum probability theory offers a viable alternative to classical probability, although there are some ambiguities inherent in transferring the quantum formalism to a less determined realm. A number of physicists are now looking at the applicability of quantum ideas to the assessment of physics learning, an area particularly suited to quantum probability ideas.
Isabel C. Pérez Hoyos
2016-04-01
Full Text Available Groundwater Dependent Ecosystems (GDEs are increasingly threatened by humans’ rising demand for water resources. Consequently, it is imperative to identify the location of GDEs to protect them. This paper develops a methodology to identify the probability of an ecosystem to be groundwater dependent. Probabilities are obtained by modeling the relationship between the known locations of GDEs and factors influencing groundwater dependence, namely water table depth and climatic aridity index. Probabilities are derived for the state of Nevada, USA, using modeled water table depth and aridity index values obtained from the Global Aridity database. The model selected results from the performance comparison of classification trees (CT and random forests (RF. Based on a threshold-independent accuracy measure, RF has a better ability to generate probability estimates. Considering a threshold that minimizes the misclassification rate for each model, RF also proves to be more accurate. Regarding training accuracy, performance measures such as accuracy, sensitivity, and specificity are higher for RF. For the test set, higher values of accuracy and kappa for CT highlight the fact that these measures are greatly affected by low prevalence. As shown for RF, the choice of the cutoff probability value has important consequences on model accuracy and the overall proportion of locations where GDEs are found.
Uncovering the Best Skill Multimap by Constraining the Error Probabilities of the Gain-Loss Model
Anselmi, Pasquale; Robusto, Egidio; Stefanutti, Luca
2012-01-01
The Gain-Loss model is a probabilistic skill multimap model for assessing learning processes. In practical applications, more than one skill multimap could be plausible, while none corresponds to the true one. The article investigates whether constraining the error probabilities is a way of uncovering the best skill assignment among a number of…
Aggregate and Individual Replication Probability within an Explicit Model of the Research Process
Miller, Jeff; Schwarz, Wolf
2011-01-01
We study a model of the research process in which the true effect size, the replication jitter due to changes in experimental procedure, and the statistical error of effect size measurement are all normally distributed random variables. Within this model, we analyze the probability of successfully replicating an initial experimental result by…
A Taxonomy of Latent Structure Assumptions for Probability Matrix Decomposition Models.
Meulders, Michel; De Boeck, Paul; Van Mechelen, Iven
2003-01-01
Proposed a taxonomy of latent structure assumptions for probability matrix decomposition (PMD) that includes the original PMD model and a three-way extension of the multiple classification latent class model. Simulation study results show the usefulness of the taxonomy. (SLD)
Transition probabilities of health states for workers in Malaysia using a Markov chain model
Samsuddin, Shamshimah; Ismail, Noriszura
2017-04-01
The aim of our study is to estimate the transition probabilities of health states for workers in Malaysia who contribute to the Employment Injury Scheme under the Social Security Organization Malaysia using the Markov chain model. Our study uses four states of health (active, temporary disability, permanent disability and death) based on the data collected from the longitudinal studies of workers in Malaysia for 5 years. The transition probabilities vary by health state, age and gender. The results show that men employees are more likely to have higher transition probabilities to any health state compared to women employees. The transition probabilities can be used to predict the future health of workers in terms of a function of current age, gender and health state.
The probabilities of one- and multi-track events for modeling radiation-induced cell kill
Schneider, Uwe; Vasi, Fabiano; Besserer, Juergen [University of Zuerich, Department of Physics, Science Faculty, Zurich (Switzerland); Radiotherapy Hirslanden, Zurich (Switzerland)
2017-08-15
In view of the clinical importance of hypofractionated radiotherapy, track models which are based on multi-hit events are currently reinvestigated. These models are often criticized, because it is believed that the probability of multi-track hits is negligible. In this work, the probabilities for one- and multi-track events are determined for different biological targets. The obtained probabilities can be used with nano-dosimetric cluster size distributions to obtain the parameters of track models. We quantitatively determined the probabilities for one- and multi-track events for 100, 500 and 1000 keV electrons, respectively. It is assumed that the single tracks are statistically independent and follow a Poisson distribution. Three different biological targets were investigated: (1) a DNA strand (2 nm scale); (2) two adjacent chromatin fibers (60 nm); and (3) fiber loops (300 nm). It was shown that the probabilities for one- and multi-track events are increasing with energy, size of the sensitive target structure, and dose. For a 2 x 2 x 2 nm{sup 3} target, one-track events are around 10,000 times more frequent than multi-track events. If the size of the sensitive structure is increased to 100-300 nm, the probabilities for one- and multi-track events are of the same order of magnitude. It was shown that target theories can play a role for describing radiation-induced cell death if the targets are of the size of two adjacent chromatin fibers or fiber loops. The obtained probabilities can be used together with the nano-dosimetric cluster size distributions to determine model parameters for target theories. (orig.)
The effect of coupling hydrologic and hydrodynamic models on probable maximum flood estimation
Felder, Guido; Zischg, Andreas; Weingartner, Rolf
2017-07-01
Deterministic rainfall-runoff modelling usually assumes stationary hydrological system, as model parameters are calibrated with and therefore dependant on observed data. However, runoff processes are probably not stationary in the case of a probable maximum flood (PMF) where discharge greatly exceeds observed flood peaks. Developing hydrodynamic models and using them to build coupled hydrologic-hydrodynamic models can potentially improve the plausibility of PMF estimations. This study aims to assess the potential benefits and constraints of coupled modelling compared to standard deterministic hydrologic modelling when it comes to PMF estimation. The two modelling approaches are applied using a set of 100 spatio-temporal probable maximum precipitation (PMP) distribution scenarios. The resulting hydrographs, the resulting peak discharges as well as the reliability and the plausibility of the estimates are evaluated. The discussion of the results shows that coupling hydrologic and hydrodynamic models substantially improves the physical plausibility of PMF modelling, although both modelling approaches lead to PMF estimations for the catchment outlet that fall within a similar range. Using a coupled model is particularly suggested in cases where considerable flood-prone areas are situated within a catchment.
Briggs, William M.
2012-01-01
The probability leakage of model M with respect to evidence E is defined. Probability leakage is a kind of model error. It occurs when M implies that events $y$, which are impossible given E, have positive probability. Leakage does not imply model falsification. Models with probability leakage cannot be calibrated empirically. Regression models, which are ubiquitous in statistical practice, often evince probability leakage.
Exact results for survival probability in the multistate Landau-Zener model
Volkov, M V; Ostrovsky, V N
2004-01-01
An exact formula is derived for survival probability in the multistate Landau-Zener model in the special case where the initially populated state corresponds to the extremal (maximum or minimum) slope of a linear diabatic potential curve. The formula was originally guessed by S Brundobler and V Elzer (1993 J. Phys. A: Math. Gen. 26 1211) based on numerical calculations. It is a simple generalization of the expression for the probability of diabatic passage in the famous two-state Landau-Zener model. Our result is obtained via analysis and summation of the entire perturbation theory series
Modelling the Probability Density Function of IPTV Traffic Packet Delay Variation
Michal Halas
2012-01-01
Full Text Available This article deals with modelling the Probability density function of IPTV traffic packet delay variation. The use of this modelling is in an efficient de-jitter buffer estimation. When an IP packet travels across a network, it experiences delay and its variation. This variation is caused by routing, queueing systems and other influences like the processing delay of the network nodes. When we try to separate these at least three types of delay variation, we need a way to measure these types separately. This work is aimed to the delay variation caused by queueing systems which has the main implications to the form of the Probability density function.
Courey, Karim; Wright, Clara; Asfour, Shihab; Onar, Arzu; Bayliss, Jon; Ludwig, Larry
2009-01-01
In this experiment, an empirical model to quantify the probability of occurrence of an electrical short circuit from tin whiskers as a function of voltage was developed. This empirical model can be used to improve existing risk simulation models. FIB and TEM images of a tin whisker confirm the rare polycrystalline structure on one of the three whiskers studied. FIB cross-section of the card guides verified that the tin finish was bright tin.
Cross-link guided molecular modeling with ROSETTA.
Abdullah Kahraman
Full Text Available Chemical cross-links identified by mass spectrometry generate distance restraints that reveal low-resolution structural information on proteins and protein complexes. The technology to reliably generate such data has become mature and robust enough to shift the focus to the question of how these distance restraints can be best integrated into molecular modeling calculations. Here, we introduce three workflows for incorporating distance restraints generated by chemical cross-linking and mass spectrometry into ROSETTA protocols for comparative and de novo modeling and protein-protein docking. We demonstrate that the cross-link validation and visualization software Xwalk facilitates successful cross-link data integration. Besides the protocols we introduce XLdb, a database of chemical cross-links from 14 different publications with 506 intra-protein and 62 inter-protein cross-links, where each cross-link can be mapped on an experimental structure from the Protein Data Bank. Finally, we demonstrate on a protein-protein docking reference data set the impact of virtual cross-links on protein docking calculations and show that an inter-protein cross-link can reduce on average the RMSD of a docking prediction by 5.0 Å. The methods and results presented here provide guidelines for the effective integration of chemical cross-link data in molecular modeling calculations and should advance the structural analysis of particularly large and transient protein complexes via hybrid structural biology methods.
Use of the AIC with the EM algorithm: A demonstration of a probability model selection technique
Glosup, J.G.; Axelrod M.C. [Lawrence Livermore National Lab., CA (United States)
1994-11-15
The problem of discriminating between two potential probability models, a Gaussian distribution and a mixture of Gaussian distributions, is considered. The focus of our interest is a case where the models are potentially non-nested and the parameters of the mixture model are estimated through the EM algorithm. The AIC, which is frequently used as a criterion for discriminating between non-nested models, is modified to work with the EM algorithm and is shown to provide a model selection tool for this situation. A particular problem involving an infinite mixture distribution known as Middleton`s Class A model is used to demonstrate the effectiveness and limitations of this method.
Application of damping mechanism model and stacking fault probability in Fe-Mn alloy
Huang, S.K.; Wen, Y.H.; Li, N.; Teng, J.; Ding, S.; Xu, Y.G.
2008-01-01
In this paper, the damping mechanism model of Fe-Mn alloy was analyzed using dislocation theory. Moreover, as an important parameter in Fe-Mn based alloy, the effect of stacking fault probability on the damping capacity of Fe-19.35Mn alloy after deep-cooling or tensile deformation was also studied. The damping capacity was measured using reversal torsion pendulum. The stacking fault probability of γ-austenite and ε-martensite was determined by means of X-ray diffraction (XRD) profile analysis. The microstructure was observed using scanning electronic microscope (SEM). The results indicated that with the strain amplitude increasing above a critical value, the damping capacity of Fe-19.35Mn alloy increased rapidly which could be explained using the breakaway model of Shockley partial dislocations. Deep-cooling and suitable tensile deformation could improve the damping capacity owning to the increasing of stacking fault probability of Fe-19.35Mn alloy
An extended car-following model considering random safety distance with different probabilities
Wang, Jufeng; Sun, Fengxin; Cheng, Rongjun; Ge, Hongxia; Wei, Qi
2018-02-01
Because of the difference in vehicle type or driving skill, the driving strategy is not exactly the same. The driving speeds of the different vehicles may be different for the same headway. Since the optimal velocity function is just determined by the safety distance besides the maximum velocity and headway, an extended car-following model accounting for random safety distance with different probabilities is proposed in this paper. The linear stable condition for this extended traffic model is obtained by using linear stability theory. Numerical simulations are carried out to explore the complex phenomenon resulting from multiple safety distance in the optimal velocity function. The cases of multiple types of safety distances selected with different probabilities are presented. Numerical results show that the traffic flow with multiple safety distances with different probabilities will be more unstable than that with single type of safety distance, and will result in more stop-and-go phenomena.
Rajeswaran, Jeevanantham; Blackstone, Eugene H; Ehrlinger, John; Li, Liang; Ishwaran, Hemant; Parides, Michael K
2018-01-01
Atrial fibrillation is an arrhythmic disorder where the electrical signals of the heart become irregular. The probability of atrial fibrillation (binary response) is often time varying in a structured fashion, as is the influence of associated risk factors. A generalized nonlinear mixed effects model is presented to estimate the time-related probability of atrial fibrillation using a temporal decomposition approach to reveal the pattern of the probability of atrial fibrillation and their determinants. This methodology generalizes to patient-specific analysis of longitudinal binary data with possibly time-varying effects of covariates and with different patient-specific random effects influencing different temporal phases. The motivation and application of this model is illustrated using longitudinally measured atrial fibrillation data obtained through weekly trans-telephonic monitoring from an NIH sponsored clinical trial being conducted by the Cardiothoracic Surgery Clinical Trials Network.
Assessment of different models for computing the probability of a clear line of sight
Bojin, Sorin; Paulescu, Marius; Badescu, Viorel
2017-12-01
This paper is focused on modeling the morphological properties of the cloud fields in terms of the probability of a clear line of sight (PCLOS). PCLOS is defined as the probability that a line of sight between observer and a given point of the celestial vault goes freely without intersecting a cloud. A variety of PCLOS models assuming the cloud shape hemisphere, semi-ellipsoid and ellipsoid are tested. The effective parameters (cloud aspect ratio and absolute cloud fraction) are extracted from high-resolution series of sunshine number measurements. The performance of the PCLOS models is evaluated from the perspective of their ability in retrieving the point cloudiness. The advantages and disadvantages of the tested models are discussed, aiming to a simplified parameterization of PCLOS models.
Modelling detection probabilities to evaluate management and control tools for an invasive species
Christy, M.T.; Yackel Adams, A.A.; Rodda, G.H.; Savidge, J.A.; Tyrrell, C.L.
2010-01-01
For most ecologists, detection probability (p) is a nuisance variable that must be modelled to estimate the state variable of interest (i.e. survival, abundance, or occupancy). However, in the realm of invasive species control, the rate of detection and removal is the rate-limiting step for management of this pervasive environmental problem. For strategic planning of an eradication (removal of every individual), one must identify the least likely individual to be removed, and determine the probability of removing it. To evaluate visual searching as a control tool for populations of the invasive brown treesnake Boiga irregularis, we designed a mark-recapture study to evaluate detection probability as a function of time, gender, size, body condition, recent detection history, residency status, searcher team and environmental covariates. We evaluated these factors using 654 captures resulting from visual detections of 117 snakes residing in a 5-ha semi-forested enclosure on Guam, fenced to prevent immigration and emigration of snakes but not their prey. Visual detection probability was low overall (= 0??07 per occasion) but reached 0??18 under optimal circumstances. Our results supported sex-specific differences in detectability that were a quadratic function of size, with both small and large females having lower detection probabilities than males of those sizes. There was strong evidence for individual periodic changes in detectability of a few days duration, roughly doubling detection probability (comparing peak to non-elevated detections). Snakes in poor body condition had estimated mean detection probabilities greater than snakes with high body condition. Search teams with high average detection rates exhibited detection probabilities about twice that of search teams with low average detection rates. Surveys conducted with bright moonlight and strong wind gusts exhibited moderately decreased probabilities of detecting snakes. Synthesis and applications. By
Quantum Link Models and Quantum Simulation of Gauge Theories
Wiese, U.J.
2015-01-01
This lecture is about Quantum Link Models and Quantum Simulation of Gauge Theories. The lecture consists out of 4 parts. The first part gives a brief history of Computing and Pioneers of Quantum Computing and Quantum Simulations of Quantum Spin Systems are introduced. The 2nd lecture is about High-Temperature Superconductors versus QCD, Wilson’s Lattice QCD and Abelian Quantum Link Models. The 3rd lecture deals with Quantum Simulators for Abelian Lattice Gauge Theories and Non-Abelian Quantum Link Models. The last part of the lecture discusses Quantum Simulators mimicking ‘Nuclear’ physics and the continuum limit of D-Theorie models. (nowak)
Bailey, Larissa L.; Reid, Janice A.; Forsman, Eric D.; Nichols, James D.
2009-01-01
Barred owls (Strix varia) have recently expanded their range and now encompass the entire range of the northern spotted owl (Strix occidentalis caurina). This expansion has led to two important issues of concern for management of northern spotted owls: (1) possible competitive interactions between the two species that could contribute to population declines of northern spotted owls, and (2) possible changes in vocalization behavior and detection probabilities of northern spotted owls induced by presence of barred owls. We used a two-species occupancy model to investigate whether there was evidence of competitive exclusion between the two species at study locations in Oregon, USA. We simultaneously estimated detection probabilities for both species and determined if the presence of one species influenced the detection of the other species. Model selection results and associated parameter estimates provided no evidence that barred owls excluded spotted owls from territories. We found strong evidence that detection probabilities differed for the two species, with higher probabilities for northern spotted owls that are the object of current surveys. Non-detection of barred owls is very common in surveys for northern spotted owls, and detection of both owl species was negatively influenced by the presence of the congeneric species. Our results suggest that analyses directed at hypotheses of barred owl effects on demographic or occupancy vital rates of northern spotted owls need to deal adequately with imperfect and variable detection probabilities for both species.
Asmussen, Søren; Albrecher, Hansjörg
The book gives a comprehensive treatment of the classical and modern ruin probability theory. Some of the topics are Lundberg's inequality, the Cramér-Lundberg approximation, exact solutions, other approximations (e.g., for heavy-tailed claim size distributions), finite horizon ruin probabilities......, extensions of the classical compound Poisson model to allow for reserve-dependent premiums, Markov-modulation, periodicity, change of measure techniques, phase-type distributions as a computational vehicle and the connection to other applied probability areas, like queueing theory. In this substantially...... updated and extended second version, new topics include stochastic control, fluctuation theory for Levy processes, Gerber–Shiu functions and dependence....
Blind Students' Learning of Probability through the Use of a Tactile Model
Vita, Aida Carvalho; Kataoka, Verônica Yumi
2014-01-01
The objective of this paper is to discuss how blind students learn basic concepts of probability using the tactile model proposed by Vita (2012). Among the activities were part of the teaching sequence "Jefferson's Random Walk", in which students built a tree diagram (using plastic trays, foam cards, and toys), and pictograms in 3D…
Lühr, Armin; Löck, Steffen; Jakobi, Annika
2017-01-01
PURPOSE: Objectives of this work are (1) to derive a general clinically relevant approach to model tumor control probability (TCP) for spatially variable risk of failure and (2) to demonstrate its applicability by estimating TCP for patients planned for photon and proton irradiation. METHODS AND ...
On the Probability of Occurrence of Clusters in Abelian Sandpile Model
Moradi, M.; Rouhani, S.
2004-01-01
We have performed extensive simulations on the Abelian Sandpile Model (ASM) on square lattice. We have estimated the probability of observation of many clusters. Some are in good agreement with previous analytical results, while some show discrepancies between simulation and analytical results.
Calvert, Carol Elaine
2014-01-01
This case study relates to distance learning students on open access courses. It demonstrates the use of predictive analytics to generate a model of the probabilities of success and retention at different points, or milestones, in a student journey. A core set of explanatory variables has been established and their varying relative importance at…
Falk, Anne Katrine Vinther; Gryning, Sven-Erik
1997-01-01
In this model for atmospheric dispersion particles are simulated by the Langevin Equation, which is a stochastic differential equation. It uses the probability density function (PDF) of the vertical velocity fluctuations as input. The PDF is constructed as an expansion after Hermite polynomials...
Olivera Blagojevic Popovic
2018-03-01
Full Text Available In the hotel industry, it is a well-known fact that, despite of quality and variety of services provided, there is a low probability that the guests will return. This research is focused on identifying the basic factors of the hotel offer, which could determine the influence on the correlation between the guests’ satisfaction and the probability of their return. The objective of the article is to explore the relationship between the guests’ satisfaction with the quality hotel services in total (including the tourist offer of the place and the probability of his return to the same destination. The questionnaire method was applied in the survey, and the data were analysed based on factor analysis. Thereafter, the model for forecasting the probability of the guests returning to the destination was established, by using the example of Montenegrin tourism. The model represents a defined framework for the guest’s decision-making process. It identifies two main characteristics of guest experiences: satisfaction and rated quality (of the destination’s overall hotel service and tourist offer. The same model evaluates the impact of the above factors on the probability of the guests’ returning to the same destination. The starting hypothesis was the existence of a high degree of correlation between the guests’ satisfaction (with the destination’s hotel services and tourist offer and the probability of returning to the selected Montenegrin destinations. The research confirmed the above-mentioned hypothesis. The results have revealed that there are significant differences in perceived quality, i.e. satisfaction between the target groups of Eastern and Western European tourists
On new cautious structural reliability models in the framework of imprecise probabilities
Utkin, Lev; Kozine, Igor
2010-01-01
measures when the number of events of interest or observations is very small. The main feature of the models is that prior ignorance is not modelled by a fixed single prior distribution, but by a class of priors which is defined by upper and lower probabilities that can converge as statistical data......New imprecise structural reliability models are described in this paper. They are developed based on the imprecise Bayesian inference and are imprecise Dirichlet, imprecise negative binomial, gamma-exponential and normal models. The models are applied to computing cautious structural reliability...
Tempel, David G; Brodin, N Patrik; Tomé, Wolfgang A
2018-01-01
Currently, interactions between voxels are neglected in the tumor control probability (TCP) models used in biologically-driven intensity-modulated radiotherapy treatment planning. However, experimental data suggests that this may not always be justified when bystander effects are important. We propose a model inspired by the Ising model, a short-range interaction model, to investigate if and when it is important to include voxel to voxel interactions in biologically-driven treatment planning. This Ising-like model for TCP is derived by first showing that the logistic model of tumor control is mathematically equivalent to a non-interacting Ising model. Using this correspondence, the parameters of the logistic model are mapped to the parameters of an Ising-like model and bystander interactions are introduced as a short-range interaction as is the case for the Ising model. As an example, we apply the model to study the effect of bystander interactions in the case of radiation therapy for prostate cancer. The model shows that it is adequate to neglect bystander interactions for dose distributions that completely cover the treatment target and yield TCP estimates that lie in the shoulder of the dose response curve. However, for dose distributions that yield TCP estimates that lie on the steep part of the dose response curve or for inhomogeneous dose distributions having significant hot and/or cold regions, bystander effects may be important. Furthermore, the proposed model highlights a previously unexplored and potentially fruitful connection between the fields of statistical mechanics and tumor control probability/normal tissue complication probability modeling.
Dong, Jing [ORNL; Mahmassani, Hani S. [Northwestern University, Evanston
2011-01-01
This paper proposes a methodology to produce random flow breakdown endogenously in a mesoscopic operational model, by capturing breakdown probability and duration. Based on previous research findings that probability of flow breakdown can be represented as a function of flow rate and the duration can be characterized by a hazard model. By generating random flow breakdown at various levels and capturing the traffic characteristics at the onset of the breakdown, the stochastic network simulation model provides a tool for evaluating travel time variability. The proposed model can be used for (1) providing reliability related traveler information; (2) designing ITS (intelligent transportation systems) strategies to improve reliability; and (3) evaluating reliability-related performance measures of the system.
Rational Models for Inflation-Linked Derivatives
Dam, Henrik; Macrina, Andrea; Skovmand, David
2018-01-01
in a multiplicative manner that allows for closed-form pricing of vanilla inflation products suchlike zero-coupon swaps, caps and floors, year-on-year swaps, caps and floors, and the exotic limited price index swap. The model retains the attractive features of a nominal multi-curve interest rate model such as closed...
Bakosi, J.; Franzese, P.; Boybeyi, Z.
2010-01-01
Dispersion of a passive scalar from concentrated sources in fully developed turbulent channel flow is studied with the probability density function (PDF) method. The joint PDF of velocity, turbulent frequency and scalar concentration is represented by a large number of Lagrangian particles. A stochastic near-wall PDF model combines the generalized Langevin model of Haworth & Pope with Durbin's method of elliptic relaxation to provide a mathematically exact treatment of convective and viscous ...
A stochastic-bayesian model for the fracture probability of PWR pressure vessels
Francisco, Alexandre S.; Duran, Jorge Alberto R., E-mail: afrancisco@metal.eeimvr.uff.br, E-mail: duran@metal.eeimvr.uff.br [Universidade Federal Fluminense (UFF), Volta Redonda, RJ (Brazil). Dept. de Engenharia Mecanica
2013-07-01
Fracture probability of pressure vessels containing cracks can be obtained by methodologies of easy understanding, which require a deterministic treatment, complemented by statistical methods. However, more accurate results are required, methodologies need to be better formulated. This paper presents a new methodology to address this problem. First, a more rigorous methodology is obtained by means of the relationship of probability distributions that model crack incidence and nondestructive inspection efficiency using the Bayes' theorem. The result is an updated crack incidence distribution. Further, the accuracy of the methodology is improved by using a stochastic model for the crack growth. The stochastic model incorporates the statistical variability of the crack growth process, combining the stochastic theory with experimental data. Stochastic differential equations are derived by the randomization of empirical equations. From the solution of this equation, a distribution function related to the crack growth is derived. The fracture probability using both probability distribution functions is in agreement with theory, and presents realistic value for pressure vessels. (author)
A stochastic-bayesian model for the fracture probability of PWR pressure vessels
Francisco, Alexandre S.; Duran, Jorge Alberto R.
2013-01-01
Fracture probability of pressure vessels containing cracks can be obtained by methodologies of easy understanding, which require a deterministic treatment, complemented by statistical methods. However, more accurate results are required, methodologies need to be better formulated. This paper presents a new methodology to address this problem. First, a more rigorous methodology is obtained by means of the relationship of probability distributions that model crack incidence and nondestructive inspection efficiency using the Bayes' theorem. The result is an updated crack incidence distribution. Further, the accuracy of the methodology is improved by using a stochastic model for the crack growth. The stochastic model incorporates the statistical variability of the crack growth process, combining the stochastic theory with experimental data. Stochastic differential equations are derived by the randomization of empirical equations. From the solution of this equation, a distribution function related to the crack growth is derived. The fracture probability using both probability distribution functions is in agreement with theory, and presents realistic value for pressure vessels. (author)
A VGI data integration framework based on linked data model
Wan, Lin; Ren, Rongrong
2015-12-01
This paper aims at the geographic data integration and sharing method for multiple online VGI data sets. We propose a semantic-enabled framework for online VGI sources cooperative application environment to solve a target class of geospatial problems. Based on linked data technologies - which is one of core components of semantic web, we can construct the relationship link among geographic features distributed in diverse VGI platform by using linked data modeling methods, then deploy these semantic-enabled entities on the web, and eventually form an interconnected geographic data network to support geospatial information cooperative application across multiple VGI data sources. The mapping and transformation from VGI sources to RDF linked data model is presented to guarantee the unique data represent model among different online social geographic data sources. We propose a mixed strategy which combined spatial distance similarity and feature name attribute similarity as the measure standard to compare and match different geographic features in various VGI data sets. And our work focuses on how to apply Markov logic networks to achieve interlinks of the same linked data in different VGI-based linked data sets. In our method, the automatic generating method of co-reference object identification model according to geographic linked data is discussed in more detail. It finally built a huge geographic linked data network across loosely-coupled VGI web sites. The results of the experiment built on our framework and the evaluation of our method shows the framework is reasonable and practicable.
Probability of Detection (POD) as a statistical model for the validation of qualitative methods.
Wehling, Paul; LaBudde, Robert A; Brunelle, Sharon L; Nelson, Maria T
2011-01-01
A statistical model is presented for use in validation of qualitative methods. This model, termed Probability of Detection (POD), harmonizes the statistical concepts and parameters between quantitative and qualitative method validation. POD characterizes method response with respect to concentration as a continuous variable. The POD model provides a tool for graphical representation of response curves for qualitative methods. In addition, the model allows comparisons between candidate and reference methods, and provides calculations of repeatability, reproducibility, and laboratory effects from collaborative study data. Single laboratory study and collaborative study examples are given.
Multiple-event probability in general-relativistic quantum mechanics. II. A discrete model
Mondragon, Mauricio; Perez, Alejandro; Rovelli, Carlo
2007-01-01
We introduce a simple quantum mechanical model in which time and space are discrete and periodic. These features avoid the complications related to continuous-spectrum operators and infinite-norm states. The model provides a tool for discussing the probabilistic interpretation of generally covariant quantum systems, without the confusion generated by spurious infinities. We use the model to illustrate the formalism of general-relativistic quantum mechanics, and to test the definition of multiple-event probability introduced in a companion paper [Phys. Rev. D 75, 084033 (2007)]. We consider a version of the model with unitary time evolution and a version without unitary time evolution
Dependence in probabilistic modeling Dempster-Shafer theory and probability bounds analysis
Ferson, Scott [Applied Biomathematics, Setauket, NY (United States); Nelsen, Roger B. [Lewis & Clark College, Portland OR (United States); Hajagos, Janos [Applied Biomathematics, Setauket, NY (United States); Berleant, Daniel J. [Iowa State Univ., Ames, IA (United States); Zhang, Jianzhong [Iowa State Univ., Ames, IA (United States); Tucker, W. Troy [Applied Biomathematics, Setauket, NY (United States); Ginzburg, Lev R. [Applied Biomathematics, Setauket, NY (United States); Oberkampf, William L. [Sandia National Lab. (SNL-NM), Albuquerque, NM (United States)
2015-05-01
This report summarizes methods to incorporate information (or lack of information) about inter-variable dependence into risk assessments that use Dempster-Shafer theory or probability bounds analysis to address epistemic and aleatory uncertainty. The report reviews techniques for simulating correlated variates for a given correlation measure and dependence model, computation of bounds on distribution functions under a specified dependence model, formulation of parametric and empirical dependence models, and bounding approaches that can be used when information about the intervariable dependence is incomplete. The report also reviews several of the most pervasive and dangerous myths among risk analysts about dependence in probabilistic models.
Shuttle/TDRSS modelling and link simulation study
Braun, W. R.; Mckenzie, T. M.; Biederman, L.; Lindsey, W. C.
1979-01-01
A Shuttle/TDRSS S-band and Ku-band link simulation package called LinCsim was developed for the evaluation of link performance for specific Shuttle signal designs. The link models were described in detail and the transmitter distortion parameters or user constraints were carefully defined. The overall link degradation (excluding hardware degradations) relative to an ideal BPSK channel were given for various sets of user constraint values. The performance sensitivity to each individual user constraint was then illustrated. The effect of excessive Spacelab clock jitter on the return link BER performance was also investigated as was the problem of subcarrier recovery for the K-band Shuttle return link signal.
On New Cautious Structural Reliability Models in the Framework of imprecise Probabilities
Utkin, Lev V.; Kozine, Igor
2010-01-01
models and gen-eralizing conventional ones to imprecise probabili-ties. The theoretical setup employed for this purpose is imprecise statistical reasoning (Walley 1991), whose general framework is provided by upper and lower previsions (expectations). The appeal of this theory is its ability to capture......Uncertainty of parameters in engineering design has been modeled in different frameworks such as inter-val analysis, fuzzy set and possibility theories, ran-dom set theory and imprecise probability theory. The authors of this paper for many years have been de-veloping new imprecise reliability...... both aleatory (stochas-tic) and epistemic uncertainty and the flexibility with which information can be represented. The previous research of the authors related to generalizing structural reliability models to impre-cise statistical measures is summarized in Utkin & Kozine (2002) and Utkin (2004...
Ben Issaid, Chaouki; Park, Kihong; Alouini, Mohamed-Slim
2017-01-01
When assessing the performance of the free space optical (FSO) communication systems, the outage probability encountered is generally very small, and thereby the use of nave Monte Carlo simulations becomes prohibitively expensive. To estimate these rare event probabilities, we propose in this work an importance sampling approach which is based on the exponential twisting technique to offer fast and accurate results. In fact, we consider a variety of turbulence regimes, and we investigate the outage probability of FSO communication systems, under a generalized pointing error model based on the Beckmann distribution, for both single and multihop scenarios. Selected numerical simulations are presented to show the accuracy and the efficiency of our approach compared to naive Monte Carlo.
Ben Issaid, Chaouki
2017-07-28
When assessing the performance of the free space optical (FSO) communication systems, the outage probability encountered is generally very small, and thereby the use of nave Monte Carlo simulations becomes prohibitively expensive. To estimate these rare event probabilities, we propose in this work an importance sampling approach which is based on the exponential twisting technique to offer fast and accurate results. In fact, we consider a variety of turbulence regimes, and we investigate the outage probability of FSO communication systems, under a generalized pointing error model based on the Beckmann distribution, for both single and multihop scenarios. Selected numerical simulations are presented to show the accuracy and the efficiency of our approach compared to naive Monte Carlo.
Accuracy test for link prediction in terms of similarity index: The case of WS and BA models
Ahn, Min-Woo; Jung, Woo-Sung
2015-07-01
Link prediction is a technique that uses the topological information in a given network to infer the missing links in it. Since past research on link prediction has primarily focused on enhancing performance for given empirical systems, negligible attention has been devoted to link prediction with regard to network models. In this paper, we thus apply link prediction to two network models: The Watts-Strogatz (WS) model and Barabási-Albert (BA) model. We attempt to gain a better understanding of the relation between accuracy and each network parameter (mean degree, the number of nodes and the rewiring probability in the WS model) through network models. Six similarity indices are used, with precision and area under the ROC curve (AUC) value as the accuracy metrics. We observe a positive correlation between mean degree and accuracy, and size independence of the AUC value.
Yang, Ziheng; Zhu, Tianqi
2018-02-20
The Bayesian method is noted to produce spuriously high posterior probabilities for phylogenetic trees in analysis of large datasets, but the precise reasons for this overconfidence are unknown. In general, the performance of Bayesian selection of misspecified models is poorly understood, even though this is of great scientific interest since models are never true in real data analysis. Here we characterize the asymptotic behavior of Bayesian model selection and show that when the competing models are equally wrong, Bayesian model selection exhibits surprising and polarized behaviors in large datasets, supporting one model with full force while rejecting the others. If one model is slightly less wrong than the other, the less wrong model will eventually win when the amount of data increases, but the method may become overconfident before it becomes reliable. We suggest that this extreme behavior may be a major factor for the spuriously high posterior probabilities for evolutionary trees. The philosophical implications of our results to the application of Bayesian model selection to evaluate opposing scientific hypotheses are yet to be explored, as are the behaviors of non-Bayesian methods in similar situations.
Extended model of restricted beam for FSO links
Poliak, Juraj; Wilfert, Otakar
2012-10-01
Modern wireless optical communication systems in many aspects overcome wire or radio communications. Their advantages are license-free operation and broad bandwidth that they offer. The medium in free-space optical (FSO) links is the atmosphere. Operation of outdoor FSO links struggles with many atmospheric phenomena that deteriorate phase and amplitude of the transmitted optical beam. This beam originates in the transmitter and is affected by its individual parts, especially by the lens socket and the transmitter aperture, where attenuation and diffraction effects take place. Both of these phenomena unfavourable influence the beam and cause degradation of link availability, or its total malfunction. Therefore, both of these phenomena should be modelled and simulated, so that one can judge the link function prior to the realization of the system. Not only the link availability and reliability are concerned, but also economic aspects. In addition, the transmitted beam is not, generally speaking, circularly symmetrical, what makes the link simulation more difficult. In a comprehensive model, it is necessary to take into account the ellipticity of the beam that is restricted by circularly symmetrical aperture where then the attenuation and diffraction occur. General model is too computationally extensive; therefore simplification of the calculations by means of analytical and numerical approaches will be discussed. Presented model is not only simulated using computer, but also experimentally proven. One can then deduce the ability of the model to describe the reality and to estimate how far can one go with approximations, i.e. limitations of the model are discussed.
Exploring the Subtleties of Inverse Probability Weighting and Marginal Structural Models.
Breskin, Alexander; Cole, Stephen R; Westreich, Daniel
2018-05-01
Since being introduced to epidemiology in 2000, marginal structural models have become a commonly used method for causal inference in a wide range of epidemiologic settings. In this brief report, we aim to explore three subtleties of marginal structural models. First, we distinguish marginal structural models from the inverse probability weighting estimator, and we emphasize that marginal structural models are not only for longitudinal exposures. Second, we explore the meaning of the word "marginal" in "marginal structural model." Finally, we show that the specification of a marginal structural model can have important implications for the interpretation of its parameters. Each of these concepts have important implications for the use and understanding of marginal structural models, and thus providing detailed explanations of them may lead to better practices for the field of epidemiology.
Scaling Qualitative Probability
Burgin, Mark
2017-01-01
There are different approaches to qualitative probability, which includes subjective probability. We developed a representation of qualitative probability based on relational systems, which allows modeling uncertainty by probability structures and is more coherent than existing approaches. This setting makes it possible proving that any comparative probability is induced by some probability structure (Theorem 2.1), that classical probability is a probability structure (Theorem 2.2) and that i...
Linking spatial and dynamic models for traffic maneuvers
Olderog, Ernst-Rüdiger; Ravn, Anders Peter; Wisniewski, Rafal
2015-01-01
For traffic maneuvers of multiple vehicles on highways we build an abstract spatial and a concrete dynamic model. In the spatial model we show the safety (collision freedom) of lane-change maneuvers. By linking the spatial and dynamic model via suitable refinements of the spatial atoms to distance...
Casas Galiano, G.; Grau Malonda, A.
1994-01-01
An intelligent computer program has been developed to obtain the mathematical formulae to compute the probabilities and reduced energies of the different atomic rearrangement pathways following electron-capture decay. Creation and annihilation operators for Auger and X processes have been introduced. Taking into account the symmetries associated with each process, 262 different pathways were obtained. This model allows us to obtain the influence of the M-electron-capture in the counting efficiency when the atomic number of the nuclide is high
Probability-based collaborative filtering model for predicting gene–disease associations
Zeng, Xiangxiang; Ding, Ningxiang; Rodríguez-Patón, Alfonso; Zou, Quan
2017-01-01
Background Accurately predicting pathogenic human genes has been challenging in recent research. Considering extensive gene–disease data verified by biological experiments, we can apply computational methods to perform accurate predictions with reduced time and expenses. Methods We propose a probability-based collaborative filtering model (PCFM) to predict pathogenic human genes. Several kinds of data sets, containing data of humans and data of other nonhuman species, are integrated in our mo...
How to model a negligible probability under the WTO sanitary and phytosanitary agreement?
Powell, Mark R
2013-06-01
Since the 1997 EC--Hormones decision, World Trade Organization (WTO) Dispute Settlement Panels have wrestled with the question of what constitutes a negligible risk under the Sanitary and Phytosanitary Agreement. More recently, the 2010 WTO Australia--Apples Panel focused considerable attention on the appropriate quantitative model for a negligible probability in a risk assessment. The 2006 Australian Import Risk Analysis for Apples from New Zealand translated narrative probability statements into quantitative ranges. The uncertainty about a "negligible" probability was characterized as a uniform distribution with a minimum value of zero and a maximum value of 10(-6) . The Australia - Apples Panel found that the use of this distribution would tend to overestimate the likelihood of "negligible" events and indicated that a triangular distribution with a most probable value of zero and a maximum value of 10⁻⁶ would correct the bias. The Panel observed that the midpoint of the uniform distribution is 5 × 10⁻⁷ but did not consider that the triangular distribution has an expected value of 3.3 × 10⁻⁷. Therefore, if this triangular distribution is the appropriate correction, the magnitude of the bias found by the Panel appears modest. The Panel's detailed critique of the Australian risk assessment, and the conclusions of the WTO Appellate Body about the materiality of flaws found by the Panel, may have important implications for the standard of review for risk assessments under the WTO SPS Agreement. © 2012 Society for Risk Analysis.
Du, Xiaosong; Leifsson, Leifur; Grandin, Robert; Meeker, William; Roberts, Ronald; Song, Jiming
2018-04-01
Probability of detection (POD) is widely used for measuring reliability of nondestructive testing (NDT) systems. Typically, POD is determined experimentally, while it can be enhanced by utilizing physics-based computational models in combination with model-assisted POD (MAPOD) methods. With the development of advanced physics-based methods, such as ultrasonic NDT testing, the empirical information, needed for POD methods, can be reduced. However, performing accurate numerical simulations can be prohibitively time-consuming, especially as part of stochastic analysis. In this work, stochastic surrogate models for computational physics-based measurement simulations are developed for cost savings of MAPOD methods while simultaneously ensuring sufficient accuracy. The stochastic surrogate is used to propagate the random input variables through the physics-based simulation model to obtain the joint probability distribution of the output. The POD curves are then generated based on those results. Here, the stochastic surrogates are constructed using non-intrusive polynomial chaos (NIPC) expansions. In particular, the NIPC methods used are the quadrature, ordinary least-squares (OLS), and least-angle regression sparse (LARS) techniques. The proposed approach is demonstrated on the ultrasonic testing simulation of a flat bottom hole flaw in an aluminum block. The results show that the stochastic surrogates have at least two orders of magnitude faster convergence on the statistics than direct Monte Carlo sampling (MCS). Moreover, the evaluation of the stochastic surrogate models is over three orders of magnitude faster than the underlying simulation model for this case, which is the UTSim2 model.
Lee, Mei-Ling Ting; Bulyk, Martha L; Whitmore, G A; Church, George M
2002-12-01
There is considerable scientific interest in knowing the probability that a site-specific transcription factor will bind to a given DNA sequence. Microarray methods provide an effective means for assessing the binding affinities of a large number of DNA sequences as demonstrated by Bulyk et al. (2001, Proceedings of the National Academy of Sciences, USA 98, 7158-7163) in their study of the DNA-binding specificities of Zif268 zinc fingers using microarray technology. In a follow-up investigation, Bulyk, Johnson, and Church (2002, Nucleic Acid Research 30, 1255-1261) studied the interdependence of nucleotides on the binding affinities of transcription proteins. Our article is motivated by this pair of studies. We present a general statistical methodology for analyzing microarray intensity measurements reflecting DNA-protein interactions. The log probability of a protein binding to a DNA sequence on an array is modeled using a linear ANOVA model. This model is convenient because it employs familiar statistical concepts and procedures and also because it is effective for investigating the probability structure of the binding mechanism.
Rong, Ying; Wen, Huiying
2018-05-01
In this paper, the appearing probability of truck is introduced and an extended car-following model is presented to analyze the traffic flow based on the consideration of driver's characteristics, under honk environment. The stability condition of this proposed model is obtained through linear stability analysis. In order to study the evolution properties of traffic wave near the critical point, the mKdV equation is derived by the reductive perturbation method. The results show that the traffic flow will become more disorder for the larger appearing probability of truck. Besides, the appearance of leading truck affects not only the stability of traffic flow, but also the effect of other aspects on traffic flow, such as: driver's reaction and honk effect. The effects of them on traffic flow are closely correlated with the appearing probability of truck. Finally, the numerical simulations under the periodic boundary condition are carried out to verify the proposed model. And they are consistent with the theoretical findings.
Samy Ismail Elmahdy
2016-01-01
Full Text Available In the current study, Penang Island, which is one of the several mountainous areas in Malaysia that is often subjected to landslide hazard, was chosen for further investigation. A multi-criteria Evaluation and the spatial probability weighted approach and model builder was applied to map and analyse landslides in Penang Island. A set of automated algorithms was used to construct new essential geological and morphometric thematic maps from remote sensing data. The maps were ranked using the weighted probability spatial model based on their contribution to the landslide hazard. Results obtained showed that sites at an elevation of 100–300 m, with steep slopes of 10°–37° and slope direction (aspect in the E and SE directions were areas of very high and high probability for the landslide occurrence; the total areas were 21.393 km2 (11.84% and 58.690 km2 (32.48%, respectively. The obtained map was verified by comparing variogram models of the mapped and the occurred landslide locations and showed a strong correlation with the locations of occurred landslides, indicating that the proposed method can successfully predict the unpredictable landslide hazard. The method is time and cost effective and can be used as a reference for geological and geotechnical engineers.
Xu Chengjian, E-mail: c.j.xu@umcg.nl [Department of Radiation Oncology, University of Groningen, University Medical Center Groningen, Groningen (Netherlands); Schaaf, Arjen van der; Schilstra, Cornelis; Langendijk, Johannes A.; Veld, Aart A. van' t [Department of Radiation Oncology, University of Groningen, University Medical Center Groningen, Groningen (Netherlands)
2012-03-15
Purpose: To study the impact of different statistical learning methods on the prediction performance of multivariate normal tissue complication probability (NTCP) models. Methods and Materials: In this study, three learning methods, stepwise selection, least absolute shrinkage and selection operator (LASSO), and Bayesian model averaging (BMA), were used to build NTCP models of xerostomia following radiotherapy treatment for head and neck cancer. Performance of each learning method was evaluated by a repeated cross-validation scheme in order to obtain a fair comparison among methods. Results: It was found that the LASSO and BMA methods produced models with significantly better predictive power than that of the stepwise selection method. Furthermore, the LASSO method yields an easily interpretable model as the stepwise method does, in contrast to the less intuitive BMA method. Conclusions: The commonly used stepwise selection method, which is simple to execute, may be insufficient for NTCP modeling. The LASSO method is recommended.
Xu, Cheng-Jian; van der Schaaf, Arjen; Schilstra, Cornelis; Langendijk, Johannes A; van't Veld, Aart A
2012-03-15
To study the impact of different statistical learning methods on the prediction performance of multivariate normal tissue complication probability (NTCP) models. In this study, three learning methods, stepwise selection, least absolute shrinkage and selection operator (LASSO), and Bayesian model averaging (BMA), were used to build NTCP models of xerostomia following radiotherapy treatment for head and neck cancer. Performance of each learning method was evaluated by a repeated cross-validation scheme in order to obtain a fair comparison among methods. It was found that the LASSO and BMA methods produced models with significantly better predictive power than that of the stepwise selection method. Furthermore, the LASSO method yields an easily interpretable model as the stepwise method does, in contrast to the less intuitive BMA method. The commonly used stepwise selection method, which is simple to execute, may be insufficient for NTCP modeling. The LASSO method is recommended. Copyright Â© 2012 Elsevier Inc. All rights reserved.
Xu Chengjian; Schaaf, Arjen van der; Schilstra, Cornelis; Langendijk, Johannes A.; Veld, Aart A. van’t
2012-01-01
Purpose: To study the impact of different statistical learning methods on the prediction performance of multivariate normal tissue complication probability (NTCP) models. Methods and Materials: In this study, three learning methods, stepwise selection, least absolute shrinkage and selection operator (LASSO), and Bayesian model averaging (BMA), were used to build NTCP models of xerostomia following radiotherapy treatment for head and neck cancer. Performance of each learning method was evaluated by a repeated cross-validation scheme in order to obtain a fair comparison among methods. Results: It was found that the LASSO and BMA methods produced models with significantly better predictive power than that of the stepwise selection method. Furthermore, the LASSO method yields an easily interpretable model as the stepwise method does, in contrast to the less intuitive BMA method. Conclusions: The commonly used stepwise selection method, which is simple to execute, may be insufficient for NTCP modeling. The LASSO method is recommended.
Yasami, Yasser; Safaei, Farshad
2018-02-01
The traditional complex network theory is particularly focused on network models in which all network constituents are dealt with equivalently, while fail to consider the supplementary information related to the dynamic properties of the network interactions. This is a main constraint leading to incorrect descriptions of some real-world phenomena or incomplete capturing the details of certain real-life problems. To cope with the problem, this paper addresses the multilayer aspects of dynamic complex networks by analyzing the properties of intrinsically multilayered co-authorship networks, DBLP and Astro Physics, and presenting a novel multilayer model of dynamic complex networks. The model examines the layers evolution (layers birth/death process and lifetime) throughout the network evolution. Particularly, this paper models the evolution of each node's membership in different layers by an Infinite Factorial Hidden Markov Model considering feature cascade, and thereby formulates the link generation process for intra-layer and inter-layer links. Although adjacency matrixes are useful to describe the traditional single-layer networks, such a representation is not sufficient to describe and analyze the multilayer dynamic networks. This paper also extends a generalized mathematical infrastructure to address the problems issued by multilayer complex networks. The model inference is performed using some Markov Chain Monte Carlo sampling strategies, given synthetic and real complex networks data. Experimental results indicate a tremendous improvement in the performance of the proposed multilayer model in terms of sensitivity, specificity, positive and negative predictive values, positive and negative likelihood ratios, F1-score, Matthews correlation coefficient, and accuracy for two important applications of missing link prediction and future link forecasting. The experimental results also indicate the strong predictivepower of the proposed model for the application of
Interpreting and Understanding Logits, Probits, and other Non-Linear Probability Models
Breen, Richard; Karlson, Kristian Bernt; Holm, Anders
2018-01-01
Methods textbooks in sociology and other social sciences routinely recommend the use of the logit or probit model when an outcome variable is binary, an ordered logit or ordered probit when it is ordinal, and a multinomial logit when it has more than two categories. But these methodological...... guidelines take little or no account of a body of work that, over the past 30 years, has pointed to problematic aspects of these nonlinear probability models and, particularly, to difficulties in interpreting their parameters. In this chapterreview, we draw on that literature to explain the problems, show...
A cellular automata model of traffic flow with variable probability of randomization
Zheng Wei-Fan; Zhang Ji-Ye
2015-01-01
Research on the stochastic behavior of traffic flow is important to understand the intrinsic evolution rules of a traffic system. By introducing an interactional potential of vehicles into the randomization step, an improved cellular automata traffic flow model with variable probability of randomization is proposed in this paper. In the proposed model, the driver is affected by the interactional potential of vehicles before him, and his decision-making process is related to the interactional potential. Compared with the traditional cellular automata model, the modeling is more suitable for the driver’s random decision-making process based on the vehicle and traffic situations in front of him in actual traffic. From the improved model, the fundamental diagram (flow–density relationship) is obtained, and the detailed high-density traffic phenomenon is reproduced through numerical simulation. (paper)
Stirk, Emily R; Lythe, Grant; van den Berg, Hugo A; Hurst, Gareth A D; Molina-París, Carmen
2010-04-01
The limiting conditional probability distribution (LCD) has been much studied in the field of mathematical biology, particularly in the context of epidemiology and the persistence of epidemics. However, it has not yet been applied to the immune system. One of the characteristic features of the T cell repertoire is its diversity. This diversity declines in old age, whence the concepts of extinction and persistence are also relevant to the immune system. In this paper we model T cell repertoire maintenance by means of a continuous-time birth and death process on the positive integers, where the origin is an absorbing state. We show that eventual extinction is guaranteed. The late-time behaviour of the process before extinction takes place is modelled by the LCD, which we prove always exists for the process studied here. In most cases, analytic expressions for the LCD cannot be computed but the probability distribution may be approximated by means of the stationary probability distributions of two related processes. We show how these approximations are related to the LCD of the original process and use them to study the LCD in two special cases. We also make use of the large N expansion to derive a further approximation to the LCD. The accuracy of the various approximations is then analysed. (c) 2009 Elsevier Inc. All rights reserved.
A Novel Probability Model for Suppressing Multipath Ghosts in GPR and TWI Imaging: A Numerical Study
Tan Yun-hua
2015-10-01
Full Text Available A novel concept for suppressing the problem of multipath ghosts in Ground Penetrating Radar (GPR and Through-Wall Imaging (TWI is presented. Ghosts (i.e., false targets mainly arise from the use of the Born or single-scattering approximations that lead to linearized imaging algorithms; however, these approximations neglect the effect of multiple scattering (or multipath between the electromagnetic wavefield and the object under investigation. In contrast to existing methods of suppressing multipath ghosts, the proposed method models for the first time the reflectivity of the probed objects as a probability function up to a normalized factor and introduces the concept of random subaperture by randomly picking up measurement locations from the entire aperture. Thus, the final radar image is a joint probability distribution that corresponds to radar images derived from multiple random subapertures. Finally, numerical experiments are used to demonstrate the performance of the proposed methodology in GPR and TWI imaging.
Li, Zhanling; Li, Zhanjie; Li, Chengcheng
2014-05-01
Probability modeling of hydrological extremes is one of the major research areas in hydrological science. Most basins in humid and semi-humid south and east of China are concerned for probability modeling analysis of high flow extremes. While, for the inland river basin which occupies about 35% of the country area, there is a limited presence of such studies partly due to the limited data availability and a relatively low mean annual flow. The objective of this study is to carry out probability modeling of high flow extremes in the upper reach of Heihe River basin, the second largest inland river basin in China, by using the peak over threshold (POT) method and Generalized Pareto Distribution (GPD), in which the selection of threshold and inherent assumptions for POT series are elaborated in details. For comparison, other widely used probability distributions including generalized extreme value (GEV), Lognormal, Log-logistic and Gamma are employed as well. Maximum likelihood estimate is used for parameter estimations. Daily flow data at Yingluoxia station from 1978 to 2008 are used. Results show that, synthesizing the approaches of mean excess plot, stability features of model parameters, return level plot and the inherent independence assumption of POT series, an optimum threshold of 340m3/s is finally determined for high flow extremes in Yingluoxia watershed. The resulting POT series is proved to be stationary and independent based on Mann-Kendall test, Pettitt test and autocorrelation test. In terms of Kolmogorov-Smirnov test, Anderson-Darling test and several graphical diagnostics such as quantile and cumulative density function plots, GPD provides the best fit to high flow extremes in the study area. The estimated high flows for long return periods demonstrate that, as the return period increasing, the return level estimates are probably more uncertain. The frequency of high flow extremes exhibits a very slight but not significant decreasing trend from 1978 to
Blöchliger, Nicolas; Keller, Peter M; Böttger, Erik C; Hombach, Michael
2017-09-01
The procedure for setting clinical breakpoints (CBPs) for antimicrobial susceptibility has been poorly standardized with respect to population data, pharmacokinetic parameters and clinical outcome. Tools to standardize CBP setting could result in improved antibiogram forecast probabilities. We propose a model to estimate probabilities for methodological categorization errors and defined zones of methodological uncertainty (ZMUs), i.e. ranges of zone diameters that cannot reliably be classified. The impact of ZMUs on methodological error rates was used for CBP optimization. The model distinguishes theoretical true inhibition zone diameters from observed diameters, which suffer from methodological variation. True diameter distributions are described with a normal mixture model. The model was fitted to observed inhibition zone diameters of clinical Escherichia coli strains. Repeated measurements for a quality control strain were used to quantify methodological variation. For 9 of 13 antibiotics analysed, our model predicted error rates of 0.1% for ampicillin, cefoxitin, cefuroxime and amoxicillin/clavulanic acid. Increasing the susceptible CBP (cefoxitin) and introducing ZMUs (ampicillin, cefuroxime, amoxicillin/clavulanic acid) decreased error rates to < 0.1%. ZMUs contained low numbers of isolates for ampicillin and cefuroxime (3% and 6%), whereas the ZMU for amoxicillin/clavulanic acid contained 41% of all isolates and was considered not practical. We demonstrate that CBPs can be improved and standardized by minimizing methodological categorization error rates. ZMUs may be introduced if an intermediate zone is not appropriate for pharmacokinetic/pharmacodynamic or drug dosing reasons. Optimized CBPs will provide a standardized antibiotic susceptibility testing interpretation at a defined level of probability. © The Author 2017. Published by Oxford University Press on behalf of the British Society for Antimicrobial Chemotherapy. All rights reserved. For
Protein single-model quality assessment by feature-based probability density functions.
Cao, Renzhi; Cheng, Jianlin
2016-04-04
Protein quality assessment (QA) has played an important role in protein structure prediction. We developed a novel single-model quality assessment method-Qprob. Qprob calculates the absolute error for each protein feature value against the true quality scores (i.e. GDT-TS scores) of protein structural models, and uses them to estimate its probability density distribution for quality assessment. Qprob has been blindly tested on the 11th Critical Assessment of Techniques for Protein Structure Prediction (CASP11) as MULTICOM-NOVEL server. The official CASP result shows that Qprob ranks as one of the top single-model QA methods. In addition, Qprob makes contributions to our protein tertiary structure predictor MULTICOM, which is officially ranked 3rd out of 143 predictors. The good performance shows that Qprob is good at assessing the quality of models of hard targets. These results demonstrate that this new probability density distribution based method is effective for protein single-model quality assessment and is useful for protein structure prediction. The webserver of Qprob is available at: http://calla.rnet.missouri.edu/qprob/. The software is now freely available in the web server of Qprob.
Various models for pion probability distributions from heavy-ion collisions
Mekjian, A.Z.; Mekjian, A.Z.; Schlei, B.R.; Strottman, D.; Schlei, B.R.
1998-01-01
Various models for pion multiplicity distributions produced in relativistic heavy ion collisions are discussed. The models include a relativistic hydrodynamic model, a thermodynamic description, an emitting source pion laser model, and a description which generates a negative binomial description. The approach developed can be used to discuss other cases which will be mentioned. The pion probability distributions for these various cases are compared. Comparison of the pion laser model and Bose-Einstein condensation in a laser trap and with the thermal model are made. The thermal model and hydrodynamic model are also used to illustrate why the number of pions never diverges and why the Bose-Einstein correction effects are relatively small. The pion emission strength η of a Poisson emitter and a critical density η c are connected in a thermal model by η/n c =e -m/T <1, and this fact reduces any Bose-Einstein correction effects in the number and number fluctuation of pions. Fluctuations can be much larger than Poisson in the pion laser model and for a negative binomial description. The clan representation of the negative binomial distribution due to Van Hove and Giovannini is discussed using the present description. Applications to CERN/NA44 and CERN/NA49 data are discussed in terms of the relativistic hydrodynamic model. copyright 1998 The American Physical Society
Port-based modeling of a flexible link
Macchelli, A.; Macchelli, A.; Hirohika, A.; Lynch, K.; Melchiorri, C.; Park, F.C.; Stramigioli, Stefano; Parker, L.E.
In this paper, a simple way to model flexible robotic links is presented. This is different from classical approaches and from the Euler–Bernoulli or Timoshenko theory, in that the proposed model is able to describe large deflections in 3-D space and does not rely on any finite-dimensional
Finite element model updating of concrete structures based on imprecise probability
Biswal, S.; Ramaswamy, A.
2017-09-01
Imprecise probability based methods are developed in this study for the parameter estimation, in finite element model updating for concrete structures, when the measurements are imprecisely defined. Bayesian analysis using Metropolis Hastings algorithm for parameter estimation is generalized to incorporate the imprecision present in the prior distribution, in the likelihood function, and in the measured responses. Three different cases are considered (i) imprecision is present in the prior distribution and in the measurements only, (ii) imprecision is present in the parameters of the finite element model and in the measurement only, and (iii) imprecision is present in the prior distribution, in the parameters of the finite element model, and in the measurements. Procedures are also developed for integrating the imprecision in the parameters of the finite element model, in the finite element software Abaqus. The proposed methods are then verified against reinforced concrete beams and prestressed concrete beams tested in our laboratory as part of this study.
Vinogradov, S.
2012-01-01
Silicon Photomultipliers (SiPM), also called Solid State Photomultipliers (SSPM), are based on Geiger mode avalanche breakdown that is limited by a strong negative feedback. An SSPM can detect and resolve single photons due to the high gain and ultra-low excess noise of avalanche multiplication in this mode. Crosstalk and afterpulsing processes associated with the high gain introduce specific excess noise and deteriorate the photon number resolution of the SSPM. The probabilistic features of these processes are widely studied because of its significance for the SSPM design, characterization, optimization and application, but the process modeling is mostly based on Monte Carlo simulations and numerical methods. In this study, crosstalk is considered to be a branching Poisson process, and analytical models of probability distribution and excess noise factor (ENF) of SSPM signals based on the Borel distribution as an advance on the geometric distribution models are presented and discussed. The models are found to be in a good agreement with the experimental probability distributions for dark counts and a few photon spectrums in a wide range of fired pixels number as well as with observed super-linear behavior of crosstalk ENF.
Capacity analysis in multi-state synaptic models: a retrieval probability perspective.
Huang, Yibi; Amit, Yali
2011-06-01
We define the memory capacity of networks of binary neurons with finite-state synapses in terms of retrieval probabilities of learned patterns under standard asynchronous dynamics with a predetermined threshold. The threshold is set to control the proportion of non-selective neurons that fire. An optimal inhibition level is chosen to stabilize network behavior. For any local learning rule we provide a computationally efficient and highly accurate approximation to the retrieval probability of a pattern as a function of its age. The method is applied to the sequential models (Fusi and Abbott, Nat Neurosci 10:485-493, 2007) and meta-plasticity models (Fusi et al., Neuron 45(4):599-611, 2005; Leibold and Kempter, Cereb Cortex 18:67-77, 2008). We show that as the number of synaptic states increases, the capacity, as defined here, either plateaus or decreases. In the few cases where multi-state models exceed the capacity of binary synapse models the improvement is small.
A formalism to generate probability distributions for performance-assessment modeling
Kaplan, P.G.
1990-01-01
A formalism is presented for generating probability distributions of parameters used in performance-assessment modeling. The formalism is used when data are either sparse or nonexistent. The appropriate distribution is a function of the known or estimated constraints and is chosen to maximize a quantity known as Shannon's informational entropy. The formalism is applied to a parameter used in performance-assessment modeling. The functional form of the model that defines the parameter, data from the actual field site, and natural analog data are analyzed to estimate the constraints. A beta probability distribution of the example parameter is generated after finding four constraints. As an example of how the formalism is applied to the site characterization studies of Yucca Mountain, the distribution is generated for an input parameter in a performance-assessment model currently used to estimate compliance with disposal of high-level radioactive waste in geologic repositories, 10 CFR 60.113(a)(2), commonly known as the ground water travel time criterion. 8 refs., 2 figs
Influences of variables on ship collision probability in a Bayesian belief network model
Hänninen, Maria; Kujala, Pentti
2012-01-01
The influences of the variables in a Bayesian belief network model for estimating the role of human factors on ship collision probability in the Gulf of Finland are studied for discovering the variables with the largest influences and for examining the validity of the network. The change in the so-called causation probability is examined while observing each state of the network variables and by utilizing sensitivity and mutual information analyses. Changing course in an encounter situation is the most influential variable in the model, followed by variables such as the Officer of the Watch's action, situation assessment, danger detection, personal condition and incapacitation. The least influential variables are the other distractions on bridge, the bridge view, maintenance routines and the officer's fatigue. In general, the methods are found to agree on the order of the model variables although some disagreements arise due to slightly dissimilar approaches to the concept of variable influence. The relative values and the ranking of variables based on the values are discovered to be more valuable than the actual numerical values themselves. Although the most influential variables seem to be plausible, there are some discrepancies between the indicated influences in the model and literature. Thus, improvements are suggested to the network.
Empirical probability model of cold plasma environment in the Jovian magnetosphere
Futaana, Yoshifumi; Wang, Xiao-Dong; Barabash, Stas; Roussos, Elias; Truscott, Pete
2015-04-01
We analyzed the Galileo PLS dataset to produce a new cold plasma environment model for the Jovian magneto- sphere. Although there exist many sophisticated radiation models, treating energetic plasma (e.g. JOSE, GIRE, or Salammbo), only a limited number of simple models has been utilized for cold plasma environment. By extend- ing the existing cold plasma models toward the probability domain, we can predict the extreme periods of Jovian environment by specifying the percentile of the environmental parameters. The new model was produced in the following procedure. We first referred to the existing cold plasma models of Divine and Garrett, 1983 (DG83) or Bagenal and Delamere 2011 (BD11). These models are scaled to fit the statistical median of the parameters obtained from Galileo PLS data. The scaled model (also called as "mean model") indicates the median environment of Jovian magnetosphere. Then, assuming that the deviations in the Galileo PLS parameters are purely due to variations in the environment, we extended the mean model toward the percentile domain. The input parameter of the model is simply the position of the spacecraft (distance, magnetic longitude and lati- tude) and the specific percentile (e.g. 0.5 for the mean model). All the parameters in the model are described in mathematical forms; therefore the needed computational resources are quite low. The new model can be used for assessing the JUICE mission profile. The spatial extent of the model covers the main phase of the JUICE mission; namely from the Europa orbit to 40 Rj (where Rj is the radius of Jupiter). In addition, theoretical extensions toward the latitudinal direction are also included in the model to support the high latitude orbit of the JUICE spacecraft.
Koshinchanov, Georgy; Dimitrov, Dobri
2008-01-01
The characteristics of rainfall intensity are important for many purposes, including design of sewage and drainage systems, tuning flood warning procedures, etc. Those estimates are usually statistical estimates of the intensity of precipitation realized for certain period of time (e.g. 5, 10 min., etc) with different return period (e.g. 20, 100 years, etc). The traditional approach in evaluating the mentioned precipitation intensities is to process the pluviometer's records and fit probability distribution to samples of intensities valid for certain locations ore regions. Those estimates further become part of the state regulations to be used for various economic activities. Two problems occur using the mentioned approach: 1. Due to various factors the climate conditions are changed and the precipitation intensity estimates need regular update; 2. As far as the extremes of the probability distribution are of particular importance for the practice, the methodology of the distribution fitting needs specific attention to those parts of the distribution. The aim of this paper is to make review of the existing methodologies for processing the intensive rainfalls and to refresh some of the statistical estimates for the studied areas. The methodologies used in Bulgaria for analyzing the intensive rainfalls and produce relevant statistical estimates: - The method of the maximum intensity, used in the National Institute of Meteorology and Hydrology to process and decode the pluviometer's records, followed by distribution fitting for each precipitation duration period; - As the above, but with separate modeling of probability distribution for the middle and high probability quantiles. - Method is similar to the first one, but with a threshold of 0,36 mm/min of intensity; - Another method proposed by the Russian hydrologist G. A. Aleksiev for regionalization of estimates over some territory, improved and adapted by S. Gerasimov for Bulgaria; - Next method is considering only
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.
Wang, Q. J.; Robertson, D. E.; Chiew, F. H. S.
2009-05-01
Seasonal forecasting of streamflows can be highly valuable for water resources management. In this paper, a Bayesian joint probability (BJP) modeling approach for seasonal forecasting of streamflows at multiple sites is presented. A Box-Cox transformed multivariate normal distribution is proposed to model the joint distribution of future streamflows and their predictors such as antecedent streamflows and El Niño-Southern Oscillation indices and other climate indicators. Bayesian inference of model parameters and uncertainties is implemented using Markov chain Monte Carlo sampling, leading to joint probabilistic forecasts of streamflows at multiple sites. The model provides a parametric structure for quantifying relationships between variables, including intersite correlations. The Box-Cox transformed multivariate normal distribution has considerable flexibility for modeling a wide range of predictors and predictands. The Bayesian inference formulated allows the use of data that contain nonconcurrent and missing records. The model flexibility and data-handling ability means that the BJP modeling approach is potentially of wide practical application. The paper also presents a number of statistical measures and graphical methods for verification of probabilistic forecasts of continuous variables. Results for streamflows at three river gauges in the Murrumbidgee River catchment in southeast Australia show that the BJP modeling approach has good forecast quality and that the fitted model is consistent with observed data.
Kazak, Sibel; Pratt, Dave
2017-01-01
This study considers probability models as tools for both making informal statistical inferences and building stronger conceptual connections between data and chance topics in teaching statistics. In this paper, we aim to explore pre-service mathematics teachers' use of probability models for a chance game, where the sum of two dice matters in…
Galiano, G.; Grau, A.
1994-01-01
An intelligent computer program has been developed to obtain the mathematical formulae to compute the probabilities and reduced energies of the different atomic rearrangement pathways following electron-capture decay. Creation and annihilation operators for Auger and X processes have been introduced. Taking into account the symmetries associated with each process, 262 different pathways were obtained. This model allows us to obtain the influence of the M-electro capture in the counting efficiency when the atomic number of the nuclide is high. (Author)
Duffy, Stephen [Cleveland State Univ., Cleveland, OH (United States)
2013-09-09
This project will implement inelastic constitutive models that will yield the requisite stress-strain information necessary for graphite component design. Accurate knowledge of stress states (both elastic and inelastic) is required to assess how close a nuclear core component is to failure. Strain states are needed to assess deformations in order to ascertain serviceability issues relating to failure, e.g., whether too much shrinkage has taken place for the core to function properly. Failure probabilities, as opposed to safety factors, are required in order to capture the bariability in failure strength in tensile regimes. The current stress state is used to predict the probability of failure. Stochastic failure models will be developed that can accommodate possible material anisotropy. This work will also model material damage (i.e., degradation of mechanical properties) due to radiation exposure. The team will design tools for components fabricated from nuclear graphite. These tools must readily interact with finite element software--in particular, COMSOL, the software algorithm currently being utilized by the Idaho National Laboratory. For the eleastic response of graphite, the team will adopt anisotropic stress-strain relationships available in COMSO. Data from the literature will be utilized to characterize the appropriate elastic material constants.
Duffy, Stephen
2013-01-01
This project will implement inelastic constitutive models that will yield the requisite stress-strain information necessary for graphite component design. Accurate knowledge of stress states (both elastic and inelastic) is required to assess how close a nuclear core component is to failure. Strain states are needed to assess deformations in order to ascertain serviceability issues relating to failure, e.g., whether too much shrinkage has taken place for the core to function properly. Failure probabilities, as opposed to safety factors, are required in order to capture the bariability in failure strength in tensile regimes. The current stress state is used to predict the probability of failure. Stochastic failure models will be developed that can accommodate possible material anisotropy. This work will also model material damage (i.e., degradation of mechanical properties) due to radiation exposure. The team will design tools for components fabricated from nuclear graphite. These tools must readily interact with finite element software--in particular, COMSOL, the software algorithm currently being utilized by the Idaho National Laboratory. For the eleastic response of graphite, the team will adopt anisotropic stress-strain relationships available in COMSO. Data from the literature will be utilized to characterize the appropriate elastic material constants.
Probability-based collaborative filtering model for predicting gene-disease associations.
Zeng, Xiangxiang; Ding, Ningxiang; Rodríguez-Patón, Alfonso; Zou, Quan
2017-12-28
Accurately predicting pathogenic human genes has been challenging in recent research. Considering extensive gene-disease data verified by biological experiments, we can apply computational methods to perform accurate predictions with reduced time and expenses. We propose a probability-based collaborative filtering model (PCFM) to predict pathogenic human genes. Several kinds of data sets, containing data of humans and data of other nonhuman species, are integrated in our model. Firstly, on the basis of a typical latent factorization model, we propose model I with an average heterogeneous regularization. Secondly, we develop modified model II with personal heterogeneous regularization to enhance the accuracy of aforementioned models. In this model, vector space similarity or Pearson correlation coefficient metrics and data on related species are also used. We compared the results of PCFM with the results of four state-of-arts approaches. The results show that PCFM performs better than other advanced approaches. PCFM model can be leveraged for predictions of disease genes, especially for new human genes or diseases with no known relationships.
Saha, Bhaskar (Inventor); Goebel, Kai F. (Inventor)
2012-01-01
This invention develops a mathematical model to describe battery behavior during individual discharge cycles as well as over its cycle life. The basis for the form of the model has been linked to the internal processes of the battery and validated using experimental data. Effects of temperature and load current have also been incorporated into the model. Subsequently, the model has been used in a Particle Filtering framework to make predictions of remaining useful life for individual discharge cycles as well as for cycle life. The prediction performance was found to be satisfactory as measured by performance metrics customized for prognostics for a sample case. The work presented here provides initial steps towards a comprehensive health management solution for energy storage devices.
James, P.
2011-12-01
With a growing need for housing in the U.K., the government has proposed increased development of brownfield sites. However, old mine workings and natural cavities represent a potential hazard before, during and after construction on such sites, and add further complication to subsurface parameters. Cavities are hence a limitation to certain redevelopment and their detection is an ever important consideration. The current standard technique for cavity detection is a borehole grid, which is intrusive, non-continuous, slow and expensive. A new robust investigation standard in the detection of cavities is sought and geophysical techniques offer an attractive alternative. Geophysical techniques have previously been utilised successfully in the detection of cavities in various geologies, but still has an uncertain reputation in the engineering industry. Engineers are unsure of the techniques and are inclined to rely on well known techniques than utilise new technologies. Bad experiences with geophysics are commonly due to the indiscriminate choice of particular techniques. It is imperative that a geophysical survey is designed with the specific site and target in mind at all times, and the ability and judgement to rule out some, or all, techniques. To this author's knowledge no comparative software exists to aid technique choice. Also, previous modelling software limit the shapes of bodies and hence typical cavity shapes are not represented. Here, we introduce 3D modelling software (Matlab) which computes and compares the response to various cavity targets from a range of techniques (gravity, gravity gradient, magnetic, magnetic gradient and GPR). Typical near surface cavity shapes are modelled including shafts, bellpits, various lining and capping materials, and migrating voids. The probability of cavity detection is assessed in typical subsurface and noise conditions across a range of survey parameters. Techniques can be compared and the limits of detection distance
Method for Automatic Selection of Parameters in Normal Tissue Complication Probability Modeling.
Christophides, Damianos; Appelt, Ane L; Gusnanto, Arief; Lilley, John; Sebag-Montefiore, David
2018-07-01
To present a fully automatic method to generate multiparameter normal tissue complication probability (NTCP) models and compare its results with those of a published model, using the same patient cohort. Data were analyzed from 345 rectal cancer patients treated with external radiation therapy to predict the risk of patients developing grade 1 or ≥2 cystitis. In total, 23 clinical factors were included in the analysis as candidate predictors of cystitis. Principal component analysis was used to decompose the bladder dose-volume histogram into 8 principal components, explaining more than 95% of the variance. The data set of clinical factors and principal components was divided into training (70%) and test (30%) data sets, with the training data set used by the algorithm to compute an NTCP model. The first step of the algorithm was to obtain a bootstrap sample, followed by multicollinearity reduction using the variance inflation factor and genetic algorithm optimization to determine an ordinal logistic regression model that minimizes the Bayesian information criterion. The process was repeated 100 times, and the model with the minimum Bayesian information criterion was recorded on each iteration. The most frequent model was selected as the final "automatically generated model" (AGM). The published model and AGM were fitted on the training data sets, and the risk of cystitis was calculated. The 2 models had no significant differences in predictive performance, both for the training and test data sets (P value > .05) and found similar clinical and dosimetric factors as predictors. Both models exhibited good explanatory performance on the training data set (P values > .44), which was reduced on the test data sets (P values < .05). The predictive value of the AGM is equivalent to that of the expert-derived published model. It demonstrates potential in saving time, tackling problems with a large number of parameters, and standardizing variable selection in NTCP
Zitnick-Anderson, Kimberly K; Norland, Jack E; Del Río Mendoza, Luis E; Fortuna, Ann-Marie; Nelson, Berlin D
2017-10-01
Associations between soil properties and Pythium groups on soybean roots were investigated in 83 commercial soybean fields in North Dakota. A data set containing 2877 isolates of Pythium which included 26 known spp. and 1 unknown spp. and 13 soil properties from each field were analyzed. A Pearson correlation analysis was performed with all soil properties to observe any significant correlation between properties. Hierarchical clustering, indicator spp., and multi-response permutation procedures were used to identify groups of Pythium. Logistic regression analysis using stepwise selection was employed to calculate probability models for presence of groups based on soil properties. Three major Pythium groups were identified and three soil properties were associated with these groups. Group 1, characterized by P. ultimum, was associated with zinc levels; as zinc increased, the probability of group 1 being present increased (α = 0.05). Pythium group 2, characterized by Pythium kashmirense and an unknown Pythium sp., was associated with cation exchange capacity (CEC) (α < 0.05); as CEC increased, these spp. increased. Group 3, characterized by Pythium heterothallicum and Pythium irregulare, were associated with CEC and calcium carbonate exchange (CCE); as CCE increased and CEC decreased, these spp. increased (α = 0.05). The regression models may have value in predicting pathogenic Pythium spp. in soybean fields in North Dakota and adjacent states.
Mu, Chun-sun; Zhang, Ping; Kong, Chun-yan; Li, Yang-ning
2015-09-01
To study the application of Bayes probability model in differentiating yin and yang jaundice syndromes in neonates. Totally 107 jaundice neonates who admitted to hospital within 10 days after birth were assigned to two groups according to syndrome differentiation, 68 in the yang jaundice syndrome group and 39 in the yin jaundice syndrome group. Data collected for neonates were factors related to jaundice before, during and after birth. Blood routines, liver and renal functions, and myocardial enzymes were tested on the admission day or the next day. Logistic regression model and Bayes discriminating analysis were used to screen factors important for yin and yang jaundice syndrome differentiation. Finally, Bayes probability model for yin and yang jaundice syndromes was established and assessed. Factors important for yin and yang jaundice syndrome differentiation screened by Logistic regression model and Bayes discriminating analysis included mothers' age, mother with gestational diabetes mellitus (GDM), gestational age, asphyxia, or ABO hemolytic diseases, red blood cell distribution width (RDW-SD), platelet-large cell ratio (P-LCR), serum direct bilirubin (DBIL), alkaline phosphatase (ALP), cholinesterase (CHE). Bayes discriminating analysis was performed by SPSS to obtain Bayes discriminant function coefficient. Bayes discriminant function was established according to discriminant function coefficients. Yang jaundice syndrome: y1= -21. 701 +2. 589 x mother's age + 1. 037 x GDM-17. 175 x asphyxia + 13. 876 x gestational age + 6. 303 x ABO hemolytic disease + 2.116 x RDW-SD + 0. 831 x DBIL + 0. 012 x ALP + 1. 697 x LCR + 0. 001 x CHE; Yin jaundice syndrome: y2= -33. 511 + 2.991 x mother's age + 3.960 x GDM-12. 877 x asphyxia + 11. 848 x gestational age + 1. 820 x ABO hemolytic disease +2. 231 x RDW-SD +0. 999 x DBIL +0. 023 x ALP +1. 916 x LCR +0. 002 x CHE. Bayes discriminant function was hypothesis tested and got Wilks' λ =0. 393 (P =0. 000). So Bayes
Fakir, Hatim; Hlatky, Lynn; Li, Huamin; Sachs, Rainer
2013-01-01
Purpose: Optimal treatment planning for fractionated external beam radiation therapy requires inputs from radiobiology based on recent thinking about the “five Rs” (repopulation, radiosensitivity, reoxygenation, redistribution, and repair). The need is especially acute for the newer, often individualized, protocols made feasible by progress in image guided radiation therapy and dose conformity. Current stochastic tumor control probability (TCP) models incorporating tumor repopulation effects consider “stem-like cancer cells” (SLCC) to be independent, but the authors here propose that SLCC-SLCC interactions may be significant. The authors present a new stochastic TCP model for repopulating SLCC interacting within microenvironmental niches. Our approach is meant mainly for comparing similar protocols. It aims at practical generalizations of previous mathematical models. Methods: The authors consider protocols with complete sublethal damage repair between fractions. The authors use customized open-source software and recent mathematical approaches from stochastic process theory for calculating the time-dependent SLCC number and thereby estimating SLCC eradication probabilities. As specific numerical examples, the authors consider predicted TCP results for a 2 Gy per fraction, 60 Gy protocol compared to 64 Gy protocols involving early or late boosts in a limited volume to some fractions. Results: In sample calculations with linear quadratic parameters α = 0.3 per Gy, α/β = 10 Gy, boosting is predicted to raise TCP from a dismal 14.5% observed in some older protocols for advanced NSCLC to above 70%. This prediction is robust as regards: (a) the assumed values of parameters other than α and (b) the choice of models for intraniche SLCC-SLCC interactions. However, α = 0.03 per Gy leads to a prediction of almost no improvement when boosting. Conclusions: The predicted efficacy of moderate boosts depends sensitively on α. Presumably, the larger values of α are
Fakir, Hatim; Hlatky, Lynn; Li, Huamin; Sachs, Rainer
2013-12-01
Optimal treatment planning for fractionated external beam radiation therapy requires inputs from radiobiology based on recent thinking about the "five Rs" (repopulation, radiosensitivity, reoxygenation, redistribution, and repair). The need is especially acute for the newer, often individualized, protocols made feasible by progress in image guided radiation therapy and dose conformity. Current stochastic tumor control probability (TCP) models incorporating tumor repopulation effects consider "stem-like cancer cells" (SLCC) to be independent, but the authors here propose that SLCC-SLCC interactions may be significant. The authors present a new stochastic TCP model for repopulating SLCC interacting within microenvironmental niches. Our approach is meant mainly for comparing similar protocols. It aims at practical generalizations of previous mathematical models. The authors consider protocols with complete sublethal damage repair between fractions. The authors use customized open-source software and recent mathematical approaches from stochastic process theory for calculating the time-dependent SLCC number and thereby estimating SLCC eradication probabilities. As specific numerical examples, the authors consider predicted TCP results for a 2 Gy per fraction, 60 Gy protocol compared to 64 Gy protocols involving early or late boosts in a limited volume to some fractions. In sample calculations with linear quadratic parameters α = 0.3 per Gy, α∕β = 10 Gy, boosting is predicted to raise TCP from a dismal 14.5% observed in some older protocols for advanced NSCLC to above 70%. This prediction is robust as regards: (a) the assumed values of parameters other than α and (b) the choice of models for intraniche SLCC-SLCC interactions. However, α = 0.03 per Gy leads to a prediction of almost no improvement when boosting. The predicted efficacy of moderate boosts depends sensitively on α. Presumably, the larger values of α are the ones appropriate for individualized
Inferring Pairwise Interactions from Biological Data Using Maximum-Entropy Probability Models.
Richard R Stein
2015-07-01
Full Text Available Maximum entropy-based inference methods have been successfully used to infer direct interactions from biological datasets such as gene expression data or sequence ensembles. Here, we review undirected pairwise maximum-entropy probability models in two categories of data types, those with continuous and categorical random variables. As a concrete example, we present recently developed inference methods from the field of protein contact prediction and show that a basic set of assumptions leads to similar solution strategies for inferring the model parameters in both variable types. These parameters reflect interactive couplings between observables, which can be used to predict global properties of the biological system. Such methods are applicable to the important problems of protein 3-D structure prediction and association of gene-gene networks, and they enable potential applications to the analysis of gene alteration patterns and to protein design.
Probability distributions in conservative energy exchange models of multiple interacting agents
Scafetta, Nicola; West, Bruce J
2007-01-01
Herein we study energy exchange models of multiple interacting agents that conserve energy in each interaction. The models differ regarding the rules that regulate the energy exchange and boundary effects. We find a variety of stochastic behaviours that manifest energy equilibrium probability distributions of different types and interaction rules that yield not only the exponential distributions such as the familiar Maxwell-Boltzmann-Gibbs distribution of an elastically colliding ideal particle gas, but also uniform distributions, truncated exponential distributions, Gaussian distributions, Gamma distributions, inverse power law distributions, mixed exponential and inverse power law distributions, and evolving distributions. This wide variety of distributions should be of value in determining the underlying mechanisms generating the statistical properties of complex phenomena including those to be found in complex chemical reactions
Energies and transition probabilities from the full solution of nuclear quadrupole-octupole model
Strecker, M.; Lenske, H.; Minkov, N.
2013-01-01
A collective model of nuclear quadrupole-octupole vibrations and rotations, originally restricted to a coherent interplay between quadrupole and octupole modes, is now developed for application beyond this restriction. The eigenvalue problem is solved by diagonalizing the unrestricted Hamiltonian in the basis of the analytic solution obtained in the case of the coherent-mode assumption. Within this scheme the yrast alternating-parity band is constructed by the lowest eigenvalues having the appropriate parity at given angular momentum. Additionally we include the calculation of transition probabilities which are fitted with the energies simultaneously. As a result we obtain a unique set of parameters. The obtained model parameters unambiguously determine the shape of the quadrupole-octupole potential. From the resulting wave functions quadrupole deformation expectation values are calculated which are found to be in agreement with experimental values. (author)
Abdalla Ahmed Abdel-Ghaly
2016-06-01
Full Text Available This paper suggests the use of the conditional probability integral transformation (CPIT method as a goodness of fit (GOF technique in the field of accelerated life testing (ALT, specifically for validating the underlying distributional assumption in accelerated failure time (AFT model. The method is based on transforming the data into independent and identically distributed (i.i.d Uniform (0, 1 random variables and then applying the modified Watson statistic to test the uniformity of the transformed random variables. This technique is used to validate each of the exponential, Weibull and lognormal distributions' assumptions in AFT model under constant stress and complete sampling. The performance of the CPIT method is investigated via a simulation study. It is concluded that this method performs well in case of exponential and lognormal distributions. Finally, a real life example is provided to illustrate the application of the proposed procedure.
Analysis of sensory ratings data with cumulative link models
Christensen, Rune Haubo Bojesen; Brockhoff, Per B.
2013-01-01
Examples of categorical rating scales include discrete preference, liking and hedonic rating scales. Data obtained on these scales are often analyzed with normal linear regression methods or with omnibus Pearson chi2 tests. In this paper we propose to use cumulative link models that allow for reg...
Evaluation of mobile ad hoc network reliability using propagation-based link reliability model
Padmavathy, N.; Chaturvedi, Sanjay K.
2013-01-01
A wireless mobile ad hoc network (MANET) is a collection of solely independent nodes (that can move randomly around the area of deployment) making the topology highly dynamic; nodes communicate with each other by forming a single hop/multi-hop network and maintain connectivity in decentralized manner. MANET is modelled using geometric random graphs rather than random graphs because the link existence in MANET is a function of the geometric distance between the nodes and the transmission range of the nodes. Among many factors that contribute to the MANET reliability, the reliability of these networks also depends on the robustness of the link between the mobile nodes of the network. Recently, the reliability of such networks has been evaluated for imperfect nodes (transceivers) with binary model of communication links based on the transmission range of the mobile nodes and the distance between them. However, in reality, the probability of successful communication decreases as the signal strength deteriorates due to noise, fading or interference effects even up to the nodes' transmission range. Hence, in this paper, using a propagation-based link reliability model rather than a binary-model with nodes following a known failure distribution to evaluate the network reliability (2TR m , ATR m and AoTR m ) of MANET through Monte Carlo Simulation is proposed. The method is illustrated with an application and some imperative results are also presented
Bakosi, J.; Franzese, P.; Boybeyi, Z.
2007-11-01
Dispersion of a passive scalar from concentrated sources in fully developed turbulent channel flow is studied with the probability density function (PDF) method. The joint PDF of velocity, turbulent frequency and scalar concentration is represented by a large number of Lagrangian particles. A stochastic near-wall PDF model combines the generalized Langevin model of Haworth and Pope [Phys. Fluids 29, 387 (1986)] with Durbin's [J. Fluid Mech. 249, 465 (1993)] method of elliptic relaxation to provide a mathematically exact treatment of convective and viscous transport with a nonlocal representation of the near-wall Reynolds stress anisotropy. The presence of walls is incorporated through the imposition of no-slip and impermeability conditions on particles without the use of damping or wall-functions. Information on the turbulent time scale is supplied by the gamma-distribution model of van Slooten et al. [Phys. Fluids 10, 246 (1998)]. Two different micromixing models are compared that incorporate the effect of small scale mixing on the transported scalar: the widely used interaction by exchange with the mean and the interaction by exchange with the conditional mean model. Single-point velocity and concentration statistics are compared to direct numerical simulation and experimental data at Reτ=1080 based on the friction velocity and the channel half width. The joint model accurately reproduces a wide variety of conditional and unconditional statistics in both physical and composition space.
A statistical model for deriving probability distributions of contamination for accidental releases
ApSimon, H.M.; Davison, A.C.
1986-01-01
Results generated from a detailed long-range transport model, MESOS, simulating dispersal of a large number of hypothetical releases of radionuclides in a variety of meteorological situations over Western Europe have been used to derive a simpler statistical model, MESOSTAT. This model may be used to generate probability distributions of different levels of contamination at a receptor point 100-1000 km or so from the source (for example, across a frontier in another country) without considering individual release and dispersal scenarios. The model is embodied in a series of equations involving parameters which are determined from such factors as distance between source and receptor, nuclide decay and deposition characteristics, release duration, and geostrophic windrose at the source. Suitable geostrophic windrose data have been derived for source locations covering Western Europe. Special attention has been paid to the relatively improbable extreme values of contamination at the top end of the distribution. The MESOSTAT model and its development are described, with illustrations of its use and comparison with the original more detailed modelling techniques. (author)
Time series modeling of pathogen-specific disease probabilities with subsampled data.
Fisher, Leigh; Wakefield, Jon; Bauer, Cici; Self, Steve
2017-03-01
Many diseases arise due to exposure to one of multiple possible pathogens. We consider the situation in which disease counts are available over time from a study region, along with a measure of clinical disease severity, for example, mild or severe. In addition, we suppose a subset of the cases are lab tested in order to determine the pathogen responsible for disease. In such a context, we focus interest on modeling the probabilities of disease incidence given pathogen type. The time course of these probabilities is of great interest as is the association with time-varying covariates such as meteorological variables. In this set up, a natural Bayesian approach would be based on imputation of the unsampled pathogen information using Markov Chain Monte Carlo but this is computationally challenging. We describe a practical approach to inference that is easy to implement. We use an empirical Bayes procedure in a first step to estimate summary statistics. We then treat these summary statistics as the observed data and develop a Bayesian generalized additive model. We analyze data on hand, foot, and mouth disease (HFMD) in China in which there are two pathogens of primary interest, enterovirus 71 (EV71) and Coxackie A16 (CA16). We find that both EV71 and CA16 are associated with temperature, relative humidity, and wind speed, with reasonably similar functional forms for both pathogens. The important issue of confounding by time is modeled using a penalized B-spline model with a random effects representation. The level of smoothing is addressed by a careful choice of the prior on the tuning variance. © 2016, The International Biometric Society.
Watershed erosion modeling using the probability of sediment connectivity in a gently rolling system
Mahoney, David Tyler; Fox, James Forrest; Al Aamery, Nabil
2018-06-01
Sediment connectivity has been shown in recent years to explain how the watershed configuration controls sediment transport. However, we find no studies develop a watershed erosion modeling framework based on sediment connectivity, and few, if any, studies have quantified sediment connectivity for gently rolling systems. We develop a new predictive sediment connectivity model that relies on the intersecting probabilities for sediment supply, detachment, transport, and buffers to sediment transport, which is integrated in a watershed erosion model framework. The model predicts sediment flux temporally and spatially across a watershed using field reconnaissance results, a high-resolution digital elevation models, a hydrologic model, and shear-based erosion formulae. Model results validate the capability of the model to predict erosion pathways causing sediment connectivity. More notably, disconnectivity dominates the gently rolling watershed across all morphologic levels of the uplands, including, microtopography from low energy undulating surfaces across the landscape, swales and gullies only active in the highest events, karst sinkholes that disconnect drainage areas, and floodplains that de-couple the hillslopes from the stream corridor. Results show that sediment connectivity is predicted for about 2% or more the watershed's area 37 days of the year, with the remaining days showing very little or no connectivity. Only 12.8 ± 0.7% of the gently rolling watershed shows sediment connectivity on the wettest day of the study year. Results also highlight the importance of urban/suburban sediment pathways in gently rolling watersheds, and dynamic and longitudinal distributions of sediment connectivity might be further investigated in future work. We suggest the method herein provides the modeler with an added tool to account for sediment transport criteria and has the potential to reduce computational costs in watershed erosion modeling.
Douglas C. Tozer
2016-12-01
Full Text Available Marsh birds are notoriously elusive, with variation in detection probability across species, regions, seasons, and different times of day and weather. Therefore, it is important to develop regional field survey protocols that maximize detections, but that also produce data for estimating and analytically adjusting for remaining differences in detections. We aimed to improve regional field survey protocols by estimating detection probability of eight elusive marsh bird species throughout two regions that have ongoing marsh bird monitoring programs: the southern Canadian Prairies (Prairie region and the southern portion of the Great Lakes basin and parts of southern Québec (Great Lakes-St. Lawrence region. We accomplished our goal using generalized binomial N-mixture models and data from ~22,300 marsh bird surveys conducted between 2008 and 2014 by Bird Studies Canada's Prairie, Great Lakes, and Québec Marsh Monitoring Programs. Across all species, on average, detection probability was highest in the Great Lakes-St. Lawrence region from the beginning of May until mid-June, and then fell throughout the remainder of the season until the end of June; was lowest in the Prairie region in mid-May and then increased throughout the remainder of the season until the end of June; was highest during darkness compared with light; and did not vary significantly according to temperature (range: 0-30°C, cloud cover (0%-100%, or wind (0-20 kph, or during morning versus evening. We used our results to formulate improved marsh bird survey protocols for each region. Our analysis and recommendations are useful and contribute to conservation of wetland birds at various scales from local single-species studies to the continental North American Marsh Bird Monitoring Program.
Cella, Laura; Liuzzi, Raffaele; Conson, Manuel; D’Avino, Vittoria; Salvatore, Marco; Pacelli, Roberto
2013-01-01
Purpose: To establish a multivariate normal tissue complication probability (NTCP) model for radiation-induced asymptomatic heart valvular defects (RVD). Methods and Materials: Fifty-six patients treated with sequential chemoradiation therapy for Hodgkin lymphoma (HL) were retrospectively reviewed for RVD events. Clinical information along with whole heart, cardiac chambers, and lung dose distribution parameters was collected, and the correlations to RVD were analyzed by means of Spearman's rank correlation coefficient (Rs). For the selection of the model order and parameters for NTCP modeling, a multivariate logistic regression method using resampling techniques (bootstrapping) was applied. Model performance was evaluated using the area under the receiver operating characteristic curve (AUC). Results: When we analyzed the whole heart, a 3-variable NTCP model including the maximum dose, whole heart volume, and lung volume was shown to be the optimal predictive model for RVD (Rs = 0.573, P<.001, AUC = 0.83). When we analyzed the cardiac chambers individually, for the left atrium and for the left ventricle, an NTCP model based on 3 variables including the percentage volume exceeding 30 Gy (V30), cardiac chamber volume, and lung volume was selected as the most predictive model (Rs = 0.539, P<.001, AUC = 0.83; and Rs = 0.557, P<.001, AUC = 0.82, respectively). The NTCP values increase as heart maximum dose or cardiac chambers V30 increase. They also increase with larger volumes of the heart or cardiac chambers and decrease when lung volume is larger. Conclusions: We propose logistic NTCP models for RVD considering not only heart irradiation dose but also the combined effects of lung and heart volumes. Our study establishes the statistical evidence of the indirect effect of lung size on radio-induced heart toxicity
PHOTOMETRIC REDSHIFTS AND QUASAR PROBABILITIES FROM A SINGLE, DATA-DRIVEN GENERATIVE MODEL
Bovy, Jo; Hogg, David W.; Weaver, Benjamin A.; Myers, Adam D.; Hennawi, Joseph F.; McMahon, Richard G.; Schiminovich, David; Sheldon, Erin S.; Brinkmann, Jon; Schneider, Donald P.
2012-01-01
We describe a technique for simultaneously classifying and estimating the redshift of quasars. It can separate quasars from stars in arbitrary redshift ranges, estimate full posterior distribution functions for the redshift, and naturally incorporate flux uncertainties, missing data, and multi-wavelength photometry. We build models of quasars in flux-redshift space by applying the extreme deconvolution technique to estimate the underlying density. By integrating this density over redshift, one can obtain quasar flux densities in different redshift ranges. This approach allows for efficient, consistent, and fast classification and photometric redshift estimation. This is achieved by combining the speed obtained by choosing simple analytical forms as the basis of our density model with the flexibility of non-parametric models through the use of many simple components with many parameters. We show that this technique is competitive with the best photometric quasar classification techniques—which are limited to fixed, broad redshift ranges and high signal-to-noise ratio data—and with the best photometric redshift techniques when applied to broadband optical data. We demonstrate that the inclusion of UV and NIR data significantly improves photometric quasar-star separation and essentially resolves all of the redshift degeneracies for quasars inherent to the ugriz filter system, even when included data have a low signal-to-noise ratio. For quasars spectroscopically confirmed by the SDSS 84% and 97% of the objects with Galaxy Evolution Explorer UV and UKIDSS NIR data have photometric redshifts within 0.1 and 0.3, respectively, of the spectroscopic redshift; this amounts to about a factor of three improvement over ugriz-only photometric redshifts. Our code to calculate quasar probabilities and redshift probability distributions is publicly available.
Rose, Brent S.; Aydogan, Bulent; Liang, Yun; Yeginer, Mete; Hasselle, Michael D.; Dandekar, Virag; Bafana, Rounak; Yashar, Catheryn M.; Mundt, Arno J.; Roeske, John C.; Mell, Loren K.
2011-01-01
Purpose: To test the hypothesis that increased pelvic bone marrow (BM) irradiation is associated with increased hematologic toxicity (HT) in cervical cancer patients undergoing chemoradiotherapy and to develop a normal tissue complication probability (NTCP) model for HT. Methods and Materials: We tested associations between hematologic nadirs during chemoradiotherapy and the volume of BM receiving ≥10 and 20 Gy (V 10 and V 20 ) using a previously developed linear regression model. The validation cohort consisted of 44 cervical cancer patients treated with concurrent cisplatin and pelvic radiotherapy. Subsequently, these data were pooled with data from 37 identically treated patients from a previous study, forming a cohort of 81 patients for normal tissue complication probability analysis. Generalized linear modeling was used to test associations between hematologic nadirs and dosimetric parameters, adjusting for body mass index. Receiver operating characteristic curves were used to derive optimal dosimetric planning constraints. Results: In the validation cohort, significant negative correlations were observed between white blood cell count nadir and V 10 (regression coefficient (β) = -0.060, p = 0.009) and V 20 (β = -0.044, p = 0.010). In the combined cohort, the (adjusted) β estimates for log (white blood cell) vs. V 10 and V 20 were as follows: -0.022 (p = 0.025) and -0.021 (p = 0.002), respectively. Patients with V 10 ≥ 95% were more likely to experience Grade ≥3 leukopenia (68.8% vs. 24.6%, p 20 > 76% (57.7% vs. 21.8%, p = 0.001). Conclusions: These findings support the hypothesis that HT increases with increasing pelvic BM volume irradiated. Efforts to maintain V 10 20 < 76% may reduce HT.
Molecular Model for HNBR with Tunable Cross-Link Density.
Molinari, N; Khawaja, M; Sutton, A P; Mostofi, A A
2016-12-15
We introduce a chemically inspired, all-atom model of hydrogenated nitrile butadiene rubber (HNBR) and assess its performance by computing the mass density and glass-transition temperature as a function of cross-link density in the structure. Our HNBR structures are created by a procedure that mimics the real process used to produce HNBR, that is, saturation of the carbon-carbon double bonds in NBR, either by hydrogenation or by cross-linking. The atomic interactions are described by the all-atom "Optimized Potentials for Liquid Simulations" (OPLS-AA). In this paper, first, we assess the use of OPLS-AA in our models, especially using NBR bulk properties, and second, we evaluate the validity of the proposed model for HNBR by investigating mass density and glass transition as a function of the tunable cross-link density. Experimental densities are reproduced within 3% for both elastomers, and qualitatively correct trends in the glass-transition temperature as a function of monomer composition and cross-link density are obtained.
LaBudde, Robert A; Harnly, James M
2012-01-01
A qualitative botanical identification method (BIM) is an analytical procedure that returns a binary result (1 = Identified, 0 = Not Identified). A BIM may be used by a buyer, manufacturer, or regulator to determine whether a botanical material being tested is the same as the target (desired) material, or whether it contains excessive nontarget (undesirable) material. The report describes the development and validation of studies for a BIM based on the proportion of replicates identified, or probability of identification (POI), as the basic observed statistic. The statistical procedures proposed for data analysis follow closely those of the probability of detection, and harmonize the statistical concepts and parameters between quantitative and qualitative method validation. Use of POI statistics also harmonizes statistical concepts for botanical, microbiological, toxin, and other analyte identification methods that produce binary results. The POI statistical model provides a tool for graphical representation of response curves for qualitative methods, reporting of descriptive statistics, and application of performance requirements. Single collaborator and multicollaborative study examples are given.
Kukla, G.; Gavin, J. [Columbia Univ., Palisades, NY (United States). Lamont-Doherty Geological Observatory
1994-05-01
This report was prepared at the Lamont-Doherty Geological Observatory of Columbia University at Palisades, New York, under subcontract to Pacific Northwest Laboratory it is a part of a larger project of global climate studies which supports site characterization work required for the selection of a potential high-level nuclear waste repository and forms part of the Performance Assessment Scientific Support (PASS) Program at PNL. The work under the PASS Program is currently focusing on the proposed site at Yucca Mountain, Nevada, and is under the overall direction of the Yucca Mountain Project Office US Department of Energy, Las Vegas, Nevada. The final results of the PNL project will provide input to global atmospheric models designed to test specific climate scenarios which will be used in the site specific modeling work of others. The primary purpose of the data bases compiled and of the astronomic predictive models is to aid in the estimation of the probabilities of future climate states. The results will be used by two other teams working on the global climate study under contract to PNL. They are located at and the University of Maine in Orono, Maine, and the Applied Research Corporation in College Station, Texas. This report presents the results of the third year`s work on the global climate change models and the data bases describing past climates.
Kanki, T [Osaka Univ., Toyonaka (Japan). Coll. of General Education
1976-12-01
We present a quark-gluon-parton model in which quark-partons and gluons make clusters corresponding to two or three constituent quarks (or anti-quarks) in the meson or in the baryon, respectively. We explicitly construct the constituent quark state (cluster), by employing the Kuti-Weisskopf theory and by requiring the scaling. The quark additivity of the hadronic total cross sections and the quark counting rules on the threshold powers of various distributions are satisfied. For small x (Feynman fraction), it is shown that the constituent quarks and quark-partons have quite different probability distributions. We apply our model to hadron-hadron inclusive reactions, and clarify that the fragmentation and the diffractive processes relate to the constituent quark distributions, while the processes in or near the central region are controlled by the quark-partons. Our model gives the reasonable interpretation for the experimental data and much improves the usual ''constituent interchange model'' result near and in the central region (x asymptotically equals x sub(T) asymptotically equals 0).
Antal, T [Physics Department, Simon Fraser University, Burnaby, BC V5A 1S6 (Canada); Droz, M [Departement de Physique Theorique, Universite de Geneve, CH 1211 Geneva 4 (Switzerland); Racz, Z [Institute for Theoretical Physics, Eoetvoes University, 1117 Budapest, Pazmany setany 1/a (Hungary)
2004-02-06
Finite-size scaling functions are investigated both for the mean-square magnetization fluctuations and for the probability distribution of the magnetization in the one-dimensional Ising model. The scaling functions are evaluated in the limit of the temperature going to zero (T {yields} 0), the size of the system going to infinity (N {yields} {infinity}) while N[1 - tanh(J/k{sub B}T)] is kept finite (J being the nearest neighbour coupling). Exact calculations using various boundary conditions (periodic, antiperiodic, free, block) demonstrate explicitly how the scaling functions depend on the boundary conditions. We also show that the block (small part of a large system) magnetization distribution results are identical to those obtained for free boundary conditions.
Probability Model of Allele Frequency of Alzheimer’s Disease Genetic Risk Factor
Afshin Fayyaz-Movaghar
2016-06-01
Full Text Available Background and Purpose: The identification of genetics risk factors of human diseases is very important. This study is conducted to model the allele frequencies (AFs of Alzheimer’s disease. Materials and Methods: In this study, several candidate probability distributions are fitted on a data set of Alzheimer’s disease genetic risk factor. Unknown parameters of the considered distributions are estimated, and some criterions of goodness-of-fit are calculated for the sake of comparison. Results: Based on some statistical criterions, the beta distribution gives the best fit on AFs. However, the estimate values of the parameters of beta distribution lead us to the standard uniform distribution. Conclusion: The AFs of Alzheimer’s disease follow the standard uniform distribution.
Improving normal tissue complication probability models: the need to adopt a "data-pooling" culture.
Deasy, Joseph O; Bentzen, Søren M; Jackson, Andrew; Ten Haken, Randall K; Yorke, Ellen D; Constine, Louis S; Sharma, Ashish; Marks, Lawrence B
2010-03-01
Clinical studies of the dependence of normal tissue response on dose-volume factors are often confusingly inconsistent, as the QUANTEC reviews demonstrate. A key opportunity to accelerate progress is to begin storing high-quality datasets in repositories. Using available technology, multiple repositories could be conveniently queried, without divulging protected health information, to identify relevant sources of data for further analysis. After obtaining institutional approvals, data could then be pooled, greatly enhancing the capability to construct predictive models that are more widely applicable and better powered to accurately identify key predictive factors (whether dosimetric, image-based, clinical, socioeconomic, or biological). Data pooling has already been carried out effectively in a few normal tissue complication probability studies and should become a common strategy. Copyright 2010 Elsevier Inc. All rights reserved.
A scan statistic for continuous data based on the normal probability model
Huang Lan
2009-10-01
Full Text Available Abstract Temporal, spatial and space-time scan statistics are commonly used to detect and evaluate the statistical significance of temporal and/or geographical disease clusters, without any prior assumptions on the location, time period or size of those clusters. Scan statistics are mostly used for count data, such as disease incidence or mortality. Sometimes there is an interest in looking for clusters with respect to a continuous variable, such as lead levels in children or low birth weight. For such continuous data, we present a scan statistic where the likelihood is calculated using the the normal probability model. It may also be used for other distributions, while still maintaining the correct alpha level. In an application of the new method, we look for geographical clusters of low birth weight in New York City.
The probability distribution model of air pollution index and its dominants in Kuala Lumpur
AL-Dhurafi, Nasr Ahmed; Razali, Ahmad Mahir; Masseran, Nurulkamal; Zamzuri, Zamira Hasanah
2016-11-01
This paper focuses on the statistical modeling for the distributions of air pollution index (API) and its sub-indexes data observed at Kuala Lumpur in Malaysia. Five pollutants or sub-indexes are measured including, carbon monoxide (CO); sulphur dioxide (SO2); nitrogen dioxide (NO2), and; particulate matter (PM10). Four probability distributions are considered, namely log-normal, exponential, Gamma and Weibull in search for the best fit distribution to the Malaysian air pollutants data. In order to determine the best distribution for describing the air pollutants data, five goodness-of-fit criteria's are applied. This will help in minimizing the uncertainty in pollution resource estimates and improving the assessment phase of planning. The conflict in criterion results for selecting the best distribution was overcome by using the weight of ranks method. We found that the Gamma distribution is the best distribution for the majority of air pollutants data in Kuala Lumpur.
Modeling channel interference in an orbital angular momentum-multiplexed laser link
Anguita, Jaime A.; Neifeld, Mark A.; Vasic, Bane V.
2009-08-01
We study the effects of optical turbulence on the energy crosstalk among constituent orbital angular momentum (OAM) states in a vortex-based multi-channel laser communication link and determine channel interference in terms of turbulence strength and OAM state separation. We characterize the channel interference as a function of C2n and transmit OAM state, and propose probability models to predict the random fluctuations in the received signals for such architecture. Simulations indicate that turbulence-induced channel interference is mutually correlated across receive channels.
Rønjom, Marianne Feen; Brink, Carsten; Bentzen, Søren
2013-01-01
To develop a normal tissue complication probability (NTCP) model of radiation-induced biochemical hypothyroidism (HT) after primary radiotherapy for head and neck squamous cell carcinoma (HNSCC) with adjustment for latency and clinical risk factors.......To develop a normal tissue complication probability (NTCP) model of radiation-induced biochemical hypothyroidism (HT) after primary radiotherapy for head and neck squamous cell carcinoma (HNSCC) with adjustment for latency and clinical risk factors....
Stacey, W.M.
1992-12-01
A new computational model for neutral particle transport in the outer regions of a diverted tokamak plasma chamber is presented. The model is based on the calculation of transmission and escape probabilities using first-flight integral transport theory and the balancing of fluxes across the surfaces bounding the various regions. The geometrical complexity of the problem is included in precomputed probabilities which depend only on the mean free path of the region
A cell-based model system links chromothripsis with hyperploidy
Mardin, Balca R; Drainas, Alexandros P; Waszak, Sebastian M
2015-01-01
A remarkable observation emerging from recent cancer genome analyses is the identification of chromothripsis as a one-off genomic catastrophe, resulting in massive somatic DNA structural rearrangements (SRs). Largely due to lack of suitable model systems, the mechanistic basis of chromothripsis h...... in hyperploid cells. Analysis of primary medulloblastoma cancer genomes verified the link between hyperploidy and chromothripsis in vivo. CAST provides the foundation for mechanistic dissection of complex DNA rearrangement processes....
Hamilton, A. J.; Novotný, Vojtěch; Waters, E. K.; Basset, Y.; Benke, K. K.; Grimbacher, P. S.; Miller, S. E.; Samuelson, G. A.; Weiblen, G. D.; Yen, J. D. L.; Stork, N. E.
2013-01-01
Roč. 171, č. 2 (2013), s. 357-365 ISSN 0029-8549 R&D Projects: GA MŠk(CZ) LH11008; GA ČR GA206/09/0115 Grant - others:Czech Ministry of Education(CZ) CZ.1.07/2.3.00/20.0064; National Science Foundarion(US) DEB-0841885; Otto Kinne Foundation, Darwin Initiative(GB) 19-008 Institutional research plan: CEZ:AV0Z50070508 Institutional support: RVO:60077344 Keywords : host specificity * model * Monte Carlo Subject RIV: EH - Ecology, Behaviour Impact factor: 3.248, year: 2013 http://link.springer.com/article/10.1007%2Fs00442-012-2434-5
MEASURING MODEL FOR BAD LOANS IN BANKS. THE DEFAULT PROBABILITY MODEL.
SOCOL ADELA
2010-12-01
Full Text Available The banking sectors of the transition countries have progressed remarkably in the last 20 years. In fact, banking in most transition countries has largely shaken off the traumas of the transition eraAt the start of the 21st century banks in these countries look very much like banks elsewhere. That is, they are by no means problem free but they are struggling with the same issues as banks in other emerging market countries during the financial crises conditions. The institutional environment differs considerably among the countries. The goal we set with this article is to examine in terms of methodology the most important assessment criteria of a measuring model for bad loans.
I.V. Zhalinska
2015-09-01
Full Text Available Diagnostics of enterprise bankruptcy occurrence probability is defined as an important tool ensuring the viability of an organization under conditions of unpredictable dynamic environment. The paper aims to define the basic features of diagnostics of bankruptcy occurrence probability models and their classification. The article grounds the objective increasing of crisis probability in modern enterprises where such increasing leads to the need to improve the efficiency of anti-crisis enterprise activities. The system of anti-crisis management is based on the subsystem of diagnostics of bankruptcy occurrence probability. Such a subsystem is the main one for further measures to prevent and overcome the crisis. The classification of existing models of enterprise bankruptcy occurrence probability has been suggested. The classification is based on methodical and methodological principles of models. The following main groups of models are determined: the models using financial ratios, aggregates and scores, the models of discriminated analysis, the methods of strategic analysis, informal models, artificial intelligence systems and the combination of the models. The classification made it possible to identify the analytical capabilities of each of the groups of models suggested.
Z → bb-bar probability and asymmetry in a model of dynamical electroweak symmetry breaking
Arbuzov, B.A.; Osipov, M.Yu.
1997-01-01
The deviations from the standard model in the probability of Z → bb-bar decay and in the forward-backward asymmetry in the reaction e + e - → bb-bar are studied in the framework of the model of dynamical electroweak symmetry breaking, the basic point of which is the existence of a triple anomalous W-boson vertex in a region of momenta restricted by a cutoff. A set of equations for additional terms in the W b t-bar vertex is obtained and its solution to the process Z → bb-bar is applied. It is shown that it is possible to obtain a consistent description of both deviations, which is quite nontrivial because these effects are not simply correlated. The necessary value of the anomalous W interaction coupling, λ = -0.22 ± 0.01, is consistent with existing limitations and leads to definite predictions, e.g., for pair W production in e + e - collisions at LEP 200
Constraint-based Student Modelling in Probability Story Problems with Scaffolding Techniques
Nabila Khodeir
2018-01-01
Full Text Available Constraint-based student modelling (CBM is an important technique employed in intelligent tutoring systems to model student knowledge to provide relevant assistance. This paper introduces the Math Story Problem Tutor (MAST, a Web-based intelligent tutoring system for probability story problems, which is able to generate problems of different contexts, types and difficulty levels for self-paced learning. Constraints in MAST are specified at a low-level of granularity to allow fine-grained diagnosis of the student error. Furthermore, MAST extends CBM to address errors due to misunderstanding of the narrative story. It can locate and highlight keywords that may have been overlooked or misunderstood leading to an error. This is achieved by utilizing the role of sentences and keywords that are defined through the Natural Language Generation (NLG methods deployed in the story problem generation. MAST also integrates CBM with scaffolding questions and feedback to provide various forms of help and guidance to the student. This allows the student to discover and correct any errors in his/her solution. MAST has been preliminary evaluated empirically and the results show the potential effectiveness in tutoring students with a decrease in the percentage of violated constraints along the learning curve. Additionally, there is a significant improvement in the results of the post–test exam in comparison to the pre-test exam of the students using MAST in comparison to those relying on the textbook
Çiğdem ÖZARİ
2018-01-01
Full Text Available In this study, we have worked on developing a brand-new index called Fuzzy-bankruptcy index. The aim of this index is to find out the default probability of any company X, independent from the sector it belongs. Fuzzy logic is used to state the financial ratiointerruption change related with time and inside different sectors, the new index is created to eliminate the number of the relativity of financial ratios. The four input variables inside the five main input variables used for the fuzzy process, are chosen from both factor analysis and clustering and the last input variable calculated from Merton Model. As we analyze in the past cases of the default history of companies, one could explore different reasons such as managerial arrogance, fraud and managerial mistakes, that are responsible for the very poor endings of prestigious companies like Enron, K-Mart. Because of these kind of situations, we try to design a model which one could be able to get a better view of a company’s financial position, and it couldbe prevent credit loan companies from investing in the wrong company and possibly from losing all investments using our Fuzzy-bankruptcy index.
Musho, M.K.; Kozak, J.J.
1984-01-01
A method is presented for calculating exactly the relative width (sigma 2 )/sup 1/2// , the skewness γ 1 , and the kurtosis γ 2 characterizing the probability distribution function for three random-walk models of diffusion-controlled processes. For processes in which a diffusing coreactant A reacts irreversibly with a target molecule B situated at a reaction center, three models are considered. The first is the traditional one of an unbiased, nearest-neighbor random walk on a d-dimensional periodic/confining lattice with traps; the second involves the consideration of unbiased, non-nearest-neigh bor (i.e., variable-step length) walks on the same d-dimensional lattice; and, the third deals with the case of a biased, nearest-neighbor walk on a d-dimensional lattice (wherein a walker experiences a potential centered at the deep trap site of the lattice). Our method, which has been described in detail elsewhere [P.A. Politowicz and J. J. Kozak, Phys. Rev. B 28, 5549 (1983)] is based on the use of group theoretic arguments within the framework of the theory of finite Markov processes
Rooting phylogenetic trees under the coalescent model using site pattern probabilities.
Tian, Yuan; Kubatko, Laura
2017-12-19
Phylogenetic tree inference is a fundamental tool to estimate ancestor-descendant relationships among different species. In phylogenetic studies, identification of the root - the most recent common ancestor of all sampled organisms - is essential for complete understanding of the evolutionary relationships. Rooted trees benefit most downstream application of phylogenies such as species classification or study of adaptation. Often, trees can be rooted by using outgroups, which are species that are known to be more distantly related to the sampled organisms than any other species in the phylogeny. However, outgroups are not always available in evolutionary research. In this study, we develop a new method for rooting species tree under the coalescent model, by developing a series of hypothesis tests for rooting quartet phylogenies using site pattern probabilities. The power of this method is examined by simulation studies and by application to an empirical North American rattlesnake data set. The method shows high accuracy across the simulation conditions considered, and performs well for the rattlesnake data. Thus, it provides a computationally efficient way to accurately root species-level phylogenies that incorporates the coalescent process. The method is robust to variation in substitution model, but is sensitive to the assumption of a molecular clock. Our study establishes a computationally practical method for rooting species trees that is more efficient than traditional methods. The method will benefit numerous evolutionary studies that require rooting a phylogenetic tree without having to specify outgroups.
Probability Modeling of Precipitation Extremes over Two River Basins in Northwest of China
Zhanling Li
2015-01-01
Full Text Available This paper is focused on the probability modeling with a range of distribution models over two inland river basins in China, together with the estimations of return levels on various return periods. Both annual and seasonal maximum precipitations (MP are investigated based on daily precipitation data at 13 stations from 1960 to 2010 in Heihe River and Shiyang River basins. Results show that GEV, Burr, and Weibull distributions provide the best fit to both annual and seasonal MP. Exponential and Pareto 2 distributions show the worst fit. The estimated return levels for spring MP show decreasing trends from the upper to the middle and then to the lower reaches totally speaking. Summer MP approximates to annual MP both in the quantity and in the spatial distributions. Autumn MP shows a little higher value in the estimated return levels than Spring MP, while keeping consistent with spring MP in the spatial distribution. It is also found that the estimated return levels for annual MP derived from various distributions differ by 22%, 36%, and 53% on average at 20-year, 50-year, and 100-year return periods, respectively.
A Mechanistic Beta-Binomial Probability Model for mRNA Sequencing Data.
Smith, Gregory R; Birtwistle, Marc R
2016-01-01
A main application for mRNA sequencing (mRNAseq) is determining lists of differentially-expressed genes (DEGs) between two or more conditions. Several software packages exist to produce DEGs from mRNAseq data, but they typically yield different DEGs, sometimes markedly so. The underlying probability model used to describe mRNAseq data is central to deriving DEGs, and not surprisingly most softwares use different models and assumptions to analyze mRNAseq data. Here, we propose a mechanistic justification to model mRNAseq as a binomial process, with data from technical replicates given by a binomial distribution, and data from biological replicates well-described by a beta-binomial distribution. We demonstrate good agreement of this model with two large datasets. We show that an emergent feature of the beta-binomial distribution, given parameter regimes typical for mRNAseq experiments, is the well-known quadratic polynomial scaling of variance with the mean. The so-called dispersion parameter controls this scaling, and our analysis suggests that the dispersion parameter is a continually decreasing function of the mean, as opposed to current approaches that impose an asymptotic value to the dispersion parameter at moderate mean read counts. We show how this leads to current approaches overestimating variance for moderately to highly expressed genes, which inflates false negative rates. Describing mRNAseq data with a beta-binomial distribution thus may be preferred since its parameters are relatable to the mechanistic underpinnings of the technique and may improve the consistency of DEG analysis across softwares, particularly for moderately to highly expressed genes.
Modeling online social networks based on preferential linking
Hu Hai-Bo; Chen Jun; Guo Jin-Li
2012-01-01
We study the phenomena of preferential linking in a large-scale evolving online social network and find that the linear preference holds for preferential creation, preferential acceptance, and preferential attachment. Based on the linear preference, we propose an analyzable model, which illustrates the mechanism of network growth and reproduces the process of network evolution. Our simulations demonstrate that the degree distribution of the network produced by the model is in good agreement with that of the real network. This work provides a possible bridge between the micro-mechanisms of network growth and the macrostructures of online social networks
APPLICATION OF RIGID LINKS IN STRUCTURAL DESIGN MODELS
Sergey Yu. Fialko
2017-09-01
Full Text Available A special finite element modelling rigid links is proposed for the linear static and buckling analysis. Unlike the classical approach based on the theorems of rigid body kinematics, the proposed approach preserves the similarity between the adjacency graph for a sparse matrix and the adjacency graph for nodes of the finite element model, which allows applying sparse direct solvers more effectively. Besides, the proposed approach allows significantly reducing the number of nonzero entries in the factored stiffness matrix in comparison with the classical one, which greatly reduces the duration of the solution. For buckling problems of structures containing rigid bodies, this approach gives correct results. Several examples demonstrate its efficiency.
Ruin probability with claims modeled by a stationary ergodic stable process
Mikosch, T.; Samorodnitsky, G.
2000-01-01
For a random walk with negative drift we study the exceedance probability (ruin probability) of a high threshold. The steps of this walk (claim sizes) constitute a stationary ergodic stable process. We study how ruin occurs in this situation and evaluate the asymptotic behavior of the ruin
Groundwater Pollution Source Identification using Linked ANN-Optimization Model
Ayaz, Md; Srivastava, Rajesh; Jain, Ashu
2014-05-01
Groundwater is the principal source of drinking water in several parts of the world. Contamination of groundwater has become a serious health and environmental problem today. Human activities including industrial and agricultural activities are generally responsible for this contamination. Identification of groundwater pollution source is a major step in groundwater pollution remediation. Complete knowledge of pollution source in terms of its source characteristics is essential to adopt an effective remediation strategy. Groundwater pollution source is said to be identified completely when the source characteristics - location, strength and release period - are known. Identification of unknown groundwater pollution source is an ill-posed inverse problem. It becomes more difficult for real field conditions, when the lag time between the first reading at observation well and the time at which the source becomes active is not known. We developed a linked ANN-Optimization model for complete identification of an unknown groundwater pollution source. The model comprises two parts- an optimization model and an ANN model. Decision variables of linked ANN-Optimization model contain source location and release period of pollution source. An objective function is formulated using the spatial and temporal data of observed and simulated concentrations, and then minimized to identify the pollution source parameters. In the formulation of the objective function, we require the lag time which is not known. An ANN model with one hidden layer is trained using Levenberg-Marquardt algorithm to find the lag time. Different combinations of source locations and release periods are used as inputs and lag time is obtained as the output. Performance of the proposed model is evaluated for two and three dimensional case with error-free and erroneous data. Erroneous data was generated by adding uniformly distributed random error (error level 0-10%) to the analytically computed concentration
Mollenhauer, Robert; Mouser, Joshua B.; Brewer, Shannon K.
2018-01-01
Temporal and spatial variability in streams result in heterogeneous gear capture probability (i.e., the proportion of available individuals identified) that confounds interpretation of data used to monitor fish abundance. We modeled tow-barge electrofishing capture probability at multiple spatial scales for nine Ozark Highland stream fishes. In addition to fish size, we identified seven reach-scale environmental characteristics associated with variable capture probability: stream discharge, water depth, conductivity, water clarity, emergent vegetation, wetted width–depth ratio, and proportion of riffle habitat. The magnitude of the relationship between capture probability and both discharge and depth varied among stream fishes. We also identified lithological characteristics among stream segments as a coarse-scale source of variable capture probability. The resulting capture probability model can be used to adjust catch data and derive reach-scale absolute abundance estimates across a wide range of sampling conditions with similar effort as used in more traditional fisheries surveys (i.e., catch per unit effort). Adjusting catch data based on variable capture probability improves the comparability of data sets, thus promoting both well-informed conservation and management decisions and advances in stream-fish ecology.
Bowen Dong
2018-01-01
Full Text Available Road traffic accidents are believed to be associated with not only road geometric feature and traffic characteristic, but also weather condition. To address these safety issues, it is of paramount importance to understand how these factors affect the occurrences of the crashes. Existing studies have suggested that the mechanisms of single-vehicle (SV accidents and multivehicle (MV accidents can be very different. Few studies were conducted to examine the difference of SV and MV accident probability by addressing unobserved heterogeneity at the same time. To investigate the different contributing factors on SV and MV, a mixed logit model is employed using disaggregated data with the response variable categorized as no accidents, SV accidents, and MV accidents. The results indicate that, in addition to speed gap, length of segment, and wet road surfaces which are significant for both SV and MV accidents, most of other variables are significant only for MV accidents. Traffic, road, and surface characteristics are main influence factors of SV and MV accident possibility. Hourly traffic volume, inside shoulder width, and wet road surface are found to produce statistically significant random parameters. Their effects on the possibility of SV and MV accident vary across different road segments.
Krakovsky, Y. M.; Luzgin, A. N.; Mikhailova, E. A.
2018-05-01
At present, cyber-security issues associated with the informatization objects of industry occupy one of the key niches in the state management system. As a result of functional disruption of these systems via cyberattacks, an emergency may arise related to loss of life, environmental disasters, major financial and economic damage, or disrupted activities of cities and settlements. When cyberattacks occur with high intensity, in these conditions there is the need to develop protection against them, based on machine learning methods. This paper examines interval forecasting and presents results with a pre-set intensity level. The interval forecasting is carried out based on a probabilistic cluster model. This method involves forecasting of one of the two predetermined intervals in which a future value of the indicator will be located; probability estimates are used for this purpose. A dividing bound of these intervals is determined by a calculation method based on statistical characteristics of the indicator. Source data are used that includes a number of hourly cyberattacks using a honeypot from March to September 2013.
A Novel Adaptive Conditional Probability-Based Predicting Model for User’s Personality Traits
Mengmeng Wang
2015-01-01
Full Text Available With the pervasive increase in social media use, the explosion of users’ generated data provides a potentially very rich source of information, which plays an important role in helping online researchers understand user’s behaviors deeply. Since user’s personality traits are the driving force of user’s behaviors, hence, in this paper, along with social network features, we first extract linguistic features, emotional statistical features, and topic features from user’s Facebook status updates, followed by quantifying importance of features via Kendall correlation coefficient. And then, on the basis of weighted features and dynamic updated thresholds of personality traits, we deploy a novel adaptive conditional probability-based predicting model which considers prior knowledge of correlations between user’s personality traits to predict user’s Big Five personality traits. In the experimental work, we explore the existence of correlations between user’s personality traits which provides a better theoretical support for our proposed method. Moreover, on the same Facebook dataset, compared to other methods, our method can achieve an F1-measure of 80.6% when taking into account correlations between user’s personality traits, and there is an impressive improvement of 5.8% over other approaches.
Chen, Xi; Schäfer, Karina V. R.; Slater, Lee
2017-08-01
Ebullition can transport methane (CH4) at a much faster rate than other pathways, albeit over limited time and area, in wetland soils and sediments. However, field observations present large uncertainties in ebullition occurrences and statistic models are needed to describe the function relationship between probability of ebullition occurrence and water level changes. A flow-through chamber was designed and installed in a mudflat of an estuarine temperate marsh. Episodic increases in CH4 concentration signaling ebullition events were observed during ebbing tides (15 events over 456 ebbing tides) and occasionally during flooding tides (4 events over 455 flooding tides). Ebullition occurrence functions were defined using logistic regression as the relative initial and end water levels, as well as tidal amplitudes were found to be the key functional variables related to ebullition events. Ebullition of methane was restricted by a surface frozen layer during winter; melting of this layer during spring thaw caused increases in CH4 concentration, with ebullition fluxes similar to those associated with large fluctuations in water level around spring tides. Our findings suggest that initial and end relative water levels, in addition to tidal amplitude, partly regulate ebullition events in tidal wetlands, modulated by the lunar cycle, storage of gas bubbles at different depths and seasonal changes in the surface frozen layer. Maximum tidal strength over a few days, rather than hourly water level, may be more closely associated with the possibility of ebullition occurrence as it represents a trade-off time scale in between hourly and lunar periods.
Interpretations of probability
Khrennikov, Andrei
2009-01-01
This is the first fundamental book devoted to non-Kolmogorov probability models. It provides a mathematical theory of negative probabilities, with numerous applications to quantum physics, information theory, complexity, biology and psychology. The book also presents an interesting model of cognitive information reality with flows of information probabilities, describing the process of thinking, social, and psychological phenomena.
Modelling and Intelligent Control of an Elastic Link Robot Manipulator
Malik Loudini
2013-01-01
Full Text Available In this paper, precise control of the end-point position of a planar single-link elastic manipulator robot is discussed. The Timoshenko beam theory (TBT has been used to characterize the structural link elasticity including important damping mechanisms. A suitable nonlinear model is derived based on the Lagrangian assumed modes method. Elastic link manipulators are classified as systems possessing highly complex dynamics. In addition, the environment in which they operate may have a lot of disturbances. These give rise to special problems that may be solved using intelligent control techniques. The application of two advanced control strategies based on fuzzy set theory is investigated. The first closed-loop control scheme to be applied is the standard Proportional-Derivative (PD type fuzzy logic controller (FLC, also known as PD-type Mamdani's FLC (MPDFLC. Then, a genetic algorithm (GA is used to optimize the MPDFLC parameters with innovative tuning procedures. Both the MPDFLC and the GA optimized FLC (GAOFLC are implemented and tested to achieve a precise control of the manipulator end-point. The performances of the adopted closed-loop intelligent control strategies are examined via simulation experiments.
Curing critical links in oscillator networks as power flow models
Rohden, Martin; Meyer-Ortmanns, Hildegard; Witthaut, Dirk; Timme, Marc
2017-01-01
Modern societies crucially depend on the robust supply with electric energy so that blackouts of power grids can have far reaching consequences. Typically, large scale blackouts take place after a cascade of failures: the failure of a single infrastructure component, such as a critical transmission line, results in several subsequent failures that spread across large parts of the network. Improving the robustness of a network to prevent such secondary failures is thus key for assuring a reliable power supply. In this article we analyze the nonlocal rerouting of power flows after transmission line failures for a simplified AC power grid model and compare different strategies to improve network robustness. We identify critical links in the grid and compute alternative pathways to quantify the grid’s redundant capacity and to find bottlenecks along the pathways. Different strategies are developed and tested to increase transmission capacities to restore stability with respect to transmission line failures. We show that local and nonlocal strategies typically perform alike: one can equally well cure critical links by providing backup capacities locally or by extending the capacities of bottleneck links at remote locations. (paper)
Shimada, Yoshio [Institute of Nuclear Safety System Inc., Mihama, Fukui (Japan); Kawai, Katsunori; Suzuki, Hiroshi [Mitsubishi Heavy Industries Ltd., Tokyo (Japan)
2001-09-01
In order to improve the reliability of plant operations for pressurized water reactors, a new fault tree model was developed to evaluate the probability of automatic plant trips. This model consists of fault trees for sixteen systems. It has the following features: (1) human errors and transmission line incidents are modeled by the existing data, (2) the repair of failed components is considered to calculate the failure probability of components, (3) uncertainty analysis is performed by an exact method. From the present results, it is confirmed that the obtained upper and lower bound values of the automatic plant trip probability are within the existing data bound in Japan. Thereby this model can be applicable to the prediction of plant performance and reliability. (author)
Schjær-Jacobsen, Hans
2012-01-01
uncertainty can be calculated. The possibility approach is particular well suited for representation of uncertainty of a non-statistical nature due to lack of knowledge and requires less information than the probability approach. Based on the kind of uncertainty and knowledge present, these aspects...... to the understanding of similarities and differences of the two approaches as well as practical applications. The probability approach offers a good framework for representation of randomness and variability. Once the probability distributions of uncertain parameters and their correlations are known the resulting...... are thoroughly discussed in the case of rectangular representation of uncertainty by the uniform probability distribution and the interval, respectively. Also triangular representations are dealt with and compared. Calculation of monotonic as well as non-monotonic functions of variables represented...
Path Loss, Shadow Fading, and Line-Of-Sight Probability Models for 5G Urban Macro-Cellular Scenarios
Sun, Shu; Thomas, Timothy; Rappaport, Theodore S.
2015-01-01
This paper presents key parameters including the line-of-sight (LOS) probability, large-scale path loss, and shadow fading models for the design of future fifth generation (5G) wireless communication systems in urban macro-cellular (UMa) scenarios, using the data obtained from propagation...... measurements in Austin, US, and Aalborg, Denmark, at 2, 10, 18, and 38 GHz. A comparison of different LOS probability models is performed for the Aalborg environment. Both single-slope and dual-slope omnidirectional path loss models are investigated to analyze and contrast their root-mean-square (RMS) errors...
Modeling the probability distribution of positional errors incurred by residential address geocoding
Mazumdar Soumya
2007-01-01
Full Text Available Abstract Background The assignment of a point-level geocode to subjects' residences is an important data assimilation component of many geographic public health studies. Often, these assignments are made by a method known as automated geocoding, which attempts to match each subject's address to an address-ranged street segment georeferenced within a streetline database and then interpolate the position of the address along that segment. Unfortunately, this process results in positional errors. Our study sought to model the probability distribution of positional errors associated with automated geocoding and E911 geocoding. Results Positional errors were determined for 1423 rural addresses in Carroll County, Iowa as the vector difference between each 100%-matched automated geocode and its true location as determined by orthophoto and parcel information. Errors were also determined for 1449 60%-matched geocodes and 2354 E911 geocodes. Huge (> 15 km outliers occurred among the 60%-matched geocoding errors; outliers occurred for the other two types of geocoding errors also but were much smaller. E911 geocoding was more accurate (median error length = 44 m than 100%-matched automated geocoding (median error length = 168 m. The empirical distributions of positional errors associated with 100%-matched automated geocoding and E911 geocoding exhibited a distinctive Greek-cross shape and had many other interesting features that were not capable of being fitted adequately by a single bivariate normal or t distribution. However, mixtures of t distributions with two or three components fit the errors very well. Conclusion Mixtures of bivariate t distributions with few components appear to be flexible enough to fit many positional error datasets associated with geocoding, yet parsimonious enough to be feasible for nascent applications of measurement-error methodology to spatial epidemiology.
Linking Essential Tremor to the Cerebellum-Animal Model Evidence.
Handforth, Adrian
2016-06-01
In this review, we hope to stimulate interest in animal models as opportunities to understand tremor mechanisms within the cerebellar system. We begin by considering the harmaline model of essential tremor (ET), which has ET-like anatomy and pharmacology. Harmaline induces the inferior olive (IO) to burst fire rhythmically, recruiting rhythmic activity in Purkinje cells (PCs) and deep cerebellar nuclei (DCN). This model has fostered the IO hypothesis of ET, which postulates that factors that promote excess IO, and hence PC complex spike synchrony, also promote tremor. In contrast, the PC hypothesis postulates that partial PC cell loss underlies tremor of ET. We describe models in which chronic partial PC loss is associated with tremor, such as the Weaver mouse, and others with PC loss that do not show tremor, such as the Purkinje cell degeneration mouse. We postulate that partial PC loss with tremor is associated with terminal axonal sprouting. We then discuss tremor that occurs with large lesions of the cerebellum in primates. This tremor has variable frequency and is an ataxic tremor not related to ET. Another tremor type that is not likely related to ET is tremor in mice with mutations that cause prolonged synaptic GABA action. This tremor is probably due to mistiming within cerebellar circuitry. In the final section, we catalog tremor models involving neurotransmitter and ion channel perturbations. Some appear to be related to the IO hypothesis of ET, while in others tremor may be ataxic or due to mistiming. In summary, we offer a tentative framework for classifying animal action tremor, such that various models may be considered potentially relevant to ET, subscribing to IO or PC hypotheses, or not likely relevant, as with mistiming or ataxic tremor. Considerable further research is needed to elucidate the mechanisms of tremor in animal models.
LERC-SLAM - THE NASA LEWIS RESEARCH CENTER SATELLITE LINK ATTENUATION MODEL PROGRAM (IBM PC VERSION)
Manning, R. M.
1994-01-01
The frequency and intensity of rain attenuation affecting the communication between a satellite and an earth terminal is an important consideration in planning satellite links. The NASA Lewis Research Center Satellite Link Attenuation Model Program (LeRC-SLAM) provides a static and dynamic statistical assessment of the impact of rain attenuation on a communications link established between an earth terminal and a geosynchronous satellite. The program is designed for use in the specification, design and assessment of satellite links for any terminal location in the continental United States. The basis for LeRC-SLAM is the ACTS Rain Attenuation Prediction Model, which uses a log-normal cumulative probability distribution to describe the random process of rain attenuation on satellite links. The derivation of the statistics for the rainrate process at the specified terminal location relies on long term rainfall records compiled by the U.S. Weather Service during time periods of up to 55 years in length. The theory of extreme value statistics is also utilized. The user provides 1) the longitudinal position of the satellite in geosynchronous orbit, 2) the geographical position of the earth terminal in terms of latitude and longitude, 3) the height above sea level of the terminal site, 4) the yearly average rainfall at the terminal site, and 5) the operating frequency of the communications link (within 1 to 1000 GHz, inclusive). Based on the yearly average rainfall at the terminal location, LeRC-SLAM calculates the relevant rain statistics for the site using an internal data base. The program then generates rain attenuation data for the satellite link. This data includes a description of the static (i.e., yearly) attenuation process, an evaluation of the cumulative probability distribution for attenuation effects, and an evaluation of the probability of fades below selected fade depths. In addition, LeRC-SLAM calculates the elevation and azimuth angles of the terminal
Manning, R. M.
1994-01-01
The frequency and intensity of rain attenuation affecting the communication between a satellite and an earth terminal is an important consideration in planning satellite links. The NASA Lewis Research Center Satellite Link Attenuation Model Program (LeRC-SLAM) provides a static and dynamic statistical assessment of the impact of rain attenuation on a communications link established between an earth terminal and a geosynchronous satellite. The program is designed for use in the specification, design and assessment of satellite links for any terminal location in the continental United States. The basis for LeRC-SLAM is the ACTS Rain Attenuation Prediction Model, which uses a log-normal cumulative probability distribution to describe the random process of rain attenuation on satellite links. The derivation of the statistics for the rainrate process at the specified terminal location relies on long term rainfall records compiled by the U.S. Weather Service during time periods of up to 55 years in length. The theory of extreme value statistics is also utilized. The user provides 1) the longitudinal position of the satellite in geosynchronous orbit, 2) the geographical position of the earth terminal in terms of latitude and longitude, 3) the height above sea level of the terminal site, 4) the yearly average rainfall at the terminal site, and 5) the operating frequency of the communications link (within 1 to 1000 GHz, inclusive). Based on the yearly average rainfall at the terminal location, LeRC-SLAM calculates the relevant rain statistics for the site using an internal data base. The program then generates rain attenuation data for the satellite link. This data includes a description of the static (i.e., yearly) attenuation process, an evaluation of the cumulative probability distribution for attenuation effects, and an evaluation of the probability of fades below selected fade depths. In addition, LeRC-SLAM calculates the elevation and azimuth angles of the terminal
Application of a linked stress release model in Corinth Gulf and Central Ionian Islands (Greece)
Mangira, Ourania; Vasiliadis, Georgios; Papadimitriou, Eleftheria
2017-06-01
Spatio-temporal stress changes and interactions between adjacent fault segments consist of the most important component in seismic hazard assessment, as they can alter the occurrence probability of strong earthquake onto these segments. The investigation of the interactions between adjacent areas by means of the linked stress release model is attempted for moderate earthquakes ( M ≥ 5.2) in the Corinth Gulf and the Central Ionian Islands (Greece). The study areas were divided in two subareas, based on seismotectonic criteria. The seismicity of each subarea is investigated by means of a stochastic point process and its behavior is determined by the conditional intensity function, which usually gets an exponential form. A conditional intensity function of Weibull form is used for identifying the most appropriate among the models (simple, independent and linked stress release model) for the interpretation of the earthquake generation process. The appropriateness of the models was decided after evaluation via the Akaike information criterion. Despite the fact that the curves of the conditional intensity functions exhibit similar behavior, the use of the exponential-type conditional intensity function seems to fit better the data.
Kessler, Timo Christian; Nilsson, Bertel; Klint, Knud Erik
2010-01-01
(TPROGS) of alternating geological facies. The second method, multiple-point statistics, uses training images to estimate the conditional probability of sand-lenses at a certain location. Both methods respect field observations such as local stratigraphy, however, only the multiple-point statistics can...... of sand-lenses in clay till. Sand-lenses mainly account for horizontal transport and are prioritised in this study. Based on field observations, the distribution has been modeled using two different geostatistical approaches. One method uses a Markov chain model calculating the transition probabilities...
The link between physics and chemistry in track modelling
Green, N.J.B.; Bolton, C.E.; Spencer-Smith, R.D.
1999-01-01
The physical structure of a radiation track provides the initial conditions for the modelling of radiation chemistry. These initial conditions are not perfectly understood, because there are important gaps between what is provided by a typical track structure model and what is required to start the chemical model. This paper addresses the links between the physics and chemistry of tracks, with the intention of identifying those problems that need to be solved in order to obtain an accurate picture of the initial conditions for the purposes of modelling chemistry. These problems include the reasons for the increased yield of ionisation relative to homolytic bond breaking in comparison with the gas phase. A second area of great importance is the physical behaviour of low-energy electrons in condensed matter (including thermolisation and solvation). Many of these processes are not well understood, but they can have profound effects on the transient chemistry in the track. Several phenomena are discussed, including the short distance between adjacent energy loss events, the molecular nature of the underlying medium, dissociative attachment resonances and the ability of low-energy electrons to excite optically forbidden molecular states. Each of these phenomena has the potential to modify the transient chemistry substantially and must therefore be properly characterised before the physical model of the track can be considered to be complete. (orig.)
Integrative modelling reveals mechanisms linking productivity and plant species richness.
Grace, James B; Anderson, T Michael; Seabloom, Eric W; Borer, Elizabeth T; Adler, Peter B; Harpole, W Stanley; Hautier, Yann; Hillebrand, Helmut; Lind, Eric M; Pärtel, Meelis; Bakker, Jonathan D; Buckley, Yvonne M; Crawley, Michael J; Damschen, Ellen I; Davies, Kendi F; Fay, Philip A; Firn, Jennifer; Gruner, Daniel S; Hector, Andy; Knops, Johannes M H; MacDougall, Andrew S; Melbourne, Brett A; Morgan, John W; Orrock, John L; Prober, Suzanne M; Smith, Melinda D
2016-01-21
How ecosystem productivity and species richness are interrelated is one of the most debated subjects in the history of ecology. Decades of intensive study have yet to discern the actual mechanisms behind observed global patterns. Here, by integrating the predictions from multiple theories into a single model and using data from 1,126 grassland plots spanning five continents, we detect the clear signals of numerous underlying mechanisms linking productivity and richness. We find that an integrative model has substantially higher explanatory power than traditional bivariate analyses. In addition, the specific results unveil several surprising findings that conflict with classical models. These include the isolation of a strong and consistent enhancement of productivity by richness, an effect in striking contrast with superficial data patterns. Also revealed is a consistent importance of competition across the full range of productivity values, in direct conflict with some (but not all) proposed models. The promotion of local richness by macroecological gradients in climatic favourability, generally seen as a competing hypothesis, is also found to be important in our analysis. The results demonstrate that an integrative modelling approach leads to a major advance in our ability to discern the underlying processes operating in ecological systems.
Delay or probability discounting in a model of impulsive behavior: effect of alcohol.
Richards, J B; Zhang, L; Mitchell, S H; de Wit, H
1999-01-01
Little is known about the acute effects of drugs of abuse on impulsivity and self-control. In this study, impulsivity was assessed in humans using a computer task that measured delay and probability discounting. Discounting describes how much the value of a reward (or punisher) is decreased when its occurrence is either delayed or uncertain. Twenty-four healthy adult volunteers ingested a moderate dose of ethanol (0.5 or 0.8 g/kg ethanol: n = 12 at each dose) or placebo before completing the discounting task. In the task the participants were given a series of choices between a small, immediate, certain amount of money and $10 that was either delayed (0, 2, 30, 180, or 365 days) or probabilistic (i.e., certainty of receipt was 1.0, .9, .75, .5, or .25). The point at which each individual was indifferent between the smaller immediate or certain reward and the $10 delayed or probabilistic reward was identified using an adjusting-amount procedure. The results indicated that (a) delay and probability discounting were well described by a hyperbolic function; (b) delay and probability discounting were positively correlated within subjects; (c) delay and probability discounting were moderately correlated with personality measures of impulsivity; and (d) alcohol had no effect on discounting. PMID:10220927
Modelling the impact of creep on the probability of failure of a solid oxidefuel cell stack
Greco, Fabio; Frandsen, Henrik Lund; Nakajo, Arata
2014-01-01
In solid oxide fuel cell (SOFC) technology a major challenge lies in balancing thermal stresses from an inevitable thermal field. The cells are known to creep, changing over time the stress field. The main objective of this study was to assess the influence of creep on the failure probability of ...
The Linked Dual Representation model of vocal perception and production
Sean eHutchins
2013-11-01
Full Text Available The voice is one of the most important media for communication, yet there is a wide range of abilities in both the perception and production of the voice. In this article, we review this range of abilities, focusing on pitch accuracy as a particularly informative case, and look at the factors underlying these abilities. Several classes of models have been posited describing the relationship between vocal perception and production, and we review the evidence for and against each class of model. We look at how the voice is different from other musical instruments and review evidence about both the association and the dissociation between vocal perception and production abilities. Finally, we introduce the Linked Dual Representation model, a new approach which can account for the broad patterns in prior findings, including trends in the data which might seem to be countervailing. We discuss how this model interacts with higher-order cognition and examine its predictions about several aspects of vocal perception and production.
An Object-oriented Knowledge Link Model for General Knowledge Management
Xiao-hong, CHEN; Bang-chuan, LAI
2005-01-01
The knowledge link is the basic on knowledge share and the indispensable part in knowledge standardization management. In this paper, a object-oriented knowledge link model is proposed for general knowledge management by using objectoriented representation based on knowledge levels system. In the model, knowledge link is divided into general knowledge link and integrated knowledge with corresponding link properties and methods. What’s more, its BNF syntax is described and designed.
Linking an ecosystem model and a landscape model to study forest species response to climate warming
Hong S. He; David J. Mladenoff; Thomas R. Crow
1999-01-01
No single model can address forest change from single tree to regional scales. We discuss a framework linking an ecosystem process model {LINKAGES) with a spatial landscape model (LANDIS) to examine forest species responses to climate warming for a large, heterogeneous landscape in northern Wisconsin, USA. Individual species response at the ecosystem scale was...
Gholamreza Norouzi
2015-01-01
Full Text Available In project management context, time management is one of the most important factors affecting project success. This paper proposes a new method to solve research project scheduling problems (RPSP containing Fuzzy Graphical Evaluation and Review Technique (FGERT networks. Through the deliverables of this method, a proper estimation of project completion time (PCT and success probability can be achieved. So algorithms were developed to cover all features of the problem based on three main parameters “duration, occurrence probability, and success probability.” These developed algorithms were known as PR-FGERT (Parallel and Reversible-Fuzzy GERT networks. The main provided framework includes simplifying the network of project and taking regular steps to determine PCT and success probability. Simplifications include (1 equivalent making of parallel and series branches in fuzzy network considering the concepts of probabilistic nodes, (2 equivalent making of delay or reversible-to-itself branches and impact of changing the parameters of time and probability based on removing related branches, (3 equivalent making of simple and complex loops, and (4 an algorithm that was provided to resolve no-loop fuzzy network, after equivalent making. Finally, the performance of models was compared with existing methods. The results showed proper and real performance of models in comparison with existing methods.
Echard, B.; Gayton, N.; Lemaire, M.; Relun, N.
2013-01-01
Applying reliability methods to a complex structure is often delicate for two main reasons. First, such a structure is fortunately designed with codified rules leading to a large safety margin which means that failure is a small probability event. Such a probability level is difficult to assess efficiently. Second, the structure mechanical behaviour is modelled numerically in an attempt to reproduce the real response and numerical model tends to be more and more time-demanding as its complexity is increased to improve accuracy and to consider particular mechanical behaviour. As a consequence, performing a large number of model computations cannot be considered in order to assess the failure probability. To overcome these issues, this paper proposes an original and easily implementable method called AK-IS for active learning and Kriging-based Importance Sampling. This new method is based on the AK-MCS algorithm previously published by Echard et al. [AK-MCS: an active learning reliability method combining Kriging and Monte Carlo simulation. Structural Safety 2011;33(2):145–54]. It associates the Kriging metamodel and its advantageous stochastic property with the Importance Sampling method to assess small failure probabilities. It enables the correction or validation of the FORM approximation with only a very few mechanical model computations. The efficiency of the method is, first, proved on two academic applications. It is then conducted for assessing the reliability of a challenging aerospace case study submitted to fatigue.
Probability model of solid to liquid-like transition of a fluid suspension after a shear flow onset
Nouar, C.; Říha, Pavel
2008-01-01
Roč. 34, č. 5 (2008), s. 477-483 ISSN 0301-9322 R&D Projects: GA AV ČR IAA200600803 Institutional research plan: CEZ:AV0Z20600510 Keywords : laminar suspension flow * liquid-liquid interface * probability model Subject RIV: BK - Fluid Dynamics Impact factor: 1.497, year: 2008
Bodmer, D.; Ligtenberg, M. J. L.; van der Hout, A. H.; Gloudemans, S.; Ansink, K.; Oosterwijk, J. C.; Hoogerbrugge, N.
2006-01-01
To establish an efficient, reliable and easy to apply risk assessment tool to select families with breast and/or ovarian cancer patients for BRCA mutation testing, using available probability models. In a retrospective study of 263 families with breast and/or ovarian cancer patients, the utility of
Link between laboratory/field observations and models
Cole, C.R.; Foley, M.G.
1985-10-01
The various linkages in system performance assessments that integrate disposal program elements must be understood. The linkage between model development and field/laboratory observations is described as the iterative program of site and system characterization for development of an observational-confirmatory data base to develop, improve, and support conceptual models for site and system behavior. The program consists of data gathering and experiments to demonstrate understanding at various spatial and time scales and degrees of complexity. Understanding and accounting for the decreasing characterization certainty that arises with increasing space and time scales is an important aspect of the link between models and observations. The performance allocation process for setting performance goals and confidence levels coupled with a performance assessment approach that provides these performance and confidence estimates will resolve when sufficient characterization has been achieved. At each iteration performance allocation goals are reviewed and revised as necessary. The updated data base and appropriate performance assessment tools and approaches are utilized to identify and design additional tests and data needs necessary to meet current performance allocation goals. 9 refs
The link between laboratory/field observations and models
Cole, C.R.; Foley, M.G.
1986-01-01
The various linkages in system performance assessments that integrate disposal program elements must be understood. The linkage between model development and field/laboratory observations is described as the iterative program of site and system characterization for development of an observational-confirmatory data base. This data base is designed to develop, improve, and support conceptual models for site and system behavior. The program consists of data gathering and experiments to demonstrate understanding at various spatial and time scales and degrees of complexity. Understanding and accounting for the decreasing characterization certainty that arises with increasing space and time scales is an important aspect of the link between models and observations. The performance allocation process for setting performance goals and confidence levels, coupled with a performance assessment approach that provides these performance and confidence estimates, will determine when sufficient characterization has been achieved. At each iteration, performance allocation goals are reviewed and revised as necessary. The updated data base and appropriate performance assessment tools and approaches are utilized to identify and design additional tests and data needs necessary to meet current performance allocation goals
Conceptual and Statistical Issues Regarding the Probability of Default and Modeling Default Risk
Emilia TITAN
2011-03-01
Full Text Available In today’s rapidly evolving financial markets, risk management offers different techniques in order to implement an efficient system against market risk. Probability of default (PD is an essential part of business intelligence and customer relation management systems in the financial institutions. Recent studies indicates that underestimating this important component, and also the loss given default (LGD, might threaten the stability and smooth running of the financial markets. From the perspective of risk management, the result of predictive accuracy of the estimated probability of default is more valuable than the standard binary classification: credible or non credible clients. The Basle II Accord recognizes the methods of reducing credit risk and also PD and LGD as important components of advanced Internal Rating Based (IRB approach.
Linking Geomechanical Models with Observations of Microseismicity during CCS Operations
Verdon, J.; Kendall, J.; White, D.
2012-12-01
During CO2 injection for the purposes of carbon capture and storage (CCS), injection-induced fracturing of the overburden represents a key risk to storage integrity. Fractures in a caprock provide a pathway along which buoyant CO2 can rise and escape the storage zone. Therefore the ability to link field-scale geomechanical models with field geophysical observations is of paramount importance to guarantee secure CO2 storage. Accurate location of microseismic events identifies where brittle failure has occurred on fracture planes. This is a manifestation of the deformation induced by CO2 injection. As the pore pressure is increased during injection, effective stress is decreased, leading to inflation of the reservoir and deformation of surrounding rocks, which creates microseismicity. The deformation induced by injection can be simulated using finite-element mechanical models. Such a model can be used to predict when and where microseismicity is expected to occur. However, typical elements in a field scale mechanical models have decameter scales, while the rupture size for microseismic events are typically of the order of 1 square meter. This means that mapping modeled stress changes to predictions of microseismic activity can be challenging. Where larger scale faults have been identified, they can be included explicitly in the geomechanical model. Where movement is simulated along these discrete features, it can be assumed that microseismicity will occur. However, microseismic events typically occur on fracture networks that are too small to be simulated explicitly in a field-scale model. Therefore, the likelihood of microseismicity occurring must be estimated within a finite element that does not contain explicitly modeled discontinuities. This can be done in a number of ways, including the utilization of measures such as closeness on the stress state to predetermined failure criteria, either for planes with a defined orientation (the Mohr-Coulomb criteria) for
Generalized Probability-Probability Plots
Mushkudiani, N.A.; Einmahl, J.H.J.
2004-01-01
We introduce generalized Probability-Probability (P-P) plots in order to study the one-sample goodness-of-fit problem and the two-sample problem, for real valued data.These plots, that are constructed by indexing with the class of closed intervals, globally preserve the properties of classical P-P
Pfeifle, T.W.; Mellegard, K.D.; Munson, D.E.
1992-10-01
The modified Munson-Dawson (M-D) constitutive model that describes the creep behavior of salt will be used in performance assessment calculations to assess compliance of the Waste Isolation Pilot Plant (WIPP) facility with requirements governing the disposal of nuclear waste. One of these standards requires that the uncertainty of future states of the system, material model parameters, and data be addressed in the performance assessment models. This paper presents a method in which measurement uncertainty and the inherent variability of the material are characterized by treating the M-D model parameters as random variables. The random variables can be described by appropriate probability distribution functions which then can be used in Monte Carlo or structural reliability analyses. Estimates of three random variables in the M-D model were obtained by fitting a scalar form of the model to triaxial compression creep data generated from tests of WIPP salt. Candidate probability distribution functions for each of the variables were then fitted to the estimates and their relative goodness-of-fit tested using the Kolmogorov-Smirnov statistic. A sophisticated statistical software package obtained from BMDP Statistical Software, Inc. was used in the M-D model fitting. A separate software package, STATGRAPHICS, was used in fitting the candidate probability distribution functions to estimates of the variables. Skewed distributions, i.e., lognormal and Weibull, were found to be appropriate for the random variables analyzed
Probability, Nondeterminism and Concurrency
Varacca, Daniele
Nondeterminism is modelled in domain theory by the notion of a powerdomain, while probability is modelled by that of the probabilistic powerdomain. Some problems arise when we want to combine them in order to model computation in which both nondeterminism and probability are present. In particula...
Shiryaev, Albert N
2016-01-01
This book contains a systematic treatment of probability from the ground up, starting with intuitive ideas and gradually developing more sophisticated subjects, such as random walks, martingales, Markov chains, the measure-theoretic foundations of probability theory, weak convergence of probability measures, and the central limit theorem. Many examples are discussed in detail, and there are a large number of exercises. The book is accessible to advanced undergraduates and can be used as a text for independent study. To accommodate the greatly expanded material in the third edition of Probability, the book is now divided into two volumes. This first volume contains updated references and substantial revisions of the first three chapters of the second edition. In particular, new material has been added on generating functions, the inclusion-exclusion principle, theorems on monotonic classes (relying on a detailed treatment of “π-λ” systems), and the fundamental theorems of mathematical statistics.
Earth Data Analysis Center, University of New Mexico — USFS, State Forestry, BLM, and DOI fire occurrence point locations from 1987 to 2008 were combined and converted into a fire occurrence probability or density grid...
Jovanovic, B.; Nikezic, D.
2010-01-01
Radiation-induced biological bystander effects have become a phenomenon associated with the interaction of radiation with cells. There is a need to include the influence of biological effects in the dosimetry of the human lung. With this aim, the purpose of this work is to calculate the probability of bystander effect induced by alpha-particle radiation on sensitive cells of the human lung. Probability was calculated by applying the analytical model cylinder bifurcation, which was created to simulate the geometry of the human lung with the geometric distribution of cell nuclei in the airway wall of the tracheobronchial tree. This analytical model of the human tracheobronchial tree represents the extension of the ICRP 66 model, and follows it as much as possible. Reported probabilities are calculated for various targets and alpha-particle energies. Probability of bystander effect has been calculated for alpha particles with 6 and 7.69 MeV energies, which are emitted in the 222 Rn chain. The application of these results may enhance current dose risk estimation approaches in the sense of the inclusion of the influence of the biological effects. (authors)
Tan, Elcin
A new physically-based methodology for probable maximum precipitation (PMP) estimation is developed over the American River Watershed (ARW) using the Weather Research and Forecast (WRF-ARW) model. A persistent moisture flux convergence pattern, called Pineapple Express, is analyzed for 42 historical extreme precipitation events, and it is found that Pineapple Express causes extreme precipitation over the basin of interest. An average correlation between moisture flux convergence and maximum precipitation is estimated as 0.71 for 42 events. The performance of the WRF model is verified for precipitation by means of calibration and independent validation of the model. The calibration procedure is performed only for the first ranked flood event 1997 case, whereas the WRF model is validated for 42 historical cases. Three nested model domains are set up with horizontal resolutions of 27 km, 9 km, and 3 km over the basin of interest. As a result of Chi-square goodness-of-fit tests, the hypothesis that "the WRF model can be used in the determination of PMP over the ARW for both areal average and point estimates" is accepted at the 5% level of significance. The sensitivities of model physics options on precipitation are determined using 28 microphysics, atmospheric boundary layer, and cumulus parameterization schemes combinations. It is concluded that the best triplet option is Thompson microphysics, Grell 3D ensemble cumulus, and YSU boundary layer (TGY), based on 42 historical cases, and this TGY triplet is used for all analyses of this research. Four techniques are proposed to evaluate physically possible maximum precipitation using the WRF: 1. Perturbations of atmospheric conditions; 2. Shift in atmospheric conditions; 3. Replacement of atmospheric conditions among historical events; and 4. Thermodynamically possible worst-case scenario creation. Moreover, climate change effect on precipitation is discussed by emphasizing temperature increase in order to determine the
Haberlandt, U.; Radtke, I.
2014-01-01
Derived flood frequency analysis allows the estimation of design floods with hydrological modeling for poorly observed basins considering change and taking into account flood protection measures. There are several possible choices regarding precipitation input, discharge output and consequently the calibration of the model. The objective of this study is to compare different calibration strategies for a hydrological model considering various types of rainfall input and runoff output data sets and to propose the most suitable approach. Event based and continuous, observed hourly rainfall data as well as disaggregated daily rainfall and stochastically generated hourly rainfall data are used as input for the model. As output, short hourly and longer daily continuous flow time series as well as probability distributions of annual maximum peak flow series are employed. The performance of the strategies is evaluated using the obtained different model parameter sets for continuous simulation of discharge in an independent validation period and by comparing the model derived flood frequency distributions with the observed one. The investigations are carried out for three mesoscale catchments in northern Germany with the hydrological model HEC-HMS (Hydrologic Engineering Center's Hydrologic Modeling System). The results show that (I) the same type of precipitation input data should be used for calibration and application of the hydrological model, (II) a model calibrated using a small sample of extreme values works quite well for the simulation of continuous time series with moderate length but not vice versa, and (III) the best performance with small uncertainty is obtained when stochastic precipitation data and the observed probability distribution of peak flows are used for model calibration. This outcome suggests to calibrate a hydrological model directly on probability distributions of observed peak flows using stochastic rainfall as input if its purpose is the
Implementation of a vibrationally linked chemical reaction model for DSMC
Carlson, A. B.; Bird, Graeme A.
1994-01-01
A new procedure closely linking dissociation and exchange reactions in air to the vibrational levels of the diatomic molecules has been implemented in both one- and two-dimensional versions of Direct Simulation Monte Carlo (DSMC) programs. The previous modeling of chemical reactions with DSMC was based on the continuum reaction rates for the various possible reactions. The new method is more closely related to the actual physics of dissociation and is more appropriate to the particle nature of DSMC. Two cases are presented: the relaxation to equilibrium of undissociated air initially at 10,000 K, and the axisymmetric calculation of shuttle forebody heating during reentry at 92.35 km and 7500 m/s. Although reaction rates are not used in determining the dissociations or exchange reactions, the new method produces rates which agree astonishingly well with the published rates derived from experiment. The results for gas properties and surface properties also agree well with the results produced by earlier DSMC models, equilibrium air calculations, and experiment.
Li, Ning; Liu, Xueqin; Xie, Wei; Wu, Jidong; Zhang, Peng
2013-01-01
New features of natural disasters have been observed over the last several years. The factors that influence the disasters' formation mechanisms, regularity of occurrence and main characteristics have been revealed to be more complicated and diverse in nature than previously thought. As the uncertainty involved increases, the variables need to be examined further. This article discusses the importance and the shortage of multivariate analysis of natural disasters and presents a method to estimate the joint probability of the return periods and perform a risk analysis. Severe dust storms from 1990 to 2008 in Inner Mongolia were used as a case study to test this new methodology, as they are normal and recurring climatic phenomena on Earth. Based on the 79 investigated events and according to the dust storm definition with bivariate, the joint probability distribution of severe dust storms was established using the observed data of maximum wind speed and duration. The joint return periods of severe dust storms were calculated, and the relevant risk was analyzed according to the joint probability. The copula function is able to simulate severe dust storm disasters accurately. The joint return periods generated are closer to those observed in reality than the univariate return periods and thus have more value in severe dust storm disaster mitigation, strategy making, program design, and improvement of risk management. This research may prove useful in risk-based decision making. The exploration of multivariate analysis methods can also lay the foundation for further applications in natural disaster risk analysis. © 2012 Society for Risk Analysis.
Li, Lingxi; Zhang, Minna; Zhang, Shuting; Cui, Yan; Sun, Baoshan
2018-05-03
Anthocyanin-flavanol pigments, formed during red wine fermentation and storage by condensation reactions between anthocyanins and flavanols (monomers, oligomers, and polymers), are one of the major groups of polyphenols in aged red wine. However, knowledge of their biological activities is lacking. This is probably due to the structural diversity and complexity of these molecules, which makes the large-scale separation and isolation of the individual compounds very difficult, thus restricting their further study. In this study, anthocyanins (i.e., malvidin-3-glucoside, cyanidin-3-glucoside, and peonidin-3-glucoside) and (⁻)-epicatechin were first isolated at a preparative scale by high-speed counter-current chromatography. The condensation reaction between each of the isolated anthocyanins and (⁻)-epicatechin, mediated by acetaldehyde, was conducted in model wine solutions to obtain ethyl-linked anthocyanin-flavanol pigments. The effects of pH, molar ratio, and temperature on the reaction rate were investigated, and the reaction conditions of pH 1.7, molar ratio 1:6:10 (anthocyanin/(⁻)-epicatechin/acetaldehyde), and reaction temperature of 35 °C were identified as optimal for conversion of anthocyanins to ethyl-linked anthocyanin-flavanol pigments. Six ethyl-linked anthocyanin-flavanol pigments were isolated in larger quantities and collected under optimal reaction conditions, and their chemical structures were identified by HPLC-QTOF-MS and ECD analyses. Furthermore, DPPH, ABTS, and FRAP assays indicate that ethyl-linked anthocyanin-flavanol pigments show stronger antioxidant activities than their precursor anthocyanins.
Lingxi Li
2018-05-01
Full Text Available Anthocyanin-flavanol pigments, formed during red wine fermentation and storage by condensation reactions between anthocyanins and flavanols (monomers, oligomers, and polymers, are one of the major groups of polyphenols in aged red wine. However, knowledge of their biological activities is lacking. This is probably due to the structural diversity and complexity of these molecules, which makes the large-scale separation and isolation of the individual compounds very difficult, thus restricting their further study. In this study, anthocyanins (i.e., malvidin-3-glucoside, cyanidin-3-glucoside, and peonidin-3-glucoside and (–-epicatechin were first isolated at a preparative scale by high-speed counter-current chromatography. The condensation reaction between each of the isolated anthocyanins and (–-epicatechin, mediated by acetaldehyde, was conducted in model wine solutions to obtain ethyl-linked anthocyanin-flavanol pigments. The effects of pH, molar ratio, and temperature on the reaction rate were investigated, and the reaction conditions of pH 1.7, molar ratio 1:6:10 (anthocyanin/(–-epicatechin/acetaldehyde, and reaction temperature of 35 °C were identified as optimal for conversion of anthocyanins to ethyl-linked anthocyanin-flavanol pigments. Six ethyl-linked anthocyanin-flavanol pigments were isolated in larger quantities and collected under optimal reaction conditions, and their chemical structures were identified by HPLC-QTOF-MS and ECD analyses. Furthermore, DPPH, ABTS, and FRAP assays indicate that ethyl-linked anthocyanin-flavanol pigments show stronger antioxidant activities than their precursor anthocyanins.
Anuwar, Muhammad Hafidz; Jaffar, Maheran Mohd
2017-08-01
This paper provides an overview for the assessment of credit risk specific to the banks. In finance, risk is a term to reflect the potential of financial loss. The risk of default on loan may increase when a company does not make a payment on that loan when the time comes. Hence, this framework analyses the KMV-Merton model to estimate the probabilities of default for Malaysian listed companies. In this way, banks can verify the ability of companies to meet their loan commitments in order to overcome bad investments and financial losses. This model has been applied to all Malaysian listed companies in Bursa Malaysia for estimating the credit default probabilities of companies and compare with the rating given by the rating agency, which is RAM Holdings Berhad to conform to reality. Then, the significance of this study is a credit risk grade is proposed by using the KMV-Merton model for the Malaysian listed companies.
Adamovich, Igor V.
2014-01-01
A three-dimensional, nonperturbative, semiclassical analytic model of vibrational energy transfer in collisions between a rotating diatomic molecule and an atom, and between two rotating diatomic molecules (Forced Harmonic Oscillator–Free Rotation model) has been extended to incorporate rotational relaxation and coupling between vibrational, translational, and rotational energy transfer. The model is based on analysis of semiclassical trajectories of rotating molecules interacting by a repulsive exponential atom-to-atom potential. The model predictions are compared with the results of three-dimensional close-coupled semiclassical trajectory calculations using the same potential energy surface. The comparison demonstrates good agreement between analytic and numerical probabilities of rotational and vibrational energy transfer processes, over a wide range of total collision energies, rotational energies, and impact parameter. The model predicts probabilities of single-quantum and multi-quantum vibrational-rotational transitions and is applicable up to very high collision energies and quantum numbers. Closed-form analytic expressions for these transition probabilities lend themselves to straightforward incorporation into DSMC nonequilibrium flow codes
a Probability Model for Drought Prediction Using Fusion of Markov Chain and SAX Methods
Jouybari-Moghaddam, Y.; Saradjian, M. R.; Forati, A. M.
2017-09-01
Drought is one of the most powerful natural disasters which are affected on different aspects of the environment. Most of the time this phenomenon is immense in the arid and semi-arid area. Monitoring and prediction the severity of the drought can be useful in the management of the natural disaster caused by drought. Many indices were used in predicting droughts such as SPI, VCI, and TVX. In this paper, based on three data sets (rainfall, NDVI, and land surface temperature) which are acquired from MODIS satellite imagery, time series of SPI, VCI, and TVX in time limited between winters 2000 to summer 2015 for the east region of Isfahan province were created. Using these indices and fusion of symbolic aggregation approximation and hidden Markov chain drought was predicted for fall 2015. For this purpose, at first, each time series was transformed into the set of quality data based on the state of drought (5 group) by using SAX algorithm then the probability matrix for the future state was created by using Markov hidden chain. The fall drought severity was predicted by fusion the probability matrix and state of drought severity in summer 2015. The prediction based on the likelihood for each state of drought includes severe drought, middle drought, normal drought, severe wet and middle wet. The analysis and experimental result from proposed algorithm show that the product of this algorithm is acceptable and the proposed algorithm is appropriate and efficient for predicting drought using remote sensor data.
Quantum Probabilities as Behavioral Probabilities
Vyacheslav I. Yukalov
2017-03-01
Full Text Available We demonstrate that behavioral probabilities of human decision makers share many common features with quantum probabilities. This does not imply that humans are some quantum objects, but just shows that the mathematics of quantum theory is applicable to the description of human decision making. The applicability of quantum rules for describing decision making is connected with the nontrivial process of making decisions in the case of composite prospects under uncertainty. Such a process involves deliberations of a decision maker when making a choice. In addition to the evaluation of the utilities of considered prospects, real decision makers also appreciate their respective attractiveness. Therefore, human choice is not based solely on the utility of prospects, but includes the necessity of resolving the utility-attraction duality. In order to justify that human consciousness really functions similarly to the rules of quantum theory, we develop an approach defining human behavioral probabilities as the probabilities determined by quantum rules. We show that quantum behavioral probabilities of humans do not merely explain qualitatively how human decisions are made, but they predict quantitative values of the behavioral probabilities. Analyzing a large set of empirical data, we find good quantitative agreement between theoretical predictions and observed experimental data.
Rojas-Nandayapa, Leonardo
Tail probabilities of sums of heavy-tailed random variables are of a major importance in various branches of Applied Probability, such as Risk Theory, Queueing Theory, Financial Management, and are subject to intense research nowadays. To understand their relevance one just needs to think...... analytic expression for the distribution function of a sum of random variables. The presence of heavy-tailed random variables complicates the problem even more. The objective of this dissertation is to provide better approximations by means of sharp asymptotic expressions and Monte Carlo estimators...
Alfes, K.; Shantz, A.D.; Truss, C.; Soane, E.C.
2013-01-01
This study contributes to our understanding of the mediating and moderating processes through which human resource management (HRM) practices are linked with behavioural outcomes. We developed and tested a moderated mediation model linking perceived HRM practices to organisational citizenship
Zhang, Yuanhui; Wu, Haipeng; Denton, Brian T; Wilson, James R; Lobo, Jennifer M
2017-10-27
Markov models are commonly used for decision-making studies in many application domains; however, there are no widely adopted methods for performing sensitivity analysis on such models with uncertain transition probability matrices (TPMs). This article describes two simulation-based approaches for conducting probabilistic sensitivity analysis on a given discrete-time, finite-horizon, finite-state Markov model using TPMs that are sampled over a specified uncertainty set according to a relevant probability distribution. The first approach assumes no prior knowledge of the probability distribution, and each row of a TPM is independently sampled from the uniform distribution on the row's uncertainty set. The second approach involves random sampling from the (truncated) multivariate normal distribution of the TPM's maximum likelihood estimators for its rows subject to the condition that each row has nonnegative elements and sums to one. The two sampling methods are easily implemented and have reasonable computation times. A case study illustrates the application of these methods to a medical decision-making problem involving the evaluation of treatment guidelines for glycemic control of patients with type 2 diabetes, where natural variation in a patient's glycated hemoglobin (HbA1c) is modeled as a Markov chain, and the associated TPMs are subject to uncertainty.
OL-DEC-MDP Model for Multiagent Online Scheduling with a Time-Dependent Probability of Success
Cheng Zhu
2014-01-01
Full Text Available Focusing on the on-line multiagent scheduling problem, this paper considers the time-dependent probability of success and processing duration and proposes an OL-DEC-MDP (opportunity loss-decentralized Markov Decision Processes model to include opportunity loss into scheduling decision to improve overall performance. The success probability of job processing as well as the process duration is dependent on the time at which the processing is started. The probability of completing the assigned job by an agent would be higher when the process is started earlier, but the opportunity loss could also be high due to the longer engaging duration. As a result, OL-DEC-MDP model introduces a reward function considering the opportunity loss, which is estimated based on the prediction of the upcoming jobs by a sampling method on the job arrival. Heuristic strategies are introduced in computing the best starting time for an incoming job by each agent, and an incoming job will always be scheduled to the agent with the highest reward among all agents with their best starting policies. The simulation experiments show that the OL-DEC-MDP model will improve the overall scheduling performance compared with models not considering opportunity loss in heavy-loading environment.
Toward a generalized probability theory: conditional probabilities
Cassinelli, G.
1979-01-01
The main mathematical object of interest in the quantum logic approach to the foundations of quantum mechanics is the orthomodular lattice and a set of probability measures, or states, defined by the lattice. This mathematical structure is studied per se, independently from the intuitive or physical motivation of its definition, as a generalized probability theory. It is thought that the building-up of such a probability theory could eventually throw light on the mathematical structure of Hilbert-space quantum mechanics as a particular concrete model of the generalized theory. (Auth.)
Lei, Yaguo; Liu, Zongyao; Wang, Delong; Yang, Xiao; Liu, Huan; Lin, Jing
2018-06-01
Tooth damage often causes a reduction in gear mesh stiffness. Thus time-varying mesh stiffness (TVMS) can be treated as an indication of gear health conditions. This study is devoted to investigating the mesh stiffness variations of a pair of external spur gears with tooth pitting, and proposes a new model for describing tooth pitting based on probability distribution. In the model, considering the appearance and development process of tooth pitting, we model the pitting on the surface of spur gear teeth as a series of pits with a uniform distribution in the direction of tooth width and a normal distribution in the direction of tooth height, respectively. In addition, four pitting degrees, from no pitting to severe pitting, are modeled. Finally, influences of tooth pitting on TVMS are analyzed in details and the proposed model is validated by comparing with a finite element model. The comparison results show that the proposed model is effective for the TVMS evaluations of pitting gears.
A Study of Probability Models in Monitoring Environmental Pollution in Nigeria
P. E. Oguntunde
2014-01-01
Full Text Available In Lagos State, Nigeria, pollutant emissions were monitored across the state to detect any significant change which may cause harm to human health and the environment at large. In this research, three theoretical distributions, Weibull, lognormal, and gamma distributions, were examined on the carbon monoxide observations to determine the best fit. The characteristics of the pollutant observation were established and the probabilities of exceeding the Lagos State Environmental Protection Agency (LASEPA and the Federal Environmental Protection Agency (FEPA acceptable limits have been successfully predicted. Increase in the use of vehicles and increase in the establishment of industries have been found not to contribute significantly to the high level of carbon monoxide concentration in Lagos State for the period studied.
Jesús Caja
2016-06-01
Full Text Available A method for analysing the effect of different hypotheses about the type of the input quantities distributions of a measurement model is presented here so that the developed algorithms can be simplified. As an example, a model of indirect measurements with optical coordinate measurement machine was employed to evaluate these different hypotheses. As a result of the different experiments, the assumption that the different variables of the model can be modelled as normal distributions is proved.
Toward linking demographic and economic models for impact assessment
Williams, C.A.; Meenan, C.D.
1991-01-01
One of the objectives of the Yucca Mountain Project, in Southern Nevada, is to evaluate the effects of the development of a high-level nuclear waste repository. As described in the Section 175 Report to the Congress of the US, the temporal scope of this repository project encompasses approximately 70 years and includes four phases: Site characterization and licensing, construction, operation, and closure and decommissioning. If retrieval of the waste were to be required, the temporal scope of the repository project could be extended to approximately 100 years. The study of the potential socioeconomic effects of this project is the foundation for this paper. This paper focuses on the economic and demographic aspects and a possible method to interface the two. First, the authors briefly discuss general socioeconomic modeling theory from a county level view point, as well as methods for the apportionment of county level data to sub-county areas. Next, the authors describe the unique economic and demographic conditions which exist in Nevada at both the state and county levels. Finally, the authors evaluate a possible procedure for analyzing repository effects at a sub-county level; this involves discussion of an interface linking the economic and demographic aspects, which is based on the reconciliation of supply and demand for labor. The authors conclude that the basis for further model development may rely on the interaction of supply and demand to produce change in wage rates. These changes in expected wages should be a justification for allocating economic migrants (who may respond to Yucca Mountain Project development) into various communities
Linking the M&Rfi Weather Generator with Agrometeorological Models
Dubrovsky, Martin; Trnka, Miroslav
2015-04-01
Realistic meteorological inputs (representing the present and/or future climates) for the agrometeorological model simulations are often produced by stochastic weather generators (WGs). This contribution presents some methodological issues and results obtained in our recent experiments. We also address selected questions raised in the synopsis of this session. The input meteorological time series for our experiments are produced by the parametric single site weather generator (WG) Marfi, which is calibrated from the available observational data (or interpolated from surrounding stations). To produce meteorological series representing the future climate, the WG parameters are modified by climate change scenarios, which are prepared by the pattern scaling method: the standardised scenarios derived from Global or Regional Climate Models are multiplied by the change in global mean temperature (ΔTG) determined by the simple climate model MAGICC. The presentation will address following questions: (i) The dependence of the quality of the synthetic weather series and impact results on the WG settings. An emphasis will be put on an effect of conditioning the daily WG on monthly WG (presently being one of our hot topics), which aims at improvement of the reproduction of the low-frequency weather variability. Comparison of results obtained with various WG settings is made in terms of climatic and agroclimatic indices (including extreme temperature and precipitation characteristics and drought indices). (ii) Our methodology accounts for the uncertainties coming from various sources. We will show how the climate change impact results are affected by 1. uncertainty in climate modelling, 2. uncertainty in ΔTG, and 3. uncertainty related to the complexity of the climate change scenario (focusing on an effect of inclusion of changes in variability into the climate change scenarios). Acknowledgements: This study was funded by project "Building up a multidisciplinary scientific
Qingwu Gao
2012-01-01
Full Text Available We discuss the uniformly asymptotic estimate of the finite-time ruin probability for all times in a generalized compound renewal risk model, where the interarrival times of successive accidents and all the claim sizes caused by an accident are two sequences of random variables following a wide dependence structure. This wide dependence structure allows random variables to be either negatively dependent or positively dependent.
Johnston, Robert; de la Barra, Thomas
2000-01-01
This study demonstrates the sequential linking of two types of models to permit the comprehensive evaluation of regional transportation and land use policies. First, we operate an integrated urban model (TRANUS), which represents both land and travel markets with zones and networks. The travel and land use projections from TRANUS are outlined, to demonstrate the general reasonableness of the results, as this is the first application of a market-based urban model in the US. Second, the land us...
Salis, Michele; Arca, Bachisio; Bacciu, Valentina; Spano, Donatella; Duce, Pierpaolo; Santoni, Paul; Ager, Alan; Finney, Mark
2010-05-01
Characterizing the spatial pattern of large fire occurrence and severity is an important feature of the fire management planning in the Mediterranean region. The spatial characterization of fire probabilities, fire behavior distributions and value changes are key components for quantitative risk assessment and for prioritizing fire suppression resources, fuel treatments and law enforcement. Because of the growing wildfire severity and frequency in recent years (e.g.: Portugal, 2003 and 2005; Italy and Greece, 2007 and 2009), there is an increasing demand for models and tools that can aid in wildfire prediction and prevention. Newer wildfire simulation systems offer promise in this regard, and allow for fine scale modeling of wildfire severity and probability. Several new applications has resulted from the development of a minimum travel time (MTT) fire spread algorithm (Finney, 2002), that models the fire growth searching for the minimum time for fire to travel among nodes in a 2D network. The MTT approach makes computationally feasible to simulate thousands of fires and generate burn probability and fire severity maps over large areas. The MTT algorithm is imbedded in a number of research and fire modeling applications. High performance computers are typically used for MTT simulations, although the algorithm is also implemented in the FlamMap program (www.fire.org). In this work, we described the application of the MTT algorithm to estimate spatial patterns of burn probability and to analyze wildfire severity in three fire prone areas of the Mediterranean Basin, specifically Sardinia (Italy), Sicily (Italy) and Corsica (France) islands. We assembled fuels and topographic data for the simulations in 500 x 500 m grids for the study areas. The simulations were run using 100,000 ignitions under weather conditions that replicated severe and moderate weather conditions (97th and 70th percentile, July and August weather, 1995-2007). We used both random ignition locations
Farkas, A.; Balashazy, I.; Szoeke, I.
2003-01-01
The general objective of our research is modelling the biophysical processes of the effects of inhaled radon progenies. This effort is related to the rejection or support of the linear no threshold (LNT) dose-effect hypothesis, which seems to be one of the most challenging tasks of current radiation protection. Our approximation and results may also serve as a useful tool for lung cancer models. In this study, deposition patterns, activity distributions and alpha-hit probabilities of inhaled radon progenies in the large airways of the human tracheobronchial tree are computed. The airflow fields and related particle deposition patterns strongly depend on the shape of airway geometry and breathing pattern. Computed deposition patterns of attached an unattached radon progenies are strongly inhomogeneous creating hot spots at the carinal regions and downstream of the inner sides of the daughter airways. The results suggest that in the vicinity of the carinal regions the multiple hit probabilities are quite high even at low average doses and increase exponentially in the low-dose range. Thus, even the so-called low doses may present high doses for large clusters of cells. The cell transformation probabilities are much higher in these regions and this phenomenon cannot be modeled with average burdens. (authors)
Merica, H
2011-01-01
Little attention has gone into linking to its neuronal substrates the dynamic structure of non-rapid-eye-movement (NREM) sleep, defined as the pattern of time-course power in all frequency bands across an entire episode. Using the spectral power time-courses in the sleep electroencephalogram (EEG), we showed in the typical first episode, several moves towards-and-away from deep sleep, each having an identical pattern linking the major frequency bands beta, sigma and delta. The neuronal transition probability model (NTP) - in fitting the data well - successfully explained the pattern as resulting from stochastic transitions of the firing-rates of the thalamically-projecting brainstem-activating neurons, alternating between two steady dynamic-states (towards-and-away from deep sleep) each initiated by a so-far unidentified flip-flop. The aims here are to identify this flip-flop and to demonstrate that the model fits well all NREM episodes, not just the first. Using published data on suprachiasmatic nucleus (SCN...
Hennings, W.
1988-01-01
For calculating the probability of being hit by crashing military aircraft on different buildings, a model was introduced, which has already been used in the conventional fields. In the context of converting the research reactor BER II, this model was also used in the nuclear field. The report introduces this model and shows the application to a vertical cylinder as an example. Compared to the previous model, an exact and also simpler solution of the model attempt for determining the shade surface for different shapes of buildings is derived. The problems of the distribution of crashes given by the previous model is treated via the vertical angle and an attempt to solve these problems is given. (orig./HP) [de
Channel modelling for free-space optical inter-HAP links using adaptive ARQ transmission
Parthasarathy, S.; Giggenbach, D.; Kirstädter, A.
2014-10-01
Free-space optical (FSO) communication systems have seen significant developments in recent years due to growing need for very high data rates and tap-proof communication. The operation of an FSO link is suited to diverse variety of applications such as satellites, High Altitude Platforms (HAPs), Unmanned Aerial Vehicles (UAVs), aircrafts, ground stations and other areas involving both civil and military situations. FSO communication systems face challenges due to different effects of the atmospheric channel. FSO channel primarily suffers from scintillation effects due to Index of Refraction Turbulence (IRT). In addition, acquisition and pointing becomes more difficult because of the high directivity of the transmitted beam: Miss-pointing of the transmitted beam and tracking errors at the receiver generate additional fading of the optical signal. High Altitude Platforms (HAPs) are quasi-stationary vehicles operating in the stratosphere. The slowly varying but precisely determined time-of-flight of the Inter-HAP channel adds to its characteristics. To propose a suitable ARQ scheme, proper theoretical understanding of the optical atmospheric propagation and modeling of a specific scenario FSO channel is required. In this paper, a bi-directional symmetrical Inter-HAP link has been selected and modeled. The Inter-HAP channel model is then investigated via simulations in terms of optical scintillation induced by IRT and in presence of pointing error. The performance characteristic of the model is then quantified in terms of fading statistics from which the Packet Error Probability (PEP) is calculated. Based on the PEP characteristics, we propose suitable ARQ schemes.
Cherukuri, Aswini; Strong, Allan; Donovan, Therese M.
2018-01-01
Ixobrychus exillis (Least Bittern) is listed as a species of high concern in the North American Waterbird Conservation Plan and is a US Fish and Wildlife Service migratory bird species of conservation concern in the Northeast. Little is known about the population of Least Bitterns in the Northeast because of their low population density, tendency to nest in dense wetland vegetation, and secretive behavior. Urban and agricultural development is expected to encroach on and degrade suitable wetland habitat; however, we cannot predict the effects on Least Bittern populations without more accurate information on their abundance and distribution. We conducted surveys of wetlands in Vermont to assess the efficacy of a monitoring protocol and to establish baseline Least Bittern abundance and distribution data at a sample of 29 wetland sites. Surveys yielded detections of 31 individuals at 15 of 29 sites across 3 biophysical regions and at 5 sites where occupancy had not been previously reported. Probability of occupancy was positively related to wetland size and number of patches, though the relationships were not strong enough to conclude if these were true determinants of occupancy. Call—response broadcast surveys yielded 30 detections, while passive surveys yielded 13. Call—response broadcasts (P = 0.897) increased the rate of detection by 55% compared to passive surveys (P = 0.577). Our results suggest that call—response broadcast surveys are an effective means of assessing Least Bittern occupancy and may reduce bias in long-term monitoring programs.
Improving Power System Modeling. A Tool to Link Capacity Expansion and Production Cost Models
Diakov, Victor [National Renewable Energy Lab. (NREL), Golden, CO (United States); Cole, Wesley [National Renewable Energy Lab. (NREL), Golden, CO (United States); Sullivan, Patrick [National Renewable Energy Lab. (NREL), Golden, CO (United States); Brinkman, Gregory [National Renewable Energy Lab. (NREL), Golden, CO (United States); Margolis, Robert [National Renewable Energy Lab. (NREL), Golden, CO (United States)
2015-11-01
Capacity expansion models (CEM) provide a high-level long-term view at the prospects of the evolving power system. In simulating the possibilities of long-term capacity expansion, it is important to maintain the viability of power system operation in the short-term (daily, hourly and sub-hourly) scales. Production-cost models (PCM) simulate routine power system operation on these shorter time scales using detailed load, transmission and generation fleet data by minimizing production costs and following reliability requirements. When based on CEM 'predictions' about generating unit retirements and buildup, PCM provide more detailed simulation for the short-term system operation and, consequently, may confirm the validity of capacity expansion predictions. Further, production cost model simulations of a system that is based on capacity expansion model solution are 'evolutionary' sound: the generator mix is the result of logical sequence of unit retirement and buildup resulting from policy and incentives. The above has motivated us to bridge CEM with PCM by building a capacity expansion - to - production cost model Linking Tool (CEPCoLT). The Linking Tool is built to onset capacity expansion model prescriptions onto production cost model inputs. NREL's ReEDS and Energy Examplar's PLEXOS are the capacity expansion and the production cost models, respectively. Via the Linking Tool, PLEXOS provides details of operation for the regionally-defined ReEDS scenarios.
Method for Automatic Selection of Parameters in Normal Tissue Complication Probability Modeling
Christophides, Damianos; Appelt, Ane L; Gusnanto, Arief
2018-01-01
by multicollinearity reduction using the variance inflation factor and genetic algorithm optimization to determine an ordinal logistic regression model that minimizes the Bayesian information criterion. The process was repeated 100 times, and the model with the minimum Bayesian information criterion was recorded...
Modeling of Kidney Hemodynamics: Probability-Based Topology of an Arterial Network
Postnov, Dmitry D; Marsh, Donald J; Postnov, Dmitry E
2016-01-01
CT) data we develop an algorithm for generating the renal arterial network. We then introduce a mathematical model describing blood flow dynamics and nephron to nephron interaction in the network. The model includes an implementation of electrical signal propagation along a vascular wall. Simulation...
S. K. Morley
2007-11-01
Full Text Available We compare the probability distributions of substorm magnetic bay magnitudes from observations and a minimal substorm model. The observed distribution was derived previously and independently using the IL index from the IMAGE magnetometer network. The model distribution is derived from a synthetic AL index time series created using real solar wind data and a minimal substorm model, which was previously shown to reproduce observed substorm waiting times. There are two free parameters in the model which scale the contributions to AL from the directly-driven DP2 electrojet and loading-unloading DP1 electrojet, respectively. In a limited region of the 2-D parameter space of the model, the probability distribution of modelled substorm bay magnitudes is not significantly different to the observed distribution. The ranges of the two parameters giving acceptable (95% confidence level agreement are consistent with expectations using results from other studies. The approximately linear relationship between the two free parameters over these ranges implies that the substorm magnitude simply scales linearly with the solar wind power input at the time of substorm onset.
Blyton, Michaela D J; Banks, Sam C; Peakall, Rod; Lindenmayer, David B
2012-02-01
The formal testing of mating system theories with empirical data is important for evaluating the relative importance of different processes in shaping mating systems in wild populations. Here, we present a generally applicable probability modelling framework to test the role of local mate availability in determining a population's level of genetic monogamy. We provide a significance test for detecting departures in observed mating patterns from model expectations based on mate availability alone, allowing the presence and direction of behavioural effects to be inferred. The assessment of mate availability can be flexible and in this study it was based on population density, sex ratio and spatial arrangement. This approach provides a useful tool for (1) isolating the effect of mate availability in variable mating systems and (2) in combination with genetic parentage analyses, gaining insights into the nature of mating behaviours in elusive species. To illustrate this modelling approach, we have applied it to investigate the variable mating system of the mountain brushtail possum (Trichosurus cunninghami) and compared the model expectations with the outcomes of genetic parentage analysis over an 18-year study. The observed level of monogamy was higher than predicted under the model. Thus, behavioural traits, such as mate guarding or selective mate choice, may increase the population level of monogamy. We show that combining genetic parentage data with probability modelling can facilitate an improved understanding of the complex interactions between behavioural adaptations and demographic dynamics in driving mating system variation. © 2011 Blackwell Publishing Ltd.
Grinstead, Charles M; Snell, J Laurie
2011-01-01
This book explores four real-world topics through the lens of probability theory. It can be used to supplement a standard text in probability or statistics. Most elementary textbooks present the basic theory and then illustrate the ideas with some neatly packaged examples. Here the authors assume that the reader has seen, or is learning, the basic theory from another book and concentrate in some depth on the following topics: streaks, the stock market, lotteries, and fingerprints. This extended format allows the authors to present multiple approaches to problems and to pursue promising side discussions in ways that would not be possible in a book constrained to cover a fixed set of topics. To keep the main narrative accessible, the authors have placed the more technical mathematical details in appendices. The appendices can be understood by someone who has taken one or two semesters of calculus.
Taylor, Faith E.; Santangelo, Michele; Marchesini, Ivan; Malamud, Bruce D.
2013-04-01
During a landslide triggering event, the tens to thousands of landslides resulting from the trigger (e.g., earthquake, heavy rainfall) may block a number of sections of the road network, posing a risk to rescue efforts, logistics and accessibility to a region. Here, we present initial results from a semi-stochastic model we are developing to evaluate the probability of landslides intersecting a road network and the network-accessibility implications of this across a region. This was performed in the open source GRASS GIS software, where we took 'model' landslides and dropped them on a 79 km2 test area region in Collazzone, Umbria, Central Italy, with a given road network (major and minor roads, 404 km in length) and already determined landslide susceptibilities. Landslide areas (AL) were randomly selected from a three-parameter inverse gamma probability density function, consisting of a power-law decay of about -2.4 for medium and large values of AL and an exponential rollover for small values of AL; the rollover (maximum probability) occurs at about AL = 400 m.2 The number of landslide areas selected for each triggered event iteration was chosen to have an average density of 1 landslide km-2, i.e. 79 landslide areas chosen randomly for each iteration. Landslides were then 'dropped' over the region semi-stochastically: (i) random points were generated across the study region; (ii) based on the landslide susceptibility map, points were accepted/rejected based on the probability of a landslide occurring at that location. After a point was accepted, it was assigned a landslide area (AL) and length to width ratio. Landslide intersections with roads were then assessed and indices such as the location, number and size of road blockage recorded. The GRASS-GIS model was performed 1000 times in a Monte-Carlo type simulation. Initial results show that for a landslide triggering event of 1 landslide km-2 over a 79 km2 region with 404 km of road, the number of road blockages
Timpanaro, André M.; Prado, Carmen P. C.
2014-05-01
We discuss the exit probability of the one-dimensional q-voter model and present tools to obtain estimates about this probability, both through simulations in large networks (around 107 sites) and analytically in the limit where the network is infinitely large. We argue that the result E(ρ )=ρq/ρq+(1-ρ)q, that was found in three previous works [F. Slanina, K. Sznajd-Weron, and P. Przybyła, Europhys. Lett. 82, 18006 (2008), 10.1209/0295-5075/82/18006; R. Lambiotte and S. Redner, Europhys. Lett. 82, 18007 (2008), 10.1209/0295-5075/82/18007, for the case q =2; and P. Przybyła, K. Sznajd-Weron, and M. Tabiszewski, Phys. Rev. E 84, 031117 (2011), 10.1103/PhysRevE.84.031117, for q >2] using small networks (around 103 sites), is a good approximation, but there are noticeable deviations that appear even for small systems and that do not disappear when the system size is increased (with the notable exception of the case q =2). We also show that, under some simple and intuitive hypotheses, the exit probability must obey the inequality ρq/ρq+(1-ρ)≤E(ρ)≤ρ/ρ +(1-ρ)q in the infinite size limit. We believe this settles in the negative the suggestion made [S. Galam and A. C. R. Martins, Europhys. Lett. 95, 48005 (2001), 10.1209/0295-5075/95/48005] that this result would be a finite size effect, with the exit probability actually being a step function. We also show how the result that the exit probability cannot be a step function can be reconciled with the Galam unified frame, which was also a source of controversy.
Zhong LV
2017-08-01
Full Text Available Autonomous crack healing using pre-embedded capsules containing healing agent is becoming a promising approach to restore the strength of damaged structures. In addition to the material properties, the size and volume fraction of capsules influence crack healing in the matrix. Understanding the crack and capsule interaction is critical in the development and design of structures made of capsule-based self-healing materials. Continuing our previous study, in this contribution a more practical rupturing mode of capsules characterizing the rupturing manner of capsules fractured by cracks in cementitious materials is presented, i.e., penetrating mode. With the underlying assumption that a crack penetrating capsules undoubtedly leads to crack healing, geometrical probability theory is employed to develop the quantitative relationship between crack size and capsule size, capsule concentration in capsule-based self-healing virtual cementitious material. Moreover, an analytical expression of probability of a crack penetrating with randomly dispersed capsules is developed in two-dimensional material matrix setup. The influences of the induced rupturing modes of capsules embedded on the self-healing efficiency are analyzed. Much attention is paid to compare the penetrating probability and the hitting probability, in order to assist the designer to make a choice of the optimal rupturing modes of capsules embedded. The accuracy of results of the theoretical model is also compared with Monte-Carlo numerical analysis of crack interacting with capsules. It shows that the developed probability characteristics of a crack interaction with capsules for different rupturing modes is helpful to provide guidelines for designer working with capsule-based self-healing cementitious materials.DOI: http://dx.doi.org/10.5755/j01.ms.23.3.16888
Dorogovtsev, A Ya; Skorokhod, A V; Silvestrov, D S; Skorokhod, A V
1997-01-01
This book of problems is intended for students in pure and applied mathematics. There are problems in traditional areas of probability theory and problems in the theory of stochastic processes, which has wide applications in the theory of automatic control, queuing and reliability theories, and in many other modern science and engineering fields. Answers to most of the problems are given, and the book provides hints and solutions for more complicated problems.
Boccio, J.L.; Usher, J.L.; Singhal, A.K.; Tam, L.T.
1985-08-01
A fire in a nuclear power plant (NPP) can damage equipment needed to safely operate the plant and thereby either directly cause an accident or else reduce the plant's margin of safety. The development of a field-model fire code to analyze the probable fire environments encountered within NPP is discussed. A set of fire tests carried out under the aegis of the US Nuclear Regulatory Commission (NRC) is described. The results of these tests are then utilized to validate the field model
Fujita, Takafumi; Shimosaka, Haruo
1980-01-01
This paper is described on the results of analysis of the response of liquid containers (tanks) to earthquakes. Sine wave oscillation was applied experimentally to model tanks with legs. A model with one degree of freedom is good enough for the analysis. To investigate the reason of this fact, the response multiplication factor of tank displacement was analysed. The shapes of the model tanks were rectangular and cylindrical. Analyses were made by a potential theory. The experimental studies show that the characteristics of attenuation of oscillation was non-linear. The model analysis of this non-linear attenuation was also performed. Good agreement between the experimental and the analytical results was recognized. The probability analysis of the response to earthquake with simulated shock waves was performed, using the above mentioned model, and good agreement between the experiment and the analysis was obtained. (Kato, T.)
Seyed Shamseddin Alizadeh
2014-12-01
Full Text Available Background: Falls from height are one of the main causes of fatal occupational injuries. The objective of this study was to present a model for estimating occurrence probability of falling from height. Methods: In order to make a list of factors affecting falls, we used four expert group's judgment, literature review and an available database. Then the validity and reliability of designed questionnaire were determined and Bayesian networks were built. The built network, nodes and curves were quantified. For network sensitivity analysis, four types of analysis carried out. Results: A Bayesian network for assessment of posterior probabilities of falling from height proposed. The presented Bayesian network model shows the interrelationships among 37 causes affecting the falling from height and can calculate its posterior probabilities. The most important factors affecting falling were Non-compliance with safety instructions for work at height (0.127, Lack of safety equipment for work at height (0.094 and Lack of safety instructions for work at height (0.071 respectively. Conclusion: The proposed Bayesian network used to determine how different causes could affect the falling from height at work. The findings of this study can be used to decide on the falling accident prevention programs.
Courey, Karim J.; Asfour, Shihab S.; Onar, Arzu; Bayliss, Jon A.; Ludwig, Larry L.; Wright, Maria C.
2009-01-01
To comply with lead-free legislation, many manufacturers have converted from tin-lead to pure tin finishes of electronic components. However, pure tin finishes have a greater propensity to grow tin whiskers than tin-lead finishes. Since tin whiskers present an electrical short circuit hazard in electronic components, simulations have been developed to quantify the risk of said short circuits occurring. Existing risk simulations make the assumption that when a free tin whisker has bridged two adjacent exposed electrical conductors, the result is an electrical short circuit. This conservative assumption is made because shorting is a random event that had an unknown probability associated with it. Note however that due to contact resistance electrical shorts may not occur at lower voltage levels. In our first article we developed an empirical probability model for tin whisker shorting. In this paper, we develop a more comprehensive empirical model using a refined experiment with a larger sample size, in which we studied the effect of varying voltage on the breakdown of the contact resistance which leads to a short circuit. From the resulting data we estimated the probability distribution of an electrical short, as a function of voltage. In addition, the unexpected polycrystalline structure seen in the focused ion beam (FIB) cross section in the first experiment was confirmed in this experiment using transmission electron microscopy (TEM). The FIB was also used to cross section two card guides to facilitate the measurement of the grain size of each card guide's tin plating to determine its finish.
From classical to quantum models: the regularising role of integrals, symmetry and probabilities
Gazeau, Jean-Pierre
2018-01-01
In physics, one is often misled in thinking that the mathematical model of a system is part of or is that system itself. Think of expressions commonly used in physics like "point" particle, motion "on the line", "smooth" observables, wave function, and even "going to infinity", without forgetting perplexing phrases like "classical world" versus "quantum world".... On the other hand, when a mathematical model becomes really inoperative with regard to correct predictions, one is forced to repla...
A study of quantum mechanical probabilities in the classical Hodgkin-Huxley model.
Moradi, N; Scholkmann, F; Salari, V
2015-03-01
The Hodgkin-Huxley (HH) model is a powerful model to explain different aspects of spike generation in excitable cells. However, the HH model was proposed in 1952 when the real structure of the ion channel was unknown. It is now common knowledge that in many ion-channel proteins the flow of ions through the pore is governed by a gate, comprising a so-called "selectivity filter" inside the ion channel, which can be controlled by electrical interactions. The selectivity filter (SF) is believed to be responsible for the selection and fast conduction of particular ions across the membrane of an excitable cell. Other (generally larger) parts of the molecule such as the pore-domain gate control the access of ions to the channel protein. In fact, two types of gates are considered here for ion channels: the "external gate", which is the voltage sensitive gate, and the "internal gate" which is the selectivity filter gate (SFG). Some quantum effects are expected in the SFG due to its small dimensions, which may play an important role in the operation of an ion channel. Here, we examine parameters in a generalized model of HH to see whether any parameter affects the spike generation. Our results indicate that the previously suggested semi-quantum-classical equation proposed by Bernroider and Summhammer (BS) agrees strongly with the HH equation under different conditions and may even provide a better explanation in some cases. We conclude that the BS model can refine the classical HH model substantially.
de Uña-Álvarez, Jacobo; Meira-Machado, Luís
2015-06-01
Multi-state models are often used for modeling complex event history data. In these models the estimation of the transition probabilities is of particular interest, since they allow for long-term predictions of the process. These quantities have been traditionally estimated by the Aalen-Johansen estimator, which is consistent if the process is Markov. Several non-Markov estimators have been proposed in the recent literature, and their superiority with respect to the Aalen-Johansen estimator has been proved in situations in which the Markov condition is strongly violated. However, the existing estimators have the drawback of requiring that the support of the censoring distribution contains the support of the lifetime distribution, which is not often the case. In this article, we propose two new methods for estimating the transition probabilities in the progressive illness-death model. Some asymptotic results are derived. The proposed estimators are consistent regardless the Markov condition and the referred assumption about the censoring support. We explore the finite sample behavior of the estimators through simulations. The main conclusion of this piece of research is that the proposed estimators are much more efficient than the existing non-Markov estimators in most cases. An application to a clinical trial on colon cancer is included. Extensions to progressive processes beyond the three-state illness-death model are discussed. © 2015, The International Biometric Society.
Moiseenko, Vitali; Battista, Jerry; Van Dyk, Jake
2000-01-01
Purpose: To evaluate the impact of dose-volume histogram (DVH) reduction schemes and models of normal tissue complication probability (NTCP) on ranking of radiation treatment plans. Methods and Materials: Data for liver complications in humans and for spinal cord in rats were used to derive input parameters of four different NTCP models. DVH reduction was performed using two schemes: 'effective volume' and 'preferred Lyman'. DVHs for competing treatment plans were derived from a sample DVH by varying dose uniformity in a high dose region so that the obtained cumulative DVHs intersected. Treatment plans were ranked according to the calculated NTCP values. Results: Whenever the preferred Lyman scheme was used to reduce the DVH, competing plans were indistinguishable as long as the mean dose was constant. The effective volume DVH reduction scheme did allow us to distinguish between these competing treatment plans. However, plan ranking depended on the radiobiological model used and its input parameters. Conclusions: Dose escalation will be a significant part of radiation treatment planning using new technologies, such as 3-D conformal radiotherapy and tomotherapy. Such dose escalation will depend on how the dose distributions in organs at risk are interpreted in terms of expected complication probabilities. The present study indicates considerable variability in predicted NTCP values because of the methods used for DVH reduction and radiobiological models and their input parameters. Animal studies and collection of standardized clinical data are needed to ascertain the effects of non-uniform dose distributions and to test the validity of the models currently in use
Lambert, Amaury; Stadler, Tanja
2013-12-01
Forward-in-time models of diversification (i.e., speciation and extinction) produce phylogenetic trees that grow "vertically" as time goes by. Pruning the extinct lineages out of such trees leads to natural models for reconstructed trees (i.e., phylogenies of extant species). Alternatively, reconstructed trees can be modelled by coalescent point processes (CPPs), where trees grow "horizontally" by the sequential addition of vertical edges. Each new edge starts at some random speciation time and ends at the present time; speciation times are drawn from the same distribution independently. CPPs lead to extremely fast computation of tree likelihoods and simulation of reconstructed trees. Their topology always follows the uniform distribution on ranked tree shapes (URT). We characterize which forward-in-time models lead to URT reconstructed trees and among these, which lead to CPP reconstructed trees. We show that for any "asymmetric" diversification model in which speciation rates only depend on time and extinction rates only depend on time and on a non-heritable trait (e.g., age), the reconstructed tree is CPP, even if extant species are incompletely sampled. If rates additionally depend on the number of species, the reconstructed tree is (only) URT (but not CPP). We characterize the common distribution of speciation times in the CPP description, and discuss incomplete species sampling as well as three special model cases in detail: (1) the extinction rate does not depend on a trait; (2) rates do not depend on time; (3) mass extinctions may happen additionally at certain points in the past. Copyright © 2013 Elsevier Inc. All rights reserved.
ABOUT PROBABILITY OF RESEARCH OF THE NN Ser SPECTRUM BY MODEL ATMOSPHERES METHOD
Sakhibullin, N. A.; Shimansky, V. V.
2017-01-01
The spectrum of close binary system NN Ser is investigated by a models atmospheres method. It is show that the atmosphere near the centrum of a hot spot on surface of red dwarf has powerful chromospheres, arising from heating in Laiman continua. Four models of binary system with various of parameters are constructed and their theoretical spectra are obtained. Temperature of white dwarf Tef = 62000 K, radius of the red dwarf RT = 0.20139 and angle inclination of system i = 82“ are determined. ...
Choice probability generating functions
Fosgerau, Mogens; McFadden, Daniel; Bierlaire, Michel
2013-01-01
This paper considers discrete choice, with choice probabilities coming from maximization of preferences from a random utility field perturbed by additive location shifters (ARUM). Any ARUM can be characterized by a choice-probability generating function (CPGF) whose gradient gives the choice...... probabilities, and every CPGF is consistent with an ARUM. We relate CPGF to multivariate extreme value distributions, and review and extend methods for constructing CPGF for applications. The choice probabilities of any ARUM may be approximated by a cross-nested logit model. The results for ARUM are extended...
Business model risk analysis: predicting the probability of business network profitability
Johnson, Pontus; Iacob, Maria Eugenia; Valja, Margus; van Sinderen, Marten J.; Magnusson, Christer; Ladhe, Tobias; van Sinderen, Marten J.; Oude Luttighuis, P.H.W.M.; Folmer, Erwin Johan Albert; Bosems, S.
In the design phase of business collaboration, it is desirable to be able to predict the profitability of the business-to-be. Therefore, techniques to assess qualities such as costs, revenues, risks, and profitability have been previously proposed. However, they do not allow the modeler to properly
Litchford, Ron J.; Jeng, San-Mou
1992-01-01
The performance of a recently introduced statistical transport model for turbulent particle dispersion is studied here for rigid particles injected into a round turbulent jet. Both uniform and isosceles triangle pdfs are used. The statistical sensitivity to parcel pdf shape is demonstrated.
Janíček, P.; Fuis, Vladimír; Málek, M.
2010-01-01
Roč. 14, č. 4 (2010), s. 42-51 ISSN 1335-2393 Institutional research plan: CEZ:AV0Z20760514 Keywords : computational modeling * ceramic head * in vivo destructions * hip joint endoprosthesis * probabily of rupture Subject RIV: BO - Biophysics
Probabilities and Predictions: Modeling the Development of Scientific Problem-Solving Skills
2005-01-01
The IMMEX (Interactive Multi-Media Exercises) Web-based problem set platform enables the online delivery of complex, multimedia simulations, the rapid collection of student performance data, and has already been used in several genetic simulations. The next step is the use of these data to understand and improve student learning in a formative manner. This article describes the development of probabilistic models of undergraduate student problem solving in molecular genetics that detailed the spectrum of strategies students used when problem solving, and how the strategic approaches evolved with experience. The actions of 776 university sophomore biology majors from three molecular biology lecture courses were recorded and analyzed. Each of six simulations were first grouped by artificial neural network clustering to provide individual performance measures, and then sequences of these performances were probabilistically modeled by hidden Markov modeling to provide measures of progress. The models showed that students with different initial problem-solving abilities choose different strategies. Initial and final strategies varied across different sections of the same course and were not strongly correlated with other achievement measures. In contrast to previous studies, we observed no significant gender differences. We suggest that instructor interventions based on early student performances with these simulations may assist students to recognize effective and efficient problem-solving strategies and enhance learning. PMID:15746978
On the probability distribution of stock returns in the Mike-Farmer model
Gu, G.-F.; Zhou, W.-X.
2009-02-01
Recently, Mike and Farmer have constructed a very powerful and realistic behavioral model to mimick the dynamic process of stock price formation based on the empirical regularities of order placement and cancelation in a purely order-driven market, which can successfully reproduce the whole distribution of returns, not only the well-known power-law tails, together with several other important stylized facts. There are three key ingredients in the Mike-Farmer (MF) model: the long memory of order signs characterized by the Hurst index Hs, the distribution of relative order prices x in reference to the same best price described by a Student distribution (or Tsallis’ q-Gaussian), and the dynamics of order cancelation. They showed that different values of the Hurst index Hs and the freedom degree αx of the Student distribution can always produce power-law tails in the return distribution fr(r) with different tail exponent αr. In this paper, we study the origin of the power-law tails of the return distribution fr(r) in the MF model, based on extensive simulations with different combinations of the left part L(x) for x 0 of fx(x). We find that power-law tails appear only when L(x) has a power-law tail, no matter R(x) has a power-law tail or not. In addition, we find that the distributions of returns in the MF model at different timescales can be well modeled by the Student distributions, whose tail exponents are close to the well-known cubic law and increase with the timescale.
Yilmaz, Isik; Keskin, Inan; Marschalko, Marian; Bednarik, Martin
2010-05-01
This study compares the GIS based collapse susceptibility mapping methods such as; conditional probability (CP), logistic regression (LR) and artificial neural networks (ANN) applied in gypsum rock masses in Sivas basin (Turkey). Digital Elevation Model (DEM) was first constructed using GIS software. Collapse-related factors, directly or indirectly related to the causes of collapse occurrence, such as distance from faults, slope angle and aspect, topographical elevation, distance from drainage, topographic wetness index- TWI, stream power index- SPI, Normalized Difference Vegetation Index (NDVI) by means of vegetation cover, distance from roads and settlements were used in the collapse susceptibility analyses. In the last stage of the analyses, collapse susceptibility maps were produced from CP, LR and ANN models, and they were then compared by means of their validations. Area Under Curve (AUC) values obtained from all three methodologies showed that the map obtained from ANN model looks like more accurate than the other models, and the results also showed that the artificial neural networks is a usefull tool in preparation of collapse susceptibility map and highly compatible with GIS operating features. Key words: Collapse; doline; susceptibility map; gypsum; GIS; conditional probability; logistic regression; artificial neural networks.
Drakos, Nicole E; Wahl, Lindi M
2015-12-01
Theoretical approaches are essential to our understanding of the complex dynamics of mobile genetic elements (MGEs) within genomes. Recently, the birth-death-diversification model was developed to describe the dynamics of mobile promoters (MPs), a particular class of MGEs in prokaryotes. A unique feature of this model is that genetic diversification of elements was included. To explore the implications of diversification on the longterm fate of MGE lineages, in this contribution we analyze the extinction probabilities, extinction times and equilibrium solutions of the birth-death-diversification model. We find that diversification increases both the survival and growth rate of MGE families, but the strength of this effect depends on the rate of horizontal gene transfer (HGT). We also find that the distribution of MGE families per genome is not necessarily monotonically decreasing, as observed for MPs, but may have a peak in the distribution that is related to the HGT rate. For MPs specifically, we find that new families have a high extinction probability, and predict that the number of MPs is increasing, albeit at a very slow rate. Additionally, we develop an extension of the birth-death-diversification model which allows MGEs in different regions of the genome, for example coding and non-coding, to be described by different rates. This extension may offer a potential explanation as to why the majority of MPs are located in non-promoter regions of the genome. Copyright © 2015 Elsevier Inc. All rights reserved.
Lin, Cheng; Mu, Hao; Xiong, Rui; Shen, Weixiang
2016-01-01
Highlights: • A novel multi-model probability battery SOC fusion estimation approach was proposed. • The linear matrix inequality-based H∞ technique is employed to estimate the SOC. • The Bayes theorem has been employed to realize the optimal weight for the fusion. • The robustness of the proposed approach is verified by different batteries. • The results show that the proposed method can promote global estimation accuracy. - Abstract: Due to the strong nonlinearity and complex time-variant property of batteries, the existing state of charge (SOC) estimation approaches based on a single equivalent circuit model (ECM) cannot provide the accurate SOC for the entire discharging period. This paper aims to present a novel SOC estimation approach based on a multiple ECMs fusion method for improving the practical application performance. In the proposed approach, three battery ECMs, namely the Thevenin model, the double polarization model and the 3rd order RC model, are selected to describe the dynamic voltage of lithium-ion batteries and the genetic algorithm is then used to determine the model parameters. The linear matrix inequality-based H-infinity technique is employed to estimate the SOC from the three models and the Bayes theorem-based probability method is employed to determine the optimal weights for synthesizing the SOCs estimated from the three models. Two types of lithium-ion batteries are used to verify the feasibility and robustness of the proposed approach. The results indicate that the proposed approach can improve the accuracy and reliability of the SOC estimation against uncertain battery materials and inaccurate initial states.
Burgazzi, Luciano
2014-01-01
This note endeavors to address some significant issues revealed by the Fukushima accident in Japan in 2011, such as the analysis of various dependency aspects arisen in the light of the external event PSA framework, as the treatment of the correlated hazards. To this aim some foundational notions to implement the PSA models related to specific aspects, like the external hazard combination, e.g., earthquake and tsunami as at the Fukushima accident, and the external hazard-caused internal events, e.g., seismic induced fire, are proposed and discussed to be incorporated within the risk assessment structure. Risk assessment of external hazards is required and utilized as an integrated part of PRA for operating and new reactor units. In the light of the Fukushima accident, of special interest are correlated events, whose modelling is proposed in the present study, in the form of some theoretical concepts, which lay the foundations for the PSA framework implementation. An applicative example is presented for illustrative purposes, since the analysis is carried out on the basis of generic numerical values assigned to an oversimplified model and results are achieved without any baseline comparison. Obviously the first step aimed at the process endorsement is the analysis of all available information in order to determine the level of applicability of the observed specific plant site events to the envisaged model and the statistical correlation analysis for event occurrence data that can be used as part of this process. Despite these drawbacks that actually do not qualify the achieved results, the present work represents an exploratory study aimed at resolving current open issues to be resolved in the PSA, like topics related to unanticipated scenarios: the combined external hazards of the earthquake and tsunami in Fukushima, external hazards causing internal events, such as seismic induced fire. These topics are to be resolved among the other ones as emerging from the
A novel animal model linking adiposity to altered circadian rhythms
Researchers have provided evidence for a link between obesity and altered circadian rhythms (e.g., shift work, disrupted sleep), but the mechanism for this association is still unknown. Adipocytes possess an intrinsic circadian clock, and circadian rhythms in adipocytokines and adipose tissue metab...
Coupled dynamics of node and link states in complex networks: a model for language competition
Carro, Adrián; Toral, Raúl; Miguel, Maxi San
2016-01-01
Inspired by language competition processes, we present a model of coupled evolution of node and link states. In particular, we focus on the interplay between the use of a language and the preference or attitude of the speakers towards it, which we model, respectively, as a property of the interactions between speakers (a link state) and as a property of the speakers themselves (a node state). Furthermore, we restrict our attention to the case of two socially equivalent languages and to socially inspired network topologies based on a mechanism of triadic closure. As opposed to most of the previous literature, where language extinction is an inevitable outcome of the dynamics, we find a broad range of possible asymptotic configurations, which we classify as: frozen extinction states, frozen coexistence states, and dynamically trapped coexistence states. Moreover, metastable coexistence states with very long survival times and displaying a non-trivial dynamics are found to be abundant. Interestingly, a system size scaling analysis shows, on the one hand, that the probability of language extinction vanishes exponentially for increasing system sizes and, on the other hand, that the time scale of survival of the non-trivial dynamical metastable states increases linearly with the size of the system. Thus, non-trivial dynamical coexistence is the only possible outcome for large enough systems. Finally, we show how this coexistence is characterized by one of the languages becoming clearly predominant while the other one becomes increasingly confined to ‘ghetto-like’ structures: small groups of bilingual speakers arranged in triangles, with a strong preference for the minority language, and using it for their intra-group interactions while they switch to the predominant language for communications with the rest of the population. (paper)
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.
Bakhshandeh, Mohsen; Hashemi, Bijan; Mahdavi, Seied Rabi Mehdi; Nikoofar, Alireza; Vasheghani, Maryam; Kazemnejad, Anoshirvan
2013-02-01
To determine the dose-response relationship of the thyroid for radiation-induced hypothyroidism in head-and-neck radiation therapy, according to 6 normal tissue complication probability models, and to find the best-fit parameters of the models. Sixty-five patients treated with primary or postoperative radiation therapy for various cancers in the head-and-neck region were prospectively evaluated. Patient serum samples (tri-iodothyronine, thyroxine, thyroid-stimulating hormone [TSH], free tri-iodothyronine, and free thyroxine) were measured before and at regular time intervals until 1 year after the completion of radiation therapy. Dose-volume histograms (DVHs) of the patients' thyroid gland were derived from their computed tomography (CT)-based treatment planning data. Hypothyroidism was defined as increased TSH (subclinical hypothyroidism) or increased TSH in combination with decreased free thyroxine and thyroxine (clinical hypothyroidism). Thyroid DVHs were converted to 2 Gy/fraction equivalent doses using the linear-quadratic formula with α/β = 3 Gy. The evaluated models included the following: Lyman with the DVH reduced to the equivalent uniform dose (EUD), known as LEUD; Logit-EUD; mean dose; relative seriality; individual critical volume; and population critical volume models. The parameters of the models were obtained by fitting the patients' data using a maximum likelihood analysis method. The goodness of fit of the models was determined by the 2-sample Kolmogorov-Smirnov test. Ranking of the models was made according to Akaike's information criterion. Twenty-nine patients (44.6%) experienced hypothyroidism. None of the models was rejected according to the evaluation of the goodness of fit. The mean dose model was ranked as the best model on the basis of its Akaike's information criterion value. The D(50) estimated from the models was approximately 44 Gy. The implemented normal tissue complication probability models showed a parallel architecture for the
Bakhshandeh, Mohsen [Department of Medical Physics, Faculty of Medical Sciences, Tarbiat Modares University, Tehran (Iran, Islamic Republic of); Hashemi, Bijan, E-mail: bhashemi@modares.ac.ir [Department of Medical Physics, Faculty of Medical Sciences, Tarbiat Modares University, Tehran (Iran, Islamic Republic of); Mahdavi, Seied Rabi Mehdi [Department of Medical Physics, Faculty of Medical Sciences, Tehran University of Medical Sciences, Tehran (Iran, Islamic Republic of); Nikoofar, Alireza; Vasheghani, Maryam [Department of Radiation Oncology, Hafte-Tir Hospital, Tehran University of Medical Sciences, Tehran (Iran, Islamic Republic of); Kazemnejad, Anoshirvan [Department of Biostatistics, Faculty of Medical Sciences, Tarbiat Modares University, Tehran (Iran, Islamic Republic of)
2013-02-01
Purpose: To determine the dose-response relationship of the thyroid for radiation-induced hypothyroidism in head-and-neck radiation therapy, according to 6 normal tissue complication probability models, and to find the best-fit parameters of the models. Methods and Materials: Sixty-five patients treated with primary or postoperative radiation therapy for various cancers in the head-and-neck region were prospectively evaluated. Patient serum samples (tri-iodothyronine, thyroxine, thyroid-stimulating hormone [TSH], free tri-iodothyronine, and free thyroxine) were measured before and at regular time intervals until 1 year after the completion of radiation therapy. Dose-volume histograms (DVHs) of the patients' thyroid gland were derived from their computed tomography (CT)-based treatment planning data. Hypothyroidism was defined as increased TSH (subclinical hypothyroidism) or increased TSH in combination with decreased free thyroxine and thyroxine (clinical hypothyroidism). Thyroid DVHs were converted to 2 Gy/fraction equivalent doses using the linear-quadratic formula with {alpha}/{beta} = 3 Gy. The evaluated models included the following: Lyman with the DVH reduced to the equivalent uniform dose (EUD), known as LEUD; Logit-EUD; mean dose; relative seriality; individual critical volume; and population critical volume models. The parameters of the models were obtained by fitting the patients' data using a maximum likelihood analysis method. The goodness of fit of the models was determined by the 2-sample Kolmogorov-Smirnov test. Ranking of the models was made according to Akaike's information criterion. Results: Twenty-nine patients (44.6%) experienced hypothyroidism. None of the models was rejected according to the evaluation of the goodness of fit. The mean dose model was ranked as the best model on the basis of its Akaike's information criterion value. The D{sub 50} estimated from the models was approximately 44 Gy. Conclusions: The implemented
Inferring the most probable maps of underground utilities using Bayesian mapping model
Bilal, Muhammad; Khan, Wasiq; Muggleton, Jennifer; Rustighi, Emiliano; Jenks, Hugo; Pennock, Steve R.; Atkins, Phil R.; Cohn, Anthony
2018-03-01
Mapping the Underworld (MTU), a major initiative in the UK, is focused on addressing social, environmental and economic consequences raised from the inability to locate buried underground utilities (such as pipes and cables) by developing a multi-sensor mobile device. The aim of MTU device is to locate different types of buried assets in real time with the use of automated data processing techniques and statutory records. The statutory records, even though typically being inaccurate and incomplete, provide useful prior information on what is buried under the ground and where. However, the integration of information from multiple sensors (raw data) with these qualitative maps and their visualization is challenging and requires the implementation of robust machine learning/data fusion approaches. An approach for automated creation of revised maps was developed as a Bayesian Mapping model in this paper by integrating the knowledge extracted from sensors raw data and available statutory records. The combination of statutory records with the hypotheses from sensors was for initial estimation of what might be found underground and roughly where. The maps were (re)constructed using automated image segmentation techniques for hypotheses extraction and Bayesian classification techniques for segment-manhole connections. The model consisting of image segmentation algorithm and various Bayesian classification techniques (segment recognition and expectation maximization (EM) algorithm) provided robust performance on various simulated as well as real sites in terms of predicting linear/non-linear segments and constructing refined 2D/3D maps.
Carpenter, Kenneth M; Jiang, Huiping; Sullivan, Maria A; Bisaga, Adam; Comer, Sandra D; Raby, Wilfrid Noel; Brooks, Adam C; Nunes, Edward V
2009-03-01
This study investigated the process of change by modeling transitions among four clinical states encountered in 64 detoxified opiate-dependent individuals treated with daily oral naltrexone: no opiate use, blocked opiate use (i.e., opiate use while adhering to oral naltrexone), unblocked opiate use (i.e., opiate use after having discontinued oral naltrexone), and treatment dropout. The effects of baseline characteristics and two psychosocial interventions of differing intensity, behavioral naltrexone therapy (BNT) and compliance enhancement (CE), on these transitions were studied. Participants using greater quantities of opiates were more likely than other participants to be retained in BNT relative to CE. Markov modeling indicated a transition from abstinence to treatment dropout was approximately 3.56 times greater among participants in CE relative to participants in BNT, indicating the more comprehensive psychosocial intervention kept participants engaged in treatment longer. Transitions to stopping treatment were more likely to occur after unblocked opiate use in both treatments. Continued opiate use while being blocked accounted for a relatively low proportion of transitions to abstinence and may have more deleterious effects later in a treatment episode. (PsycINFO Database Record (c) 2009 APA, all rights reserved).
Ogunnaike, Babatunde A; Gelmi, Claudio A; Edwards, Jeremy S
2010-05-21
Gene expression studies generate large quantities of data with the defining characteristic that the number of genes (whose expression profiles are to be determined) exceed the number of available replicates by several orders of magnitude. Standard spot-by-spot analysis still seeks to extract useful information for each gene on the basis of the number of available replicates, and thus plays to the weakness of microarrays. On the other hand, because of the data volume, treating the entire data set as an ensemble, and developing theoretical distributions for these ensembles provides a framework that plays instead to the strength of microarrays. We present theoretical results that under reasonable assumptions, the distribution of microarray intensities follows the Gamma model, with the biological interpretations of the model parameters emerging naturally. We subsequently establish that for each microarray data set, the fractional intensities can be represented as a mixture of Beta densities, and develop a procedure for using these results to draw statistical inference regarding differential gene expression. We illustrate the results with experimental data from gene expression studies on Deinococcus radiodurans following DNA damage using cDNA microarrays. Copyright (c) 2010 Elsevier Ltd. All rights reserved.
Model-Based Calculations of the Probability of a Country's Nuclear Proliferation Decisions
Li, Jun; Yim, Man-Sung; McNelis, David N.
2007-01-01
explain the occurrences of proliferation decisions. However, predicting major historical proliferation events using model-based predictions has been unreliable. Nuclear proliferation decisions by a country is affected by three main factors: (1) technology; (2) finance; and (3) political motivation [1]. Technological capability is important as nuclear weapons development needs special materials, detonation mechanism, delivery capability, and the supporting human resources and knowledge base. Financial capability is likewise important as the development of the technological capabilities requires a serious financial commitment. It would be difficult for any state with a gross national product (GNP) significantly less than that of about $100 billion to devote enough annual governmental funding to a nuclear weapon program to actually achieve positive results within a reasonable time frame (i.e., 10 years). At the same time, nuclear proliferation is not a matter determined by a mastery of technical details or overcoming financial constraints. Technology or finance is a necessary condition but not a sufficient condition for nuclear proliferation. At the most fundamental level, the proliferation decision by a state is controlled by its political motivation. To effectively address the issue of predicting proliferation events, all three of the factors must be included in the model. To the knowledge of the authors, none of the exiting models considered the 'technology' variable as part of the modeling. This paper presents an attempt to develop a methodology for statistical modeling and predicting a country's nuclear proliferation decisions. The approach is based on the combined use of data on a country's nuclear technical capability profiles economic development status, security environment factors and internal political and cultural factors. All of the information utilized in the study was from open source literature. (authors)
Jacobsen, J L; Saleur, H
2008-02-29
We determine exactly the probability distribution of the number N_(c) of valence bonds connecting a subsystem of length L>1 to the rest of the system in the ground state of the XXX antiferromagnetic spin chain. This provides, in particular, the asymptotic behavior of the valence-bond entanglement entropy S_(VB)=N_(c)ln2=4ln2/pi(2)lnL disproving a recent conjecture that this should be related with the von Neumann entropy, and thus equal to 1/3lnL. Our results generalize to the Q-state Potts model.
Zhou Sumin; Das, Shiva; Wang Zhiheng; Marks, Lawrence B.
2004-01-01
The generalized equivalent uniform dose (GEUD) model uses a power-law formalism, where the outcome is related to the dose via a power law. We herein investigate the mathematical compatibility between this GEUD model and the Poisson statistics based tumor control probability (TCP) model. The GEUD and TCP formulations are combined and subjected to a compatibility constraint equation. This compatibility constraint equates tumor control probability from the original heterogeneous target dose distribution to that from the homogeneous dose from the GEUD formalism. It is shown that this constraint equation possesses a unique, analytical closed-form solution which relates radiation dose to the tumor cell survival fraction. It is further demonstrated that, when there is no positive threshold or finite critical dose in the tumor response to radiation, this relationship is not bounded within the realistic cell survival limits of 0%-100%. Thus, the GEUD and TCP formalisms are, in general, mathematically inconsistent. However, when a threshold dose or finite critical dose exists in the tumor response to radiation, there is a unique mathematical solution for the tumor cell survival fraction that allows the GEUD and TCP formalisms to coexist, provided that all portions of the tumor are confined within certain specific dose ranges
Survival under uncertainty an introduction to probability models of social structure and evolution
Volchenkov, Dimitri
2016-01-01
This book introduces and studies a number of stochastic models of subsistence, communication, social evolution and political transition that will allow the reader to grasp the role of uncertainty as a fundamental property of our irreversible world. At the same time, it aims to bring about a more interdisciplinary and quantitative approach across very diverse fields of research in the humanities and social sciences. Through the examples treated in this work – including anthropology, demography, migration, geopolitics, management, and bioecology, among other things – evidence is gathered to show that volatile environments may change the rules of the evolutionary selection and dynamics of any social system, creating a situation of adaptive uncertainty, in particular, whenever the rate of change of the environment exceeds the rate of adaptation. Last but not least, it is hoped that this book will contribute to the understanding that inherent randomness can also be a great opportunity – for social systems an...
Binary logistic regression modelling: Measuring the probability of relapse cases among drug addict
Ismail, Mohd Tahir; Alias, Siti Nor Shadila
2014-07-01
For many years Malaysia faced the drug addiction issues. The most serious case is relapse phenomenon among treated drug addict (drug addict who have under gone the rehabilitation programme at Narcotic Addiction Rehabilitation Centre, PUSPEN). Thus, the main objective of this study is to find the most significant factor that contributes to relapse to happen. The binary logistic regression analysis was employed to model the relationship between independent variables (predictors) and dependent variable. The dependent variable is the status of the drug addict either relapse, (Yes coded as 1) or not, (No coded as 0). Meanwhile the predictors involved are age, age at first taking drug, family history, education level, family crisis, community support and self motivation. The total of the sample is 200 which the data are provided by AADK (National Antidrug Agency). The finding of the study revealed that age and self motivation are statistically significant towards the relapse cases..
Concepts of probability theory
Pfeiffer, Paul E
1979-01-01
Using the Kolmogorov model, this intermediate-level text discusses random variables, probability distributions, mathematical expectation, random processes, more. For advanced undergraduates students of science, engineering, or math. Includes problems with answers and six appendixes. 1965 edition.
Varouchakis, Emmanouil; Kourgialas, Nektarios; Karatzas, George; Giannakis, Georgios; Lilli, Maria; Nikolaidis, Nikolaos
2014-05-01
Riverbank erosion affects the river morphology and the local habitat and results in riparian land loss, damage to property and infrastructures, ultimately weakening flood defences. An important issue concerning riverbank erosion is the identification of the areas vulnerable to erosion, as it allows for predicting changes and assists with stream management and restoration. One way to predict the vulnerable to erosion areas is to determine the erosion probability by identifying the underlying relations between riverbank erosion and the geomorphological and/or hydrological variables that prevent or stimulate erosion. A statistical model for evaluating the probability of erosion based on a series of independent local variables and by using logistic regression is developed in this work. The main variables affecting erosion are vegetation index (stability), the presence or absence of meanders, bank material (classification), stream power, bank height, river bank slope, riverbed slope, cross section width and water velocities (Luppi et al. 2009). In statistics, logistic regression is a type of regression analysis used for predicting the outcome of a categorical dependent variable, e.g. binary response, based on one or more predictor variables (continuous or categorical). The probabilities of the possible outcomes are modelled as a function of independent variables using a logistic function. Logistic regression measures the relationship between a categorical dependent variable and, usually, one or several continuous independent variables by converting the dependent variable to probability scores. Then, a logistic regression is formed, which predicts success or failure of a given binary variable (e.g. 1 = "presence of erosion" and 0 = "no erosion") for any value of the independent variables. The regression coefficients are estimated by using maximum likelihood estimation. The erosion occurrence probability can be calculated in conjunction with the model deviance regarding
Lin, Yi-Shin; Heinke, Dietmar; Humphreys, Glyn W
2015-04-01
In this study, we applied Bayesian-based distributional analyses to examine the shapes of response time (RT) distributions in three visual search paradigms, which varied in task difficulty. In further analyses we investigated two common observations in visual search-the effects of display size and of variations in search efficiency across different task conditions-following a design that had been used in previous studies (Palmer, Horowitz, Torralba, & Wolfe, Journal of Experimental Psychology: Human Perception and Performance, 37, 58-71, 2011; Wolfe, Palmer, & Horowitz, Vision Research, 50, 1304-1311, 2010) in which parameters of the response distributions were measured. Our study showed that the distributional parameters in an experimental condition can be reliably estimated by moderate sample sizes when Monte Carlo simulation techniques are applied. More importantly, by analyzing trial RTs, we were able to extract paradigm-dependent shape changes in the RT distributions that could be accounted for by using the EZ2 diffusion model. The study showed that Bayesian-based RT distribution analyses can provide an important means to investigate the underlying cognitive processes in search, including stimulus grouping and the bottom-up guidance of attention.
A Linked Model for Simulating Stand Development and Growth Processes of Loblolly Pine
V. Clark Baldwin; Phillip M. Dougherty; Harold E. Burkhart
1998-01-01
Linking models of different scales (e.g., process, tree-stand-ecosystem) is essential for furthering our understanding of stand, climatic, and edaphic effects on tree growth and forest productivity. Moreover, linking existing models that differ in scale and levels of resolution quickly identifies knowledge gaps in information required to scale from one level to another...
Decentralising Curriculum Reform: The Link Teacher Model of In-Service Training.
Wildy, Helen; And Others
1996-01-01
Presents a (Western Australian) case study of the link teacher model, a decentralized, "train the trainer" approach to inservice education. Discusses the model's perceived effectiveness, the link teachers' role, central authority support, and new experimentation opportunities. Combining centralized syllabus change with decentralized…
Liang, Yingjie; Chen, Wen
2018-04-01
The mean squared displacement (MSD) of the traditional ultraslow diffusion is a logarithmic function of time. Recently, the continuous time random walk model is employed to characterize this ultraslow diffusion dynamics by connecting the heavy-tailed logarithmic function and its variation as the asymptotical waiting time density. In this study we investigate the limiting waiting time density of a general ultraslow diffusion model via the inverse Mittag-Leffler function, whose special case includes the traditional logarithmic ultraslow diffusion model. The MSD of the general ultraslow diffusion model is analytically derived as an inverse Mittag-Leffler function, and is observed to increase even more slowly than that of the logarithmic function model. The occurrence of very long waiting time in the case of the inverse Mittag-Leffler function has the largest probability compared with the power law model and the logarithmic function model. The Monte Carlo simulations of one dimensional sample path of a single particle are also performed. The results show that the inverse Mittag-Leffler waiting time density is effective in depicting the general ultraslow random motion.
Cao Hong-Jun; Zhang Hui-Qiang; Lin Wen-Yi
2012-01-01
Four kinds of presumed probability-density-function (PDF) models for non-premixed turbulent combustion are evaluated in flames with various stoichiometric mixture fractions by using large eddy simulation (LES). The LES code is validated by the experimental data of a classical turbulent jet flame (Sandia flame D). The mean and rms temperatures obtained by the presumed PDF models are compared with the LES results. The β-function model achieves a good prediction for different flames. The predicted rms temperature by using the double-δ function model is very small and unphysical in the vicinity of the maximum mean temperature. The clip-Gaussian model and the multi-δ function model make a worse prediction of the extremely fuel-rich or fuel-lean side due to the clip at the boundary of the mixture fraction space. The results also show that the overall prediction performance of presumed PDF models is better at mediate stoichiometric mixture fractions than that at very small or very large ones. (fundamental areas of phenomenology(including applications))
Haberlandt, Uwe; Wallner, Markus; Radtke, Imke
2013-04-01
Derived flood frequency analysis based on continuous hydrological modelling is very demanding regarding the required length and temporal resolution of precipitation input data. Often such flood predictions are obtained using long precipitation time series from stochastic approaches or from regional climate models as input. However, the calibration of the hydrological model is usually done using short time series of observed data. This inconsistent employment of different data types for calibration and application of a hydrological model increases its uncertainty. Here, it is proposed to calibrate a hydrological model directly on probability distributions of observed peak flows using model based rainfall in line with its later application. Two examples are given to illustrate the idea. The first one deals with classical derived flood frequency analysis using input data from an hourly stochastic rainfall model. The second one concerns a climate impact analysis using hourly precipitation from a regional climate model. The results show that: (I) the same type of precipitation input data should be used for calibration and application of the hydrological model, (II) a model calibrated on extreme conditions works quite well for average conditions but not vice versa, (III) the calibration of the hydrological model using regional climate model data works as an implicit bias correction method and (IV) the best performance for flood estimation is usually obtained when model based precipitation and observed probability distribution of peak flows are used for model calibration.
Bejaei, M; Wiseman, K; Cheng, K M
2015-01-01
Consumers' interest in specialty eggs appears to be growing in Europe and North America. The objective of this research was to develop logistic regression models that utilise purchaser attributes and demographics to predict the probability of a consumer purchasing a specific type of table egg including regular (white and brown), non-caged (free-run, free-range and organic) or nutrient-enhanced eggs. These purchase prediction models, together with the purchasers' attributes, can be used to assess market opportunities of different egg types specifically in British Columbia (BC). An online survey was used to gather data for the models. A total of 702 completed questionnaires were submitted by BC residents. Selected independent variables included in the logistic regression to develop models for different egg types to predict the probability of a consumer purchasing a specific type of table egg. The variables used in the model accounted for 54% and 49% of variances in the purchase of regular and non-caged eggs, respectively. Research results indicate that consumers of different egg types exhibit a set of unique and statistically significant characteristics and/or demographics. For example, consumers of regular eggs were less educated, older, price sensitive, major chain store buyers, and store flyer users, and had lower awareness about different types of eggs and less concern regarding animal welfare issues. However, most of the non-caged egg consumers were less concerned about price, had higher awareness about different types of table eggs, purchased their eggs from local/organic grocery stores, farm gates or farmers markets, and they were more concerned about care and feeding of hens compared to consumers of other eggs types.
Schilstra, C.; Meertens, H.
2001-01-01
Purpose: Usually, models that predict normal tissue complication probability (NTCP) are fitted to clinical data with the maximum likelihood (ML) method. This method inevitably causes a loss of information contained in the data. In this study, an alternative method is investigated that calculates the parameter probability distribution (PD), and, thus, conserves all information. The PD method also allows the calculation of the uncertainty in the NTCP, which is an (often-neglected) prerequisite for the intercomparison of both treatment plans and NTCP models. The PD and ML methods are applied to parotid gland data, and the results are compared. Methods and Materials: The drop in salivary flow due to radiotherapy was measured in 25 parotid glands of 15 patients. Together with the parotid gland dose-volume histograms (DVH), this enabled the calculation of the parameter PDs for three different NTCP models (Lyman, relative seriality, and critical volume). From these PDs, the NTCP and its uncertainty could be calculated for arbitrary parotid gland DVHs. ML parameters and resulting NTCP values were calculated also. Results: All models fitted equally well. The parameter PDs turned out to have nonnormal shapes and long tails. The NTCP predictions of the ML and PD method usually differed considerably, depending on the NTCP model and the nature of irradiation. NTCP curves and ML parameters suggested a highly parallel organization of the parotid gland. Conclusions: Considering the substantial differences between the NTCP predictions of the ML and PD method, the use of the PD method is preferred, because this is the only method that takes all information contained in the clinical data into account. Furthermore, PD method gives a true measure of the uncertainty in the NTCP
Field, Edward H.
2015-01-01
A methodology is presented for computing elastic‐rebound‐based probabilities in an unsegmented fault or fault system, which involves computing along‐fault averages of renewal‐model parameters. The approach is less biased and more self‐consistent than a logical extension of that applied most recently for multisegment ruptures in California. It also enables the application of magnitude‐dependent aperiodicity values, which the previous approach does not. Monte Carlo simulations are used to analyze long‐term system behavior, which is generally found to be consistent with that of physics‐based earthquake simulators. Results cast doubt that recurrence‐interval distributions at points on faults look anything like traditionally applied renewal models, a fact that should be considered when interpreting paleoseismic data. We avoid such assumptions by changing the "probability of what" question (from offset at a point to the occurrence of a rupture, assuming it is the next event to occur). The new methodology is simple, although not perfect in terms of recovering long‐term rates in Monte Carlo simulations. It represents a reasonable, improved way to represent first‐order elastic‐rebound predictability, assuming it is there in the first place, and for a system that clearly exhibits other unmodeled complexities, such as aftershock triggering.
Xiao, Chuan-Le; Chen, Xiao-Zhou; Du, Yang-Li; Sun, Xuesong; Zhang, Gong; He, Qing-Yu
2013-01-04
Mass spectrometry has become one of the most important technologies in proteomic analysis. Tandem mass spectrometry (LC-MS/MS) is a major tool for the analysis of peptide mixtures from protein samples. The key step of MS data processing is the identification of peptides from experimental spectra by searching public sequence databases. Although a number of algorithms to identify peptides from MS/MS data have been already proposed, e.g. Sequest, OMSSA, X!Tandem, Mascot, etc., they are mainly based on statistical models considering only peak-matches between experimental and theoretical spectra, but not peak intensity information. Moreover, different algorithms gave different results from the same MS data, implying their probable incompleteness and questionable reproducibility. We developed a novel peptide identification algorithm, ProVerB, based on a binomial probability distribution model of protein tandem mass spectrometry combined with a new scoring function, making full use of peak intensity information and, thus, enhancing the ability of identification. Compared with Mascot, Sequest, and SQID, ProVerB identified significantly more peptides from LC-MS/MS data sets than the current algorithms at 1% False Discovery Rate (FDR) and provided more confident peptide identifications. ProVerB is also compatible with various platforms and experimental data sets, showing its robustness and versatility. The open-source program ProVerB is available at http://bioinformatics.jnu.edu.cn/software/proverb/ .
Diaby, Vakaramoko; Adunlin, Georges; Montero, Alberto J
2014-02-01
Survival modeling techniques are increasingly being used as part of decision modeling for health economic evaluations. As many models are available, it is imperative for interested readers to know about the steps in selecting and using the most suitable ones. The objective of this paper is to propose a tutorial for the application of appropriate survival modeling techniques to estimate transition probabilities, for use in model-based economic evaluations, in the absence of individual patient data (IPD). An illustration of the use of the tutorial is provided based on the final progression-free survival (PFS) analysis of the BOLERO-2 trial in metastatic breast cancer (mBC). An algorithm was adopted from Guyot and colleagues, and was then run in the statistical package R to reconstruct IPD, based on the final PFS analysis of the BOLERO-2 trial. It should be emphasized that the reconstructed IPD represent an approximation of the original data. Afterwards, we fitted parametric models to the reconstructed IPD in the statistical package Stata. Both statistical and graphical tests were conducted to verify the relative and absolute validity of the findings. Finally, the equations for transition probabilities were derived using the general equation for transition probabilities used in model-based economic evaluations, and the parameters were estimated from fitted distributions. The results of the application of the tutorial suggest that the log-logistic model best fits the reconstructed data from the latest published Kaplan-Meier (KM) curves of the BOLERO-2 trial. Results from the regression analyses were confirmed graphically. An equation for transition probabilities was obtained for each arm of the BOLERO-2 trial. In this paper, a tutorial was proposed and used to estimate the transition probabilities for model-based economic evaluation, based on the results of the final PFS analysis of the BOLERO-2 trial in mBC. The results of our study can serve as a basis for any model
He, Jingjing; Wang, Dengjiang; Zhang, Weifang
2015-03-01
This study presents an experimental and modeling study for damage detection and quantification in riveted lap joints. Embedded lead zirconate titanate piezoelectric (PZT) ceramic wafer-type sensors are employed to perform in-situ non-destructive testing during fatigue cyclical loading. A multi-feature integration method is developed to quantify the crack size using signal features of correlation coefficient, amplitude change, and phase change. In addition, probability of detection (POD) model is constructed to quantify the reliability of the developed sizing method. Using the developed crack size quantification method and the resulting POD curve, probabilistic fatigue life prediction can be performed to provide comprehensive information for decision-making. The effectiveness of the overall methodology is demonstrated and validated using several aircraft lap joint specimens from different manufactures and under different loading conditions.
Liu, L.H.; Xu, X.; Chen, Y.L.
2004-01-01
The laminar flamelet equations in combination with the joint probability density function (PDF) transport equation of mixture fraction and turbulence frequency have been used to simulate turbulent jet diffusion flames. To check the suitability of the presumed shapes of the PDF for the modeling of turbulence-radiation interactions (TRI), two types of presumed joint PDFs are constructed by using the second-order moments of temperature and the species concentrations, which are derived by the laminar flamelet model. The time-averaged radiative source terms and the time-averaged absorption coefficients are calculated by the presumed joint PDF approaches, and compared with those obtained by the laminar flamelet model. By comparison, it is shown that there are obvious differences between the results of the independent PDF approach and the laminar flamelet model. Generally, the results of the dependent PDF approach agree better with those of the flamelet model. For the modeling of TRI, the dependent PDF approach is superior to the independent PDF approach
Rønjom, Marianne Feen; Brink, Carsten; Bentzen, Søren M.; Hegedüs, Laszlo; Overgaard, Jens; Johansen, Jørgen
2013-01-01
Background and purpose: To develop a normal tissue complication probability (NTCP) model of radiation-induced biochemical hypothyroidism (HT) after primary radiotherapy for head and neck squamous cell carcinoma (HNSCC) with adjustment for latency and clinical risk factors. Patients and methods: Patients with HNSCC receiving definitive radiotherapy with 66–68 Gy without surgery were followed up with serial post-treatment thyrotropin (TSH) assessment. HT was defined as TSH >4.0 mU/l. Data were analyzed with both a logistic and a mixture model (correcting for latency) to determine risk factors for HT and develop an NTCP model based on mean thyroid dose (MTD) and thyroid volume. Results: 203 patients were included. Median follow-up: 25.1 months. Five-year estimated risk of HT was 25.6%. In the mixture model, the only independent risk factors for HT were thyroid volume (cm 3 ) (OR = 0.75 [95% CI: 0.64–0.85], p 3 , respectively. Conclusions: Comparing the logistic and mixture models demonstrates the importance of latent-time correction in NTCP-modeling. Thyroid dose constraints in treatment planning should be individualized based on thyroid volume
La Russa, D [The Ottawa Hospital Cancer Centre, Ottawa, ON (Canada)
2015-06-15
Purpose: The purpose of this project is to develop a robust method of parameter estimation for a Poisson-based TCP model using Bayesian inference. Methods: Bayesian inference was performed using the PyMC3 probabilistic programming framework written in Python. A Poisson-based TCP regression model that accounts for clonogen proliferation was fit to observed rates of local relapse as a function of equivalent dose in 2 Gy fractions for a population of 623 stage-I non-small-cell lung cancer patients. The Slice Markov Chain Monte Carlo sampling algorithm was used to sample the posterior distributions, and was initiated using the maximum of the posterior distributions found by optimization. The calculation of TCP with each sample step required integration over the free parameter α, which was performed using an adaptive 24-point Gauss-Legendre quadrature. Convergence was verified via inspection of the trace plot and posterior distribution for each of the fit parameters, as well as with comparisons of the most probable parameter values with their respective maximum likelihood estimates. Results: Posterior distributions for α, the standard deviation of α (σ), the average tumour cell-doubling time (Td), and the repopulation delay time (Tk), were generated assuming α/β = 10 Gy, and a fixed clonogen density of 10{sup 7} cm−{sup 3}. Posterior predictive plots generated from samples from these posterior distributions are in excellent agreement with the observed rates of local relapse used in the Bayesian inference. The most probable values of the model parameters also agree well with maximum likelihood estimates. Conclusion: A robust method of performing Bayesian inference of TCP data using a complex TCP model has been established.
A biological-based model that links genomic instability, bystander effects, and adaptive response
Scott, B.R.
2004-01-01
This paper links genomic instability, bystander effects, and adaptive response in mammalian cell communities via a novel biological-based, dose-response model called NEOTRANS 3 . The model is an extension of the NEOTRANS 2 model that addressed stochastic effects (genomic instability, mutations, and neoplastic transformation) associated with brief exposure to low radiation doses. With both models, ionizing radiation produces DNA damage in cells that can be associated with varying degrees of genomic instability. Cells with persistent problematic instability (PPI) are mutants that arise via misrepair of DNA damage. Progeny of PPI cells also have PPI and can undergo spontaneous neoplastic transformation. Unlike NEOTRANS 2 , with NEOTRANS 3 newly induced mutant PPI cells and their neoplastically transformed progeny can be suppressed via our previously introduced protective apoptosis-mediated (PAM) process, which can be activated by low linear energy transfer (LET) radiation. However, with NEOTRANS 3 (which like NEOTRANS 2 involves cross-talk between nongenomically compromised [e.g., nontransformed, nonmutants] and genomically compromised [e.g., mutants, transformants, etc.] cells), it is assumed that PAM is only activated over a relatively narrow, dose-rate-dependent interval (D PAM ,D off ); where D PAM is a small stochastic activation threshold, and D off is the stochastic dose above which PAM does not occur. PAM cooperates with activated normal DNA repair and with activated normal apoptosis in guarding against genomic instability. Normal repair involves both error-free repair and misrepair components. Normal apoptosis and the error-free component of normal repair protect mammals by preventing the occurrence of mutant cells. PAM selectively removes mutant cells arising via the misrepair component of normal repair, selectively removes existing neoplastically transformed cells, and probably selectively removes other genomically compromised cells when it is activated
R. Ragab
2001-01-01
Full Text Available This paper addresses the issue of "what reservoir storage capacity is required to maintain a yield with a given probability of failure?". It is an important issue in terms of construction and cost. HYDROMED offers a solution based on the modified Gould probability matrix method. This method has the advantage of sampling all years data without reference to the sequence and is therefore particularly suitable for catchments with patchy data. In the HYDROMED model, the probability of failure is calculated on a monthly basis. The model has been applied to the El-Gouazine catchment in Tunisia using a long rainfall record from Kairouan together with the estimated Hortonian runoff, class A pan evaporation data and estimated abstraction data. Generally, the probability of failure differed from winter to summer. Generally, the probability of failure approaches zero when the reservoir capacity is 500,000 m3. The 25% probability of failure (75% success is achieved with a reservoir capacity of 58,000 m3 in June and 95,000 m3 in January. The probability of failure for a 240,000 m3 capacity reservoir (closer to storage capacity of El-Gouazine 233,000 m3, is approximately 5% in November, December and January, 3% in March, and 1.1% in May and June. Consequently there is no high risk of El-Gouazine being unable to meet its requirements at a capacity of 233,000 m3. Subsequently the benefit, in terms of probability of failure, by increasing the reservoir volume of El-Gouazine to greater than the 250,000 m3 is not high. This is important for the design engineers and the funding organizations. However, the analysis is based on the existing water abstraction policy, absence of siltation rate data and on the assumption that the present climate will prevail during the lifetime of the reservoir. Should these conditions change, a new analysis should be carried out. Keywords: HYDROMED, reservoir, storage capacity, probability of failure, Mediterranean
Hartmann, Stephan
2011-01-01
Many results of modern physics--those of quantum mechanics, for instance--come in a probabilistic guise. But what do probabilistic statements in physics mean? Are probabilities matters of objective fact and part of the furniture of the world, as objectivists think? Or do they only express ignorance or belief, as Bayesians suggest? And how are probabilistic hypotheses justified and supported by empirical evidence? Finally, what does the probabilistic nature of physics imply for our understanding of the world? This volume is the first to provide a philosophical appraisal of probabilities in all of physics. Its main aim is to make sense of probabilistic statements as they occur in the various physical theories and models and to provide a plausible epistemology and metaphysics of probabilities. The essays collected here consider statistical physics, probabilistic modelling, and quantum mechanics, and critically assess the merits and disadvantages of objectivist and subjectivist views of probabilities in these fie...
Defraene, Gilles; Van den Bergh, Laura; Al-Mamgani, Abrahim; Haustermans, Karin; Heemsbergen, Wilma; Van den Heuvel, Frank; Lebesque, Joos V.
2012-01-01
Purpose: To study the impact of clinical predisposing factors on rectal normal tissue complication probability modeling using the updated results of the Dutch prostate dose-escalation trial. Methods and Materials: Toxicity data of 512 patients (conformally treated to 68 Gy [n = 284] and 78 Gy [n = 228]) with complete follow-up at 3 years after radiotherapy were studied. Scored end points were rectal bleeding, high stool frequency, and fecal incontinence. Two traditional dose-based models (Lyman-Kutcher-Burman (LKB) and Relative Seriality (RS) and a logistic model were fitted using a maximum likelihood approach. Furthermore, these model fits were improved by including the most significant clinical factors. The area under the receiver operating characteristic curve (AUC) was used to compare the discriminating ability of all fits. Results: Including clinical factors significantly increased the predictive power of the models for all end points. In the optimal LKB, RS, and logistic models for rectal bleeding and fecal incontinence, the first significant (p = 0.011–0.013) clinical factor was “previous abdominal surgery.” As second significant (p = 0.012–0.016) factor, “cardiac history” was included in all three rectal bleeding fits, whereas including “diabetes” was significant (p = 0.039–0.048) in fecal incontinence modeling but only in the LKB and logistic models. High stool frequency fits only benefitted significantly (p = 0.003–0.006) from the inclusion of the baseline toxicity score. For all models rectal bleeding fits had the highest AUC (0.77) where it was 0.63 and 0.68 for high stool frequency and fecal incontinence, respectively. LKB and logistic model fits resulted in similar values for the volume parameter. The steepness parameter was somewhat higher in the logistic model, also resulting in a slightly lower D 50 . Anal wall DVHs were used for fecal incontinence, whereas anorectal wall dose best described the other two endpoints. Conclusions
Defraene, Gilles, E-mail: gilles.defraene@uzleuven.be [Radiation Oncology Department, University Hospitals Leuven, Leuven (Belgium); Van den Bergh, Laura [Radiation Oncology Department, University Hospitals Leuven, Leuven (Belgium); Al-Mamgani, Abrahim [Department of Radiation Oncology, Erasmus Medical Center - Daniel den Hoed Cancer Center, Rotterdam (Netherlands); Haustermans, Karin [Radiation Oncology Department, University Hospitals Leuven, Leuven (Belgium); Heemsbergen, Wilma [Netherlands Cancer Institute - Antoni van Leeuwenhoek Hospital, Amsterdam (Netherlands); Van den Heuvel, Frank [Radiation Oncology Department, University Hospitals Leuven, Leuven (Belgium); Lebesque, Joos V. [Netherlands Cancer Institute - Antoni van Leeuwenhoek Hospital, Amsterdam (Netherlands)
2012-03-01
Purpose: To study the impact of clinical predisposing factors on rectal normal tissue complication probability modeling using the updated results of the Dutch prostate dose-escalation trial. Methods and Materials: Toxicity data of 512 patients (conformally treated to 68 Gy [n = 284] and 78 Gy [n = 228]) with complete follow-up at 3 years after radiotherapy were studied. Scored end points were rectal bleeding, high stool frequency, and fecal incontinence. Two traditional dose-based models (Lyman-Kutcher-Burman (LKB) and Relative Seriality (RS) and a logistic model were fitted using a maximum likelihood approach. Furthermore, these model fits were improved by including the most significant clinical factors. The area under the receiver operating characteristic curve (AUC) was used to compare the discriminating ability of all fits. Results: Including clinical factors significantly increased the predictive power of the models for all end points. In the optimal LKB, RS, and logistic models for rectal bleeding and fecal incontinence, the first significant (p = 0.011-0.013) clinical factor was 'previous abdominal surgery.' As second significant (p = 0.012-0.016) factor, 'cardiac history' was included in all three rectal bleeding fits, whereas including 'diabetes' was significant (p = 0.039-0.048) in fecal incontinence modeling but only in the LKB and logistic models. High stool frequency fits only benefitted significantly (p = 0.003-0.006) from the inclusion of the baseline toxicity score. For all models rectal bleeding fits had the highest AUC (0.77) where it was 0.63 and 0.68 for high stool frequency and fecal incontinence, respectively. LKB and logistic model fits resulted in similar values for the volume parameter. The steepness parameter was somewhat higher in the logistic model, also resulting in a slightly lower D{sub 50}. Anal wall DVHs were used for fecal incontinence, whereas anorectal wall dose best described the other two endpoints
Irreversibility and conditional probability
Stuart, C.I.J.M.
1989-01-01
The mathematical entropy - unlike physical entropy - is simply a measure of uniformity for probability distributions in general. So understood, conditional entropies have the same logical structure as conditional probabilities. If, as is sometimes supposed, conditional probabilities are time-reversible, then so are conditional entropies and, paradoxically, both then share this symmetry with physical equations of motion. The paradox is, of course that probabilities yield a direction to time both in statistical mechanics and quantum mechanics, while the equations of motion do not. The supposed time-reversibility of both conditionals seems also to involve a form of retrocausality that is related to, but possibly not the same as, that described by Costa de Beaurgard. The retrocausality is paradoxically at odds with the generally presumed irreversibility of the quantum mechanical measurement process. Further paradox emerges if the supposed time-reversibility of the conditionals is linked with the idea that the thermodynamic entropy is the same thing as 'missing information' since this confounds the thermodynamic and mathematical entropies. However, it is shown that irreversibility is a formal consequence of conditional entropies and, hence, of conditional probabilities also. 8 refs. (Author)
Tsair-Fwu Lee
2015-01-01
Full Text Available To develop the logistic and the probit models to analyse electromyographic (EMG equivalent uniform voltage- (EUV- response for the tenderness of tennis elbow. In total, 78 hands from 39 subjects were enrolled. In this study, surface EMG (sEMG signal is obtained by an innovative device with electrodes over forearm region. The analytical endpoint was defined as Visual Analog Score (VAS 3+ tenderness of tennis elbow. The logistic and the probit diseased probability (DP models were established for the VAS score and EMG absolute voltage-time histograms (AVTH. TV50 is the threshold equivalent uniform voltage predicting a 50% risk of disease. Twenty-one out of 78 samples (27% developed VAS 3+ tenderness of tennis elbow reported by the subject and confirmed by the physician. The fitted DP parameters were TV50 = 153.0 mV (CI: 136.3–169.7 mV, γ50 = 0.84 (CI: 0.78–0.90 and TV50 = 155.6 mV (CI: 138.9–172.4 mV, m = 0.54 (CI: 0.49–0.59 for logistic and probit models, respectively. When the EUV ≥ 153 mV, the DP of the patient is greater than 50% and vice versa. The logistic and the probit models are valuable tools to predict the DP of VAS 3+ tenderness of tennis elbow.
Lin, Wei-Chun; Lin, Shu-Yuan; Wu, Li-Fu; Guo, Shih-Sian; Huang, Hsiang-Jui; Chao, Pei-Ju
2015-01-01
To develop the logistic and the probit models to analyse electromyographic (EMG) equivalent uniform voltage- (EUV-) response for the tenderness of tennis elbow. In total, 78 hands from 39 subjects were enrolled. In this study, surface EMG (sEMG) signal is obtained by an innovative device with electrodes over forearm region. The analytical endpoint was defined as Visual Analog Score (VAS) 3+ tenderness of tennis elbow. The logistic and the probit diseased probability (DP) models were established for the VAS score and EMG absolute voltage-time histograms (AVTH). TV50 is the threshold equivalent uniform voltage predicting a 50% risk of disease. Twenty-one out of 78 samples (27%) developed VAS 3+ tenderness of tennis elbow reported by the subject and confirmed by the physician. The fitted DP parameters were TV50 = 153.0 mV (CI: 136.3–169.7 mV), γ 50 = 0.84 (CI: 0.78–0.90) and TV50 = 155.6 mV (CI: 138.9–172.4 mV), m = 0.54 (CI: 0.49–0.59) for logistic and probit models, respectively. When the EUV ≥ 153 mV, the DP of the patient is greater than 50% and vice versa. The logistic and the probit models are valuable tools to predict the DP of VAS 3+ tenderness of tennis elbow. PMID:26380281
Individual-based modeling of fish: Linking to physical models and water quality.
Rose, K.A.
1997-08-01
The individual-based modeling approach for the simulating fish population and community dynamics is gaining popularity. Individual-based modeling has been used in many other fields, such as forest succession and astronomy. The popularity of the individual-based approach is partly a result of the lack of success of the more aggregate modeling approaches traditionally used for simulating fish population and community dynamics. Also, recent recognition that it is often the atypical individual that survives has fostered interest in the individual-based approach. Two general types of individual-based models are distribution and configuration. Distribution models follow the probability distributions of individual characteristics, such as length and age. Configuration models explicitly simulate each individual; the sum over individuals being the population. DeAngelis et al (1992) showed that, when distribution and configuration models were formulated from the same common pool of information, both approaches generated similar predictions. The distribution approach was more compact and general, while the configuration approach was more flexible. Simple biological changes, such as making growth rate dependent on previous days growth rates, were easy to implement in the configuration version but prevented simple analytical solution of the distribution version.
Probability of Ship on Collision Courses Based on the New PAW Using MMG Model and AIS Data
I Putu Sindhu Asmara
2015-03-01
Full Text Available This paper proposes an estimation method for ships on collision courses taking crash astern maneuvers based on a new potential area of water (PAW for maneuvering. A crash astern maneuver is an emergency option a ship can take when exposed to the risk of a collision with other ships that have lost control. However, lateral forces and yaw moments exerted by the reversing propeller, as well as the uncertainty of the initial speed and initial yaw rate, will move the ship out of the intended stopping position landing it in a dangerous area. A new PAW for crash astern maneuvers is thus introduced. The PAW is developed based on a probability density function of the initial yaw rate. Distributions of the yaw rates and speeds are analyzed from automatic identification system (AIS data in Madura Strait, and estimated paths of the maneuvers are simulated using a mathematical maneuvering group model.
Ruin Probabilities in a Dependent Discrete-Time Risk Model With Gamma-Like Tailed Insurance Risks
Xing-Fang Huang
2017-03-01
Full Text Available This paper considered a dependent discrete-time risk model, in which the insurance risks are represented by a sequence of independent and identically distributed real-valued random variables with a common Gamma-like tailed distribution; the ﬁnancial risks are denoted by another sequence of independent and identically distributed positive random variables with a ﬁnite upper endpoint, but a general dependence structure exists between each pair of the insurance risks and the ﬁnancial risks. Following the works of Yang and Yuen in 2016, we derive some asymptotic relations for the ﬁnite-time and inﬁnite-time ruin probabilities. As a complement, we demonstrate our obtained result through a Crude Monte Carlo (CMC simulation with asymptotics.
HAN Li-Bo; GONG Xiao-Long; CAO Li; WU Da-Jin
2007-01-01
An approximate Fokker-P1anck equation for the logistic growth model which is driven by coloured correlated noises is derived by applying the Novikov theorem and the Fox approximation. The steady-state probability distribution (SPD) and the mean of the tumour cell number are analysed. It is found that the SPD is the single extremum configuration when the degree of correlation between the multiplicative and additive noises, λ, is in -1＜λ ≤ 0 and can be the double extrema in 0＜λ＜1. A configuration transition occurs because of the variation of noise parameters. A minimum appears in the curve of the mean of the steady-state tumour cell number, 〈x〉, versus λ. The position and the value of the minimum are controlled by the noise-correlated times.
Effect of Linked Rules on Business Process Model Understanding
Wang, Wei; Indulska, Marta; Sadiq, Shazia
2017-01-01
Business process models are widely used in organizations by information systems analysts to represent complex business requirements and by business users to understand business operations and constraints. This understanding is extracted from graphical process models as well as business rules. Prior...
A Tiered Model for Linking Students to the Community
Meyer, Laura Landry; Gerard, Jean M.; Sturm, Michael R.; Wooldridge, Deborah G.
2016-01-01
A tiered practice model (introductory, pre-internship, and internship) embedded in the curriculum facilitates community engagement and creates relevance for students as they pursue a professional identity in Human Development and Family Studies. The tiered model integrates high-impact teaching practices (HIP) and student engagement pedagogies…
Modeling X-linked ancestral origins in multiparental populations
Zheng, Chaozhi
2015-01-01
The models for the mosaic structure of an individual's genome from multiparental populations have been developed primarily for autosomes, whereas X chromosomes receive very little attention. In this paper, we extend our previous approach to model ancestral origin processes along two X chromosomes
Linking Complexity and Sustainability Theories: Implications for Modeling Sustainability Transitions
Camaren Peter
2014-03-01
Full Text Available In this paper, we deploy a complexity theory as the foundation for integration of different theoretical approaches to sustainability and develop a rationale for a complexity-based framework for modeling transitions to sustainability. We propose a framework based on a comparison of complex systems’ properties that characterize the different theories that deal with transitions to sustainability. We argue that adopting a complexity theory based approach for modeling transitions requires going beyond deterministic frameworks; by adopting a probabilistic, integrative, inclusive and adaptive approach that can support transitions. We also illustrate how this complexity-based modeling framework can be implemented; i.e., how it can be used to select modeling techniques that address particular properties of complex systems that we need to understand in order to model transitions to sustainability. In doing so, we establish a complexity-based approach towards modeling sustainability transitions that caters for the broad range of complex systems’ properties that are required to model transitions to sustainability.
Strengthening the weak link: Built Environment modelling for loss analysis
Millinship, I.
2012-04-01
Methods to analyse insured losses from a range of natural perils, including pricing by primary insurers and catastrophe modelling by reinsurers, typically lack sufficient exposure information. Understanding the hazard intensity in terms of spatial severity and frequency is only the first step towards quantifying the risk of a catastrophic event. For any given event we need to know: Are any structures affected? What type of buildings are they? How much damaged occurred? How much will the repairs cost? To achieve this, detailed exposure information is required to assess the likely damage and to effectively calculate the resultant loss. Modelling exposures in the Built Environment therefore plays as important a role in understanding re/insurance risk as characterising the physical hazard. Across both primary insurance books and aggregated reinsurance portfolios, the location of a property (a risk) and its monetary value is typically known. Exactly what that risk is in terms of detailed property descriptors including structure type and rebuild cost - and therefore its vulnerability to loss - is often omitted. This data deficiency is a primary source of variations between modelled losses and the actual claims value. Built Environment models are therefore required at a high resolution to describe building attributes that relate vulnerability to property damage. However, national-scale household-level datasets are often not computationally practical in catastrophe models and data must be aggregated. In order to provide more accurate risk analysis, we have developed and applied a methodology for Built Environment modelling for incorporation into a range of re/insurance applications, including operational models for different international regions and different perils and covering residential, commercial and industry exposures. Illustrated examples are presented, including exposure modelling suitable for aggregated reinsurance analysis for the UK and bespoke high resolution
Modeling the video distribution link in the Next Generation Optical Access Networks
Amaya, F.; Cárdenas, A.; Tafur Monroy, Idelfonso
2011-01-01
In this work we present a model for the design and optimization of the video distribution link in the next generation optical access network. We analyze the video distribution performance in a SCM-WDM link, including the noise, the distortion and the fiber optic nonlinearities. Additionally, we...... consider in the model the effect of distributed Raman amplification, used to extent the capacity and the reach of the optical link. In the model, we use the nonlinear Schrödinger equation with the purpose to obtain capacity limitations and design constrains of the next generation optical access networks....
Modeling the video distribution link in the Next Generation Optical Access Networks
Amaya, F; Cardenas, A; Tafur, I
2011-01-01
In this work we present a model for the design and optimization of the video distribution link in the next generation optical access network. We analyze the video distribution performance in a SCM-WDM link, including the noise, the distortion and the fiber optic nonlinearities. Additionally, we consider in the model the effect of distributed Raman amplification, used to extent the capacity and the reach of the optical link. In the model, we use the nonlinear Schroedinger equation with the purpose to obtain capacity limitations and design constrains of the next generation optical access networks.
Comparison of Methods for Modeling a Hydraulic Loader Crane With Flexible Translational Links
Pedersen, Henrik Clemmensen; Andersen, Torben O.; Nielsen, Brian K.
2015-01-01
not hold for translational links. Hence, special care has to be taken when including flexible translational links. In the current paper, different methods for modeling a hydraulic loader crane with a telescopic arm are investigated and compared using both the finite segment (FS) and AMs method...
Modeling and control of lateral vibration of an axially translating flexible link
Shin, Heon Seop; Rhim, Sung Soo [Kyung Hee University, Yongin (Korea, Republic of)
2015-01-15
Manipulators used for the transportation of large panel-shape payloads often adopt long and slender links (or forks) with translational joins to carry the payloads. As the size of the payload increases, the length of the links also increases to hold the payload securely. The increased length of the link inevitably amplifies the effect of the flexure in the link. Intuitively, the translational motion of the link in its longitudinal direction should have no effect on the lateral vibration of the link because of the orthogonality between the direction of the translational motion and the lateral vibration. If, however, the link was flexible and translated horizontally (perpendicular to the gravitational field) the asymmetric deflection of the link caused by gravity would break the orthogonality between the two directions, and the longitudinal motion of the link would excite lateral motion in the link. In this paper, the lateral oscillatory motion of the flexible link in a large-scale solar cell panel handling robot is investigated where the links carry the panel in its longitudinal direction. The Newtonian approach in conjunction with the assumed modes method is used for derivation of the equation of motion for the flexible forks where non-zero control force is applied at the base of the link. The analysis illustrates the effect of longitudinal motion on the lateral vibration and dynamic stiffening effect (variation of the natural frequency) of the link due to the translational velocity. Lateral vibration behavior is simulated using the derived equations of the motion. A robust vibration control scheme, the input shaping filter technique, is implemented on the model and the effectiveness of the scheme is verified numerically.
Modeling and control of lateral vibration of an axially translating flexible link
Shin, Heon Seop; Rhim, Sung Soo
2015-01-01
Manipulators used for the transportation of large panel-shape payloads often adopt long and slender links (or forks) with translational joins to carry the payloads. As the size of the payload increases, the length of the links also increases to hold the payload securely. The increased length of the link inevitably amplifies the effect of the flexure in the link. Intuitively, the translational motion of the link in its longitudinal direction should have no effect on the lateral vibration of the link because of the orthogonality between the direction of the translational motion and the lateral vibration. If, however, the link was flexible and translated horizontally (perpendicular to the gravitational field) the asymmetric deflection of the link caused by gravity would break the orthogonality between the two directions, and the longitudinal motion of the link would excite lateral motion in the link. In this paper, the lateral oscillatory motion of the flexible link in a large-scale solar cell panel handling robot is investigated where the links carry the panel in its longitudinal direction. The Newtonian approach in conjunction with the assumed modes method is used for derivation of the equation of motion for the flexible forks where non-zero control force is applied at the base of the link. The analysis illustrates the effect of longitudinal motion on the lateral vibration and dynamic stiffening effect (variation of the natural frequency) of the link due to the translational velocity. Lateral vibration behavior is simulated using the derived equations of the motion. A robust vibration control scheme, the input shaping filter technique, is implemented on the model and the effectiveness of the scheme is verified numerically.
Linking Time and Space Scales in Distributed Hydrological Modelling - a case study for the VIC model
Melsen, Lieke; Teuling, Adriaan; Torfs, Paul; Zappa, Massimiliano; Mizukami, Naoki; Clark, Martyn; Uijlenhoet, Remko
2015-04-01
One of the famous paradoxes of the Greek philosopher Zeno of Elea (~450 BC) is the one with the arrow: If one shoots an arrow, and cuts its motion into such small time steps that at every step the arrow is standing still, the arrow is motionless, because a concatenation of non-moving parts does not create motion. Nowadays, this reasoning can be refuted easily, because we know that motion is a change in space over time, which thus by definition depends on both time and space. If one disregards time by cutting it into infinite small steps, motion is also excluded. This example shows that time and space are linked and therefore hard to evaluate separately. As hydrologists we want to understand and predict the motion of water, which means we have to look both in space and in time. In hydrological models we can account for space by using spatially explicit models. With increasing computational power and increased data availability from e.g. satellites, it has become easier to apply models at a higher spatial resolution. Increasing the resolution of hydrological models is also labelled as one of the 'Grand Challenges' in hydrology by Wood et al. (2011) and Bierkens et al. (2014), who call for global modelling at hyperresolution (~1 km and smaller). A literature survey on 242 peer-viewed articles in which the Variable Infiltration Capacity (VIC) model was used, showed that the spatial resolution at which the model is applied has decreased over the past 17 years: From 0.5 to 2 degrees when the model was just developed, to 1/8 and even 1/32 degree nowadays. On the other hand the literature survey showed that the time step at which the model is calibrated and/or validated remained the same over the last 17 years; mainly daily or monthly. Klemeš (1983) stresses the fact that space and time scales are connected, and therefore downscaling the spatial scale would also imply downscaling of the temporal scale. Is it worth the effort of downscaling your model from 1 degree to 1
Modeling and control of a hydraulically actuated flexible-prismatic link robot
Love, L.; Kress, R.; Jansen, J.
1996-12-01
Most of the research related to flexible link manipulators to date has focused on single link, fixed length, single plane of vibration test beds. In addition, actuation has been predominantly based upon electromagnetic motors. Ironically, these elements are rarely found in the existing industrial long reach systems. This manuscript describes a new hydraulically actuated, long reach manipulator with a flexible prismatic link at Oak Ridge National Laboratory (ORNL). Focus is directed towards both modeling and control of hydraulic actuators as well as flexible links that have variable natural frequencies
Karim, Mohammad Ehsanul; Platt, Robert W
2017-06-15
Correct specification of the inverse probability weighting (IPW) model is necessary for consistent inference from a marginal structural Cox model (MSCM). In practical applications, researchers are typically unaware of the true specification of the weight model. Nonetheless, IPWs are commonly estimated using parametric models, such as the main-effects logistic regression model. In practice, assumptions underlying such models may not hold and data-adaptive statistical learning methods may provide an alternative. Many candidate statistical learning approaches are available in the literature. However, the optimal approach for a given dataset is impossible to predict. Super learner (SL) has been proposed as a tool for selecting an optimal learner from a set of candidates using cross-validation. In this study, we evaluate the usefulness of a SL in estimating IPW in four different MSCM simulation scenarios, in which we varied the specification of the true weight model specification (linear and/or additive). Our simulations show that, in the presence of weight model misspecification, with a rich and diverse set of candidate algorithms, SL can generally offer a better alternative to the commonly used statistical learning approaches in terms of MSE as well as the coverage probabilities of the estimated effect in an MSCM. The findings from the simulation studies guided the application of the MSCM in a multiple sclerosis cohort from British Columbia, Canada (1995-2008), to estimate the impact of beta-interferon treatment in delaying disability progression. Copyright © 2017 John Wiley & Sons, Ltd. Copyright © 2017 John Wiley & Sons, Ltd.
Keall, P J; Webb, S
2007-01-01
The heterogeneity of human tumour radiation response is well known. Researchers have used the normal distribution to describe interpatient tumour radiosensitivity. However, many natural phenomena show a log-normal distribution. Log-normal distributions are common when mean values are low, variances are large and values cannot be negative. These conditions apply to radiosensitivity. The aim of this work was to evaluate the log-normal distribution to predict clinical tumour control probability (TCP) data and to compare the results with the homogeneous (δ-function with single α-value) and normal distributions. The clinically derived TCP data for four tumour types-melanoma, breast, squamous cell carcinoma and nodes-were used to fit the TCP models. Three forms of interpatient tumour radiosensitivity were considered: the log-normal, normal and δ-function. The free parameters in the models were the radiosensitivity mean, standard deviation and clonogenic cell density. The evaluation metric was the deviance of the maximum likelihood estimation of the fit of the TCP calculated using the predicted parameters to the clinical data. We conclude that (1) the log-normal and normal distributions of interpatient tumour radiosensitivity heterogeneity more closely describe clinical TCP data than a single radiosensitivity value and (2) the log-normal distribution has some theoretical and practical advantages over the normal distribution. Further work is needed to test these models on higher quality clinical outcome datasets
Cella, Laura; D’Avino, Vittoria; Liuzzi, Raffaele; Conson, Manuel; Doria, Francesca; Faiella, Adriana; Loffredo, Filomena; Salvatore, Marco; Pacelli, Roberto
2013-01-01
The risk of radio-induced gastrointestinal (GI) complications is affected by several factors other than the dose to the rectum such as patient characteristics, hormonal or antihypertensive therapy, and acute rectal toxicity. Purpose of this work is to study clinical and dosimetric parameters impacting on late GI toxicity after prostate external beam radiotherapy (RT) and to establish multivariate normal tissue complication probability (NTCP) model for radiation-induced GI complications. A total of 57 men who had undergone definitive RT for prostate cancer were evaluated for GI events classified using the RTOG/EORTC scoring system. Their median age was 73 years (range 53–85). The patients were assessed for GI toxicity before, during, and periodically after RT completion. Several clinical variables along with rectum dose-volume parameters (Vx) were collected and their correlation to GI toxicity was analyzed by Spearman’s rank correlation coefficient (Rs). Multivariate logistic regression method using resampling techniques was applied to select model order and parameters for NTCP modeling. Model performance was evaluated through the area under the receiver operating characteristic curve (AUC). At a median follow-up of 30 months, 37% (21/57) patients developed G1-2 acute GI events while 33% (19/57) were diagnosed with G1-2 late GI events. An NTCP model for late mild/moderate GI toxicity based on three variables including V65 (OR = 1.03), antihypertensive and/or anticoagulant (AH/AC) drugs (OR = 0.24), and acute GI toxicity (OR = 4.3) was selected as the most predictive model (Rs = 0.47, p < 0.001; AUC = 0.79). This three-variable model outperforms the logistic model based on V65 only (Rs = 0.28, p < 0.001; AUC = 0.69). We propose a logistic NTCP model for late GI toxicity considering not only rectal irradiation dose but also clinical patient-specific factors. Accordingly, the risk of G1-2 late GI increases as V65 increases, it is higher for patients experiencing
Characterizing Cognitive Aging in Humans with Links to Animal Models
Gene E Alexander
2012-09-01
Full Text Available With the population of older adults expected to grow rapidly over the next two decades, it has become increasingly important to advance research efforts to elucidate the mechanisms associated with cognitive aging, with the ultimate goal of developing effective interventions and prevention therapies. Although there has been a vast research literature on the use of cognitive tests to evaluate the effects of aging and age-related neurodegenerative disease, the need for a set of standardized measures to characterize the cognitive profiles specific to healthy aging has been widely recognized. Here we present a review of selected methods and approaches that have been applied in human research studies to evaluate the effects of aging on cognition, including executive function, memory, processing speed, language, and visuospatial function. The effects of healthy aging on each of these cognitive domains are discussed with examples from cognitive/experimental and clinical/neuropsychological approaches. Further, we consider those measures that have clear conceptual and methodological links to tasks currently in use for non-human animal studies of aging, as well as those that have the potential for translation to animal aging research. Having a complementary set of measures to assess the cognitive profiles of healthy aging across species provides a unique opportunity to enhance research efforts for cross-sectional, longitudinal, and intervention studies of cognitive aging. Taking a cross-species, translational approach will help to advance cognitive aging research, leading to a greater understanding of associated neurobiological mechanisms with the potential for developing effective interventions and prevention therapies for age-related cognitive decline.
Linking plate reconstructions with deforming lithosphere to geodynamic models
Müller, R. D.; Gurnis, M.; Flament, N.; Seton, M.; Spasojevic, S.; Williams, S.; Zahirovic, S.
2011-12-01
While global computational models are rapidly advancing in terms of their capabilities, there is an increasing need for assimilating observations into these models and/or ground-truthing model outputs. The open-source and platform independent GPlates software fills this gap. It was originally conceived as a tool to interactively visualize and manipulate classical rigid plate reconstructions and represent them as time-dependent topological networks of editable plate boundaries. The user can export time-dependent plate velocity meshes that can be used either to define initial surface boundary conditions for geodynamic models or alternatively impose plate motions throughout a geodynamic model run. However, tectonic plates are not rigid, and neglecting plate deformation, especially that of the edges of overriding plates, can result in significant misplacing of plate boundaries through time. A new, substantially re-engineered version of GPlates is now being developed that allows an embedding of deforming plates into topological plate boundary networks. We use geophysical and geological data to define the limit between rigid and deforming areas, and the deformation history of non-rigid blocks. The velocity field predicted by these reconstructions can then be used as a time-dependent surface boundary condition in regional or global 3-D geodynamic models, or alternatively as an initial boundary condition for a particular plate configuration at a given time. For time-dependent models with imposed plate motions (e.g. using CitcomS) we incorporate the continental lithosphere by embedding compositionally distinct crust and continental lithosphere within the thermal lithosphere. We define three isostatic columns of different thickness and buoyancy based on the tectonothermal age of the continents: Archean, Proterozoic and Phanerozoic. In the fourth isostatic column, the oceans, the thickness of the thermal lithosphere is assimilated using a half-space cooling model. We also
Cannon, Alex J.
2018-01-01
Most bias correction algorithms used in climatology, for example quantile mapping, are applied to univariate time series. They neglect the dependence between different variables. Those that are multivariate often correct only limited measures of joint dependence, such as Pearson or Spearman rank correlation. Here, an image processing technique designed to transfer colour information from one image to another—the N-dimensional probability density function transform—is adapted for use as a multivariate bias correction algorithm (MBCn) for climate model projections/predictions of multiple climate variables. MBCn is a multivariate generalization of quantile mapping that transfers all aspects of an observed continuous multivariate distribution to the corresponding multivariate distribution of variables from a climate model. When applied to climate model projections, changes in quantiles of each variable between the historical and projection period are also preserved. The MBCn algorithm is demonstrated on three case studies. First, the method is applied to an image processing example with characteristics that mimic a climate projection problem. Second, MBCn is used to correct a suite of 3-hourly surface meteorological variables from the Canadian Centre for Climate Modelling and Analysis Regional Climate Model (CanRCM4) across a North American domain. Components of the Canadian Forest Fire Weather Index (FWI) System, a complicated set of multivariate indices that characterizes the risk of wildfire, are then calculated and verified against observed values. Third, MBCn is used to correct biases in the spatial dependence structure of CanRCM4 precipitation fields. Results are compared against a univariate quantile mapping algorithm, which neglects the dependence between variables, and two multivariate bias correction algorithms, each of which corrects a different form of inter-variable correlation structure. MBCn outperforms these alternatives, often by a large margin
Choice probability generating functions
Fosgerau, Mogens; McFadden, Daniel; Bierlaire, Michel
2010-01-01
This paper establishes that every random utility discrete choice model (RUM) has a representation that can be characterized by a choice-probability generating function (CPGF) with specific properties, and that every function with these specific properties is consistent with a RUM. The choice...... probabilities from the RUM are obtained from the gradient of the CPGF. Mixtures of RUM are characterized by logarithmic mixtures of their associated CPGF. The paper relates CPGF to multivariate extreme value distributions, and reviews and extends methods for constructing generating functions for applications....... The choice probabilities of any ARUM may be approximated by a cross-nested logit model. The results for ARUM are extended to competing risk survival models....
Gabryś, Hubert S; Buettner, Florian; Sterzing, Florian; Hauswald, Henrik; Bangert, Mark
2018-01-01
The purpose of this study is to investigate whether machine learning with dosiomic, radiomic, and demographic features allows for xerostomia risk assessment more precise than normal tissue complication probability (NTCP) models based on the mean radiation dose to parotid glands. A cohort of 153 head-and-neck cancer patients was used to model xerostomia at 0-6 months (early), 6-15 months (late), 15-24 months (long-term), and at any time (a longitudinal model) after radiotherapy. Predictive power of the features was evaluated by the area under the receiver operating characteristic curve (AUC) of univariate logistic regression models. The multivariate NTCP models were tuned and tested with single and nested cross-validation, respectively. We compared predictive performance of seven classification algorithms, six feature selection methods, and ten data cleaning/class balancing techniques using the Friedman test and the Nemenyi post hoc analysis. NTCP models based on the parotid mean dose failed to predict xerostomia (AUCs 0.85), dose gradients in the right-left (AUCs > 0.78), and the anterior-posterior (AUCs > 0.72) direction. Multivariate models of long-term xerostomia were typically based on the parotid volume, the parotid eccentricity, and the dose-volume histogram (DVH) spread with the generalization AUCs ranging from 0.74 to 0.88. On average, support vector machines and extra-trees were the top performing classifiers, whereas the algorithms based on logistic regression were the best choice for feature selection. We found no advantage in using data cleaning or class balancing methods. We demonstrated that incorporation of organ- and dose-shape descriptors is beneficial for xerostomia prediction in highly conformal radiotherapy treatments. Due to strong reliance on patient-specific, dose-independent factors, our results underscore the need for development of personalized data-driven risk profiles for NTCP models of xerostomia. The facilitated
Hubert S. Gabryś
2018-03-01
Full Text Available PurposeThe purpose of this study is to investigate whether machine learning with dosiomic, radiomic, and demographic features allows for xerostomia risk assessment more precise than normal tissue complication probability (NTCP models based on the mean radiation dose to parotid glands.Material and methodsA cohort of 153 head-and-neck cancer patients was used to model xerostomia at 0–6 months (early, 6–15 months (late, 15–24 months (long-term, and at any time (a longitudinal model after radiotherapy. Predictive power of the features was evaluated by the area under the receiver operating characteristic curve (AUC of univariate logistic regression models. The multivariate NTCP models were tuned and tested with single and nested cross-validation, respectively. We compared predictive performance of seven classification algorithms, six feature selection methods, and ten data cleaning/class balancing techniques using the Friedman test and the Nemenyi post hoc analysis.ResultsNTCP models based on the parotid mean dose failed to predict xerostomia (AUCs < 0.60. The most informative predictors were found for late and long-term xerostomia. Late xerostomia correlated with the contralateral dose gradient in the anterior–posterior (AUC = 0.72 and the right–left (AUC = 0.68 direction, whereas long-term xerostomia was associated with parotid volumes (AUCs > 0.85, dose gradients in the right–left (AUCs > 0.78, and the anterior–posterior (AUCs > 0.72 direction. Multivariate models of long-term xerostomia were typically based on the parotid volume, the parotid eccentricity, and the dose–volume histogram (DVH spread with the generalization AUCs ranging from 0.74 to 0.88. On average, support vector machines and extra-trees were the top performing classifiers, whereas the algorithms based on logistic regression were the best choice for feature selection. We found no advantage in using data cleaning or class balancing
Linking Aerosol Optical Properties Between Laboratory, Field, and Model Studies
Murphy, S. M.; Pokhrel, R. P.; Foster, K. A.; Brown, H.; Liu, X.
2017-12-01
The optical properties of aerosol emissions from biomass burning have a significant impact on the Earth's radiative balance. Based on measurements made during the Fourth Fire Lab in Missoula Experiment, our group published a series of parameterizations that related optical properties (single scattering albedo and absorption due to brown carbon at multiple wavelengths) to the elemental to total carbon ratio of aerosols emitted from biomass burning. In this presentation, the ability of these parameterizations to simulate the optical properties of ambient aerosol is assessed using observations collected in 2017 from our mobile laboratory chasing wildfires in the Western United States. The ambient data includes measurements of multi-wavelength absorption, scattering, and extinction, size distribution, chemical composition, and volatility. In addition to testing the laboratory parameterizations, this combination of measurements allows us to assess the ability of core-shell Mie Theory to replicate observations and to assess the impact of brown carbon and mixing state on optical properties. Finally, both laboratory and ambient data are compared to the optical properties generated by a prominent climate model (Community Earth System Model (CESM) coupled with the Community Atmosphere Model (CAM 5)). The discrepancies between lab observations, ambient observations and model output will be discussed.
First attempts of linking modelling, Postharvest behaviour and Melon Genetics
Tijskens, L.M.M.; Santos, Don N.; Obando-Ulloa, J.M.; Moreno, E.; Schouten, R.E.
2008-01-01
The onset of climacteric is associated with the end of melon fruit shelf-life. The aim of this research was to develop practical and applicable models of fruit ripening changes (hardness, moisture loss) also able to discriminate between climacteric and non-climacteric behaviour. The decrease in
Davidson, Kenneth
2003-01-01
... meteorological data, and the means for linking the UAV data to real-time dispersion prediction. The primary modeling effort focused on an adaptation of the 'Wind On Constant Streamline Surfaces...
Linking agent-based models and stochastic models of financial markets.
Feng, Ling; Li, Baowen; Podobnik, Boris; Preis, Tobias; Stanley, H Eugene
2012-05-29
It is well-known that financial asset returns exhibit fat-tailed distributions and long-term memory. These empirical features are the main objectives of modeling efforts using (i) stochastic processes to quantitatively reproduce these features and (ii) agent-based simulations to understand the underlying microscopic interactions. After reviewing selected empirical and theoretical evidence documenting the behavior of traders, we construct an agent-based model to quantitatively demonstrate that "fat" tails in return distributions arise when traders share similar technical trading strategies and decisions. Extending our behavioral model to a stochastic model, we derive and explain a set of quantitative scaling relations of long-term memory from the empirical behavior of individual market participants. Our analysis provides a behavioral interpretation of the long-term memory of absolute and squared price returns: They are directly linked to the way investors evaluate their investments by applying technical strategies at different investment horizons, and this quantitative relationship is in agreement with empirical findings. Our approach provides a possible behavioral explanation for stochastic models for financial systems in general and provides a method to parameterize such models from market data rather than from statistical fitting.
Linking the Pilot Structural Model and Pilot Workload
Bachelder, Edward; Hess, Ronald; Aponso, Bimal; Godfroy-Cooper, Martine
2018-01-01
Behavioral models are developed that closely reproduced pulsive control response of two pilots using markedly different control techniques while conducting a tracking task. An intriguing find was that the pilots appeared to: 1) produce a continuous, internally-generated stick signal that they integrated in time; 2) integrate the actual stick position; and 3) compare the two integrations to either issue or cease a pulse command. This suggests that the pilots utilized kinesthetic feedback in order to sense and integrate stick position, supporting the hypothesis that pilots can access and employ the proprioceptive inner feedback loop proposed by Hess's pilot Structural Model. A Pilot Cost Index was developed, whose elements include estimated workload, performance, and the degree to which the pilot employs kinesthetic feedback. Preliminary results suggest that a pilot's operating point (parameter values) may be based on control style and index minimization.
An integrative model linking feedback environment and organizational citizenship behavior.
Peng, Jei-Chen; Chiu, Su-Fen
2010-01-01
Past empirical evidence has suggested that a positive supervisor feedback environment may enhance employees' organizational citizenship behavior (OCB). In this study, we aim to extend previous research by proposing and testing an integrative model that examines the mediating processes underlying the relationship between supervisor feedback environment and employee OCB. Data were collected from 259 subordinate-supervisor dyads across a variety of organizations in Taiwan. We used structural equation modeling to test our hypotheses. The results demonstrated that supervisor feedback environment influenced employees' OCB indirectly through (1) both positive affective-cognition and positive attitude (i.e., person-organization fit and organizational commitment), and (2) both negative affective-cognition and negative attitude (i.e., role stressors and job burnout). Theoretical and practical implications are discussed.
Links between fluid mechanics and quantum mechanics: a model for information in economics?
Haven, Emmanuel
2016-05-28
This paper tallies the links between fluid mechanics and quantum mechanics, and attempts to show whether those links can aid in beginning to build a formal template which is usable in economics models where time is (a)symmetric and memory is absent or present. An objective of this paper is to contemplate whether those formalisms can allow us to model information in economics in a novel way. © 2016 The Author(s).
Interleukin-1 may link helplessness-hopelessness with cancer progression: A proposed model
Argaman, M; Gidron, Y; Ariad, S
2005-01-01
A model of the relations between psychological factors and cancer progression should include brain and systemic components and their link with critical cellular stages in cancer progression. We present a psychoneuroimmunological (PNI) model that links helplessness-hopelessness (HH) with cancer progression via interleukin-1β (IL-1β). IL-1β was elevated in the brain following exposure to inescapable shock, and HH was minimized by antagonizing cerebral IL-1β. Elevated cerebral IL-1β increased ca...
Calibration of Linked Hydrodynamic and Water Quality Model for Santa Margarita Lagoon
2016-07-01
was used to drive the transport and water quality kinetics for the simulation of 2007–2009. The sand berm, which controlled the opening/closure of...TECHNICAL REPORT 3015 July 2016 Calibration of Linked Hydrodynamic and Water Quality Model for Santa Margarita Lagoon Final Report Pei...Linked Hydrodynamic and Water Quality Model for Santa Margarita Lagoon Final Report Pei-Fang Wang Chuck Katz Ripan Barua SSC Pacific James
Butler, Doug; Bauman, David; Johnson-Throop, Kathy
2011-01-01
The Integrated Medical Model (IMM) Project has been developing a probabilistic risk assessment tool, the IMM, to help evaluate in-flight crew health needs and impacts to the mission due to medical events. This package is a follow-up to a data package provided in June 2009. The IMM currently represents 83 medical conditions and associated ISS resources required to mitigate medical events. IMM end state forecasts relevant to the ISS PRA model include evacuation (EVAC) and loss of crew life (LOCL). The current version of the IMM provides the basis for the operational version of IMM expected in the January 2011 timeframe. The objectives of this data package are: 1. To provide a preliminary understanding of medical risk data used to update the ISS PRA Model. The IMM has had limited validation and an initial characterization of maturity has been completed using NASA STD 7009 Standard for Models and Simulation. The IMM has been internally validated by IMM personnel but has not been validated by an independent body external to the IMM Project. 2. To support a continued dialogue between the ISS PRA and IMM teams. To ensure accurate data interpretation, and that IMM output format and content meets the needs of the ISS Risk Management Office and ISS PRA Model, periodic discussions are anticipated between the risk teams. 3. To help assess the differences between the current ISS PRA and IMM medical risk forecasts of EVAC and LOCL. Follow-on activities are anticipated based on the differences between the current ISS PRA medical risk data and the latest medical risk data produced by IMM.
Modeling Prairie Pothole Lakes: Linking Satellite Observation and Calibration (Invited)
Schwartz, F. W.; Liu, G.; Zhang, B.; Yu, Z.
2009-12-01
This paper examines the response of a complex lake wetland system to variations in climate. The focus is on the lakes and wetlands of the Missouri Coteau, which is part of the larger Prairie Pothole Region of the Central Plains of North America. Information on lake size was enumerated from satellite images, and yielded power law relationships for different hydrological conditions. More traditional lake-stage data were made available to us from the USGS Cottonwood Lake Study Site in North Dakota. A Probabilistic Hydrologic Model (PHM) was developed to simulate lake complexes comprised of tens-of-thousands or more individual closed-basin lakes and wetlands. What is new about this model is a calibration scheme that utilizes remotely-sensed data on lake area as well as stage data for individual lakes. Some ¼ million individual data points are used within a Genetic Algorithm to calibrate the model by comparing the simulated results with observed lake area-frequency power law relationships derived from Landsat images and water depths from seven individual lakes and wetlands. The simulated lake behaviors show good agreement with the observations under average, dry, and wet climatic conditions. The calibrated model is used to examine the impact of climate variability on a large lake complex in ND, in particular, the “Dust Bowl Drought” 1930s. This most famous drought of the 20th Century devastated the agricultural economy of the Great Plains with health and social impacts lingering for years afterwards. Interestingly, the drought of 1930s is unremarkable in relation to others of greater intensity and frequency before AD 1200 in the Great Plains. Major droughts and deluges have the ability to create marked variability of the power law function (e.g. up to one and a half orders of magnitude variability from the extreme Dust Bowl Drought to the extreme 1993-2001 deluge). This new probabilistic modeling approach provides a novel tool to examine the response of the
The perception of probability.
Gallistel, C R; Krishan, Monika; Liu, Ye; Miller, Reilly; Latham, Peter E
2014-01-01
We present a computational model to explain the results from experiments in which subjects estimate the hidden probability parameter of a stepwise nonstationary Bernoulli process outcome by outcome. The model captures the following results qualitatively and quantitatively, with only 2 free parameters: (a) Subjects do not update their estimate after each outcome; they step from one estimate to another at irregular intervals. (b) The joint distribution of step widths and heights cannot be explained on the assumption that a threshold amount of change must be exceeded in order for them to indicate a change in their perception. (c) The mapping of observed probability to the median perceived probability is the identity function over the full range of probabilities. (d) Precision (how close estimates are to the best possible estimate) is good and constant over the full range. (e) Subjects quickly detect substantial changes in the hidden probability parameter. (f) The perceived probability sometimes changes dramatically from one observation to the next. (g) Subjects sometimes have second thoughts about a previous change perception, after observing further outcomes. (h) The frequency with which they perceive changes moves in the direction of the true frequency over sessions. (Explaining this finding requires 2 additional parametric assumptions.) The model treats the perception of the current probability as a by-product of the construction of a compact encoding of the experienced sequence in terms of its change points. It illustrates the why and the how of intermittent Bayesian belief updating and retrospective revision in simple perception. It suggests a reinterpretation of findings in the recent literature on the neurobiology of decision making. (PsycINFO Database Record (c) 2014 APA, all rights reserved).
Linking seasonal climate forecasts with crop models in Iberian Peninsula
Capa, Mirian; Ines, Amor; Baethgen, Walter; Rodriguez-Fonseca, Belen; Han, Eunjin; Ruiz-Ramos, Margarita
2015-04-01
Translating seasonal climate forecasts into agricultural production forecasts could help to establish early warning systems and to design crop management adaptation strategies that take advantage of favorable conditions or reduce the effect of adverse conditions. In this study, we use seasonal rainfall forecasts and crop models to improve predictability of wheat yield in the Iberian Peninsula (IP). Additionally, we estimate economic margins and production risks associated with extreme scenarios of seasonal rainfall forecast. This study evaluates two methods for disaggregating seasonal climate forecasts into daily weather data: 1) a stochastic weather generator (CondWG), and 2) a forecast tercile resampler (FResampler). Both methods were used to generate 100 (with FResampler) and 110 (with CondWG) weather series/sequences for three scenarios of seasonal rainfall forecasts. Simulated wheat yield is computed with the crop model CERES-wheat (Ritchie and Otter, 1985), which is included in Decision Support System for Agrotechnology Transfer (DSSAT v.4.5, Hoogenboom et al., 2010). Simulations were run at two locations in northeastern Spain where the crop model was calibrated and validated with independent field data. Once simulated yields were obtained, an assessment of farmer's gross margin for different seasonal climate forecasts was accomplished to estimate production risks under different climate scenarios. This methodology allows farmers to assess the benefits and risks of a seasonal weather forecast in IP prior to the crop growing season. The results of this study may have important implications on both, public (agricultural planning) and private (decision support to farmers, insurance companies) sectors. Acknowledgements Research by M. Capa-Morocho has been partly supported by a PICATA predoctoral fellowship of the Moncloa Campus of International Excellence (UCM-UPM) and MULCLIVAR project (CGL2012-38923-C02-02) References Hoogenboom, G. et al., 2010. The Decision
Linking effort and fishing mortality in a mixed fisheries model
Thøgersen, Thomas Talund; Hoff, Ayoe; Frost, Hans Staby
2012-01-01
in fish stocks has led to overcapacity in many fisheries, leading to incentives for overfishing. Recent research has shown that the allocation of effort among fleets can play an important role in mitigating overfishing when the targeting covers a range of species (multi-species—i.e., so-called mixed...... fisheries), while simultaneously optimising the overall economic performance of the fleets. The so-called FcubEcon model, in particular, has elucidated both the biologically and economically optimal method for allocating catches—and thus effort—between fishing fleets, while ensuring that the quotas...
Linking density functional and mode coupling models for supercooled liquids
Premkumar, Leishangthem; Bidhoodi, Neeta; Das, Shankar P. [School of Physical Sciences, Jawaharlal Nehru University, New Delhi 110067 (India)
2016-03-28
We compare predictions from two familiar models of the metastable supercooled liquid, respectively, constructed with thermodynamic and dynamic approaches. In the so called density functional theory the free energy F[ρ] of the liquid is a functional of the inhomogeneous density ρ(r). The metastable state is identified as a local minimum of F[ρ]. The sharp density profile characterizing ρ(r) is identified as a single particle oscillator, whose frequency is obtained from the parameters of the optimum density function. On the other hand, a dynamic approach to supercooled liquids is taken in the mode coupling theory (MCT) which predict a sharp ergodicity-non-ergodicity transition at a critical density. The single particle dynamics in the non-ergodic state, treated approximately, represents a propagating mode whose characteristic frequency is computed from the corresponding memory function of the MCT. The mass localization parameters in the above two models (treated in their simplest forms) are obtained, respectively, in terms of the corresponding natural frequencies depicted and are shown to have comparable magnitudes.
Linking density functional and mode coupling models for supercooled liquids.
Premkumar, Leishangthem; Bidhoodi, Neeta; Das, Shankar P
2016-03-28
We compare predictions from two familiar models of the metastable supercooled liquid, respectively, constructed with thermodynamic and dynamic approaches. In the so called density functional theory the free energy F[ρ] of the liquid is a functional of the inhomogeneous density ρ(r). The metastable state is identified as a local minimum of F[ρ]. The sharp density profile characterizing ρ(r) is identified as a single particle oscillator, whose frequency is obtained from the parameters of the optimum density function. On the other hand, a dynamic approach to supercooled liquids is taken in the mode coupling theory (MCT) which predict a sharp ergodicity-non-ergodicity transition at a critical density. The single particle dynamics in the non-ergodic state, treated approximately, represents a propagating mode whose characteristic frequency is computed from the corresponding memory function of the MCT. The mass localization parameters in the above two models (treated in their simplest forms) are obtained, respectively, in terms of the corresponding natural frequencies depicted and are shown to have comparable magnitudes.
A Dual-Process Model of the Alcohol-Behavior Link for Social Drinking
Moss, Antony C.; Albery, Ian P.
2009-01-01
A dual-process model of the alcohol-behavior link is presented, synthesizing 2 of the major social-cognitive approaches: expectancy and myopia theories. Substantial evidence has accrued to support both of these models, and recent neurocognitive models of the effects of alcohol on thought and behavior have provided evidence to support both as well.…
Mandache, C.; Khan, M.; Fahr, A.; Yanishevsky, M.
2011-03-01
Probability of detection (PoD) studies are broadly used to determine the reliability of specific nondestructive inspection procedures, as well as to provide data for damage tolerance life estimations and calculation of inspection intervals for critical components. They require inspections on a large set of samples, a fact that makes these statistical assessments time- and cost-consuming. Physics-based numerical simulations of nondestructive testing inspections could be used as a cost-effective alternative to empirical investigations. They realistically predict the inspection outputs as functions of the input characteristics related to the test piece, transducer and instrument settings, which are subsequently used to partially substitute and/or complement inspection data in PoD analysis. This work focuses on the numerical modelling aspects of eddy current testing for the bolt hole inspections of wing box structures typical of the Lockheed Martin C-130 Hercules and P-3 Orion aircraft, found in the air force inventory of many countries. Boundary element-based numerical modelling software was employed to predict the eddy current signal responses when varying inspection parameters related to probe characteristics, crack geometry and test piece properties. Two demonstrator exercises were used for eddy current signal prediction when lowering the driver probe frequency and changing the material's electrical conductivity, followed by subsequent discussions and examination of the implications on using simulated data in the PoD analysis. Despite some simplifying assumptions, the modelled eddy current signals were found to provide similar results to the actual inspections. It is concluded that physics-based numerical simulations have the potential to partially substitute or complement inspection data required for PoD studies, reducing the cost, time, effort and resources necessary for a full empirical PoD assessment.
Chapman, Brian
2017-06-01
This paper seeks to develop a more thermodynamically sound pedagogy for students of biological transport than is currently available from either of the competing schools of linear non-equilibrium thermodynamics (LNET) or Michaelis-Menten kinetics (MMK). To this end, a minimal model of facilitated diffusion was constructed comprising four reversible steps: cis- substrate binding, cis → trans bound enzyme shuttling, trans -substrate dissociation and trans → cis free enzyme shuttling. All model parameters were subject to the second law constraint of the probability isotherm, which determined the unidirectional and net rates for each step and for the overall reaction through the law of mass action. Rapid equilibration scenarios require sensitive 'tuning' of the thermodynamic binding parameters to the equilibrium substrate concentration. All non-equilibrium scenarios show sigmoidal force-flux relations, with only a minority of cases having their quasi -linear portions close to equilibrium. Few cases fulfil the expectations of MMK relating reaction rates to enzyme saturation. This new approach illuminates and extends the concept of rate-limiting steps by focusing on the free energy dissipation associated with each reaction step and thereby deducing its respective relative chemical impedance. The crucial importance of an enzyme's being thermodynamically 'tuned' to its particular task, dependent on the cis- and trans- substrate concentrations with which it deals, is consistent with the occurrence of numerous isoforms for enzymes that transport a given substrate in physiologically different circumstances. This approach to kinetic modelling, being aligned with neither MMK nor LNET, is best described as intuitive non-equilibrium thermodynamics, and is recommended as a useful adjunct to the design and interpretation of experiments in biotransport.
Virtual Models Linked with Physical Components in Construction
Sørensen, Kristian Birch
The use of virtual models supports a fundamental change in the working practice of the construction industry. It changes the primary information carrier (drawings) from simple manually created depictions of the building under construction to visually realistic digital representations that also...... engineering and business development in an iterative and user needs centred system development process. The analysis of future business perspectives presents an extensive number of new working processes that can assist in solving major challenges in the construction industry. Three of the most promising...... practices and development of new ontologies. Based on the experiences gained in this PhD project, some of the important future challenges are also to show the benefits of using modern information and communication technology to practitioners in the construction industry and to communicate this knowledge...
Oulehle, F.; Cosby, B.J.; Wright, R.F.; Hruška, J.; Kopáček, J.; Krám, P.; Evans, C.D.; Moldan, F.
2012-01-01
We present a new formulation of the acidification model MAGIC that uses decomposer dynamics to link nitrogen (N) cycling to carbon (C) turnover in soils. The new model is evaluated by application to 15–30 years of water chemistry data at three coniferous-forested sites in the Czech Republic where deposition of sulphur (S) and N have decreased by >80% and 40%, respectively. Sulphate concentrations in waters have declined commensurately with S deposition, but nitrate concentrations have shown much larger decreases relative to N deposition. This behaviour is inconsistent with most conceptual models of N saturation, and with earlier versions of MAGIC which assume N retention to be a first-order function of N deposition and/or controlled by the soil C/N ratio. In comparison with earlier versions, the new formulation more correctly simulates observed short-term changes in nitrate leaching, as well as long-term retention of N in soils. The model suggests that, despite recent deposition reductions and recovery, progressive N saturation will lead to increased future nitrate leaching, ecosystem eutrophication and re-acidification. - Highlights: ► New version of the biogeochemical model MAGIC developed to simulate C/N dynamics. ► New formulation of N retention based directly on the decomposer processes. ► The new formulation simulates observed changes in nitrate leaching and in soil C/N. ► The model suggests progressive N saturation at sites examined. ► The model performance meets a growing need for realistic process-based simulations. - Process-based modelling of nitrogen dynamics and acidification in forest ecosystems.
Probability for Weather and Climate
Smith, L. A.
2013-12-01
decision making versus advance science, are noted. It is argued that, just as no point forecast is complete without an estimate of its accuracy, no model-based probability forecast is complete without an estimate of its own irrelevance. The same nonlinearities that made the electronic computer so valuable links the selection and assimilation of observations, the formation of ensembles, the evolution of models, the casting of model simulations back into observables, and the presentation of this information to those who use it to take action or to advance science. Timescales of interest exceed the lifetime of a climate model and the career of a climate scientist, disarming the trichotomy that lead to swift advances in weather forecasting. Providing credible, informative climate services is a more difficult task. In this context, the value of comparing the forecasts of simulation models not only with each other but also with the performance of simple empirical models, whenever possible, is stressed. The credibility of meteorology is based on its ability to forecast and explain the weather. The credibility of climatology will always be based on flimsier stuff. Solid insights of climate science may be obscured if the severe limits on our ability to see the details of the future even probabilistically are not communicated clearly.
Singh, D D; Saikrishnan, K; Kumar, Prashant; Surolia, A; Sekar, K; Vijayan, M
2005-10-01
The crystal structure of a complex of methyl-alpha-D-mannoside with banana lectin from Musa paradisiaca reveals two primary binding sites in the lectin, unlike in other lectins with beta-prism I fold which essentially consists of three Greek key motifs. It has been suggested that the fold evolved through successive gene duplication and fusion of an ancestral Greek key motif. In other lectins, all from dicots, the primary binding site exists on one of the three motifs in the three-fold symmetric molecule. Banana is a monocot, and the three motifs have not diverged enough to obliterate sequence similarity among them. Two Greek key motifs in it carry one primary binding site each. A common secondary binding site exists on the third Greek key. Modelling shows that both the primary sites can support 1-2, 1-3, and 1-6 linked mannosides with the second residue interacting in each case primarily with the secondary binding site. Modelling also readily leads to a bound branched mannopentose with the nonreducing ends of the two branches anchored at the two primary binding sites, providing a structural explanation for the lectin's specificity for branched alpha-mannans. A comparison of the dimeric banana lectin with other beta-prism I fold lectins, provides interesting insights into the variability in their quaternary structure.
Vogel, Ronald J; Ramachandran, Sulabha; Zachry, Woodie M
2003-01-01
The pharmaceutical industry employs a variety of marketing strategies that have previously been directed primarily toward physicians. However, mass media direct-to-consumer (DTC) advertising of prescription drugs has emerged as a ubiquitous promotional strategy. This article explores the economics of DTC advertising in greater depth than has been done in the past by using a 3-stage economic model to assess the pertinent literature and to show the probable effects of DTC advertising in the United States. Economics literature on the subject was searched using the Journal of Economic Literature. Health services literature was searched using computer callback devices. Spending on DTC advertising in the United States increased from $17 million in 1985 to $2.5 billion in 2000. Proponents of DTC advertising claim that it provides valuable product-related information to health care professionals and patients, may contribute to better use of medications, and helps patients take charge of their own health care. Opponents argue that DTC advertising provides misleading messages rather than well-balanced, evidence-based information. The literature is replete with opinions about the effects of prescription drug advertising on pharmaceutical drug prices and physician-prescribing patterns, but few studies have addressed the issues beyond opinion surveys. The economic literature on advertising effects in other markets, however, may provide insight. DTC advertising indirectly affects the price and the quantity of production of pharmaceuticals via its effect on changes in consumer demand.
Introduction to probability with R
Baclawski, Kenneth
2008-01-01
FOREWORD PREFACE Sets, Events, and Probability The Algebra of Sets The Bernoulli Sample Space The Algebra of Multisets The Concept of Probability Properties of Probability Measures Independent Events The Bernoulli Process The R Language Finite Processes The Basic Models Counting Rules Computing Factorials The Second Rule of Counting Computing Probabilities Discrete Random Variables The Bernoulli Process: Tossing a Coin The Bernoulli Process: Random Walk Independence and Joint Distributions Expectations The Inclusion-Exclusion Principle General Random Variable
Huang, Yangxin; Lu, Xiaosun; Chen, Jiaqing; Liang, Juan; Zangmeister, Miriam
2017-10-27
Longitudinal and time-to-event data are often observed together. Finite mixture models are currently used to analyze nonlinear heterogeneous longitudinal data, which, by releasing the homogeneity restriction of nonlinear mixed-effects (NLME) models, can cluster individuals into one of the pre-specified classes with class membership probabilities. This clustering may have clinical significance, and be associated with clinically important time-to-event data. This article develops a joint modeling approach to a finite mixture of NLME models for longitudinal data and proportional hazard Cox model for time-to-event data, linked by individual latent class indicators, under a Bayesian framework. The proposed joint models and method are applied to a real AIDS clinical trial data set, followed by simulation studies to assess the performance of the proposed joint model and a naive two-step model, in which finite mixture model and Cox model are fitted separately.
Estimating Subjective Probabilities
Andersen, Steffen; Fountain, John; Harrison, Glenn W.
2014-01-01
either construct elicitation mechanisms that control for risk aversion, or construct elicitation mechanisms which undertake 'calibrating adjustments' to elicited reports. We illustrate how the joint estimation of risk attitudes and subjective probabilities can provide the calibration adjustments...... that theory calls for. We illustrate this approach using data from a controlled experiment with real monetary consequences to the subjects. This allows the observer to make inferences about the latent subjective probability, under virtually any well-specified model of choice under subjective risk, while still...
Probability Aggregates in Probability Answer Set Programming
Saad, Emad
2013-01-01
Probability answer set programming is a declarative programming that has been shown effective for representing and reasoning about a variety of probability reasoning tasks. However, the lack of probability aggregates, e.g. {\\em expected values}, in the language of disjunctive hybrid probability logic programs (DHPP) disallows the natural and concise representation of many interesting problems. In this paper, we extend DHPP to allow arbitrary probability aggregates. We introduce two types of p...
Pricing of premiums for equity-linked life insurance based on joint mortality models
Riaman; Parmikanti, K.; Irianingsih, I.; Supian, S.
2018-03-01
Life insurance equity - linked is a financial product that not only offers protection, but also investment. The calculation of equity-linked life insurance premiums generally uses mortality tables. Because of advances in medical technology and reduced birth rates, it appears that the use of mortality tables is less relevant in the calculation of premiums. To overcome this problem, we use a combination mortality model which in this study is determined based on Indonesian Mortality table 2011 to determine the chances of death and survival. In this research, we use the Combined Mortality Model of the Weibull, Inverse-Weibull, and Gompertz Mortality Model. After determining the Combined Mortality Model, simulators calculate the value of the claim to be given and the premium price numerically. By calculating equity-linked life insurance premiums well, it is expected that no party will be disadvantaged due to the inaccuracy of the calculation result
Collision Probability Analysis
Hansen, Peter Friis; Pedersen, Preben Terndrup
1998-01-01
It is the purpose of this report to apply a rational model for prediction of ship-ship collision probabilities as function of the ship and the crew characteristics and the navigational environment for MS Dextra sailing on a route between Cadiz and the Canary Islands.The most important ship and crew...... characteristics are: ship speed, ship manoeuvrability, the layout of the navigational bridge, the radar system, the number and the training of navigators, the presence of a look out etc. The main parameters affecting the navigational environment are ship traffic density, probability distributions of wind speeds...... probability, i.e. a study of the navigator's role in resolving critical situations, a causation factor is derived as a second step.The report documents the first step in a probabilistic collision damage analysis. Future work will inlcude calculation of energy released for crushing of structures giving...
Yang Yang
2011-01-01
Full Text Available We propose a general continuous-time risk model with a constant interest rate. In this model, claims arrive according to an arbitrary counting process, while their sizes have dominantly varying tails and fulfill an extended negative dependence structure. We obtain an asymptotic formula for the finite-time ruin probability, which extends a corresponding result of Wang (2008.
Jung, Yoon Suk; Park, Chan Hyuk; Kim, Nam Hee; Lee, Mi Yeon; Park, Dong Il
2017-09-01
The incidence of colorectal cancer is decreasing in adults aged ≥50 years and increasing in those aged probability models for ACRN in a population aged 30-49 years. Of 96,235 participants, 57,635 and 38,600 were included in the derivation and validation cohorts, respectively. The predicted probability model considered age, sex, body mass index, family history of colorectal cancer, and smoking habits, as follows: Y ACRN = -8.755 + 0.080·X age - 0.055·X male + 0.041·X BMI + 0.200·X family_history_of_CRC + 0.218·X former_smoker + 0.644·X current_smoker . The optimal cutoff value for the predicted probability of ACRN by Youden index was 1.14%. The area under the receiver-operating characteristic curve (AUROC) values of our model for ACRN were higher than those of the previously established Asia-Pacific Colorectal Screening (APCS), Korean Colorectal Screening (KCS), and Kaminski's scoring models [AUROC (95% confidence interval): model in the current study, 0.673 (0.648-0.697); vs. APCS, 0.588 (0.564-0.611), P probability model can assess the risk of ACRN more accurately than existing models, including the APCS, KCS, and Kaminski's scoring models.
A Framework for Linking Population Model Development with Ecological Risk Assessment Objectives.
The value of models that link organism‐level impacts to the responses of a population in ecological risk assessments (ERAs) has been demonstrated extensively over the past few decades. There is little debate about the utility of these models to translate multiple organism&#...
A Simple Forecasting Model Linking Macroeconomic Policy to Industrial Employment Demand.
Malley, James R.; Hady, Thomas F.
A study detailed further a model linking monetary and fiscal policy to industrial employment in metropolitan and nonmetropolitan areas of four United States regions. The model was used to simulate the impacts on area and regional employment of three events in the economy: changing real gross national product (GNP) via monetary policy, holding the…
Eric J. Gustafson; L. Jay Roberts; Larry A. Leefers
2006-01-01
Forest management planners require analytical tools to assess the effects of alternative strategies on the sometimes disparate benefits from forests such as timber production and wildlife habitat. We assessed the spatial patterns of alternative management strategies by linking two models that were developed for different purposes. We used a linear programming model (...
Landau, A.; Nitzan, A.
2006-01-01
Full Text: Molecular electronics, one of the major fields of the current effort in nano-science, may be de ed as the study of electronic behaviors, devices and applications that depend on the properties of matter at the molecular scale. If the miniaturization trend of microelectronic devices is to continue, elements such as transistors and contacts will soon shrink to single molecules. The promise of these new technological breakthroughs has been major driving force in this ld. Moreover, the consideration of molecular systems as electronic devices has raised new fundamental questions. In particular, while traditional quantum chemistry deals with electronically closed systems, we now face problems involving molecular systems that are open to their electronic environment, moreover, function in far from equilibrium situations. A generic molecular junction is made of two electrodes connected by a molecular spacer that takes the form of a molecular chain of varying length or a molecular layer of varying thickness. We use a simple nearest-neighbors tight-biding model with the non-equilibrium Green's function (NEGF) method to investigate and compare between a self-assembled monolayer (SAM), finite molecular layer (FML), and single molecule (SM) chemisorption to a surface of a metal substrate. In addition, we examine the difference in the transmission probability through a SAM, FML and SM sandwiched between two metallic electrodes. Dramatic differences are observed between the SM, FML and SAM density of electronic states and transmission functions. In addition, we analyze the effects of changing different physical parameters such as molecule-substrate interaction, molecule-molecule interactions, etc; interesting effects that pertain to the conduction properties of single molecules and molecular layers are observed. Intriguing results are attained when we investigate the commensurability of the SAM with the metallic surface
Liu, Feng; Tai, An; Lee, Percy; Biswas, Tithi; Ding, George X.; El Naqa, Isaam; Grimm, Jimm; Jackson, Andrew; Kong, Feng-Ming (Spring); LaCouture, Tamara; Loo, Billy; Miften, Moyed; Solberg, Timothy; Li, X Allen
2017-01-01
Purpose To analyze pooled clinical data using different radiobiological models and to understand the relationship between biologically effective dose (BED) and tumor control probability (TCP) for stereotactic body radiotherapy (SBRT) of early-stage non-small cell lung cancer (NSCLC). Method and Materials The clinical data of 1-, 2-, 3-, and 5-year actuarial or Kaplan-Meier TCP from 46 selected studies were collected for SBRT of NSCLC in the literature. The TCP data were separated for Stage T1 and T2 tumors if possible, otherwise collected for combined stages. BED was calculated at isocenters using six radiobiological models. For each model, the independent model parameters were determined from a fit to the TCP data using the least chi-square (χ2) method with either one set of parameters regardless of tumor stages or two sets for T1 and T2 tumors separately. Results The fits to the clinic data yield consistent results of large α/β ratios of about 20 Gy for all models investigated. The regrowth model that accounts for the tumor repopulation and heterogeneity leads to a better fit to the data, compared to other 5 models where the fits were indistinguishable between the models. The models based on the fitting parameters predict that the T2 tumors require about additional 1 Gy physical dose at isocenters per fraction (≤5 fractions) to achieve the optimal TCP when compared to the T1 tumors. Conclusion This systematic analysis of a large set of published clinical data using different radiobiological models shows that local TCP for SBRT of early-stage NSCLC has strong dependence on BED with large α/β ratios of about 20 Gy. The six models predict that a BED (calculated with α/β of 20) of 90 Gy is sufficient to achieve TCP ≥ 95%. Among the models considered, the regrowth model leads to a better fit to the clinical data. PMID:27871671
Cumulative t-link threshold models for the genetic analysis of calving ease scores
Tempelman Robert J
2003-09-01
Full Text Available Abstract In this study, a hierarchical threshold mixed model based on a cumulative t-link specification for the analysis of ordinal data or more, specifically, calving ease scores, was developed. The validation of this model and the Markov chain Monte Carlo (MCMC algorithm was carried out on simulated data from normally and t4 (i.e. a t-distribution with four degrees of freedom distributed populations using the deviance information criterion (DIC and a pseudo Bayes factor (PBF measure to validate recently proposed model choice criteria. The simulation study indicated that although inference on the degrees of freedom parameter is possible, MCMC mixing was problematic. Nevertheless, the DIC and PBF were validated to be satisfactory measures of model fit to data. A sire and maternal grandsire cumulative t-link model was applied to a calving ease dataset from 8847 Italian Piemontese first parity dams. The cumulative t-link model was shown to lead to posterior means of direct and maternal heritabilities (0.40 ± 0.06, 0.11 ± 0.04 and a direct maternal genetic correlation (-0.58 ± 0.15 that were not different from the corresponding posterior means of the heritabilities (0.42 ± 0.07, 0.14 ± 0.04 and the genetic correlation (-0.55 ± 0.14 inferred under the conventional cumulative probit link threshold model. Furthermore, the correlation (> 0.99 between posterior means of sire progeny merit from the two models suggested no meaningful rerankings. Nevertheless, the cumulative t-link model was decisively chosen as the better fitting model for this calving ease data using DIC and PBF.
Xiaoning Zhang
2018-03-01
Full Text Available Methods that link different models for investigating the retrieval of canopy biophysical/structural variables have been substantially adopted in the remote sensing community. To retrieve global biophysical parameters from multiangle data, the kernel-driven bidirectional reflectance distribution function (BRDF model has been widely applied to satellite multiangle observations to model (interpolate/extrapolate the bidirectional reflectance factor (BRF in an arbitrary direction of viewing and solar geometries. Such modeled BRFs, as an essential information source, are then input into an inversion procedure that is devised through a large number of simulation analyses from some widely used physical models that can generalize such an inversion relationship between the BRFs (or their simple algebraic composite and the biophysical/structural parameter. Therefore, evaluation of such a link between physical models and kernel-driven models contributes to the development of such inversion procedures to accurately retrieve vegetation properties, particularly based on the operational global BRDF parameters derived from satellite multiangle observations (e.g., MODIS. In this study, the main objective is to investigate the potential for linking a popular physical model (PROSAIL with the widely used kernel-driven Ross-Li models. To do this, the BRFs and albedo are generated by the physical PROSAIL in a forward model, and then the simulated BRFs are input into the kernel-driven BRDF model for retrieval of the BRFs and albedo in the same viewing and solar geometries. To further strengthen such an investigation, a variety of field-measured multiangle reflectances have also been used to investigate the potential for linking these two models. For simulated BRFs generated by the PROSAIL model at 659 and 865 nm, the two models are generally comparable to each other, and the resultant root mean square errors (RMSEs are 0.0092 and 0.0355, respectively, although some
Olariu E
2017-09-01
Full Text Available Elena Olariu,1 Kevin K Cadwell,1 Elizabeth Hancock,1 David Trueman,1 Helene Chevrou-Severac2 1PHMR Ltd, London, UK; 2Takeda Pharmaceuticals International AG, Zurich, Switzerland Objective: Although Markov cohort models represent one of the most common forms of decision-analytic models used in health care decision-making, correct implementation of such models requires reliable estimation of transition probabilities. This study sought to identify consensus statements or guidelines that detail how such transition probability matrices should be estimated. Methods: A literature review was performed to identify relevant publications in the following databases: Medline, Embase, the Cochrane Library, and PubMed. Electronic searches were supplemented by manual-searches of health technology assessment (HTA websites in Australia, Belgium, Canada, France, Germany, Ireland, Norway, Portugal, Sweden, and the UK. One reviewer assessed studies for eligibility. Results: Of the 1,931 citations identified in the electronic searches, no studies met the inclusion criteria for full-text review, and no guidelines on transition probabilities in Markov models were identified. Manual-searching of the websites of HTA agencies identified ten guidelines on economic evaluations (Australia, Belgium, Canada, France, Germany, Ireland, Norway, Portugal, Sweden, and UK. All identified guidelines provided general guidance on how to develop economic models, but none provided guidance on the calculation of transition probabilities. One relevant publication was identified following review of the reference lists of HTA agency guidelines: the International Society for Pharmacoeconomics and Outcomes Research taskforce guidance. This provided limited guidance on the use of rates and probabilities. Conclusions: There is limited formal guidance available on the estimation of transition probabilities for use in decision-analytic models. Given the increasing importance of cost
Xu ZhiYong; Liang Shixiong; Zhu Ji; Zhu Xiaodong; Zhao Jiandong; Lu Haijie; Yang Yunli; Chen Long; Wang Anyu; Fu Xiaolong; Jiang Guoliang
2006-01-01
Purpose: To describe the probability of RILD by application of the Lyman-Kutcher-Burman normal-tissue complication (NTCP) model for primary liver carcinoma (PLC) treated with hypofractionated three-dimensional conformal radiotherapy (3D-CRT). Methods and Materials: A total of 109 PLC patients treated by 3D-CRT were followed for RILD. Of these patients, 93 were in liver cirrhosis of Child-Pugh Grade A, and 16 were in Child-Pugh Grade B. The Michigan NTCP model was used to predict the probability of RILD, and then the modified Lyman NTCP model was generated for Child-Pugh A and Child-Pugh B patients by maximum-likelihood analysis. Results: Of all patients, 17 developed RILD in which 8 were of Child-Pugh Grade A, and 9 were of Child-Pugh Grade B. The prediction of RILD by the Michigan model was underestimated for PLC patients. The modified n, m, TD 5 (1) were 1.1, 0.28, and 40.5 Gy and 0.7, 0.43, and 23 Gy for patients with Child-Pugh A and B, respectively, which yielded better estimations of RILD probability. The hepatic tolerable doses (TD 5 ) would be MDTNL of 21 Gy and 6 Gy, respectively, for Child-Pugh A and B patients. Conclusions: The Michigan model was probably not fit to predict RILD in PLC patients. A modified Lyman NTCP model for RILD was recommended
Binder, Harald
2014-07-01
This is a discussion of the following papers: "Probability estimation with machine learning methods for dichotomous and multicategory outcome: Theory" by Jochen Kruppa, Yufeng Liu, Gérard Biau, Michael Kohler, Inke R. König, James D. Malley, and Andreas Ziegler; and "Probability estimation with machine learning methods for dichotomous and multicategory outcome: Applications" by Jochen Kruppa, Yufeng Liu, Hans-Christian Diener, Theresa Holste, Christian Weimar, Inke R. König, and Andreas Ziegler. © 2014 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim.
Toward a Dexter-based model for open hypermedia: Unifying embedded references and link objects
Grønbæk, Kaj; Trigg, Randall Hagner
1996-01-01
Nominated for the Doug Engelbart best paper award. This paper discusses experiences and lessons learned from the design of an open hypermedia system, one that integrates applications and data not ''owned'' by the hypermedia. The Dexter Hypertext Reference Model was used as the basis for the design....... Though our experiences were generally positive, we found the model constraining in certain ways and underdeveloped in others. For instance, Dexter argues against dangling links, but we found several situations where permitting and supporting dangling links was advisable. In Dexter, the data objects...
[Biometric bases: basic concepts of probability calculation].
Dinya, E
1998-04-26
The author gives or outline of the basic concepts of probability theory. The bases of the event algebra, definition of the probability, the classical probability model and the random variable are presented.
Nils Ternès
2017-05-01
Full Text Available Abstract Background Thanks to the advances in genomics and targeted treatments, more and more prediction models based on biomarkers are being developed to predict potential benefit from treatments in a randomized clinical trial. Despite the methodological framework for the development and validation of prediction models in a high-dimensional setting is getting more and more established, no clear guidance exists yet on how to estimate expected survival probabilities in a penalized model with biomarker-by-treatment interactions. Methods Based on a parsimonious biomarker selection in a penalized high-dimensional Cox model (lasso or adaptive lasso, we propose a unified framework to: estimate internally the predictive accuracy metrics of the developed model (using double cross-validation; estimate the individual survival probabilities at a given timepoint; construct confidence intervals thereof (analytical or bootstrap; and visualize them graphically (pointwise or smoothed with spline. We compared these strategies through a simulation study covering scenarios with or without biomarker effects. We applied the strategies to a large randomized phase III clinical trial that evaluated the effect of adding trastuzumab to chemotherapy in 1574 early breast cancer patients, for which the expression of 462 genes was measured. Results In our simulations, penalized regression models using the adaptive lasso estimated the survival probability of new patients with low bias and standard error; bootstrapped confidence intervals had empirical coverage probability close to the nominal level across very different scenarios. The double cross-validation performed on the training data set closely mimicked the predictive accuracy of the selected models in external validation data. We also propose a useful visual representation of the expected survival probabilities using splines. In the breast cancer trial, the adaptive lasso penalty selected a prediction model with 4
Glance, Laurent G; Lustik, Stewart J; Hannan, Edward L; Osler, Turner M; Mukamel, Dana B; Qian, Feng; Dick, Andrew W
2012-04-01
To develop a 30-day mortality risk index for noncardiac surgery that can be used to communicate risk information to patients and guide clinical management at the "point-of-care," and that can be used by surgeons and hospitals to internally audit their quality of care. Clinicians rely on the Revised Cardiac Risk Index to quantify the risk of cardiac complications in patients undergoing noncardiac surgery. Because mortality from noncardiac causes accounts for many perioperative deaths, there is also a need for a simple bedside risk index to predict 30-day all-cause mortality after noncardiac surgery. Retrospective cohort study of 298,772 patients undergoing noncardiac surgery during 2005 to 2007 using the American College of Surgeons National Surgical Quality Improvement Program database. The 9-point S-MPM (Surgical Mortality Probability Model) 30-day mortality risk index was derived empirically and includes three risk factors: ASA (American Society of Anesthesiologists) physical status, emergency status, and surgery risk class. Patients with ASA physical status I, II, III, IV or V were assigned either 0, 2, 4, 5, or 6 points, respectively; intermediate- or high-risk procedures were assigned 1 or 2 points, respectively; and emergency procedures were assigned 1 point. Patients with risk scores less than 5 had a predicted risk of mortality less than 0.50%, whereas patients with a risk score of 5 to 6 had a risk of mortality between 1.5% and 4.0%. Patients with a risk score greater than 6 had risk of mortality more than 10%. S-MPM exhibited excellent discrimination (C statistic, 0.897) and acceptable calibration (Hosmer-Lemeshow statistic 13.0, P = 0.023) in the validation data set. Thirty-day mortality after noncardiac surgery can be accurately predicted using a simple and accurate risk score based on information readily available at the bedside. This risk index may play a useful role in facilitating shared decision making, developing and implementing risk
WE-AB-202-10: Modelling Individual Tumor-Specific Control Probability for Hypoxia in Rectal Cancer
Warren, S; Warren, DR; Wilson, JM; Muirhead, R; Hawkins, MA; Maughan, T; Partridge, M [University of Oxford, Oxford, Oxfordshire (United Kingdom)
2016-06-15
Purpose: To investigate hypoxia-guided dose-boosting for increased tumour control and improved normal tissue sparing using FMISO-PET images Methods: Individual tumor-specific control probability (iTSCP) was calculated using a modified linear-quadratic model with rectal-specific radiosensitivity parameters for three limiting-case assumptions of the hypoxia / FMISO uptake relationship. {sup 18}FMISO-PET images from 2 patients (T3N0M0) from the RHYTHM trial (Investigating Hypoxia in Rectal Tumours NCT02157246) were chosen to delineate a hypoxic region (GTV-MISO defined as tumor-to-muscle ratio > 1.3) within the anatomical GTV. Three VMAT treatment plans were created in Eclipse (Varian): STANDARD (45Gy / 25 fractions to PTV4500); BOOST-GTV (simultaneous integrated boost of 60Gy / 25fr to GTV +0.5cm) and BOOST-MISO (60Gy / 25fr to GTV-MISO+0.5cm). GTV mean dose (in EQD2), iTSCP and normal tissue dose-volume metrics (small bowel, bladder, anus, and femoral heads) were recorded. Results: Patient A showed small hypoxic volume (15.8% of GTV) and Patient B moderate hypoxic volume (40.2% of GTV). Dose escalation to 60Gy was achievable, and doses to femoral heads and small bowel in BOOST plans were comparable to STANDARD plans. For patient A, a reduced maximum bladder dose was observed in BOOST-MISO compared to BOOST-GTV (D0.1cc 49.2Gy vs 54.0Gy). For patient B, a smaller high dose volume was observed for the anus region in BOOST-MISO compared to BOOST-GTV (V55Gy 19.9% vs 100%), which could potentially reduce symptoms of fecal incontinence. For BOOST-MISO, the largest iTSCPs (A: 95.5% / B: 90.0%) assumed local correlation between FMISO uptake and hypoxia, and approached iTSCP values seen for BOOST-GTV (A: 96.1% / B: 90.5%). Conclusion: Hypoxia-guided dose-boosting is predicted to improve local control in rectal tumors when FMISO is spatially correlated to hypoxia, and to reduce dose to organs-at-risk compared to boosting the whole GTV. This could lead to organ
Instantaneous thermal modeling of the DC-link capacitor in PhotoVoltaic systems
Yang, Yongheng; Ma, Ke; Wang, Huai
2015-01-01
, instantaneous thermal modeling approaches considering mission profiles for the DC-link capacitor in single-phase PV systems are explored in this paper. These thermal modelling approaches are based on: a) fast Fourier transform, b) look-up tables, and c) ripple current reconstruction. Moreover, the thermal...... grid-connected PV system have been adopted to demonstrate a look-up table based modelling approach, where real-field daily ambient conditions are considered....... modelling approaches for the DC-link capacitors take into account the instantaneous thermal characteristics, which are more challenging to the capacitor reliability during operation. Such instantaneous thermal modeling approaches enable a translation of instantaneous capacitor power losses to capacitor...
Bayesian inference in an item response theory model with a generalized student t link function
Azevedo, Caio L. N.; Migon, Helio S.
2012-10-01
In this paper we introduce a new item response theory (IRT) model with a generalized Student t-link function with unknown degrees of freedom (df), named generalized t-link (GtL) IRT model. In this model we consider only the difficulty parameter in the item response function. GtL is an alternative to the two parameter logit and probit models, since the degrees of freedom (df) play a similar role to the discrimination parameter. However, the behavior of the curves of the GtL is different from those of the two parameter models and the usual Student t link, since in GtL the curve obtained from different df's can cross the probit curves in more than one latent trait level. The GtL model has similar proprieties to the generalized linear mixed models, such as the existence of sufficient statistics and easy parameter interpretation. Also, many techniques of parameter estimation, model fit assessment and residual analysis developed for that models can be used for the GtL model. We develop fully Bayesian estimation and model fit assessment tools through a Metropolis-Hastings step within Gibbs sampling algorithm. We consider a prior sensitivity choice concerning the degrees of freedom. The simulation study indicates that the algorithm recovers all parameters properly. In addition, some Bayesian model fit assessment tools are considered. Finally, a real data set is analyzed using our approach and other usual models. The results indicate that our model fits the data better than the two parameter models.
Linking Adverse Outcome Pathways to Dynamic Energy Budgets: A Conceptual Model
Murphy, Cheryl [Michigan State University, East Lansing; Nisbet, Roger [University of California Santa Barbara; Antczak, Philipp [University of Liverpool, UK; Reyero, Natalia [Army Corps of Engineers, Vicksburg; Gergs, Andre [Gaiac; Lika, Dina [University of Crete; Mathews, Teresa J. [ORNL; Muller, Eric [University of California, Santa Barbara; Nacci, Dianne [U.S. Environmental Protection Agency (EPA); Peace, Angela L. [ORNL; Remien, Chris [University of Idaho; Schulz, Irv [Pacific Northwest National Laboratory (PNNL); Watanabe, Karen [Arizona State University
2018-02-01
Ecological risk assessment quantifies the likelihood of undesirable impacts of stressors, primarily at high levels of biological organization. Data used to inform ecological risk assessments come primarily from tests on individual organisms or from suborganismal studies, indicating a disconnect between primary data and protection goals. We know how to relate individual responses to population dynamics using individual-based models, and there are emerging ideas on how to make connections to ecosystem services. However, there is no established methodology to connect effects seen at higher levels of biological organization with suborganismal dynamics, despite progress made in identifying Adverse Outcome Pathways (AOPs) that link molecular initiating events to ecologically relevant key events. This chapter is a product of a working group at the National Center for Mathematical and Biological Synthesis (NIMBioS) that assessed the feasibility of using dynamic energy budget (DEB) models of individual organisms as a “pivot” connecting suborganismal processes to higher level ecological processes. AOP models quantify explicit molecular, cellular or organ-level processes, but do not offer a route to linking sub-organismal damage to adverse effects on individual growth, reproduction, and survival, which can be propagated to the population level through individual-based models. DEB models describe these processes, but use abstract variables with undetermined connections to suborganismal biology. We propose linking DEB and quantitative AOP models by interpreting AOP key events as measures of damage-inducing processes in a DEB model. Here, we present a conceptual model for linking AOPs to DEB models and review existing modeling tools available for both AOP and DEB.
Canary, Jana D; Blizzard, Leigh; Barry, Ronald P; Hosmer, David W; Quinn, Stephen J
2016-05-01
Generalized linear models (GLM) with a canonical logit link function are the primary modeling technique used to relate a binary outcome to predictor variables. However, noncanonical links can offer more flexibility, producing convenient analytical quantities (e.g., probit GLMs in toxicology) and desired measures of effect (e.g., relative risk from log GLMs). Many summary goodness-of-fit (GOF) statistics exist for logistic GLM. Their properties make the development of GOF statistics relatively straightforward, but it can be more difficult under noncanonical links. Although GOF tests for logistic GLM with continuous covariates (GLMCC) have been applied to GLMCCs with log links, we know of no GOF tests in the literature specifically developed for GLMCCs that can be applied regardless of link function chosen. We generalize the Tsiatis GOF statistic originally developed for logistic GLMCCs, (TG), so that it can be applied under any link function. Further, we show that the algebraically related Hosmer-Lemeshow (HL) and Pigeon-Heyse (J(2) ) statistics can be applied directly. In a simulation study, TG, HL, and J(2) were used to evaluate the fit of probit, log-log, complementary log-log, and log models, all calculated with a common grouping method. The TG statistic consistently maintained Type I error rates, while those of HL and J(2) were often lower than expected if terms with little influence were included. Generally, the statistics had similar power to detect an incorrect model. An exception occurred when a log GLMCC was incorrectly fit to data generated from a logistic GLMCC. In this case, TG had more power than HL or J(2) . © 2015 John Wiley & Sons Ltd/London School of Economics.
Fenlon, Caroline; O'Grady, Luke; Doherty, Michael L; Dunnion, John; Shalloo, Laurence; Butler, Stephen T
2017-07-01
Reproductive performance in pasture-based production systems has a fundamentally important effect on economic efficiency. The individual factors affecting the probability of submission and conception are multifaceted and have been extensively researched. The present study analyzed some of these factors in relation to service-level probability of conception in seasonal-calving pasture-based dairy cows to develop a predictive model of conception. Data relating to 2,966 services from 737 cows on 2 research farms were used for model development and data from 9 commercial dairy farms were used for model testing, comprising 4,212 services from 1,471 cows. The data spanned a 15-yr period and originated from seasonal-calving pasture-based dairy herds in Ireland. The calving season for the study herds extended from January to June, with peak calving in February and March. A base mixed-effects logistic regression model was created using a stepwise model-building strategy and incorporated parity, days in milk, interservice interval, calving difficulty, and predicted transmitting abilities for calving interval and milk production traits. To attempt to further improve the predictive capability of the model, the addition of effects that were not statistically significant was considered, resulting in a final model composed of the base model with the inclusion of BCS at service. The models' predictions were evaluated using discrimination to measure their ability to correctly classify positive and negative cases. Precision, recall, F-score, and area under the receiver operating characteristic curve (AUC) were calculated. Calibration tests measured the accuracy of the predicted probabilities. These included tests of overall goodness-of-fit, bias, and calibration error. Both models performed better than using the population average probability of conception. Neither of the models showed high levels of discrimination (base model AUC 0.61, final model AUC 0.62), possibly because of the
D1.3 -- Short Report on the First Draft Multi-link Channel Model
Pedersen, Troels; Raulefs, Ronald; Steinboeck, Gerhard
This deliverable is a preliminary report on the activities towards multi-link channel models. It summarizes the activities and achievements of investigations of WP1 Task 1.2 in the first year of the project. In this deliverable work focuses on the characterization of the crosscorrelation of multi...
Modelling man-made ground to link the above- and below- ground urban domains
Schokker, J.
2017-01-01
This report describes the results of STSM TU1206-36204. During a visit to GEUS (DK) between 23 and 27 January 2017, Jeroen Schokker (TNO-GSN, NL) has focussed on the modelling of man-made ground as a linking pin between the above- and below-ground urban domains. Key results include: • Man-made
Pilla Reddy, Venkatesh; Kozielska, Magdalena; Johnson, Martin; Vermeulen, An; Liu, Jing; de Greef, Rik; Groothuis, Genoveva; Danhof, Meindert; Proost, Johannes
2012-01-01
Objectives: To link the brain dopamine D2 receptor occupancy (D2RO) of antipsychotic drugs with clinical endpoints of efficacy and safety to assess the therapeutic window of D2RO. Methods: Pharmacokinetic-Pharmacodynamic (PK-PD) models were developed to predict the D2 receptor occupancy of
Ontologies to Support RFID-Based Link between Virtual Models and Construction Components
Sørensen, Kristian Birch; Christiansson, Per; Svidt, Kjeld
2010-01-01
the virtual models and the physical components in the construction process can improve the information handling and sharing in construction and building operation management. Such a link can be created by means of Radio Frequency Identification (RFID) technology. Ontologies play an important role...
The Chain-Link Fence Model: A Framework for Creating Security Procedures
Houghton, Robert F.
2013-01-01
A long standing problem in information technology security is how to help reduce the security footprint. Many specific proposals exist to address specific problems in information technology security. Most information technology solutions need to be repeatable throughout the course of an information systems lifecycle. The Chain-Link Fence Model is…
Roberts, James S.; Bao, Han; Huang, Chun-Wei; Gagne, Phill
Characteristic curve approaches for linking parameters from the generalized partial credit model were examined for cases in which common (anchor) items are calibrated separately in two groups. Three of these approaches are simple extensions of the test characteristic curve (TCC), item characteristic curve (ICC), and operating characteristic curve…
Vision-based stress estimation model for steel frame structures with rigid links
Park, Hyo Seon; Park, Jun Su; Oh, Byung Kwan
2017-07-01
This paper presents a stress estimation model for the safety evaluation of steel frame structures with rigid links using a vision-based monitoring system. In this model, the deformed shape of a structure under external loads is estimated via displacements measured by a motion capture system (MCS), which is a non-contact displacement measurement device. During the estimation of the deformed shape, the effective lengths of the rigid link ranges in the frame structure are identified. The radius of the curvature of the structural member to be monitored is calculated using the estimated deformed shape and is employed to estimate stress. Using MCS in the presented model, the safety of a structure can be assessed gauge-freely. In addition, because the stress is directly extracted from the radius of the curvature obtained from the measured deformed shape, information on the loadings and boundary conditions of the structure are not required. Furthermore, the model, which includes the identification of the effective lengths of the rigid links, can consider the influences of the stiffness of the connection and support on the deformation in the stress estimation. To verify the applicability of the presented model, static loading tests for a steel frame specimen were conducted. By comparing the stress estimated by the model with the measured stress, the validity of the model was confirmed.
Courey, Karim; Wright, Clara; Asfour, Shihab; Bayliss, Jon; Ludwig, Larry
2008-01-01
Existing risk simulations make the assumption that when a free tin whisker has bridged two adjacent exposed electrical conductors, the result is an electrical short circuit. This conservative assumption is made because shorting is a random event that has a currently unknown probability associated with it. Due to contact resistance, electrical shorts may not occur at lower voltage levels. In this experiment, we study the effect of varying voltage on the breakdown of the contact resistance which leads to a short circuit. From this data, we can estimate the probability of an electrical short, as a function of voltage, given that a free tin whisker has bridged two adjacent exposed electrical conductors. In addition, three tin whiskers grown from the same Space Shuttle Orbiter card guide used in the aforementioned experiment were cross sectioned and studied using a focused ion beam (FIB).
van Dam, A.; Gettel, G. M.; Kipkemboi, J.; Rahman, M. M.
2011-12-01
Papyrus wetlands in East Africa provide ecosystem services supporting the livelihoods of millions but are rapidly degrading due to economic development. For ecosystem conservation, an integrated understanding of the natural and social processes driving ecosystem change is needed. This research focuses on integrating the causal relationships between hydrology, ecosystem function, and livelihood sustainability in Nyando wetland, western Kenya. Livelihood sustainability is based on ecosystem services that include plant and animal harvest for building material and food, conversion of wetlands to crop and grazing land, water supply, and water quality regulation. Specific objectives were: to integrate studies of hydrology, ecology, and livelihood activities using a Bayesian Network (BN) model and include stakeholder involvement in model development. The BN model (Netica 4.16) had 35 nodes with seven decision nodes describing demography, economy, papyrus market, and rainfall, and two target nodes describing ecosystem function (defined by groundwater recharge, nutrient and sediment retention, and biodiversity) and livelihood sustainability (drinking water supply, crop production, livestock production, and papyrus yield). The conditional probability tables were populated using results of ecohydrological and socio-economic field work and consultations with stakeholders. The model was evaluated for an average year with decision node probabilities set according to data from research, expert opinion, and stakeholders' views. Then, scenarios for dry and wet seasons and for economic development (low population growth and unemployment) and policy development (more awareness of wetland value) were evaluated. In an average year, the probability for maintaining a "good" level of sediment and nutrient retention functions, groundwater recharge, and biodiversity was about 60%. ("Good" is defined by expert opinion based on ongoing field research.) In the dry season, the probability was
Tierney, M.S.
1990-12-01
A five-step procedure was used in the 1990 performance simulations to construct probability distributions of the uncertain variables appearing in the mathematical models used to simulate the Waste Isolation Pilot Plant's (WIPP's) performance. This procedure provides a consistent approach to the construction of probability distributions in cases where empirical data concerning a variable are sparse or absent and minimizes the amount of spurious information that is often introduced into a distribution by assumptions of nonspecialists. The procedure gives first priority to the professional judgment of subject-matter experts and emphasizes the use of site-specific empirical data for the construction of the probability distributions when such data are available. In the absence of sufficient empirical data, the procedure employs the Maximum Entropy Formalism and the subject-matter experts' subjective estimates of the parameters of the distribution to construct a distribution that can be used in a performance simulation. (author)
Tierney, M S
1990-12-15
A five-step procedure was used in the 1990 performance simulations to construct probability distributions of the uncertain variables appearing in the mathematical models used to simulate the Waste Isolation Pilot Plant's (WIPP's) performance. This procedure provides a consistent approach to the construction of probability distributions in cases where empirical data concerning a variable are sparse or absent and minimizes the amount of spurious information that is often introduced into a distribution by assumptions of nonspecialists. The procedure gives first priority to the professional judgment of subject-matter experts and emphasizes the use of site-specific empirical data for the construction of the probability distributions when such data are available. In the absence of sufficient empirical data, the procedure employs the Maximum Entropy Formalism and the subject-matter experts' subjective estimates of the parameters of the distribution to construct a distribution that can be used in a performance simulation. (author)
von der Linden, Wolfgang; Dose, Volker; von Toussaint, Udo
2014-06-01
Preface; Part I. Introduction: 1. The meaning of probability; 2. Basic definitions; 3. Bayesian inference; 4. Combinatrics; 5. Random walks; 6. Limit theorems; 7. Continuous distributions; 8. The central limit theorem; 9. Poisson processes and waiting times; Part II. Assigning Probabilities: 10. Transformation invariance; 11. Maximum entropy; 12. Qualified maximum entropy; 13. Global smoothness; Part III. Parameter Estimation: 14. Bayesian parameter estimation; 15. Frequentist parameter estimation; 16. The Cramer-Rao inequality; Part IV. Testing Hypotheses: 17. The Bayesian way; 18. The frequentist way; 19. Sampling distributions; 20. Bayesian vs frequentist hypothesis tests; Part V. Real World Applications: 21. Regression; 22. Inconsistent data; 23. Unrecognized signal contributions; 24. Change point problems; 25. Function estimation; 26. Integral equations; 27. Model selection; 28. Bayesian experimental design; Part VI. Probabilistic Numerical Techniques: 29. Numerical integration; 30. Monte Carlo methods; 31. Nested sampling; Appendixes; References; Index.
A prosthesis-specific multi-link segment model of lower-limb amputee sprinting.
Rigney, Stacey M; Simmons, Anne; Kark, Lauren
2016-10-03
Lower-limb amputees commonly utilize non-articulating energy storage and return (ESAR) prostheses for high impact activities such as sprinting. Despite these prostheses lacking an articulating ankle joint, amputee gait analysis conventionally features a two-link segment model of the prosthetic foot. This paper investigated the effects of the selected link segment model׳s marker-set and geometry on a unilateral amputee sprinter׳s calculated lower-limb kinematics, kinetics and energetics. A total of five lower-limb models of the Ottobock ® 1E90 Sprinter were developed, including two conventional shank-foot models that each used a different version of the Plug-in-Gait (PiG) marker-set to test the effect of prosthesis ankle marker location. Two Hybrid prosthesis-specific models were then developed, also using the PiG marker-sets, with the anatomical shank and foot replaced by prosthesis-specific geometry separated into two segments. Finally, a Multi-link segment (MLS) model was developed, consisting of six segments for the prosthesis as defined by a custom marker-set. All full-body musculoskeletal models were tested using four trials of experimental marker trajectories within OpenSim 3.2 (Stanford, California, USA) to find the affected and unaffected hip, knee and ankle kinematics, kinetics and energetics. The geometry of the selected lower-limb prosthesis model was found to significantly affect all variables on the affected leg (p prosthesis-specific spatial, inertial and elastic properties from full-body models significantly affects the calculated amputee gait characteristics, and we therefore recommend the implementation of a MLS model. Copyright © 2016 Elsevier Ltd. All rights reserved.
Input Harmonic Analysis on the Slim DC-Link Drive Using Harmonic State Space Model
Yang, Feng; Kwon, Jun Bum; Wang, Xiongfei
2017-01-01
The harmonic performance of the slim dc-link adjustable speed drives has shown good performance in some studies but poor in some others. The contradiction indicates that a feasible theoretical analysis is still lacking to characterize the harmonic distortion for the slim dc-link drive. Considerin...... results of the slim dc-link drive, loaded up to 2.0 kW, are presented to validate the theoretical analysis....... variation according to the switching instant, the harmonics at the steady-state condition, as well as the coupling between the multiple harmonic impedances. By using this model, the impaction on the harmonics performance by the film capacitor and the grid inductance is derived. Simulation and experimental...
Jepsen, J. U.; Baveco, J. M.; Topping, C. J.
2004-01-01
preferences of the modeller, rather than by a critical evaluation of model performance. We present a comparison of three common spatial simulation approaches (patch-based incidence-function model (IFM), individual-based movement model (IBMM), individual-based population model including detailed behaviour...
Koo, Reginald; Jones, Martin L.
2011-01-01
Quite a number of interesting problems in probability feature an event with probability equal to 1/e. This article discusses three such problems and attempts to explain why this probability occurs with such frequency.
Goldberg, Samuel
1960-01-01
Excellent basic text covers set theory, probability theory for finite sample spaces, binomial theorem, probability distributions, means, standard deviations, probability function of binomial distribution, more. Includes 360 problems with answers for half.
Analytical model and figures of merit for filtered Microwave Photonic Links.
Gasulla, Ivana; Capmany, José
2011-09-26
The concept of filtered Microwave Photonic Links is proposed in order to provide the most general and versatile description of complex analog photonic systems. We develop a field propagation model where a global optical filter, characterized by its optical transfer function, embraces all the intermediate optical components in a linear link. We assume a non-monochromatic light source characterized by an arbitrary spectral distribution which has a finite linewidth spectrum and consider both intensity modulation and phase modulation with balanced and single detection. Expressions leading to the computation of the main figures of merit concerning the link gain, noise and intermodulation distortion are provided which, to our knowledge, are not available in the literature. The usefulness of this derivation resides in the capability to directly provide performance criteria results for complex links just by substituting in the overall closed-form formulas the numerical or measured optical transfer function characterizing the link. This theory is presented thus as a potential tool for a wide range of relevant microwave photonic application cases which is extendable to multiport radio over fiber systems. © 2011 Optical Society of America
Moving contact lines: linking molecular dynamics and continuum-scale modelling.
Smith, Edward R; Theodorakis, Panagiotis E; Craster, Richard V; Matar, Omar K
2018-05-04
Despite decades of research, the modelling of moving contact lines has remained a formidable challenge in fluid dynamics whose resolution will impact numerous industrial, biological, and daily-life applications. On the one hand, molecular dynamics (MD) simulation has the ability to provide unique insight into the microscopic details that determine the dynamic behavior of the contact line, which is not possible with either continuum-scale simulations or experiments. On the other hand, continuum-based models provide the link to the macroscopic description of the system. In this Feature Article, we explore the complex range of physical factors, including the presence of surfactants, which govern the contact line motion through MD simulations. We also discuss links between continuum- and molecular-scale modelling, and highlight the opportunities for future developments in this area.
Contributions to quantum probability
Fritz, Tobias
2010-01-01
Chapter 1: On the existence of quantum representations for two dichotomic measurements. Under which conditions do outcome probabilities of measurements possess a quantum-mechanical model? This kind of problem is solved here for the case of two dichotomic von Neumann measurements which can be applied repeatedly to a quantum system with trivial dynamics. The solution uses methods from the theory of operator algebras and the theory of moment problems. The ensuing conditions reveal surprisingly simple relations between certain quantum-mechanical probabilities. It also shown that generally, none of these relations holds in general probabilistic models. This result might facilitate further experimental discrimination between quantum mechanics and other general probabilistic theories. Chapter 2: Possibilistic Physics. I try to outline a framework for fundamental physics where the concept of probability gets replaced by the concept of possibility. Whereas a probabilistic theory assigns a state-dependent probability value to each outcome of each measurement, a possibilistic theory merely assigns one of the state-dependent labels ''possible to occur'' or ''impossible to occur'' to each outcome of each measurement. It is argued that Spekkens' combinatorial toy theory of quantum mechanics is inconsistent in a probabilistic framework, but can be regarded as possibilistic. Then, I introduce the concept of possibilistic local hidden variable models and derive a class of possibilistic Bell inequalities which are violated for the possibilistic Popescu-Rohrlich boxes. The chapter ends with a philosophical discussion on possibilistic vs. probabilistic. It can be argued that, due to better falsifiability properties, a possibilistic theory has higher predictive power than a probabilistic one. Chapter 3: The quantum region for von Neumann measurements with postselection. It is determined under which conditions a probability distribution on a finite set can occur as the outcome
Contributions to quantum probability
Fritz, Tobias
2010-06-25
Chapter 1: On the existence of quantum representations for two dichotomic measurements. Under which conditions do outcome probabilities of measurements possess a quantum-mechanical model? This kind of problem is solved here for the case of two dichotomic von Neumann measurements which can be applied repeatedly to a quantum system with trivial dynamics. The solution uses methods from the theory of operator algebras and the theory of moment problems. The ensuing conditions reveal surprisingly simple relations between certain quantum-mechanical probabilities. It also shown that generally, none of these relations holds in general probabilistic models. This result might facilitate further experimental discrimination between quantum mechanics and other general probabilistic theories. Chapter 2: Possibilistic Physics. I try to outline a framework for fundamental physics where the concept of probability gets replaced by the concept of possibility. Whereas a probabilistic theory assigns a state-dependent probability value to each outcome of each measurement, a possibilistic theory merely assigns one of the state-dependent labels ''possible to occur'' or ''impossible to occur'' to each outcome of each measurement. It is argued that Spekkens' combinatorial toy theory of quantum mechanics is inconsistent in a probabilistic framework, but can be regarded as possibilistic. Then, I introduce the concept of possibilistic local hidden variable models and derive a class of possibilistic Bell inequalities which are violated for the possibilistic Popescu-Rohrlich boxes. The chapter ends with a philosophical discussion on possibilistic vs. probabilistic. It can be argued that, due to better falsifiability properties, a possibilistic theory has higher predictive power than a probabilistic one. Chapter 3: The quantum region for von Neumann measurements with postselection. It is determined under which conditions a probability distribution on a
Expected utility with lower probabilities
Hendon, Ebbe; Jacobsen, Hans Jørgen; Sloth, Birgitte
1994-01-01
An uncertain and not just risky situation may be modeled using so-called belief functions assigning lower probabilities to subsets of outcomes. In this article we extend the von Neumann-Morgenstern expected utility theory from probability measures to belief functions. We use this theory...
Alavi, Omid; Mohammadi, Kasra; Mostafaeipour, Ali
2016-01-01
Highlights: • Suitability of different wind speed probability functions is assessed. • 5 stations distributed in east and south-east of Iran are considered as case studies. • Nakagami distribution is tested for first time and compared with 7 other functions. • Due to difference in wind features, best function is not similar for all stations. - Abstract: Precise information of wind speed probability distribution is truly significant for many wind energy applications. The objective of this study is to evaluate the suitability of different probability functions for estimating wind speed distribution at five stations, distributed in the east and southeast of Iran. Nakagami distribution function is utilized for the first time to estimate the distribution of wind speed. The performance of Nakagami function is compared with seven typically used distribution functions. The achieved results reveal that the more effective function is not similar among all stations. Wind speed characteristics, quantity and quality of the recorded wind speed data can be considered as influential parameters on the performance of the distribution functions. Also, the skewness of the recorded wind speed data may have influence on the accuracy of the Nakagami distribution. For Chabahar and Khaf stations the Nakagami distribution shows the highest performance while for Lutak, Rafsanjan and Zabol stations the Gamma, Generalized Extreme Value and Inverse-Gaussian distributions offer the best fits, respectively. Based on the analysis, the Nakagami distribution can generally be considered as an effective distribution since it provides the best fits in 2 stations and ranks 3rd to 5th in the remaining stations; however, due to the close performance of the Nakagami and Weibull distributions and also flexibility of the Weibull function as its widely proven feature, more assessments on the performance of the Nakagami distribution are required.
Knight, Zelda Gillian
2017-09-01
Just as Freud used stages of psychosexual development to ground his model of psychoanalysis, it is possible to do the same with Erik Erikson's stages of development with regards to a model of psychodynamic psychotherapy. This paper proposes an eight-stage model of psychodynamic psychotherapy linked to Erik Erikson's eight stages of psychosocial development. Various suggestions are offered. One such suggestion is that as each of Erikson's developmental stages is triggered by a crisis, in therapy it is triggered by the client's search. The resolution of the search often leads to the development of another search, which implies that the therapy process comprises a series of searches. This idea of a series of searches and resolutions leads to the understanding that identity is developmental and therapy is a space in which a new sense of identity may emerge. The notion of hope is linked to Erikson's stage of Basic Trust and the proposed model of therapy views hope and trust as essential for the therapy process. Two clinical vignettes are offered to illustrate these ideas. Psychotherapy can be approached as an eight-stage process and linked to Erikson's eight stages model of development. Psychotherapy may be viewed as a series of searches and thus as a developmental stage resolution process, which leads to the understanding that identity is ongoing throughout the life span. Copyright © 2017 John Wiley & Sons, Ltd.
Kalinich, Donald A.; Sallaberry, Cedric M.; Mattie, Patrick D.
2010-01-01
For the U.S. Nuclear Regulatory Commission (NRC) Extremely Low Probability of Rupture (xLPR) pilot study, Sandia National Laboratories (SNL) was tasked to develop and evaluate a probabilistic framework using a commercial software package for Version 1.0 of the xLPR Code. Version 1.0 of the xLPR code is focused assessing the probability of rupture due to primary water stress corrosion cracking in dissimilar metal welds in pressurizer surge nozzles. Future versions of this framework will expand the capabilities to other cracking mechanisms, and other piping systems for both pressurized water reactors and boiling water reactors. The goal of the pilot study project is to plan the xLPR framework transition from Version 1.0 to Version 2.0; hence the initial Version 1.0 framework and code development will be used to define the requirements for Version 2.0. The software documented in this report has been developed and tested solely for this purpose. This framework and demonstration problem will be used to evaluate the commercial software's capabilities and applicability for use in creating the final version of the xLPR framework. This report details the design, system requirements, and the steps necessary to use the commercial-code based xLPR framework developed by SNL.
Quantum probability measures and tomographic probability densities
Amosov, GG; Man'ko, [No Value
2004-01-01
Using a simple relation of the Dirac delta-function to generalized the theta-function, the relationship between the tomographic probability approach and the quantum probability measure approach with the description of quantum states is discussed. The quantum state tomogram expressed in terms of the
Emil Bayramov
2016-05-01
Full Text Available The main goal of this research was to detect oil spills, to determine the oil spill frequencies and to approximate oil leak sources around the Oil Rocks Settlement, the Chilov and Pirallahi Islands in the Caspian Sea using 136 multi-temporal ENVISAT Advanced Synthetic Aperture Radar Wide Swath Medium Resolution images acquired during 2006–2010. The following oil spill frequencies were observed around the Oil Rocks Settlement, the Chilov and Pirallahi Islands: 2–10 (3471.04 sq km, 11–20 (971.66 sq km, 21–50 (692.44 sq km, 51–128 (191.38 sq km. The most critical oil leak sources with the frequency range of 41–128 were observed at the Oil Rocks Settlement. The exponential regression analysis between wind speeds and oil slick areas detected from 136 multi-temporal ENVISAT images revealed the regression coefficient equal to 63%. The regression model showed that larger oil spill areas were observed with decreasing wind speeds. The spatiotemporal patterns of currents in the Caspian Sea explained the multi-directional spatial distribution of oil spills around Oil Rocks Settlement, the Chilov and Pirallahi Islands. The linear regression analysis between detected oil spill frequencies and predicted oil contamination probability by the stochastic model showed the positive trend with the regression coefficient of 30%.
A linked hydrodynamic and water quality model for the Salton Sea
Chung, E.G.; Schladow, S.G.; Perez-Losada, J.; Robertson, Dale M.
2008-01-01
A linked hydrodynamic and water quality model was developed and applied to the Salton Sea. The hydrodynamic component is based on the one-dimensional numerical model, DLM. The water quality model is based on a new conceptual model for nutrient cycling in the Sea, and simulates temperature, total suspended sediment concentration, nutrient concentrations, including PO4-3, NO3-1 and NH4+1, DO concentration and chlorophyll a concentration as functions of depth and time. Existing water temperature data from 1997 were used to verify that the model could accurately represent the onset and breakup of thermal stratification. 1999 is the only year with a near-complete dataset for water quality variables for the Salton Sea. The linked hydrodynamic and water quality model was run for 1999, and by adjustment of rate coefficients and other water quality parameters, a good match with the data was obtained. In this article, the model is fully described and the model results for reductions in external phosphorus load on chlorophyll a distribution are presented. ?? 2008 Springer Science+Business Media B.V.
Philip M. Jedrzejewski
2014-03-01
Full Text Available Glycoproteins represent the largest group of the growing number of biologically-derived medicines. The associated glycan structures and their distribution are known to have a large impact on pharmacokinetics. A modelling framework was developed to provide a link from the extracellular environment and its effect on intracellular metabolites to the distribution of glycans on the constant region of an antibody product. The main focus of this work is the mechanistic in silico reconstruction of the nucleotide sugar donor (NSD metabolic network by means of 34 species mass balances and the saturation kinetics rates of the 60 metabolic reactions involved. NSDs are the co-substrates of the glycosylation process in the Golgi apparatus and their simulated dynamic intracellular concentration profiles were linked to an existing model describing the distribution of N-linked glycan structures of the antibody constant region. The modelling framework also describes the growth dynamics of the cell population by means of modified Monod kinetics. Simulation results match well to experimental data from a murine hybridoma cell line. The result is a modelling platform which is able to describe the product glycoform based on extracellular conditions. It represents a first step towards the in silico prediction of the glycoform of a biotherapeutic and provides a platform for the optimisation of bioprocess conditions with respect to product quality.
Wang, X; Xu, Y H; Du, Z Y; Qian, Y J; Xu, Z H; Chen, R; Shi, M H
2018-02-23
Objective: This study aims to analyze the relationship among the clinical features, radiologic characteristics and pathological diagnosis in patients with solitary pulmonary nodules, and establish a prediction model for the probability of malignancy. Methods: Clinical data of 372 patients with solitary pulmonary nodules who underwent surgical resection with definite postoperative pathological diagnosis were retrospectively analyzed. In these cases, we collected clinical and radiologic features including gender, age, smoking history, history of tumor, family history of cancer, the location of lesion, ground-glass opacity, maximum diameter, calcification, vessel convergence sign, vacuole sign, pleural indentation, speculation and lobulation. The cases were divided to modeling group (268 cases) and validation group (104 cases). A new prediction model was established by logistic regression analying the data from modeling group. Then the data of validation group was planned to validate the efficiency of the new model, and was compared with three classical models(Mayo model, VA model and LiYun model). With the calculated probability values for each model from validation group, SPSS 22.0 was used to draw the receiver operating characteristic curve, to assess the predictive value of this new model. Results: 112 benign SPNs and 156 malignant SPNs were included in modeling group. Multivariable logistic regression analysis showed that gender, age, history of tumor, ground -glass opacity, maximum diameter, and speculation were independent predictors of malignancy in patients with SPN( P prediction model for the probability of malignancy as follow: p =e(x)/(1+ e(x)), x=-4.8029-0.743×gender+ 0.057×age+ 1.306×history of tumor+ 1.305×ground-glass opacity+ 0.051×maximum diameter+ 1.043×speculation. When the data of validation group was added to the four-mathematical prediction model, The area under the curve of our mathematical prediction model was 0.742, which is greater
Interleukin-1 may link helplessness-hopelessness with cancer progression: a proposed model.
Argaman, Miriam; Gidron, Yori; Ariad, Shmuel
2005-01-01
A model of the relations between psychological factors and cancer progression should include brain and systemic components and their link with critical cellular stages in cancer progression. We present a psychoneuroimmunological (PNI) model that links helplessness-hopelessness (HH) with cancer progression via interleukin-1beta (IL-1beta). IL-1beta was elevated in the brain following exposure to inescapable shock, and HH was minimized by antagonizing cerebral IL-1beta. Elevated cerebral IL-1beta increased cancer metastasis in animals. Inescapable shock was associated with systemic elevations of IL-1beta and peripheral IL-1beta was associated with escape from apoptosis, angiogenesis, and metastasis. Involvement of the sympathetic nervous system and the hypothalamic-pituitary-adrenal axis are discussed. Future studies need to identify the role of additional factors in this PNI pathway.
Simulink models for performance analysis of high speed DQPSK modulated optical link
Sharan, Lucky; Rupanshi,; Chaubey, V. K.
2016-01-01
This paper attempts to present the design approach for development of simulation models to study and analyze the transmission of 10 Gbps DQPSK signal over a single channel Peer to Peer link using Matlab Simulink. The simulation model considers the different optical components used in link design with their behavior represented initially by theoretical interpretation, including the transmitter topology, Mach Zehnder Modulator(MZM) module and, the propagation model for optical fibers etc. thus allowing scope for direct realization in experimental configurations. It provides the flexibility to incorporate the various photonic components as either user-defined or fixed and, can also be enhanced or removed from the model as per the design requirements. We describe the detailed operation and need of every component model and its representation in Simulink blocksets. Moreover the developed model can be extended in future to support Dense Wavelength Division Multiplexing (DWDM) system, thereby allowing high speed transmission with N × 40 Gbps systems. The various compensation techniques and their influence on system performance can be easily investigated by using such models.
Simulink models for performance analysis of high speed DQPSK modulated optical link
Sharan, Lucky, E-mail: luckysharan@pilani.bits-pilani.ac.in; Rupanshi,, E-mail: f2011222@pilani.bits-pilani.ac.in; Chaubey, V. K., E-mail: vkc@pilani.bits-pilani.ac.in [EEE Department, BITS-Pilani, Rajasthan, 333031 (India)
2016-03-09
This paper attempts to present the design approach for development of simulation models to study and analyze the transmission of 10 Gbps DQPSK signal over a single channel Peer to Peer link using Matlab Simulink. The simulation model considers the different optical components used in link design with their behavior represented initially by theoretical interpretation, including the transmitter topology, Mach Zehnder Modulator(MZM) module and, the propagation model for optical fibers etc. thus allowing scope for direct realization in experimental configurations. It provides the flexibility to incorporate the various photonic components as either user-defined or fixed and, can also be enhanced or removed from the model as per the design requirements. We describe the detailed operation and need of every component model and its representation in Simulink blocksets. Moreover the developed model can be extended in future to support Dense Wavelength Division Multiplexing (DWDM) system, thereby allowing high speed transmission with N × 40 Gbps systems. The various compensation techniques and their influence on system performance can be easily investigated by using such models.