Compositional models for credal sets

Czech Academy of Sciences Publication Activity Database

Vejnarová, Jiřina

2017-01-01

Roč. 90, č. 1 (2017), s. 359-373 ISSN 0888-613X R&D Projects: GA ČR(CZ) GA16-12010S Institutional support: RVO:67985556 Keywords : Imprecise probabilities * Credal sets * Multidimensional models * Conditional independence Subject RIV: BA - General Mathematics OBOR OECD: Pure mathematics Impact factor: 2.845, year: 2016 http://library.utia.cas.cz/separaty/2017/MTR/vejnarova-0483288.pdf

Modelling the probability of building fires

Directory of Open Access Journals (Sweden)

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.

Correlations and Non-Linear Probability Models

DEFF Research Database (Denmark)

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....

A Probability-Based Hybrid User Model for Recommendation System

Directory of Open Access Journals (Sweden)

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.

The transition probabilities of the reciprocity model

NARCIS (Netherlands)

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

Success probability orientated optimization model for resource allocation of the technological innovation multi-project system

Institute of Scientific and Technical Information of China (English)

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.

Comparing linear probability model coefficients across groups

DEFF Research Database (Denmark)

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....

Extreme points of the convex set of joint probability distributions with ...

Indian Academy of Sciences (India)

Here we address the following problem: If G is a standard ... convex set of all joint probability distributions on the product Borel space (X1 ×X2, F1 ⊗. F2) which .... cannot be identically zero when X and Y vary in A1 and u and v vary in H2. Thus.

Dependency models and probability of joint events

International Nuclear Information System (INIS)

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.)

The effect of coupling hydrologic and hydrodynamic models on probable maximum flood estimation

Science.gov (United States)

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.

Probability-based collaborative filtering model for predicting gene–disease associations

OpenAIRE

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...

Capacity analysis in multi-state synaptic models: a retrieval probability perspective.

Science.gov (United States)

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.

Model uncertainty and probability

International Nuclear Information System (INIS)

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

Reconciliation of Decision-Making Heuristics Based on Decision Trees Topologies and Incomplete Fuzzy Probabilities Sets.

Science.gov (United States)

Doubravsky, Karel; Dohnal, Mirko

2015-01-01

Complex decision making tasks of different natures, e.g. economics, safety engineering, ecology and biology, are based on vague, sparse, partially inconsistent and subjective knowledge. Moreover, decision making economists / engineers are usually not willing to invest too much time into study of complex formal theories. They require such decisions which can be (re)checked by human like common sense reasoning. One important problem related to realistic decision making tasks are incomplete data sets required by the chosen decision making algorithm. This paper presents a relatively simple algorithm how some missing III (input information items) can be generated using mainly decision tree topologies and integrated into incomplete data sets. The algorithm is based on an easy to understand heuristics, e.g. a longer decision tree sub-path is less probable. This heuristic can solve decision problems under total ignorance, i.e. the decision tree topology is the only information available. But in a practice, isolated information items e.g. some vaguely known probabilities (e.g. fuzzy probabilities) are usually available. It means that a realistic problem is analysed under partial ignorance. The proposed algorithm reconciles topology related heuristics and additional fuzzy sets using fuzzy linear programming. The case study, represented by a tree with six lotteries and one fuzzy probability, is presented in details.

Reconciliation of Decision-Making Heuristics Based on Decision Trees Topologies and Incomplete Fuzzy Probabilities Sets.

Directory of Open Access Journals (Sweden)

Karel Doubravsky

Full Text Available Complex decision making tasks of different natures, e.g. economics, safety engineering, ecology and biology, are based on vague, sparse, partially inconsistent and subjective knowledge. Moreover, decision making economists / engineers are usually not willing to invest too much time into study of complex formal theories. They require such decisions which can be (rechecked by human like common sense reasoning. One important problem related to realistic decision making tasks are incomplete data sets required by the chosen decision making algorithm. This paper presents a relatively simple algorithm how some missing III (input information items can be generated using mainly decision tree topologies and integrated into incomplete data sets. The algorithm is based on an easy to understand heuristics, e.g. a longer decision tree sub-path is less probable. This heuristic can solve decision problems under total ignorance, i.e. the decision tree topology is the only information available. But in a practice, isolated information items e.g. some vaguely known probabilities (e.g. fuzzy probabilities are usually available. It means that a realistic problem is analysed under partial ignorance. The proposed algorithm reconciles topology related heuristics and additional fuzzy sets using fuzzy linear programming. The case study, represented by a tree with six lotteries and one fuzzy probability, is presented in details.

Level set segmentation of medical images based on local region statistics and maximum a posteriori probability.

Science.gov (United States)

Cui, Wenchao; Wang, Yi; Lei, Tao; Fan, Yangyu; Feng, Yan

2013-01-01

This paper presents a variational level set method for simultaneous segmentation and bias field estimation of medical images with intensity inhomogeneity. In our model, the statistics of image intensities belonging to each different tissue in local regions are characterized by Gaussian distributions with different means and variances. According to maximum a posteriori probability (MAP) and Bayes' rule, we first derive a local objective function for image intensities in a neighborhood around each pixel. Then this local objective function is integrated with respect to the neighborhood center over the entire image domain to give a global criterion. In level set framework, this global criterion defines an energy in terms of the level set functions that represent a partition of the image domain and a bias field that accounts for the intensity inhomogeneity of the image. Therefore, image segmentation and bias field estimation are simultaneously achieved via a level set evolution process. Experimental results for synthetic and real images show desirable performances of our method.

Integer Set Compression and Statistical Modeling

DEFF Research Database (Denmark)

Larsson, N. Jesper

2014-01-01

enumeration of elements may be arbitrary or random, but where statistics is kept in order to estimate probabilities of elements. We present a recursive subset-size encoding method that is able to benefit from statistics, explore the effects of permuting the enumeration order based on element probabilities......Compression of integer sets and sequences has been extensively studied for settings where elements follow a uniform probability distribution. In addition, methods exist that exploit clustering of elements in order to achieve higher compression performance. In this work, we address the case where...

Convergence of Transition Probability Matrix in CLVMarkov Models

Science.gov (United States)

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.

Comparing coefficients of nested nonlinear probability models

DEFF Research Database (Denmark)

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...

Linear positivity and virtual probability

International Nuclear Information System (INIS)

Hartle, James B.

2004-01-01

We investigate the quantum theory of closed systems based on the linear positivity decoherence condition of Goldstein and Page. The objective of any quantum theory of a closed system, most generally the universe, is the prediction of probabilities for the individual members of sets of alternative coarse-grained histories of the system. Quantum interference between members of a set of alternative histories is an obstacle to assigning probabilities that are consistent with the rules of probability theory. A quantum theory of closed systems therefore requires two elements: (1) a condition specifying which sets of histories may be assigned probabilities and (2) a rule for those probabilities. The linear positivity condition of Goldstein and Page is the weakest of the general conditions proposed so far. Its general properties relating to exact probability sum rules, time neutrality, and conservation laws are explored. Its inconsistency with the usual notion of independent subsystems in quantum mechanics is reviewed. Its relation to the stronger condition of medium decoherence necessary for classicality is discussed. The linear positivity of histories in a number of simple model systems is investigated with the aim of exhibiting linearly positive sets of histories that are not decoherent. The utility of extending the notion of probability to include values outside the range of 0-1 is described. Alternatives with such virtual probabilities cannot be measured or recorded, but can be used in the intermediate steps of calculations of real probabilities. Extended probabilities give a simple and general way of formulating quantum theory. The various decoherence conditions are compared in terms of their utility for characterizing classicality and the role they might play in further generalizations of quantum mechanics

Conditional Probabilities in the Excursion Set Theory. Generic Barriers and non-Gaussian Initial Conditions

CERN Document Server

De Simone, Andrea; Riotto, Antonio

2011-01-01

The excursion set theory, where density perturbations evolve stochastically with the smoothing scale, provides a method for computing the dark matter halo mass function. The computation of the mass function is mapped into the so-called first-passage time problem in the presence of a moving barrier. The excursion set theory is also a powerful formalism to study other properties of dark matter halos such as halo bias, accretion rate, formation time, merging rate and the formation history of halos. This is achieved by computing conditional probabilities with non-trivial initial conditions, and the conditional two-barrier first-crossing rate. In this paper we use the recently-developed path integral formulation of the excursion set theory to calculate analytically these conditional probabilities in the presence of a generic moving barrier, including the one describing the ellipsoidal collapse, and for both Gaussian and non-Gaussian initial conditions. The non-Markovianity of the random walks induced by non-Gaussi...

EVOLVE : a Bridge between Probability, Set Oriented Numerics, and Evolutionary Computation II

CERN Document Server

Coello, Carlos; Tantar, Alexandru-Adrian; Tantar, Emilia; Bouvry, Pascal; Moral, Pierre; Legrand, Pierrick; EVOLVE 2012

2013-01-01

This book comprises a selection of papers from the EVOLVE 2012 held in Mexico City, Mexico. The aim of the EVOLVE is to build a bridge between probability, set oriented numerics and evolutionary computing, as to identify new common and challenging research aspects. The conference is also intended to foster a growing interest for robust and efficient methods with a sound theoretical background. EVOLVE is intended to unify theory-inspired methods and cutting-edge techniques ensuring performance guarantee factors. By gathering researchers with different backgrounds, a unified view and vocabulary can emerge where the theoretical advancements may echo in different domains. Summarizing, the EVOLVE focuses on challenging aspects arising at the passage from theory to new paradigms and aims to provide a unified view while raising questions related to reliability,  performance guarantees and modeling. The papers of the EVOLVE 2012 make a contribution to this goal. 

Predicting Cumulative Incidence Probability: Marginal and Cause-Specific Modelling

DEFF Research Database (Denmark)

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...

Development and evaluation of probability density functions for a set of human exposure factors

Energy Technology Data Exchange (ETDEWEB)

Maddalena, R.L.; McKone, T.E.; Bodnar, A.; Jacobson, J.

1999-06-01

The purpose of this report is to describe efforts carried out during 1998 and 1999 at the Lawrence Berkeley National Laboratory to assist the U.S. EPA in developing and ranking the robustness of a set of default probability distributions for exposure assessment factors. Among the current needs of the exposure-assessment community is the need to provide data for linking exposure, dose, and health information in ways that improve environmental surveillance, improve predictive models, and enhance risk assessment and risk management (NAS, 1994). The U.S. Environmental Protection Agency (EPA) Office of Emergency and Remedial Response (OERR) plays a lead role in developing national guidance and planning future activities that support the EPA Superfund Program. OERR is in the process of updating its 1989 Risk Assessment Guidance for Superfund (RAGS) as part of the EPA Superfund reform activities. Volume III of RAGS, when completed in 1999 will provide guidance for conducting probabilistic risk assessments. This revised document will contain technical information including probability density functions (PDFs) and methods used to develop and evaluate these PDFs. The PDFs provided in this EPA document are limited to those relating to exposure factors.

Development and evaluation of probability density functions for a set of human exposure factors

International Nuclear Information System (INIS)

Maddalena, R.L.; McKone, T.E.; Bodnar, A.; Jacobson, J.

1999-01-01

The purpose of this report is to describe efforts carried out during 1998 and 1999 at the Lawrence Berkeley National Laboratory to assist the U.S. EPA in developing and ranking the robustness of a set of default probability distributions for exposure assessment factors. Among the current needs of the exposure-assessment community is the need to provide data for linking exposure, dose, and health information in ways that improve environmental surveillance, improve predictive models, and enhance risk assessment and risk management (NAS, 1994). The U.S. Environmental Protection Agency (EPA) Office of Emergency and Remedial Response (OERR) plays a lead role in developing national guidance and planning future activities that support the EPA Superfund Program. OERR is in the process of updating its 1989 Risk Assessment Guidance for Superfund (RAGS) as part of the EPA Superfund reform activities. Volume III of RAGS, when completed in 1999 will provide guidance for conducting probabilistic risk assessments. This revised document will contain technical information including probability density functions (PDFs) and methods used to develop and evaluate these PDFs. The PDFs provided in this EPA document are limited to those relating to exposure factors

Statistical tests for whether a given set of independent, identically distributed draws comes from a specified probability density.

Science.gov (United States)

Tygert, Mark

2010-09-21

We discuss several tests for determining whether a given set of independent and identically distributed (i.i.d.) draws does not come from a specified probability density function. The most commonly used are Kolmogorov-Smirnov tests, particularly Kuiper's variant, which focus on discrepancies between the cumulative distribution function for the specified probability density and the empirical cumulative distribution function for the given set of i.i.d. draws. Unfortunately, variations in the probability density function often get smoothed over in the cumulative distribution function, making it difficult to detect discrepancies in regions where the probability density is small in comparison with its values in surrounding regions. We discuss tests without this deficiency, complementing the classical methods. The tests of the present paper are based on the plain fact that it is unlikely to draw a random number whose probability is small, provided that the draw is taken from the same distribution used in calculating the probability (thus, if we draw a random number whose probability is small, then we can be confident that we did not draw the number from the same distribution used in calculating the probability).

Exploring the Subtleties of Inverse Probability Weighting and Marginal Structural Models.

Science.gov (United States)

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.

Uncertainty the soul of modeling, probability & statistics

CERN Document Server

Briggs, William

2016-01-01

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

Estimating the Probability of Vegetation to Be Groundwater Dependent Based on the Evaluation of Tree Models

Directory of Open Access Journals (Sweden)

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.

A quantum probability model of causal reasoning

Directory of Open Access Journals (Sweden)

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.

Illustrating Probability through Roulette: A Spreadsheet Simulation Model

Directory of Open Access Journals (Sweden)

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.

Method for Automatic Selection of Parameters in Normal Tissue Complication Probability Modeling.

Science.gov (United States)

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

Maximum parsimony, substitution model, and probability phylogenetic trees.

Science.gov (United States)

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.

On the structure of the quantum-mechanical probability models

International Nuclear Information System (INIS)

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

Fitting the Probability Distribution Functions to Model Particulate Matter Concentrations

International Nuclear Information System (INIS)

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

Frequency formats, probability formats, or problem structure? A test of the nested-sets hypothesis in an extensional reasoning task

Directory of Open Access Journals (Sweden)

William P. Neace

2008-02-01

Full Text Available Five experiments addressed a controversy in the probability judgment literature that centers on the efficacy of framing probabilities as frequencies. The natural frequency view predicts that frequency formats attenuate errors, while the nested-sets view predicts that highlighting the set-subset structure of the problem reduces error, regardless of problem format. This study tested these predictions using a conjunction task. Previous studies reporting that frequency formats reduced conjunction errors confounded reference class with problem format. After controlling this confound, the present study's findings show that conjunction errors can be reduced using either a probability or a frequency format, that frequency effects depend upon the presence of a reference class, and that frequency formats do not promote better statistical reasoning than probability formats.

Multiple model cardinalized probability hypothesis density filter

Science.gov (United States)

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.

Single, Complete, Probability Spaces Consistent With EPR-Bohm-Bell Experimental Data

Science.gov (United States)

Avis, David; Fischer, Paul; Hilbert, Astrid; Khrennikov, Andrei

2009-03-01

We show that paradoxical consequences of violations of Bell's inequality are induced by the use of an unsuitable probabilistic description for the EPR-Bohm-Bell experiment. The conventional description (due to Bell) is based on a combination of statistical data collected for different settings of polarization beam splitters (PBSs). In fact, such data consists of some conditional probabilities which only partially define a probability space. Ignoring this conditioning leads to apparent contradictions in the classical probabilistic model (due to Kolmogorov). We show how to make a completely consistent probabilistic model by taking into account the probabilities of selecting the settings of the PBSs. Our model matches both the experimental data and is consistent with classical probability theory.

Probability-based collaborative filtering model for predicting gene-disease associations.

Science.gov (United States)

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.

A measure on the set of compact Friedmann-Lemaitre-Robertson-Walker models

International Nuclear Information System (INIS)

Roukema, Boudewijn F; Blanloeil, Vincent

2010-01-01

Compact, flat Friedmann-Lemaitre-Robertson-Walker (FLRW) models have recently regained interest as a good fit to the observed cosmic microwave background temperature fluctuations. However, it is generally thought that a globally, exactly flat FLRW model is theoretically improbable. Here, in order to obtain a probability space on the set F of compact, comoving, 3-spatial sections of FLRW models, a physically motivated hypothesis is proposed, using the density parameter Ω as a derived rather than fundamental parameter. We assume that the processes that select the 3-manifold also select a global mass-energy and a Hubble parameter. The requirement that the local and global values of Ω are equal implies a range in Ω that consists of a single real value for any 3-manifold. Thus, the obvious measure over F is the discrete measure. Hence, if the global mass-energy and Hubble parameter are a function of 3-manifold choice among compact FLRW models, then probability spaces parametrized by Ω do not, in general, give a zero probability of a flat model. Alternatively, parametrization by a spatial size parameter, the injectivity radius r inj , suggests the Lebesgue measure. In this case, the probability space over the injectivity radius implies that flat models occur almost surely (a.s.), in the sense of probability theory, and non-flat models a.s. do not occur.

A measure on the set of compact Friedmann-Lemaitre-Robertson-Walker models

Energy Technology Data Exchange (ETDEWEB)

Roukema, Boudewijn F [Torun Centre for Astronomy, Nicolaus Copernicus University, ul. Gagarina 11, 87-100 Torun (Poland); Blanloeil, Vincent [IRMA, Departement de Mathematiques, Universite de Strasbourg, 7 rue Rene Descartes, 67084 Strasbourg, Cedex (France)

2010-12-21

Compact, flat Friedmann-Lemaitre-Robertson-Walker (FLRW) models have recently regained interest as a good fit to the observed cosmic microwave background temperature fluctuations. However, it is generally thought that a globally, exactly flat FLRW model is theoretically improbable. Here, in order to obtain a probability space on the set F of compact, comoving, 3-spatial sections of FLRW models, a physically motivated hypothesis is proposed, using the density parameter {Omega} as a derived rather than fundamental parameter. We assume that the processes that select the 3-manifold also select a global mass-energy and a Hubble parameter. The requirement that the local and global values of {Omega} are equal implies a range in {Omega} that consists of a single real value for any 3-manifold. Thus, the obvious measure over F is the discrete measure. Hence, if the global mass-energy and Hubble parameter are a function of 3-manifold choice among compact FLRW models, then probability spaces parametrized by {Omega} do not, in general, give a zero probability of a flat model. Alternatively, parametrization by a spatial size parameter, the injectivity radius r{sub inj}, suggests the Lebesgue measure. In this case, the probability space over the injectivity radius implies that flat models occur almost surely (a.s.), in the sense of probability theory, and non-flat models a.s. do not occur.

Models for probability and statistical inference theory and applications

CERN Document Server

Stapleton, James H

2007-01-01

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

Sampling the stream landscape: Improving the applicability of an ecoregion-level capture probability model for stream fishes

Science.gov (United States)

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.

Adjusting for Confounding in Early Postlaunch Settings: Going Beyond Logistic Regression Models.

Science.gov (United States)

Schmidt, Amand F; Klungel, Olaf H; Groenwold, Rolf H H

2016-01-01

Postlaunch data on medical treatments can be analyzed to explore adverse events or relative effectiveness in real-life settings. These analyses are often complicated by the number of potential confounders and the possibility of model misspecification. We conducted a simulation study to compare the performance of logistic regression, propensity score, disease risk score, and stabilized inverse probability weighting methods to adjust for confounding. Model misspecification was induced in the independent derivation dataset. We evaluated performance using relative bias confidence interval coverage of the true effect, among other metrics. At low events per coefficient (1.0 and 0.5), the logistic regression estimates had a large relative bias (greater than -100%). Bias of the disease risk score estimates was at most 13.48% and 18.83%. For the propensity score model, this was 8.74% and >100%, respectively. At events per coefficient of 1.0 and 0.5, inverse probability weighting frequently failed or reduced to a crude regression, resulting in biases of -8.49% and 24.55%. Coverage of logistic regression estimates became less than the nominal level at events per coefficient ≤5. For the disease risk score, inverse probability weighting, and propensity score, coverage became less than nominal at events per coefficient ≤2.5, ≤1.0, and ≤1.0, respectively. Bias of misspecified disease risk score models was 16.55%. In settings with low events/exposed subjects per coefficient, disease risk score methods can be useful alternatives to logistic regression models, especially when propensity score models cannot be used. Despite better performance of disease risk score methods than logistic regression and propensity score models in small events per coefficient settings, bias, and coverage still deviated from nominal.

Some simple applications of probability models to birth intervals

International Nuclear Information System (INIS)

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

Deriving the probability of a linear opinion pooling method being superior to a set of alternatives

International Nuclear Information System (INIS)

Bolger, Donnacha; Houlding, Brett

2017-01-01

Linear opinion pools are a common method for combining a set of distinct opinions into a single succinct opinion, often to be used in a decision making task. In this paper we consider a method, termed the Plug-in approach, for determining the weights to be assigned in this linear pool, in a manner that can be deemed as rational in some sense, while incorporating multiple forms of learning over time into its process. The environment that we consider is one in which every source in the pool is herself a decision maker (DM), in contrast to the more common setting in which expert judgments are amalgamated for use by a single DM. We discuss a simulation study that was conducted to show the merits of our technique, and demonstrate how theoretical probabilistic arguments can be used to exactly quantify the probability of this technique being superior (in terms of a probability density metric) to a set of alternatives. Illustrations are given of simulated proportions converging to these true probabilities in a range of commonly used distributional cases. - Highlights: • A novel context for combination of expert opinion is provided. • A dynamic reliability assessment method is stated, justified by properties and a data study. • The theoretical grounding underlying the data-driven justification is explored. • We conclude with areas for expansion and further relevant research.

Robust estimation of the expected survival probabilities from high-dimensional Cox models with biomarker-by-treatment interactions in randomized clinical trials

Directory of Open Access Journals (Sweden)

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

Parametric modeling of probability of bank loan default in Kenya ...

African Journals Online (AJOL)

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.

Robust non-rigid point set registration using student's-t mixture model.

Directory of Open Access Journals (Sweden)

Zhiyong Zhou

Full Text Available The Student's-t mixture model, which is heavily tailed and more robust than the Gaussian mixture model, has recently received great attention on image processing. In this paper, we propose a robust non-rigid point set registration algorithm using the Student's-t mixture model. Specifically, first, we consider the alignment of two point sets as a probability density estimation problem and treat one point set as Student's-t mixture model centroids. Then, we fit the Student's-t mixture model centroids to the other point set which is treated as data. Finally, we get the closed-form solutions of registration parameters, leading to a computationally efficient registration algorithm. The proposed algorithm is especially effective for addressing the non-rigid point set registration problem when significant amounts of noise and outliers are present. Moreover, less registration parameters have to be set manually for our algorithm compared to the popular coherent points drift (CPD algorithm. We have compared our algorithm with other state-of-the-art registration algorithms on both 2D and 3D data with noise and outliers, where our non-rigid registration algorithm showed accurate results and outperformed the other algorithms.

Probability an introduction

CERN Document Server

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.

Statistical physics of pairwise probability models

DEFF Research Database (Denmark)

Roudi, Yasser; Aurell, Erik; Hertz, John

2009-01-01

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

Hydrological model calibration for derived flood frequency analysis using stochastic rainfall and probability distributions of peak flows

Science.gov (United States)

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

Spatial occupancy models for large data sets

Science.gov (United States)

Johnson, Devin S.; Conn, Paul B.; Hooten, Mevin B.; Ray, Justina C.; Pond, Bruce A.

2013-01-01

Since its development, occupancy modeling has become a popular and useful tool for ecologists wishing to learn about the dynamics of species occurrence over time and space. Such models require presence–absence data to be collected at spatially indexed survey units. However, only recently have researchers recognized the need to correct for spatially induced overdisperison by explicitly accounting for spatial autocorrelation in occupancy probability. Previous efforts to incorporate such autocorrelation have largely focused on logit-normal formulations for occupancy, with spatial autocorrelation induced by a random effect within a hierarchical modeling framework. Although useful, computational time generally limits such an approach to relatively small data sets, and there are often problems with algorithm instability, yielding unsatisfactory results. Further, recent research has revealed a hidden form of multicollinearity in such applications, which may lead to parameter bias if not explicitly addressed. Combining several techniques, we present a unifying hierarchical spatial occupancy model specification that is particularly effective over large spatial extents. This approach employs a probit mixture framework for occupancy and can easily accommodate a reduced-dimensional spatial process to resolve issues with multicollinearity and spatial confounding while improving algorithm convergence. Using open-source software, we demonstrate this new model specification using a case study involving occupancy of caribou (Rangifer tarandus) over a set of 1080 survey units spanning a large contiguous region (108 000 km2) in northern Ontario, Canada. Overall, the combination of a more efficient specification and open-source software allows for a facile and stable implementation of spatial occupancy models for large data sets.

Of overlapping Cantor sets and earthquakes: analysis of the discrete Chakrabarti-Stinchcombe model

Science.gov (United States)

Bhattacharyya, Pratip

2005-03-01

We report an exact analysis of a discrete form of the Chakrabarti-Stinchcombe model for earthquakes (Physica A 270 (1999) 27), which considers a pair of dynamically overlapping finite generations of the Cantor set as a prototype of geological faults. In this model the nth generation of the Cantor set shifts on its replica in discrete steps of the length of a line segment in that generation and periodic boundary conditions are assumed. We determine the general form of time sequences for the constant magnitude overlaps and, hence, obtain the complete time-series of overlaps by the superposition of these sequences for all overlap magnitudes. From the time-series we derive the exact frequency distribution of the overlap magnitudes. The corresponding probability distribution of the logarithm of overlap magnitudes for the nth generation is found to assume the form of the binomial distribution for n Bernoulli trials with probability {1}/{3} for the success of each trial. For an arbitrary pair of consecutive overlaps in the time-series where the magnitude of the earlier overlap is known, we find that the magnitude of the later overlap can be determined with a definite probability; the conditional probability for each possible magnitude of the later overlap follows the binomial distribution for k Bernoulli trials with probability {1}/{2} for the success of each trial and the number k is determined by the magnitude of the earlier overlap. Although this model does not produce the Gutenberg-Richter law for earthquakes, our results indicate that the fractal structure of faults admits a probabilistic prediction of earthquake magnitudes.

Evaluation of nuclear power plant component failure probability and core damage probability using simplified PSA model

International Nuclear Information System (INIS)

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)

The utility of imputed matched sets. Analyzing probabilistically linked databases in a low information setting.

Science.gov (United States)

Thomas, A M; Cook, L J; Dean, J M; Olson, L M

2014-01-01

To compare results from high probability matched sets versus imputed matched sets across differing levels of linkage information. A series of linkages with varying amounts of available information were performed on two simulated datasets derived from multiyear motor vehicle crash (MVC) and hospital databases, where true matches were known. Distributions of high probability and imputed matched sets were compared against the true match population for occupant age, MVC county, and MVC hour. Regression models were fit to simulated log hospital charges and hospitalization status. High probability and imputed matched sets were not significantly different from occupant age, MVC county, and MVC hour in high information settings (p > 0.999). In low information settings, high probability matched sets were significantly different from occupant age and MVC county (p sets were not (p > 0.493). High information settings saw no significant differences in inference of simulated log hospital charges and hospitalization status between the two methods. High probability and imputed matched sets were significantly different from the outcomes in low information settings; however, imputed matched sets were more robust. The level of information available to a linkage is an important consideration. High probability matched sets are suitable for high to moderate information settings and for situations involving case-specific analysis. Conversely, imputed matched sets are preferable for low information settings when conducting population-based analyses.

Estimating inverse probability weights using super learner when weight-model specification is unknown in a marginal structural Cox model context.

Science.gov (United States)

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.

Developing a Model and Applications for Probabilities of Student Success: A Case Study of Predictive Analytics

Science.gov (United States)

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…

Estimation and prediction of maximum daily rainfall at Sagar Island using best fit probability models

Science.gov (United States)

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.

On Probability Leakage

OpenAIRE

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.

Applied probability models with optimization applications

CERN Document Server

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.

Camera-Model Identification Using Markovian Transition Probability Matrix

Science.gov (United States)

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.

Non-Archimedean Probability

NARCIS (Netherlands)

Benci, Vieri; Horsten, Leon; Wenmackers, Sylvia

We propose an alternative approach to probability theory closely related to the framework of numerosity theory: non-Archimedean probability (NAP). In our approach, unlike in classical probability theory, all subsets of an infinite sample space are measurable and only the empty set gets assigned

MASTER: a model to improve and standardize clinical breakpoints for antimicrobial susceptibility testing using forecast probabilities.

Science.gov (United States)

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

Probability theory for 3-layer remote sensing radiative transfer model: univariate case.

Science.gov (United States)

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

Sampling, Probability Models and Statistical Reasoning Statistical

Indian Academy of Sciences (India)

Home; Journals; Resonance – Journal of Science Education; Volume 1; Issue 5. Sampling, Probability Models and Statistical Reasoning Statistical Inference. Mohan Delampady V R Padmawar. General Article Volume 1 Issue 5 May 1996 pp 49-58 ...

Probabilistic sensitivity analysis on Markov models with uncertain transition probabilities: an application in evaluating treatment decisions for type 2 diabetes.

Science.gov (United States)

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.

Inferring Pairwise Interactions from Biological Data Using Maximum-Entropy Probability Models.

Directory of Open Access Journals (Sweden)

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.

Contributions to quantum probability

International Nuclear Information System (INIS)

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

Quantum Probabilities as Behavioral Probabilities

Directory of Open Access Journals (Sweden)

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.

A probability model for the failure of pressure containing parts

International Nuclear Information System (INIS)

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)

Gap probability - Measurements and models of a pecan orchard

Science.gov (United States)

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.

The Probability Model of Expectation Disconfirmation Process

Directory of Open Access Journals (Sweden)

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.

Sampling, Probability Models and Statistical Reasoning -RE ...

Indian Academy of Sciences (India)

random sampling allows data to be modelled with the help of probability ... g based on different trials to get an estimate of the experimental error. ... research interests lie in the .... if e is indeed the true value of the proportion of defectives in the.

Knock probability estimation through an in-cylinder temperature model with exogenous noise

Science.gov (United States)

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.

Time series modeling of pathogen-specific disease probabilities with subsampled data.

Science.gov (United States)

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.

The Probability Heuristics Model of Syllogistic Reasoning.

Science.gov (United States)

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…

Contributions to quantum probability

Energy Technology Data Exchange (ETDEWEB)

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

Application of tests of goodness of fit in determining the probability density function for spacing of steel sets in tunnel support system

Directory of Open Access Journals (Sweden)

Farnoosh Basaligheh

2015-12-01

Full Text Available One of the conventional methods for temporary support of tunnels is to use steel sets with shotcrete. The nature of a temporary support system demands a quick installation of its structures. As a result, the spacing between steel sets is not a fixed amount and it can be considered as a random variable. Hence, in the reliability analysis of these types of structures, the selection of an appropriate probability distribution function of spacing of steel sets is essential. In the present paper, the distances between steel sets are collected from an under-construction tunnel and the collected data is used to suggest a proper Probability Distribution Function (PDF for the spacing of steel sets. The tunnel has two different excavation sections. In this regard, different distribution functions were investigated and three common tests of goodness of fit were used for evaluation of each function for each excavation section. Results from all three methods indicate that the Wakeby distribution function can be suggested as the proper PDF for spacing between the steel sets. It is also noted that, although the probability distribution function for two different tunnel sections is the same, the parameters of PDF for the individual sections are different from each other.

Probability and stochastic modeling

CERN Document Server

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...

Assessing the clinical probability of pulmonary embolism

International Nuclear Information System (INIS)

Miniati, M.; Pistolesi, M.

2001-01-01

% in those with low probability. The prevalence of PE in patients with intermediate clinical probability was 41%. These results underscore the importance of incorporating the standardized reading of the electrocardiogram and of the chest radiograph into the clinical evaluation of patients with suspected PE. The interpretation of these laboratory data, however, requires experience. Future research is needed to develop standardized models, of varying degree of complexity, which may find application in different clinical settings to predict the probability of PE

NASA Lewis Launch Collision Probability Model Developed and Analyzed

Science.gov (United States)

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

Economic communication model set

Science.gov (United States)

Zvereva, Olga M.; Berg, Dmitry B.

2017-06-01

This paper details findings from the research work targeted at economic communications investigation with agent-based models usage. The agent-based model set was engineered to simulate economic communications. Money in the form of internal and external currencies was introduced into the models to support exchanges in communications. Every model, being based on the general concept, has its own peculiarities in algorithm and input data set since it was engineered to solve the specific problem. Several and different origin data sets were used in experiments: theoretic sets were estimated on the basis of static Leontief's equilibrium equation and the real set was constructed on the basis of statistical data. While simulation experiments, communication process was observed in dynamics, and system macroparameters were estimated. This research approved that combination of an agent-based and mathematical model can cause a synergetic effect.

Probability model for analyzing fire management alternatives: theory and structure

Science.gov (United States)

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...

Fixation probability in a two-locus intersexual selection model.

Science.gov (United States)

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.

Statistical validation of normal tissue complication probability models

NARCIS (Netherlands)

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

Upgrading Probability via Fractions of Events

Directory of Open Access Journals (Sweden)

Frič Roman

2016-08-01

Full Text Available The influence of “Grundbegriffe” by A. N. Kolmogorov (published in 1933 on education in the area of probability and its impact on research in stochastics cannot be overestimated. We would like to point out three aspects of the classical probability theory “calling for” an upgrade: (i classical random events are black-and-white (Boolean; (ii classical random variables do not model quantum phenomena; (iii basic maps (probability measures and observables { dual maps to random variables have very different “mathematical nature”. Accordingly, we propose an upgraded probability theory based on Łukasiewicz operations (multivalued logic on events, elementary category theory, and covering the classical probability theory as a special case. The upgrade can be compared to replacing calculations with integers by calculations with rational (and real numbers. Namely, to avoid the three objections, we embed the classical (Boolean random events (represented by the f0; 1g-valued indicator functions of sets into upgraded random events (represented by measurable {0; 1}-valued functions, the minimal domain of probability containing “fractions” of classical random events, and we upgrade the notions of probability measure and random variable.

Probable relationship between partitions of the set of codons and the origin of the genetic code.

Science.gov (United States)

Salinas, Dino G; Gallardo, Mauricio O; Osorio, Manuel I

2014-03-01

Here we study the distribution of randomly generated partitions of the set of amino acid-coding codons. Some results are an application from a previous work, about the Stirling numbers of the second kind and triplet codes, both to the cases of triplet codes having four stop codons, as in mammalian mitochondrial genetic code, and hypothetical doublet codes. Extending previous results, in this work it is found that the most probable number of blocks of synonymous codons, in a genetic code, is similar to the number of amino acids when there are four stop codons, as well as it could be for a primigenious doublet code. Also it is studied the integer partitions associated to patterns of synonymous codons and it is shown, for the canonical code, that the standard deviation inside an integer partition is one of the most probable. We think that, in some early epoch, the genetic code might have had a maximum of the disorder or entropy, independent of the assignment between codons and amino acids, reaching a state similar to "code freeze" proposed by Francis Crick. In later stages, maybe deterministic rules have reassigned codons to amino acids, forming the natural codes, such as the canonical code, but keeping the numerical features describing the set partitions and the integer partitions, like a "fossil numbers"; both kinds of partitions about the set of amino acid-coding codons. Copyright © 2014 Elsevier Ireland Ltd. All rights reserved.

Application of a weighted spatial probability model in GIS to analyse landslides in Penang Island, Malaysia

Directory of Open Access Journals (Sweden)

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.

Introduction to probability and statistics for science, engineering, and finance

CERN Document Server

Rosenkrantz, Walter A

2008-01-01

Data Analysis Orientation The Role and Scope of Statistics in Science and Engineering Types of Data: Examples from Engineering, Public Health, and Finance The Frequency Distribution of a Variable Defined on a Population Quantiles of a Distribution Measures of Location (Central Value) and Variability Covariance, Correlation, and Regression: Computing a Stock's Beta Mathematical Details and Derivations Large Data Sets Probability Theory Orientation Sample Space, Events, Axioms of Probability Theory Mathematical Models of Random Sampling Conditional Probability and Baye

Estimation and asymptotic theory for transition probabilities in Markov Renewal Multi–state models

NARCIS (Netherlands)

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

Using multinomial and imprecise probability for non-parametric modelling of rainfall in Manizales (Colombia

Directory of Open Access Journals (Sweden)

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

Statistical physics of pairwise probability models

Directory of Open Access Journals (Sweden)

Yasser Roudi

2009-11-01

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

Probability Model of Allele Frequency of Alzheimer’s Disease Genetic Risk Factor

Directory of Open Access Journals (Sweden)

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.

Binomial probability distribution model-based protein identification algorithm for tandem mass spectrometry utilizing peak intensity information.

Science.gov (United States)

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/ .

The Model Confidence Set

DEFF Research Database (Denmark)

Hansen, Peter Reinhard; Lunde, Asger; Nason, James M.

The paper introduces the model confidence set (MCS) and applies it to the selection of models. A MCS is a set of models that is constructed such that it will contain the best model with a given level of confidence. The MCS is in this sense analogous to a confidence interval for a parameter. The MCS......, beyond the comparison of models. We apply the MCS procedure to two empirical problems. First, we revisit the inflation forecasting problem posed by Stock and Watson (1999), and compute the MCS for their set of inflation forecasts. Second, we compare a number of Taylor rule regressions and determine...... the MCS of the best in terms of in-sample likelihood criteria....

Energies and transition probabilities from the full solution of nuclear quadrupole-octupole model

International Nuclear Information System (INIS)

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)

A stochastic-bayesian model for the fracture probability of PWR pressure vessels

Energy Technology Data Exchange (ETDEWEB)

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

International Nuclear Information System (INIS)

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)

Probabilistic Inference: Task Dependency and Individual Differences of Probability Weighting Revealed by Hierarchical Bayesian Modeling.

Science.gov (United States)

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.

Probability judgments under ambiguity and conflict.

Science.gov (United States)

Smithson, Michael

2015-01-01

Whether conflict and ambiguity are distinct kinds of uncertainty remains an open question, as does their joint impact on judgments of overall uncertainty. This paper reviews recent advances in our understanding of human judgment and decision making when both ambiguity and conflict are present, and presents two types of testable models of judgments under conflict and ambiguity. The first type concerns estimate-pooling to arrive at "best" probability estimates. The second type is models of subjective assessments of conflict and ambiguity. These models are developed for dealing with both described and experienced information. A framework for testing these models in the described-information setting is presented, including a reanalysis of a multi-nation data-set to test best-estimate models, and a study of participants' assessments of conflict, ambiguity, and overall uncertainty reported by Smithson (2013). A framework for research in the experienced-information setting is then developed, that differs substantially from extant paradigms in the literature. This framework yields new models of "best" estimates and perceived conflict. The paper concludes with specific suggestions for future research on judgment and decision making under conflict and ambiguity.

Statistical models based on conditional probability distributions

International Nuclear Information System (INIS)

Narayanan, R.S.

1991-10-01

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

Archaeological predictive model set.

Science.gov (United States)

2015-03-01

This report is the documentation for Task 7 of the Statewide Archaeological Predictive Model Set. The goal of this project is to : develop a set of statewide predictive models to assist the planning of transportation projects. PennDOT is developing t...

Closed Form Aliasing Probability For Q-ary Symmetric Errors

Directory of Open Access Journals (Sweden)

Geetani Edirisooriya

1996-01-01

Full Text Available In Built-In Self-Test (BIST techniques, test data reduction can be achieved using Linear Feedback Shift Registers (LFSRs. A faulty circuit may escape detection due to loss of information inherent to data compaction schemes. This is referred to as aliasing. The probability of aliasing in Multiple-Input Shift-Registers (MISRs has been studied under various bit error models. By modeling the signature analyzer as a Markov process we show that the closed form expression derived for aliasing probability previously, for MISRs with primitive polynomials under q-ary symmetric error model holds for all MISRs irrespective of their feedback polynomials and for group cellular automata signature analyzers as well. If the erroneous behaviour of a circuit can be modelled with q-ary symmetric errors, then the test circuit complexity and propagation delay associated with the signature analyzer can be minimized by using a set of m single bit LFSRs without increasing the probability of aliasing.

Interpretations of probability

CERN Document Server

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.

Evaluations of Structural Failure Probabilities and Candidate Inservice Inspection Programs

Energy Technology Data Exchange (ETDEWEB)

Khaleel, Mohammad A.; Simonen, Fredric A.

2009-05-01

The work described in this report applies probabilistic structural mechanics models to predict the reliability of nuclear pressure boundary components. These same models are then applied to evaluate the effectiveness of alternative programs for inservice inspection to reduce these failure probabilities. Results of the calculations support the development and implementation of risk-informed inservice inspection of piping and vessels. Studies have specifically addressed the potential benefits of ultrasonic inspections to reduce failure probabilities associated with fatigue crack growth and stress-corrosion cracking. Parametric calculations were performed with the computer code pc-PRAISE to generate an extensive set of plots to cover a wide range of pipe wall thicknesses, cyclic operating stresses, and inspection strategies. The studies have also addressed critical inputs to fracture mechanics calculations such as the parameters that characterize the number and sizes of fabrication flaws in piping welds. Other calculations quantify uncertainties associated with the inputs calculations, the uncertainties in the fracture mechanics models, and the uncertainties in the resulting calculated failure probabilities. A final set of calculations address the effects of flaw sizing errors on the effectiveness of inservice inspection programs.

Ruin probability of the renewal model with risky investment and large claims

Institute of Scientific and Technical Information of China (English)

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.

Review of Literature for Model Assisted Probability of Detection

Energy Technology Data Exchange (ETDEWEB)

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.

Use of a field model to analyze probable fire environments encountered within the complex geometries of nuclear power plants

International Nuclear Information System (INIS)

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

Interpretation of the results of statistical measurements. [search for basic probability model

Science.gov (United States)

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.

Statistical validation of normal tissue complication probability models.

Science.gov (United States)

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

2012-09-01

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

Statistical Validation of Normal Tissue Complication Probability Models

Energy Technology Data Exchange (ETDEWEB)

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

2012-09-01

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

Probabilistic inference: Task dependency and individual differences of probability weighting revealed by hierarchical Bayesian modelling

Directory of Open Access Journals (Sweden)

Moritz eBoos

2016-05-01

Full Text Available Cognitive determinants of probabilistic inference were examined using hierarchical Bayesian modelling techniques. A classic urn-ball paradigm served as experimental strategy, involving a factorial two (prior probabilities by two (likelihoods design. Five computational models of cognitive processes were compared with the observed behaviour. Parameter-free Bayesian posterior probabilities and parameter-free base rate neglect provided inadequate models of probabilistic inference. The introduction of distorted subjective probabilities yielded more robust and generalizable results. A general class of (inverted S-shaped probability weighting functions had been proposed; however, the possibility of large differences in probability distortions not only across experimental conditions, but also across individuals, seems critical for the model’s success. It also seems advantageous to consider individual differences in parameters of probability weighting as being sampled from weakly informative prior distributions of individual parameter values. Thus, the results from hierarchical Bayesian modelling converge with previous results in revealing that probability weighting parameters show considerable task dependency and individual differences. Methodologically, this work exemplifies the usefulness of hierarchical Bayesian modelling techniques for cognitive psychology. Theoretically, human probabilistic inference might be best described as the application of individualized strategic policies for Bayesian belief revision.

Calculation of magnetization curves and probability distribution for monoclinic and uniaxial systems

International Nuclear Information System (INIS)

Sobh, Hala A.; Aly, Samy H.; Yehia, Sherif

2013-01-01

We present the application of a simple classical statistical mechanics-based model to selected monoclinic and hexagonal model systems. In this model, we treat the magnetization as a classical vector whose angular orientation is dictated by the laws of equilibrium classical statistical mechanics. We calculate for these anisotropic systems, the magnetization curves, energy landscapes and probability distribution for different sets of relevant parameters and magnetic fields of different strengths and directions. Our results demonstrate a correlation between the most probable orientation of the magnetization vector, the system's parameters, and the external magnetic field. -- Highlights: ► We calculate magnetization curves and probability angular distribution of the magnetization. ► The magnetization curves are consistent with probability results for the studied systems. ► Monoclinic and hexagonal systems behave differently due to their different anisotropies

On the quantification and efficient propagation of imprecise probabilities resulting from small datasets

Science.gov (United States)

Zhang, Jiaxin; Shields, Michael D.

2018-01-01

This paper addresses the problem of uncertainty quantification and propagation when data for characterizing probability distributions are scarce. We propose a methodology wherein the full uncertainty associated with probability model form and parameter estimation are retained and efficiently propagated. This is achieved by applying the information-theoretic multimodel inference method to identify plausible candidate probability densities and associated probabilities that each method is the best model in the Kullback-Leibler sense. The joint parameter densities for each plausible model are then estimated using Bayes' rule. We then propagate this full set of probability models by estimating an optimal importance sampling density that is representative of all plausible models, propagating this density, and reweighting the samples according to each of the candidate probability models. This is in contrast with conventional methods that try to identify a single probability model that encapsulates the full uncertainty caused by lack of data and consequently underestimate uncertainty. The result is a complete probabilistic description of both aleatory and epistemic uncertainty achieved with several orders of magnitude reduction in computational cost. It is shown how the model can be updated to adaptively accommodate added data and added candidate probability models. The method is applied for uncertainty analysis of plate buckling strength where it is demonstrated how dataset size affects the confidence (or lack thereof) we can place in statistical estimates of response when data are lacking.

Tumor Control Probability Modeling for Stereotactic Body Radiation Therapy of Early-Stage Lung Cancer Using Multiple Bio-physical Models

Science.gov (United States)

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

Computation of Probabilities in Causal Models of History of Science

Directory of Open Access Journals (Sweden)

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.

Rejecting probability summation for radial frequency patterns, not so Quick!

Science.gov (United States)

Baldwin, Alex S; Schmidtmann, Gunnar; Kingdom, Frederick A A; Hess, Robert F

2016-05-01

Radial frequency (RF) patterns are used to assess how the visual system processes shape. They are thought to be detected globally. This is supported by studies that have found summation for RF patterns to be greater than what is possible if the parts were being independently detected and performance only then improved with an increasing number of cycles by probability summation between them. However, the model of probability summation employed in these previous studies was based on High Threshold Theory (HTT), rather than Signal Detection Theory (SDT). We conducted rating scale experiments to investigate the receiver operating characteristics. We find these are of the curved form predicted by SDT, rather than the straight lines predicted by HTT. This means that to test probability summation we must use a model based on SDT. We conducted a set of summation experiments finding that thresholds decrease as the number of modulated cycles increases at approximately the same rate as previously found. As this could be consistent with either additive or probability summation, we performed maximum-likelihood fitting of a set of summation models (Matlab code provided in our Supplementary material) and assessed the fits using cross validation. We find we are not able to distinguish whether the responses to the parts of an RF pattern are combined by additive or probability summation, because the predictions are too similar. We present similar results for summation between separate RF patterns, suggesting that the summation process there may be the same as that within a single RF. Copyright © 2016 Elsevier Ltd. All rights reserved.

Reach/frequency for printed media: Personal probabilities or models

DEFF Research Database (Denmark)

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....

A formalism to generate probability distributions for performance-assessment modeling

International Nuclear Information System (INIS)

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

Invariant probabilities of transition functions

CERN Document Server

Zaharopol, Radu

2014-01-01

The structure of the set of all the invariant probabilities and the structure of various types of individual invariant probabilities of a transition function are two topics of significant interest in the theory of transition functions, and are studied in this book. The results obtained are useful in ergodic theory and the theory of dynamical systems, which, in turn, can be applied in various other areas (like number theory). They are illustrated using transition functions defined by flows, semiflows, and one-parameter convolution semigroups of probability measures. In this book, all results on transition probabilities that have been published by the author between 2004 and 2008 are extended to transition functions. The proofs of the results obtained are new. For transition functions that satisfy very general conditions the book describes an ergodic decomposition that provides relevant information on the structure of the corresponding set of invariant probabilities. Ergodic decomposition means a splitting of t...

A first course in probability

CERN Document Server

Ross, Sheldon

2014-01-01

A First Course in Probability, Ninth Edition, features clear and intuitive explanations of the mathematics of probability theory, outstanding problem sets, and a variety of diverse examples and applications. This book is ideal for an upper-level undergraduate or graduate level introduction to probability for math, science, engineering and business students. It assumes a background in elementary calculus.

Probability Distribution and Deviation Information Fusion Driven Support Vector Regression Model and Its Application

Directory of Open Access Journals (Sweden)

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.

Modeling the radiation transfer of discontinuous canopies: results for gap probability and single-scattering contribution

Science.gov (United States)

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.

Assigning probability distributions to input parameters of performance assessment models

Energy Technology Data Exchange (ETDEWEB)

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

International Nuclear Information System (INIS)

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

The creation and evaluation of a model predicting the probability of conception in seasonal-calving, pasture-based dairy cows.

Science.gov (United States)

Fenlon, Caroline; O'Grady, Luke; Doherty, Michael L; Dunnion, John; Shalloo, Laurence; Butler, Stephen T

2017-07-01

narrow central range of conception rates in the study herds. The final model was found to reliably predict the probability of conception without bias when evaluated against the full external data set, with a mean absolute calibration error of 2.4%. The chosen model could be used to support a farmer's decision-making and in stochastic simulation of fertility in seasonal-calving pasture-based dairy cows. Copyright © 2017 American Dairy Science Association. Published by Elsevier Inc. All rights reserved.

Uniqueness of Gibbs measure for Potts model with countable set of spin values

International Nuclear Information System (INIS)

Ganikhodjaev, N.N.; Rozikov, U.A.

2004-11-01

We consider a nearest-neighbor Potts model with countable spin values 0,1,..., and non zero external field, on a Cayley tree of order k (with k+1 neighbors). We study translation-invariant 'splitting' Gibbs measures. We reduce the problem to the description of the solutions of some infinite system of equations. For any k≥1 and any fixed probability measure ν with ν(i)>0 on the set of all non negative integer numbers Φ={0,1,...} we show that the set of translation-invariant splitting Gibbs measures contains at most one point, independently on parameters of the Potts model with countable set of spin values on Cayley tree. Also we give a full description of the class of measures ν on Φ such that wit respect to each element of this class our infinite system of equations has unique solution {a i =1,2,...}, where a is an element of (0,1). (author)

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

Science.gov (United States)

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

2015-01-01

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

Exact results for survival probability in the multistate Landau-Zener model

International Nuclear Information System (INIS)

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

Probabilistic Open Set Recognition

Science.gov (United States)

Jain, Lalit Prithviraj

Real-world tasks in computer vision, pattern recognition and machine learning often touch upon the open set recognition problem: multi-class recognition with incomplete knowledge of the world and many unknown inputs. An obvious way to approach such problems is to develop a recognition system that thresholds probabilities to reject unknown classes. Traditional rejection techniques are not about the unknown; they are about the uncertain boundary and rejection around that boundary. Thus traditional techniques only represent the "known unknowns". However, a proper open set recognition algorithm is needed to reduce the risk from the "unknown unknowns". This dissertation examines this concept and finds existing probabilistic multi-class recognition approaches are ineffective for true open set recognition. We hypothesize the cause is due to weak adhoc assumptions combined with closed-world assumptions made by existing calibration techniques. Intuitively, if we could accurately model just the positive data for any known class without overfitting, we could reject the large set of unknown classes even under this assumption of incomplete class knowledge. For this, we formulate the problem as one of modeling positive training data by invoking statistical extreme value theory (EVT) near the decision boundary of positive data with respect to negative data. We provide a new algorithm called the PI-SVM for estimating the unnormalized posterior probability of class inclusion. This dissertation also introduces a new open set recognition model called Compact Abating Probability (CAP), where the probability of class membership decreases in value (abates) as points move from known data toward open space. We show that CAP models improve open set recognition for multiple algorithms. Leveraging the CAP formulation, we go on to describe the novel Weibull-calibrated SVM (W-SVM) algorithm, which combines the useful properties of statistical EVT for score calibration with one-class and binary

Managing Information Uncertainty in Wave Height Modeling for the Offshore Structural Analysis through Random Set

Directory of Open Access Journals (Sweden)

Keqin Yan

2017-01-01

Full Text Available This chapter presents a reliability study for an offshore jacket structure with emphasis on the features of nonconventional modeling. Firstly, a random set model is formulated for modeling the random waves in an ocean site. Then, a jacket structure is investigated in a pushover analysis to identify the critical wave direction and key structural elements. This is based on the ultimate base shear strength. The selected probabilistic models are adopted for the important structural members and the wave direction is specified in the weakest direction of the structure for a conservative safety analysis. The wave height model is processed in a P-box format when it is used in the numerical analysis. The models are applied to find the bounds of the failure probabilities for the jacket structure. The propagation of this wave model to the uncertainty in results is investigated in both an interval analysis and Monte Carlo simulation. The results are compared in context of information content and numerical accuracy. Further, the failure probability bounds are compared with the conventional probabilistic approach.

Scale-invariant transition probabilities in free word association trajectories

Directory of Open Access Journals (Sweden)

Martin Elias Costa

2009-09-01

Full Text Available Free-word association has been used as a vehicle to understand the organization of human thoughts. The original studies relied mainly on qualitative assertions, yielding the widely intuitive notion that trajectories of word associations are structured, yet considerably more random than organized linguistic text. Here we set to determine a precise characterization of this space, generating a large number of word association trajectories in a web implemented game. We embedded the trajectories in the graph of word co-occurrences from a linguistic corpus. To constrain possible transport models we measured the memory loss and the cycling probability. These two measures could not be reconciled by a bounded diffusive model since the cycling probability was very high (16 % of order-2 cycles implying a majority of short-range associations whereas the memory loss was very rapid (converging to the asymptotic value in ∼ 7 steps which, in turn, forced a high fraction of long-range associations. We show that memory loss and cycling probabilities of free word association trajectories can be simultaneously accounted by a model in which transitions are determined by a scale invariant probability distribution.

A stochastic model for the probability of malaria extinction by mass drug administration.

Science.gov (United States)

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.

A Taxonomy of Latent Structure Assumptions for Probability Matrix Decomposition Models.

Science.gov (United States)

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)

Modelling the Probability Density Function of IPTV Traffic Packet Delay Variation

Directory of Open Access Journals (Sweden)

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.

Trending in Probability of Collision Measurements via a Bayesian Zero-Inflated Beta Mixed Model

Science.gov (United States)

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.

High-resolution urban flood modelling - a joint probability approach

Science.gov (United States)

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

Using Fuzzy Probability Weights in Cumulative Prospect Theory

Directory of Open Access Journals (Sweden)

Užga-Rebrovs Oļegs

2016-12-01

Full Text Available During the past years, a rapid growth has been seen in the descriptive approaches to decision choice. As opposed to normative expected utility theory, these approaches are based on the subjective perception of probabilities by the individuals, which takes place in real situations of risky choice. The modelling of this kind of perceptions is made on the basis of probability weighting functions. In cumulative prospect theory, which is the focus of this paper, decision prospect outcome weights are calculated using the obtained probability weights. If the value functions are constructed in the sets of positive and negative outcomes, then, based on the outcome value evaluations and outcome decision weights, generalised evaluations of prospect value are calculated, which are the basis for choosing an optimal prospect.

Modelling the Probability of Landslides Impacting Road Networks

Science.gov (United States)

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

The probabilities of one- and multi-track events for modeling radiation-induced cell kill

Energy Technology Data Exchange (ETDEWEB)

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.)

Efficient committed budget for implementing target audit probability for many inspectees

NARCIS (Netherlands)

Yim, A.T.L.

2009-01-01

Strategic models of auditor-inspectee interaction have neglected implementation details in multiple-inspectee settings. With multiple inspectees, the target audit probability derived from the standard analysis can be implemented with sampling plans differing in the budgets committed to support them.

Traffic simulation based ship collision probability modeling

Energy Technology Data Exchange (ETDEWEB)

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.

Development of a methodology for probable maximum precipitation estimation over the American River watershed using the WRF model

Science.gov (United States)

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

Introduction to Fuzzy Set Theory

Science.gov (United States)

Kosko, Bart

1990-01-01

An introduction to fuzzy set theory is described. Topics covered include: neural networks and fuzzy systems; the dynamical systems approach to machine intelligence; intelligent behavior as adaptive model-free estimation; fuzziness versus probability; fuzzy sets; the entropy-subsethood theorem; adaptive fuzzy systems for backing up a truck-and-trailer; product-space clustering with differential competitive learning; and adaptive fuzzy system for target tracking.

Failure probability under parameter uncertainty.

Science.gov (United States)

Gerrard, R; Tsanakas, A

2011-05-01

In many problems of risk analysis, failure is equivalent to the event of a random risk factor exceeding a given threshold. Failure probabilities can be controlled if a decisionmaker is able to set the threshold at an appropriate level. This abstract situation applies, for example, to environmental risks with infrastructure controls; to supply chain risks with inventory controls; and to insurance solvency risks with capital controls. However, uncertainty around the distribution of the risk factor implies that parameter error will be present and the measures taken to control failure probabilities may not be effective. We show that parameter uncertainty increases the probability (understood as expected frequency) of failures. For a large class of loss distributions, arising from increasing transformations of location-scale families (including the log-normal, Weibull, and Pareto distributions), the article shows that failure probabilities can be exactly calculated, as they are independent of the true (but unknown) parameters. Hence it is possible to obtain an explicit measure of the effect of parameter uncertainty on failure probability. Failure probability can be controlled in two different ways: (1) by reducing the nominal required failure probability, depending on the size of the available data set, and (2) by modifying of the distribution itself that is used to calculate the risk control. Approach (1) corresponds to a frequentist/regulatory view of probability, while approach (2) is consistent with a Bayesian/personalistic view. We furthermore show that the two approaches are consistent in achieving the required failure probability. Finally, we briefly discuss the effects of data pooling and its systemic risk implications. © 2010 Society for Risk Analysis.

Probability, Nondeterminism and Concurrency

DEFF Research Database (Denmark)

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...

Probability Machines: Consistent Probability Estimation Using Nonparametric Learning Machines

Science.gov (United States)

Malley, J. D.; Kruppa, J.; Dasgupta, A.; Malley, K. G.; Ziegler, A.

2011-01-01

Summary Background Most machine learning approaches only provide a classification for binary responses. However, probabilities are required for risk estimation using individual patient characteristics. It has been shown recently that every statistical learning machine known to be consistent for a nonparametric regression problem is a probability machine that is provably consistent for this estimation problem. Objectives The aim of this paper is to show how random forests and nearest neighbors can be used for consistent estimation of individual probabilities. Methods Two random forest algorithms and two nearest neighbor algorithms are described in detail for estimation of individual probabilities. We discuss the consistency of random forests, nearest neighbors and other learning machines in detail. We conduct a simulation study to illustrate the validity of the methods. We exemplify the algorithms by analyzing two well-known data sets on the diagnosis of appendicitis and the diagnosis of diabetes in Pima Indians. Results Simulations demonstrate the validity of the method. With the real data application, we show the accuracy and practicality of this approach. We provide sample code from R packages in which the probability estimation is already available. This means that all calculations can be performed using existing software. Conclusions Random forest algorithms as well as nearest neighbor approaches are valid machine learning methods for estimating individual probabilities for binary responses. Freely available implementations are available in R and may be used for applications. PMID:21915433

Probability Models Based on Soil Properties for Predicting Presence-Absence of Pythium in Soybean Roots.

Science.gov (United States)

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.

Estimating Model Probabilities using Thermodynamic Markov Chain Monte Carlo Methods

Science.gov (United States)

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.

An novel frequent probability pattern mining algorithm based on circuit simulation method in uncertain biological networks

Science.gov (United States)

2014-01-01

Background Motif mining has always been a hot research topic in bioinformatics. Most of current research on biological networks focuses on exact motif mining. However, due to the inevitable experimental error and noisy data, biological network data represented as the probability model could better reflect the authenticity and biological significance, therefore, it is more biological meaningful to discover probability motif in uncertain biological networks. One of the key steps in probability motif mining is frequent pattern discovery which is usually based on the possible world model having a relatively high computational complexity. Methods In this paper, we present a novel method for detecting frequent probability patterns based on circuit simulation in the uncertain biological networks. First, the partition based efficient search is applied to the non-tree like subgraph mining where the probability of occurrence in random networks is small. Then, an algorithm of probability isomorphic based on circuit simulation is proposed. The probability isomorphic combines the analysis of circuit topology structure with related physical properties of voltage in order to evaluate the probability isomorphism between probability subgraphs. The circuit simulation based probability isomorphic can avoid using traditional possible world model. Finally, based on the algorithm of probability subgraph isomorphism, two-step hierarchical clustering method is used to cluster subgraphs, and discover frequent probability patterns from the clusters. Results The experiment results on data sets of the Protein-Protein Interaction (PPI) networks and the transcriptional regulatory networks of E. coli and S. cerevisiae show that the proposed method can efficiently discover the frequent probability subgraphs. The discovered subgraphs in our study contain all probability motifs reported in the experiments published in other related papers. Conclusions The algorithm of probability graph isomorphism

Modeling Perceived Quality, Customer Satisfaction and Probability of Guest Returning to the Destination

Directory of Open Access Journals (Sweden)

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

Diagnostics of enterprise bankruptcy occurrence probability in an anti-crisis management: modern approaches and classification of models

Directory of Open Access Journals (Sweden)

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.

Neighbor-dependent Ramachandran probability distributions of amino acids developed from a hierarchical Dirichlet process model.

Directory of Open Access Journals (Sweden)

Daniel Ting

2010-04-01

Full Text Available Distributions of the backbone dihedral angles of proteins have been studied for over 40 years. While many statistical analyses have been presented, only a handful of probability densities are publicly available for use in structure validation and structure prediction methods. The available distributions differ in a number of important ways, which determine their usefulness for various purposes. These include: 1 input data size and criteria for structure inclusion (resolution, R-factor, etc.; 2 filtering of suspect conformations and outliers using B-factors or other features; 3 secondary structure of input data (e.g., whether helix and sheet are included; whether beta turns are included; 4 the method used for determining probability densities ranging from simple histograms to modern nonparametric density estimation; and 5 whether they include nearest neighbor effects on the distribution of conformations in different regions of the Ramachandran map. In this work, Ramachandran probability distributions are presented for residues in protein loops from a high-resolution data set with filtering based on calculated electron densities. Distributions for all 20 amino acids (with cis and trans proline treated separately have been determined, as well as 420 left-neighbor and 420 right-neighbor dependent distributions. The neighbor-independent and neighbor-dependent probability densities have been accurately estimated using Bayesian nonparametric statistical analysis based on the Dirichlet process. In particular, we used hierarchical Dirichlet process priors, which allow sharing of information between densities for a particular residue type and different neighbor residue types. The resulting distributions are tested in a loop modeling benchmark with the program Rosetta, and are shown to improve protein loop conformation prediction significantly. The distributions are available at http://dunbrack.fccc.edu/hdp.

Probably not future prediction using probability and statistical inference

CERN Document Server

Dworsky, Lawrence N

2008-01-01

An engaging, entertaining, and informative introduction to probability and prediction in our everyday lives Although Probably Not deals with probability and statistics, it is not heavily mathematical and is not filled with complex derivations, proofs, and theoretical problem sets. This book unveils the world of statistics through questions such as what is known based upon the information at hand and what can be expected to happen. While learning essential concepts including "the confidence factor" and "random walks," readers will be entertained and intrigued as they move from chapter to chapter. Moreover, the author provides a foundation of basic principles to guide decision making in almost all facets of life including playing games, developing winning business strategies, and managing personal finances. Much of the book is organized around easy-to-follow examples that address common, everyday issues such as: How travel time is affected by congestion, driving speed, and traffic lights Why different gambling ...

An extended car-following model considering random safety distance with different probabilities

Science.gov (United States)

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.

Determining probabilities of geologic events and processes

International Nuclear Information System (INIS)

Hunter, R.L.; Mann, C.J.; Cranwell, R.M.

1985-01-01

The Environmental Protection Agency has recently published a probabilistic standard for releases of high-level radioactive waste from a mined geologic repository. The standard sets limits for contaminant releases with more than one chance in 100 of occurring within 10,000 years, and less strict limits for releases of lower probability. The standard offers no methods for determining probabilities of geologic events and processes, and no consensus exists in the waste-management community on how to do this. Sandia National Laboratories is developing a general method for determining probabilities of a given set of geologic events and processes. In addition, we will develop a repeatable method for dealing with events and processes whose probability cannot be determined. 22 refs., 4 figs

Protein single-model quality assessment by feature-based probability density functions.

Science.gov (United States)

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.

Introduction to probability theory with contemporary applications

CERN Document Server

Helms, Lester L

2010-01-01

This introduction to probability theory transforms a highly abstract subject into a series of coherent concepts. Its extensive discussions and clear examples, written in plain language, expose students to the rules and methods of probability. Suitable for an introductory probability course, this volume requires abstract and conceptual thinking skills and a background in calculus.Topics include classical probability, set theory, axioms, probability functions, random and independent random variables, expected values, and covariance and correlations. Additional subjects include stochastic process

Estimation of probability of failure for damage-tolerant aerospace structures

Science.gov (United States)

Halbert, Keith

The majority of aircraft structures are designed to be damage-tolerant such that safe operation can continue in the presence of minor damage. It is necessary to schedule inspections so that minor damage can be found and repaired. It is generally not possible to perform structural inspections prior to every flight. The scheduling is traditionally accomplished through a deterministic set of methods referred to as Damage Tolerance Analysis (DTA). DTA has proven to produce safe aircraft but does not provide estimates of the probability of failure of future flights or the probability of repair of future inspections. Without these estimates maintenance costs cannot be accurately predicted. Also, estimation of failure probabilities is now a regulatory requirement for some aircraft. The set of methods concerned with the probabilistic formulation of this problem are collectively referred to as Probabilistic Damage Tolerance Analysis (PDTA). The goal of PDTA is to control the failure probability while holding maintenance costs to a reasonable level. This work focuses specifically on PDTA for fatigue cracking of metallic aircraft structures. The growth of a crack (or cracks) must be modeled using all available data and engineering knowledge. The length of a crack can be assessed only indirectly through evidence such as non-destructive inspection results, failures or lack of failures, and the observed severity of usage of the structure. The current set of industry PDTA tools are lacking in several ways: they may in some cases yield poor estimates of failure probabilities, they cannot realistically represent the variety of possible failure and maintenance scenarios, and they do not allow for model updates which incorporate observed evidence. A PDTA modeling methodology must be flexible enough to estimate accurately the failure and repair probabilities under a variety of maintenance scenarios, and be capable of incorporating observed evidence as it becomes available. This

On the probability of cure for heavy-ion radiotherapy

International Nuclear Information System (INIS)

Hanin, Leonid; Zaider, Marco

2014-01-01

The probability of a cure in radiation therapy (RT)—viewed as the probability of eventual extinction of all cancer cells—is unobservable, and the only way to compute it is through modeling the dynamics of cancer cell population during and post-treatment. The conundrum at the heart of biophysical models aimed at such prospective calculations is the absence of information on the initial size of the subpopulation of clonogenic cancer cells (also called stem-like cancer cells), that largely determines the outcome of RT, both in an individual and population settings. Other relevant parameters (e.g. potential doubling time, cell loss factor and survival probability as a function of dose) are, at least in principle, amenable to empirical determination. In this article we demonstrate that, for heavy-ion RT, microdosimetric considerations (justifiably ignored in conventional RT) combined with an expression for the clone extinction probability obtained from a mechanistic model of radiation cell survival lead to useful upper bounds on the size of the pre-treatment population of clonogenic cancer cells as well as upper and lower bounds on the cure probability. The main practical impact of these limiting values is the ability to make predictions about the probability of a cure for a given population of patients treated to newer, still unexplored treatment modalities from the empirically determined probability of a cure for the same or similar population resulting from conventional low linear energy transfer (typically photon/electron) RT. We also propose that the current trend to deliver a lower total dose in a smaller number of fractions with larger-than-conventional doses per fraction has physical limits that must be understood before embarking on a particular treatment schedule. (paper)

Burden of high fracture probability worldwide: secular increases 2010-2040.

Science.gov (United States)

Odén, A; McCloskey, E V; Kanis, J A; Harvey, N C; Johansson, H

2015-09-01

The number of individuals aged 50 years or more at high risk of osteoporotic fracture worldwide in 2010 was estimated at 158 million and is set to double by 2040. The aim of this study was to quantify the number of individuals worldwide aged 50 years or more at high risk of osteoporotic fracture in 2010 and 2040. A threshold of high fracture probability was set at the age-specific 10-year probability of a major fracture (clinical vertebral, forearm, humeral or hip fracture) which was equivalent to that of a woman with a BMI of 24 kg/m(2) and a prior fragility fracture but no other clinical risk factors. The prevalence of high risk was determined worldwide and by continent using all available country-specific FRAX models and applied the population demography for each country. Twenty-one million men and 137 million women had a fracture probability at or above the threshold in the world for the year 2010. The greatest number of men and women at high risk were from Asia (55 %). Worldwide, the number of high-risk individuals is expected to double over the next 40 years. We conclude that individuals with high probability of osteoporotic fractures comprise a very significant disease burden to society, particularly in Asia, and that this burden is set to increase markedly in the future. These analyses provide a platform for the evaluation of risk assessment and intervention strategies.

Compact baby universe model in ten dimension and probability function of quantum gravity

International Nuclear Information System (INIS)

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

Geometric modeling in probability and statistics

CERN Document Server

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...

Stimulus Probability Effects in Absolute Identification

Science.gov (United States)

Kent, Christopher; Lamberts, Koen

2016-01-01

This study investigated the effect of stimulus presentation probability on accuracy and response times in an absolute identification task. Three schedules of presentation were used to investigate the interaction between presentation probability and stimulus position within the set. Data from individual participants indicated strong effects of…

Height probabilities in the Abelian sandpile model on the generalized finite Bethe lattice

Science.gov (United States)

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.

Direct modeling of regression effects for transition probabilities in the progressive illness-death model

DEFF Research Database (Denmark)

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...

An empirical probability model of detecting species at low densities.

Science.gov (United States)

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.

Benchmarking of protein descriptor sets in proteochemometric modeling (part 2): modeling performance of 13 amino acid descriptor sets

Science.gov (United States)

2013-01-01

Background While a large body of work exists on comparing and benchmarking descriptors of molecular structures, a similar comparison of protein descriptor sets is lacking. Hence, in the current work a total of 13 amino acid descriptor sets have been benchmarked with respect to their ability of establishing bioactivity models. The descriptor sets included in the study are Z-scales (3 variants), VHSE, T-scales, ST-scales, MS-WHIM, FASGAI, BLOSUM, a novel protein descriptor set (termed ProtFP (4 variants)), and in addition we created and benchmarked three pairs of descriptor combinations. Prediction performance was evaluated in seven structure-activity benchmarks which comprise Angiotensin Converting Enzyme (ACE) dipeptidic inhibitor data, and three proteochemometric data sets, namely (1) GPCR ligands modeled against a GPCR panel, (2) enzyme inhibitors (NNRTIs) with associated bioactivities against a set of HIV enzyme mutants, and (3) enzyme inhibitors (PIs) with associated bioactivities on a large set of HIV enzyme mutants. Results The amino acid descriptor sets compared here show similar performance (set differences ( > 0.3 log units RMSE difference and >0.7 difference in MCC). Combining different descriptor sets generally leads to better modeling performance than utilizing individual sets. The best performers were Z-scales (3) combined with ProtFP (Feature), or Z-Scales (3) combined with an average Z-Scale value for each target, while ProtFP (PCA8), ST-Scales, and ProtFP (Feature) rank last. Conclusions While amino acid descriptor sets capture different aspects of amino acids their ability to be used for bioactivity modeling is still – on average – surprisingly similar. Still, combining sets describing complementary information consistently leads to small but consistent improvement in modeling performance (average MCC 0.01 better, average RMSE 0.01 log units lower). Finally, performance differences exist between the targets compared thereby underlining that

Fishnet model for failure probability tail of nacre-like imbricated lamellar materials

Science.gov (United States)

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.

Fuzzy sets as extension of probabilistic models for evaluating human reliability

International Nuclear Information System (INIS)

Przybylski, F.

1996-11-01

On the base of a survey of established quantification methodologies for evaluating human reliability, a new computerized methodology was developed in which a differential consideration of user uncertainties is made. In this quantification method FURTHER (FUzzy Sets Related To Human Error Rate Prediction), user uncertainties are quantified separately from model and data uncertainties. As tools fuzzy sets are applied which, however, stay hidden to the method's user. The user in the quantification process only chooses an action pattern, performance shaping factors and natural language expressions. The acknowledged method HEART (Human Error Assessment and Reduction Technique) serves as foundation of the fuzzy set approach FURTHER. By means of this method, the selection of a basic task in connection with its basic error probability, the decision how correct the basic task's selection is, the selection of a peformance shaping factor, and the decision how correct the selection and how important the performance shaping factor is, were identified as aspects of fuzzification. This fuzzification is made on the base of data collection and information from literature as well as of the estimation by competent persons. To verify the ammount of additional information to be received by the usage of fuzzy sets, a benchmark session was accomplished. In this benchmark twelve actions were assessed by five test-persons. In case of the same degree of detail in the action modelling process, the bandwidths of the interpersonal evaluations decrease in FURTHER in comparison with HEART. The uncertainties of the single results could not be reduced up to now. The benchmark sessions conducted so far showed plausible results. A further testing of the fuzzy set approach by using better confirmed fuzzy sets can only be achieved in future practical application. Adequate procedures, however, are provided. (orig.) [de

Optimizing Probability of Detection Point Estimate Demonstration

Science.gov (United States)

Koshti, Ajay M.

2017-01-01

Probability of detection (POD) analysis is used in assessing reliably detectable flaw size in nondestructive evaluation (NDE). MIL-HDBK-18231and associated mh18232POD software gives most common methods of POD analysis. Real flaws such as cracks and crack-like flaws are desired to be detected using these NDE methods. A reliably detectable crack size is required for safe life analysis of fracture critical parts. The paper provides discussion on optimizing probability of detection (POD) demonstration experiments using Point Estimate Method. POD Point estimate method is used by NASA for qualifying special NDE procedures. The point estimate method uses binomial distribution for probability density. Normally, a set of 29 flaws of same size within some tolerance are used in the demonstration. The optimization is performed to provide acceptable value for probability of passing demonstration (PPD) and achieving acceptable value for probability of false (POF) calls while keeping the flaw sizes in the set as small as possible.

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

Science.gov (United States)

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

2002-12-01

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

Z → bb-bar probability and asymmetry in a model of dynamical electroweak symmetry breaking

International Nuclear Information System (INIS)

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

Solving probability reasoning based on DNA strand displacement and probability modules.

Science.gov (United States)

Zhang, Qiang; Wang, Xiaobiao; Wang, Xiaojun; Zhou, Changjun

2017-12-01

In computation biology, DNA strand displacement technology is used to simulate the computation process and has shown strong computing ability. Most researchers use it to solve logic problems, but it is only rarely used in probabilistic reasoning. To process probabilistic reasoning, a conditional probability derivation model and total probability model based on DNA strand displacement were established in this paper. The models were assessed through the game "read your mind." It has been shown to enable the application of probabilistic reasoning in genetic diagnosis. Copyright © 2017 Elsevier Ltd. All rights reserved.

Modelling detection probabilities to evaluate management and control tools for an invasive species

Science.gov (United States)

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

A methodology for the transfer of probabilities between accident severity categories

International Nuclear Information System (INIS)

Whitlow, J.D.; Neuhauser, K.S.

1991-01-01

A methodology has been developed which allows the accident probabilities associated with one accident-severity category scheme to be transferred to another severity category scheme. The methodology requires that the schemes use a common set of parameters to define the categories. The transfer of accident probabilities is based on the relationships between probability of occurrence and each of the parameters used to define the categories. Because of the lack of historical data describing accident environments in engineering terms, these relationships may be difficult to obtain directly for some parameters. Numerical models or experienced judgement are often needed to obtain the relationships. These relationships, even if they are not exact, allow the accident probability associated with any severity category to be distributed within that category in a manner consistent with accident experience, which in turn will allow the accident probability to be appropriately transferred to a different category scheme

Flux-probability distributions from the master equation for radiation transport in stochastic media

International Nuclear Information System (INIS)

Franke, Brian C.; Prinja, Anil K.

2011-01-01

We present numerical investigations into the accuracy of approximations in the master equation for radiation transport in discrete binary random media. Our solutions of the master equation yield probability distributions of particle flux at each element of phase space. We employ the Levermore-Pomraning interface closure and evaluate the effectiveness of closures for the joint conditional flux distribution for estimating scattering integrals. We propose a parameterized model for this joint-pdf closure, varying between correlation neglect and a full-correlation model. The closure is evaluated for a variety of parameter settings. Comparisons are made with benchmark results obtained through suites of fixed-geometry realizations of random media in rod problems. All calculations are performed using Monte Carlo techniques. Accuracy of the approximations in the master equation is assessed by examining the probability distributions for reflection and transmission and by evaluating the moments of the pdfs. The results suggest the correlation-neglect setting in our model performs best and shows improved agreement in the atomic-mix limit. (author)

Probabilities in physics

CERN Document Server

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...

Ruin probabilities

DEFF Research Database (Denmark)

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....

USING RASCH ANALYSIS TO EXPLORE WHAT STUDENTS LEARN ABOUT PROBABILITY CONCEPTS

Directory of Open Access Journals (Sweden)

Zamalia Mahmud

2015-01-01

Full Text Available Students’ understanding of probability concepts have been investigated from various different perspectives. This study was set out to investigate perceived understanding of probability concepts of forty-four students from the STAT131 Understanding Uncertainty and Variation course at the University of Wollongong, NSW. Rasch measurement which is based on a probabilistic model was used to identify concepts that students find easy, moderate and difficult to understand.  Data were captured from the e-learning Moodle platform where students provided their responses through an on-line quiz. As illustrated in the Rasch map, 96% of the students could understand about sample space, simple events, mutually exclusive events and tree diagram while 67% of the students found concepts of conditional and independent events rather easy to understand.Keywords: Perceived Understanding, Probability Concepts, Rasch Measurement Model DOI: dx.doi.org/10.22342/jme.61.1

Modeling highway travel time distribution with conditional probability models

Energy Technology Data Exchange (ETDEWEB)

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).

Predicting longitudinal trajectories of health probabilities with random-effects multinomial logit regression.

Science.gov (United States)

Liu, Xian; Engel, Charles C

2012-12-20

Researchers often encounter longitudinal health data characterized with three or more ordinal or nominal categories. Random-effects multinomial logit models are generally applied to account for potential lack of independence inherent in such clustered data. When parameter estimates are used to describe longitudinal processes, however, random effects, both between and within individuals, need to be retransformed for correctly predicting outcome probabilities. This study attempts to go beyond existing work by developing a retransformation method that derives longitudinal growth trajectories of unbiased health probabilities. We estimated variances of the predicted probabilities by using the delta method. Additionally, we transformed the covariates' regression coefficients on the multinomial logit function, not substantively meaningful, to the conditional effects on the predicted probabilities. The empirical illustration uses the longitudinal data from the Asset and Health Dynamics among the Oldest Old. Our analysis compared three sets of the predicted probabilities of three health states at six time points, obtained from, respectively, the retransformation method, the best linear unbiased prediction, and the fixed-effects approach. The results demonstrate that neglect of retransforming random errors in the random-effects multinomial logit model results in severely biased longitudinal trajectories of health probabilities as well as overestimated effects of covariates on the probabilities. Copyright © 2012 John Wiley & Sons, Ltd.

Application of damping mechanism model and stacking fault probability in Fe-Mn alloy

International Nuclear Information System (INIS)

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

Choice probability generating functions

DEFF Research Database (Denmark)

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....

Grammaticality, Acceptability, and Probability: A Probabilistic View of Linguistic Knowledge.

Science.gov (United States)

Lau, Jey Han; Clark, Alexander; Lappin, Shalom

2017-07-01

The question of whether humans represent grammatical knowledge as a binary condition on membership in a set of well-formed sentences, or as a probabilistic property has been the subject of debate among linguists, psychologists, and cognitive scientists for many decades. Acceptability judgments present a serious problem for both classical binary and probabilistic theories of grammaticality. These judgements are gradient in nature, and so cannot be directly accommodated in a binary formal grammar. However, it is also not possible to simply reduce acceptability to probability. The acceptability of a sentence is not the same as the likelihood of its occurrence, which is, in part, determined by factors like sentence length and lexical frequency. In this paper, we present the results of a set of large-scale experiments using crowd-sourced acceptability judgments that demonstrate gradience to be a pervasive feature in acceptability judgments. We then show how one can predict acceptability judgments on the basis of probability by augmenting probabilistic language models with an acceptability measure. This is a function that normalizes probability values to eliminate the confounding factors of length and lexical frequency. We describe a sequence of modeling experiments with unsupervised language models drawn from state-of-the-art machine learning methods in natural language processing. Several of these models achieve very encouraging levels of accuracy in the acceptability prediction task, as measured by the correlation between the acceptability measure scores and mean human acceptability values. We consider the relevance of these results to the debate on the nature of grammatical competence, and we argue that they support the view that linguistic knowledge can be intrinsically probabilistic. Copyright © 2016 Cognitive Science Society, Inc.

Calculating method on human error probabilities considering influence of management and organization

International Nuclear Information System (INIS)

Gao Jia; Huang Xiangrui; Shen Zupei

1996-01-01

This paper is concerned with how management and organizational influences can be factored into quantifying human error probabilities on risk assessments, using a three-level Influence Diagram (ID) which is originally only as a tool for construction and representation of models of decision-making trees or event trees. An analytical model of human errors causation has been set up with three influence levels, introducing a method for quantification assessments (of the ID), which can be applied into quantifying probabilities) of human errors on risk assessments, especially into the quantification of complex event trees (system) as engineering decision-making analysis. A numerical case study is provided to illustrate the approach

On the Probability of Occurrence of Clusters in Abelian Sandpile Model

OpenAIRE

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.

Assessment of different models for computing the probability of a clear line of sight

Science.gov (United States)

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.

Human Inferences about Sequences: A Minimal Transition Probability Model.

Directory of Open Access Journals (Sweden)

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.

An extended car-following model considering the appearing probability of truck and driver's characteristics

Science.gov (United States)

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.

Probability Matching, Fast and Slow

OpenAIRE

Koehler, Derek J.; James, Greta

2014-01-01

A prominent point of contention among researchers regarding the interpretation of probability-matching behavior is whether it represents a cognitively sophisticated, adaptive response to the inherent uncertainty of the tasks or settings in which it is observed, or whether instead it represents a fundamental shortcoming in the heuristics that support and guide human decision making. Put crudely, researchers disagree on whether probability matching is "smart" or "dumb." Here, we consider eviden...

Lectures on probability and statistics

International Nuclear Information System (INIS)

Yost, G.P.

1984-09-01

These notes are based on a set of statistics lectures delivered at Imperial College to the first-year postgraduate students in High Energy Physics. They are designed for the professional experimental scientist. We begin with the fundamentals of probability theory, in which one makes statements about the set of possible outcomes of an experiment, based upon a complete a priori understanding of the experiment. For example, in a roll of a set of (fair) dice, one understands a priori that any given side of each die is equally likely to turn up. From that, we can calculate the probability of any specified outcome. We finish with the inverse problem, statistics. Here, one begins with a set of actual data (e.g., the outcomes of a number of rolls of the dice), and attempts to make inferences about the state of nature which gave those data (e.g., the likelihood of seeing any given side of any given die turn up). This is a much more difficult problem, of course, and one's solutions often turn out to be unsatisfactory in one respect or another

Conditional probabilities in Ponzano-Regge minisuperspace

International Nuclear Information System (INIS)

Petryk, Roman; Schleich, Kristin

2003-01-01

We examine the Hartle-Hawking no-boundary initial state for the Ponzano-Regge formulation of gravity in three dimensions. We consider the behavior of conditional probabilities and expectation values for geometrical quantities in this initial state for a simple minisuperspace model consisting of a two-parameter set of anisotropic geometries on a 2-sphere boundary. We find dependence on the cutoff used in the construction of Ponzano-Regge amplitudes for expectation values of edge lengths. However, these expectation values are cutoff independent when computed in certain, but not all, conditional probability distributions. Conditions that yield cutoff independent expectation values are those that constrain the boundary geometry to a finite range of edge lengths. We argue that such conditions have a correspondence to fixing a range of local time, as classically associated with the area of a surface for spatially closed cosmologies. Thus these results may hint at how classical spacetime emerges from quantum amplitudes

Rooting phylogenetic trees under the coalescent model using site pattern probabilities.

Science.gov (United States)

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 Model for Data Redundancy Detection in Sensor Networks

Directory of Open Access Journals (Sweden)

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.

Does probability of occurrence relate to population dynamics?

Science.gov (United States)

Thuiller, Wilfried; Münkemüller, Tamara; Schiffers, Katja H; Georges, Damien; Dullinger, Stefan; Eckhart, Vincent M; Edwards, Thomas C; Gravel, Dominique; Kunstler, Georges; Merow, Cory; Moore, Kara; Piedallu, Christian; Vissault, Steve; Zimmermann, Niklaus E; Zurell, Damaris; Schurr, Frank M

2014-12-01

Hutchinson defined species' realized niche as the set of environmental conditions in which populations can persist in the presence of competitors. In terms of demography, the realized niche corresponds to the environments where the intrinsic growth rate ( r ) of populations is positive. Observed species occurrences should reflect the realized niche when additional processes like dispersal and local extinction lags do not have overwhelming effects. Despite the foundational nature of these ideas, quantitative assessments of the relationship between range-wide demographic performance and occurrence probability have not been made. This assessment is needed both to improve our conceptual understanding of species' niches and ranges and to develop reliable mechanistic models of species geographic distributions that incorporate demography and species interactions. The objective of this study is to analyse how demographic parameters (intrinsic growth rate r and carrying capacity K ) and population density ( N ) relate to occurrence probability ( P occ ). We hypothesized that these relationships vary with species' competitive ability. Demographic parameters, density, and occurrence probability were estimated for 108 tree species from four temperate forest inventory surveys (Québec, Western US, France and Switzerland). We used published information of shade tolerance as indicators of light competition strategy, assuming that high tolerance denotes high competitive capacity in stable forest environments. Interestingly, relationships between demographic parameters and occurrence probability did not vary substantially across degrees of shade tolerance and regions. Although they were influenced by the uncertainty in the estimation of the demographic parameters, we found that r was generally negatively correlated with P occ , while N, and for most regions K, was generally positively correlated with P occ . Thus, in temperate forest trees the regions of highest occurrence

Survival modeling for the estimation of transition probabilities in model-based economic evaluations in the absence of individual patient data: a tutorial.

Science.gov (United States)

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

Dependence in probabilistic modeling Dempster-Shafer theory and probability bounds analysis

Energy Technology Data Exchange (ETDEWEB)

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.

Challenges in conditioning a stochastic geological model of a heterogeneous glacial aquifer to a comprehensive soft data set

DEFF Research Database (Denmark)

Koch, Julian; He, Xin; Jensen, Karsten Høgh

2014-01-01

In traditional hydrogeological investigations, one geological model is often used based on subjective interpretations and sparse data availability. This deterministic approach usually does not account for any uncertainties. Stochastic simulation methods address this problem and can capture......TEM data set are derived from a histogram probability matching method, where resistivity is paired with the corresponding lithology from the categorized borehole data. This study integrates two distinct data sources into the stochastic modeling process that represent two extremes of the conditioning...

Predicting critical transitions in dynamical systems from time series using nonstationary probability density modeling.

Science.gov (United States)

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.

Robust mislabel logistic regression without modeling mislabel probabilities.

Science.gov (United States)

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.

Posterior Probability Matching and Human Perceptual Decision Making.

Directory of Open Access Journals (Sweden)

Richard F Murray

2015-06-01

Full Text Available Probability matching is a classic theory of decision making that was first developed in models of cognition. Posterior probability matching, a variant in which observers match their response probabilities to the posterior probability of each response being correct, is being used increasingly often in models of perception. However, little is known about whether posterior probability matching is consistent with the vast literature on vision and hearing that has developed within signal detection theory. Here we test posterior probability matching models using two tools from detection theory. First, we examine the models' performance in a two-pass experiment, where each block of trials is presented twice, and we measure the proportion of times that the model gives the same response twice to repeated stimuli. We show that at low performance levels, posterior probability matching models give highly inconsistent responses across repeated presentations of identical trials. We find that practised human observers are more consistent across repeated trials than these models predict, and we find some evidence that less practised observers more consistent as well. Second, we compare the performance of posterior probability matching models on a discrimination task to the performance of a theoretical ideal observer that achieves the best possible performance. We find that posterior probability matching is very inefficient at low-to-moderate performance levels, and that human observers can be more efficient than is ever possible according to posterior probability matching models. These findings support classic signal detection models, and rule out a broad class of posterior probability matching models for expert performance on perceptual tasks that range in complexity from contrast discrimination to symmetry detection. However, our findings leave open the possibility that inexperienced observers may show posterior probability matching behaviour, and our methods

The perception of probability.

Science.gov (United States)

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).

An analytical calculation of neighbourhood order probabilities for high dimensional Poissonian processes and mean field models

International Nuclear Information System (INIS)

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

On new cautious structural reliability models in the framework of imprecise probabilities

DEFF Research Database (Denmark)

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...

Modeling Stochastic Complexity in Complex Adaptive Systems: Non-Kolmogorov Probability and the Process Algebra Approach.

Science.gov (United States)

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.

Choice probability generating functions

DEFF Research Database (Denmark)

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...

Transition probabilities of health states for workers in Malaysia using a Markov chain model

Science.gov (United States)

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.

Annotation-based feature extraction from sets of SBML models.

Science.gov (United States)

Alm, Rebekka; Waltemath, Dagmar; Wolfien, Markus; Wolkenhauer, Olaf; Henkel, Ron

2015-01-01

Model repositories such as BioModels Database provide computational models of biological systems for the scientific community. These models contain rich semantic annotations that link model entities to concepts in well-established bio-ontologies such as Gene Ontology. Consequently, thematically similar models are likely to share similar annotations. Based on this assumption, we argue that semantic annotations are a suitable tool to characterize sets of models. These characteristics improve model classification, allow to identify additional features for model retrieval tasks, and enable the comparison of sets of models. In this paper we discuss four methods for annotation-based feature extraction from model sets. We tested all methods on sets of models in SBML format which were composed from BioModels Database. To characterize each of these sets, we analyzed and extracted concepts from three frequently used ontologies, namely Gene Ontology, ChEBI and SBO. We find that three out of the methods are suitable to determine characteristic features for arbitrary sets of models: The selected features vary depending on the underlying model set, and they are also specific to the chosen model set. We show that the identified features map on concepts that are higher up in the hierarchy of the ontologies than the concepts used for model annotations. Our analysis also reveals that the information content of concepts in ontologies and their usage for model annotation do not correlate. Annotation-based feature extraction enables the comparison of model sets, as opposed to existing methods for model-to-keyword comparison, or model-to-model comparison.

Probability tales

CERN Document Server

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.

Set-Theoretic Approach to Maturity Models

DEFF Research Database (Denmark)

Lasrado, Lester Allan

Despite being widely accepted and applied, maturity models in Information Systems (IS) have been criticized for the lack of theoretical grounding, methodological rigor, empirical validations, and ignorance of multiple and non-linear paths to maturity. This PhD thesis focuses on addressing...... these criticisms by incorporating recent developments in configuration theory, in particular application of set-theoretic approaches. The aim is to show the potential of employing a set-theoretic approach for maturity model research and empirically demonstrating equifinal paths to maturity. Specifically...... methodological guidelines consisting of detailed procedures to systematically apply set theoretic approaches for maturity model research and provides demonstrations of it application on three datasets. The thesis is a collection of six research papers that are written in a sequential manner. The first paper...

Probability dynamics of a repopulating tumor in case of fractionated external radiotherapy.

Science.gov (United States)

Stavreva, Nadia; Stavrev, Pavel; Fallone, B Gino

2009-12-01

In this work two analytical methods are developed for computing the probability distribution of the number of surviving cells of a repopulating tumor during a fractionated external radio-treatment. Both methods are developed for the case of pure birth processes. They both allow the description of the tumor dynamics in case of cell radiosensitivity changing in time and for treatment schedules with variable dose per fraction and variable time intervals between fractions. The first method is based on a direct solution of the set of differential equations describing the tumor dynamics. The second method is based on the works of Hanin et al. [Hanin LG, Zaider M, Yakovlev AY. Distribution of the number of clonogens surviving fractionated radiotherapy: a long-standing problem revisited. Int J Radiat Biol 2001;77:205-13; Hanin LG. Iterated birth and death process as a model of radiation cell survival. Math Biosci 2001;169:89-107; Hanin LG. A stochastic model of tumor response to fractionated radiation: limit theorems and rate of convergence. Math Biosci 2004;191:1-17], where probability generating functions are used. In addition a Monte Carlo algorithm for simulating the probability distributions is developed for the same treatment conditions as for the analytical methods. The probability distributions predicted by the three methods are compared graphically for a certain set of values of the model parameters and an excellent agreement is found to exist between all three results, thus proving the correct implementation of the methods. However, numerical difficulties have been encountered with both analytical methods depending on the values of the model parameters. Therefore, the Poisson approximation is also studied and it is compared to the exact methods for several different combinations of the model parameter values. It is concluded that the Poisson approximation works sufficiently well only for slowly repopulating tumors and a low cell survival probability and that it

Development of a new model to evaluate the probability of automatic plant trips for pressurized water reactors

Energy Technology Data Exchange (ETDEWEB)

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)

Predicting Flow Breakdown Probability and Duration in Stochastic Network Models: Impact on Travel Time Reliability

Energy Technology Data Exchange (ETDEWEB)

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.

Generic Degraded Configuration Probability Analysis for the Codisposal Waste Package

International Nuclear Information System (INIS)

S.F.A. Deng; M. Saglam; L.J. Gratton

2001-01-01

In accordance with the technical work plan, ''Technical Work Plan For: Department of Energy Spent Nuclear Fuel Work Packages'' (CRWMS M and O 2000c), this Analysis/Model Report (AMR) is developed for the purpose of screening out degraded configurations for U.S. Department of Energy (DOE) spent nuclear fuel (SNF) types. It performs the degraded configuration parameter and probability evaluations of the overall methodology specified in the ''Disposal Criticality Analysis Methodology Topical Report'' (YMP 2000, Section 3) to qualifying configurations. Degradation analyses are performed to assess realizable parameter ranges and physical regimes for configurations. Probability calculations are then performed for configurations characterized by k eff in excess of the Critical Limit (CL). The scope of this document is to develop a generic set of screening criteria or models to screen out degraded configurations having potential for exceeding a criticality limit. The developed screening criteria include arguments based on physical/chemical processes and probability calculations and apply to DOE SNF types when codisposed with the high-level waste (HLW) glass inside a waste package. The degradation takes place inside the waste package and is long after repository licensing has expired. The emphasis of this AMR is on degraded configuration screening and the probability analysis is one of the approaches used for screening. The intended use of the model is to apply the developed screening criteria to each DOE SNF type following the completion of the degraded mode criticality analysis internal to the waste package

On the Inclusion of Short-distance Bystander Effects into a Logistic Tumor Control Probability Model.

Science.gov (United States)

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.

Pre-Service Mathematics Teachers' Use of Probability Models in Making Informal Inferences about a Chance Game

Science.gov (United States)

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…

Aggregate and Individual Replication Probability within an Explicit Model of the Research Process

Science.gov (United States)

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…

Modeling co-occurrence of northern spotted and barred owls: accounting for detection probability differences

Science.gov (United States)

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.

Exploring non-signalling polytopes with negative probability

International Nuclear Information System (INIS)

Oas, G; Barros, J Acacio de; Carvalhaes, C

2014-01-01

Bipartite and tripartite EPR–Bell type systems are examined via joint quasi-probability distributions where probabilities are permitted to be negative. It is shown that such distributions exist only when the no-signalling condition is satisfied. A characteristic measure, the probability mass, is introduced and, via its minimization, limits the number of quasi-distributions describing a given marginal probability distribution. The minimized probability mass is shown to be an alternative way to characterize non-local systems. Non-signalling polytopes for two to eight settings in the bipartite scenario are examined and compared to prior work. Examining perfect cloning of non-local systems within the tripartite scenario suggests defining two categories of signalling. It is seen that many properties of non-local systems can be efficiently described by quasi-probability theory. (paper)

Settings in Social Networks : a Measurement Model

NARCIS (Netherlands)

Schweinberger, Michael; Snijders, Tom A.B.

2003-01-01

A class of statistical models is proposed that aims to recover latent settings structures in social networks. Settings may be regarded as clusters of vertices. The measurement model is based on two assumptions. (1) The observed network is generated by hierarchically nested latent transitive

Truth, possibility and probability new logical foundations of probability and statistical inference

CERN Document Server

Chuaqui, R

1991-01-01

Anyone involved in the philosophy of science is naturally drawn into the study of the foundations of probability. Different interpretations of probability, based on competing philosophical ideas, lead to different statistical techniques, and frequently to mutually contradictory consequences. This unique book presents a new interpretation of probability, rooted in the traditional interpretation that was current in the 17th and 18th centuries. Mathematical models are constructed based on this interpretation, and statistical inference and decision theory are applied, including some examples in artificial intelligence, solving the main foundational problems. Nonstandard analysis is extensively developed for the construction of the models and in some of the proofs. Many nonstandard theorems are proved, some of them new, in particular, a representation theorem that asserts that any stochastic process can be approximated by a process defined over a space with equiprobable outcomes.

Does probability of occurrence relate to population dynamics?

Science.gov (United States)

Thuiller, Wilfried; Münkemüller, Tamara; Schiffers, Katja H.; Georges, Damien; Dullinger, Stefan; Eckhart, Vincent M.; Edwards, Thomas C.; Gravel, Dominique; Kunstler, Georges; Merow, Cory; Moore, Kara; Piedallu, Christian; Vissault, Steve; Zimmermann, Niklaus E.; Zurell, Damaris; Schurr, Frank M.

2014-01-01

Hutchinson defined species' realized niche as the set of environmental conditions in which populations can persist in the presence of competitors. In terms of demography, the realized niche corresponds to the environments where the intrinsic growth rate (r) of populations is positive. Observed species occurrences should reflect the realized niche when additional processes like dispersal and local extinction lags do not have overwhelming effects. Despite the foundational nature of these ideas, quantitative assessments of the relationship between range-wide demographic performance and occurrence probability have not been made. This assessment is needed both to improve our conceptual understanding of species' niches and ranges and to develop reliable mechanistic models of species geographic distributions that incorporate demography and species interactions.The objective of this study is to analyse how demographic parameters (intrinsic growth rate r and carrying capacity K ) and population density (N ) relate to occurrence probability (Pocc ). We hypothesized that these relationships vary with species' competitive ability. Demographic parameters, density, and occurrence probability were estimated for 108 tree species from four temperate forest inventory surveys (Québec, western USA, France and Switzerland). We used published information of shade tolerance as indicators of light competition strategy, assuming that high tolerance denotes high competitive capacity in stable forest environments.Interestingly, relationships between demographic parameters and occurrence probability did not vary substantially across degrees of shade tolerance and regions. Although they were influenced by the uncertainty in the estimation of the demographic parameters, we found that r was generally negatively correlated with Pocc, while N, and for most regions K, was generally positively correlated with Pocc. Thus, in temperate forest trees the regions of highest occurrence

Probability of atrial fibrillation after ablation: Using a parametric nonlinear temporal decomposition mixed effects model.

Science.gov (United States)

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.

Multiple-event probability in general-relativistic quantum mechanics. II. A discrete model

International Nuclear Information System (INIS)

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

Generalized algebra-valued models of set theory

NARCIS (Netherlands)

Löwe, B.; Tarafder, S.

2015-01-01

We generalize the construction of lattice-valued models of set theory due to Takeuti, Titani, Kozawa and Ozawa to a wider class of algebras and show that this yields a model of a paraconsistent logic that validates all axioms of the negation-free fragment of Zermelo-Fraenkel set theory.

The ruin probability of a discrete time risk model under constant interest rate with heavy tails

NARCIS (Netherlands)

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

Three-dimensional analytic probabilities of coupled vibrational-rotational-translational energy transfer for DSMC modeling of nonequilibrium flows

International Nuclear Information System (INIS)

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

Probability Theory Plus Noise: Descriptive Estimation and Inferential Judgment.

Science.gov (United States)

Costello, Fintan; Watts, Paul

2018-01-01

We describe a computational model of two central aspects of people's probabilistic reasoning: descriptive probability estimation and inferential probability judgment. This model assumes that people's reasoning follows standard frequentist probability theory, but it is subject to random noise. This random noise has a regressive effect in descriptive probability estimation, moving probability estimates away from normative probabilities and toward the center of the probability scale. This random noise has an anti-regressive effect in inferential judgement, however. These regressive and anti-regressive effects explain various reliable and systematic biases seen in people's descriptive probability estimation and inferential probability judgment. This model predicts that these contrary effects will tend to cancel out in tasks that involve both descriptive estimation and inferential judgement, leading to unbiased responses in those tasks. We test this model by applying it to one such task, described by Gallistel et al. ). Participants' median responses in this task were unbiased, agreeing with normative probability theory over the full range of responses. Our model captures the pattern of unbiased responses in this task, while simultaneously explaining systematic biases away from normatively correct probabilities seen in other tasks. Copyright © 2018 Cognitive Science Society, Inc.

Generic Degraded Congiguration Probability Analysis for DOE Codisposal Waste Package

Energy Technology Data Exchange (ETDEWEB)

S.F.A. Deng; M. Saglam; L.J. Gratton

2001-05-23

In accordance with the technical work plan, ''Technical Work Plan For: Department of Energy Spent Nuclear Fuel Work Packages'' (CRWMS M&O 2000c), this Analysis/Model Report (AMR) is developed for the purpose of screening out degraded configurations for U.S. Department of Energy (DOE) spent nuclear fuel (SNF) types. It performs the degraded configuration parameter and probability evaluations of the overall methodology specified in the ''Disposal Criticality Analysis Methodology Topical Report'' (YMP 2000, Section 3) to qualifying configurations. Degradation analyses are performed to assess realizable parameter ranges and physical regimes for configurations. Probability calculations are then performed for configurations characterized by k{sub eff} in excess of the Critical Limit (CL). The scope of this document is to develop a generic set of screening criteria or models to screen out degraded configurations having potential for exceeding a criticality limit. The developed screening criteria include arguments based on physical/chemical processes and probability calculations and apply to DOE SNF types when codisposed with the high-level waste (HLW) glass inside a waste package. The degradation takes place inside the waste package and is long after repository licensing has expired. The emphasis of this AMR is on degraded configuration screening and the probability analysis is one of the approaches used for screening. The intended use of the model is to apply the developed screening criteria to each DOE SNF type following the completion of the degraded mode criticality analysis internal to the waste package.

Risk estimation using probability machines

Science.gov (United States)

2014-01-01

Background Logistic regression has been the de facto, and often the only, model used in the description and analysis of relationships between a binary outcome and observed features. It is widely used to obtain the conditional probabilities of the outcome given predictors, as well as predictor effect size estimates using conditional odds ratios. Results We show how statistical learning machines for binary outcomes, provably consistent for the nonparametric regression problem, can be used to provide both consistent conditional probability estimation and conditional effect size estimates. Effect size estimates from learning machines leverage our understanding of counterfactual arguments central to the interpretation of such estimates. We show that, if the data generating model is logistic, we can recover accurate probability predictions and effect size estimates with nearly the same efficiency as a correct logistic model, both for main effects and interactions. We also propose a method using learning machines to scan for possible interaction effects quickly and efficiently. Simulations using random forest probability machines are presented. Conclusions The models we propose make no assumptions about the data structure, and capture the patterns in the data by just specifying the predictors involved and not any particular model structure. So they do not run the same risks of model mis-specification and the resultant estimation biases as a logistic model. This methodology, which we call a “risk machine”, will share properties from the statistical machine that it is derived from. PMID:24581306

Probability of Elevated Nitrate Concentrations in Groundwater in the Eagle River Watershed Valley-Fill Aquifer, Eagle County, North-Central Colorado, 2006-2007

Science.gov (United States)

Rupert, Michael G.; Plummer, Niel

2009-01-01

This raster data set delineates the predicted probability of elevated nitrate concentrations in groundwater in the Eagle River watershed valley-fill aquifer, Eagle County, North-Central Colorado, 2006-2007. This data set was developed by a cooperative project between the U.S. Geological Survey, Eagle County, the Eagle River Water and Sanitation District, the Town of Eagle, the Town of Gypsum, and the Upper Eagle Regional Water Authority. This project was designed to evaluate potential land-development effects on groundwater and surface-water resources so that informed land-use and water management decisions can be made. This groundwater probability map and its associated probability maps was developed as follows: (1) A point data set of wells with groundwater quality and groundwater age data was overlaid with thematic layers of anthropogenic (related to human activities) and hydrogeologic data by using a geographic information system to assign each well values for depth to groundwater, distance to major streams and canals, distance to gypsum beds, precipitation, soils, and well depth. These data then were downloaded to a statistical software package for analysis by logistic regression. (2) Statistical models predicting the probability of elevated nitrate concentrations, the probability of unmixed young water (using chlorofluorocarbon-11 concentrations and tritium activities), and the probability of elevated volatile organic compound concentrations were developed using logistic regression techniques. (3) The statistical models were entered into a GIS and the probability map was constructed.

Two-slit experiment: quantum and classical probabilities

International Nuclear Information System (INIS)

Khrennikov, Andrei

2015-01-01

Inter-relation between quantum and classical probability models is one of the most fundamental problems of quantum foundations. Nowadays this problem also plays an important role in quantum technologies, in quantum cryptography and the theory of quantum random generators. In this letter, we compare the viewpoint of Richard Feynman that the behavior of quantum particles cannot be described by classical probability theory with the viewpoint that quantum–classical inter-relation is more complicated (cf, in particular, with the tomographic model of quantum mechanics developed in detail by Vladimir Man'ko). As a basic example, we consider the two-slit experiment, which played a crucial role in quantum foundational debates at the beginning of quantum mechanics (QM). In particular, its analysis led Niels Bohr to the formulation of the principle of complementarity. First, we demonstrate that in complete accordance with Feynman's viewpoint, the probabilities for the two-slit experiment have the non-Kolmogorovian structure, since they violate one of basic laws of classical probability theory, the law of total probability (the heart of the Bayesian analysis). However, then we show that these probabilities can be embedded in a natural way into the classical (Kolmogorov, 1933) probability model. To do this, one has to take into account the randomness of selection of different experimental contexts, the joint consideration of which led Feynman to a conclusion about the non-classicality of quantum probability. We compare this embedding of non-Kolmogorovian quantum probabilities into the Kolmogorov model with well-known embeddings of non-Euclidean geometries into Euclidean space (e.g., the Poincaré disk model for the Lobachvesky plane). (paper)

Transition probability spaces in loop quantum gravity

Science.gov (United States)

Guo, Xiao-Kan

2018-03-01

We study the (generalized) transition probability spaces, in the sense of Mielnik and Cantoni, for spacetime quantum states in loop quantum gravity. First, we show that loop quantum gravity admits the structures of transition probability spaces. This is exemplified by first checking such structures in covariant quantum mechanics and then identifying the transition probability spaces in spin foam models via a simplified version of general boundary formulation. The transition probability space thus defined gives a simple way to reconstruct the discrete analog of the Hilbert space of the canonical theory and the relevant quantum logical structures. Second, we show that the transition probability space and in particular the spin foam model are 2-categories. Then we discuss how to realize in spin foam models two proposals by Crane about the mathematical structures of quantum gravity, namely, the quantum topos and causal sites. We conclude that transition probability spaces provide us with an alternative framework to understand various foundational questions of loop quantum gravity.

Quantum mechanics over sets

Science.gov (United States)

Ellerman, David

2014-03-01

In models of QM over finite fields (e.g., Schumacher's ``modal quantum theory'' MQT), one finite field stands out, Z2, since Z2 vectors represent sets. QM (finite-dimensional) mathematics can be transported to sets resulting in quantum mechanics over sets or QM/sets. This gives a full probability calculus (unlike MQT with only zero-one modalities) that leads to a fulsome theory of QM/sets including ``logical'' models of the double-slit experiment, Bell's Theorem, QIT, and QC. In QC over Z2 (where gates are non-singular matrices as in MQT), a simple quantum algorithm (one gate plus one function evaluation) solves the Parity SAT problem (finding the parity of the sum of all values of an n-ary Boolean function). Classically, the Parity SAT problem requires 2n function evaluations in contrast to the one function evaluation required in the quantum algorithm. This is quantum speedup but with all the calculations over Z2 just like classical computing. This shows definitively that the source of quantum speedup is not in the greater power of computing over the complex numbers, and confirms the idea that the source is in superposition.

OL-DEC-MDP Model for Multiagent Online Scheduling with a Time-Dependent Probability of Success

Directory of Open Access Journals (Sweden)

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.

Interpreting and Understanding Logits, Probits, and other Non-Linear Probability Models

DEFF Research Database (Denmark)

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...

Efficient Committed Budget for Implementing Target Audit Probability for Many Inspectees

OpenAIRE

Yim, Andrew

2009-01-01

Strategic models of auditor-inspectee interaction have neglected implementation details in multiple-inspectee settings. With multiple inspectees, the target audit probability derived from the standard analysis can be implemented with sampling plans differing in the budgets committed to support them. Overly committed audit budgets tie up unneeded resources that could have been allocated for better uses. This paper studies the minimum committed budget required to implement a target audit probab...

Estimating Subjective Probabilities

DEFF Research Database (Denmark)

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...

Interval forecasting of cyberattack intensity on informatization objects of industry using probability cluster model

Science.gov (United States)

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.

Derivation of inner magnetospheric electric field (UNH-IMEF model using Cluster data set

Directory of Open Access Journals (Sweden)

H. Matsui

2008-09-01

Full Text Available We derive an inner magnetospheric electric field (UNH-IMEF model at L=2–10 using primarily Cluster electric field data for more than 5 years between February 2001 and October 2006. This electric field data set is divided into several ranges of the interplanetary electric field (IEF values measured by ACE. As ring current simulations which require electric field as an input parameter are often performed at L=2–6.6, we have included statistical results from ground radars and low altitude satellites inside the perigee of Cluster in our data set (L~4. Electric potential patterns are derived from the average electric fields by solving an inverse problem. The electric potential pattern for small IEF values is probably affected by the ionospheric dynamo. The magnitudes of the electric field increase around the evening local time as IEF increases, presumably due to the sub-auroral polarization stream (SAPS. Another region with enhanced electric fields during large IEF periods is located around 9 MLT at L>8, which is possibly related to solar wind-magnetosphere coupling. Our potential patterns are consistent with those derived from self-consistent simulations. As the potential patterns can be interpolated/extrapolated to any discrete IEF value within measured ranges, we thus derive an empirical electric potential model. The performance of the model is evaluated by comparing the electric field derived from the model with original one measured by Cluster and mapped to the equator. The model is open to the public through our website.

Derivation of inner magnetospheric electric field (UNH-IMEF model using Cluster data set

Directory of Open Access Journals (Sweden)

H. Matsui

2008-09-01

Full Text Available We derive an inner magnetospheric electric field (UNH-IMEF model at L=2–10 using primarily Cluster electric field data for more than 5 years between February 2001 and October 2006. This electric field data set is divided into several ranges of the interplanetary electric field (IEF values measured by ACE. As ring current simulations which require electric field as an input parameter are often performed at L=2–6.6, we have included statistical results from ground radars and low altitude satellites inside the perigee of Cluster in our data set (L~4. Electric potential patterns are derived from the average electric fields by solving an inverse problem. The electric potential pattern for small IEF values is probably affected by the ionospheric dynamo. The magnitudes of the electric field increase around the evening local time as IEF increases, presumably due to the sub-auroral polarization stream (SAPS. Another region with enhanced electric fields during large IEF periods is located around 9 MLT at L>8, which is possibly related to solar wind-magnetosphere coupling. Our potential patterns are consistent with those derived from self-consistent simulations. As the potential patterns can be interpolated/extrapolated to any discrete IEF value within measured ranges, we thus derive an empirical electric potential model. The performance of the model is evaluated by comparing the electric field derived from the model with original one measured by Cluster and mapped to the equator. The model is open to the public through our website.

Predicting Cumulative Incidence Probability by Direct Binomial Regression

DEFF Research Database (Denmark)

Scheike, Thomas H.; Zhang, Mei-Jie

Binomial modelling; cumulative incidence probability; cause-specific hazards; subdistribution hazard......Binomial modelling; cumulative incidence probability; cause-specific hazards; subdistribution hazard...

Blind Students' Learning of Probability through the Use of a Tactile Model

Science.gov (United States)

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…

Home advantage in high-level volleyball varies according to set number.

Science.gov (United States)

Marcelino, Rui; Mesquita, Isabel; Palao Andrés, José Manuel; Sampaio, Jaime

2009-01-01

The aim of the present study was to identify the probability of winning each Volleyball set according to game location (home, away). Archival data was obtained from 275 sets in the 2005 Men's Senior World League and 65,949 actions were analysed. Set result (win, loss), game location (home, away), set number (first, second, third, fourth and fifth) and performance indicators (serve, reception, set, attack, dig and block) were the variables considered in this study. In a first moment, performance indicators were used in a logistic model of set result, by binary logistic regression analysis. After finding the adjusted logistic model, the log-odds of winning the set were analysed according to game location and set number. The results showed that winning a set is significantly related to performance indicators (Chisquare(18)=660.97, padvantage at the beginning of the game (first set) and in the two last sets of the game (fourth and fifth sets), probably due to facilities familiarity and crowd effects. Different game actions explain these advantages and showed that to win the first set is more important to take risk, through a better performance in the attack and block, and to win the final set is important to manage the risk through a better performance on the reception. These results may suggest intra-game variation in home advantage and can be most useful to better prepare and direct the competition. Key pointsHome teams always have more probability of winning the game than away teams.Home teams have higher performance in reception, set and attack in the total of the sets.The advantage of home teams is more pronounced at the beginning of the game (first set) and in two last sets of the game (fourth and fifth sets) suggesting intra-game variation in home advantage.Analysis by sets showed that home teams have a better performance in the attack and block in the first set and in the reception in the third and fifth sets.

Probability Distributome: A Web Computational Infrastructure for Exploring the Properties, Interrelations, and Applications of Probability Distributions.

Science.gov (United States)

Dinov, Ivo D; Siegrist, Kyle; Pearl, Dennis K; Kalinin, Alexandr; Christou, Nicolas

2016-06-01

Probability distributions are useful for modeling, simulation, analysis, and inference on varieties of natural processes and physical phenomena. There are uncountably many probability distributions. However, a few dozen families of distributions are commonly defined and are frequently used in practice for problem solving, experimental applications, and theoretical studies. In this paper, we present a new computational and graphical infrastructure, the Distributome , which facilitates the discovery, exploration and application of diverse spectra of probability distributions. The extensible Distributome infrastructure provides interfaces for (human and machine) traversal, search, and navigation of all common probability distributions. It also enables distribution modeling, applications, investigation of inter-distribution relations, as well as their analytical representations and computational utilization. The entire Distributome framework is designed and implemented as an open-source, community-built, and Internet-accessible infrastructure. It is portable, extensible and compatible with HTML5 and Web2.0 standards (http://Distributome.org). We demonstrate two types of applications of the probability Distributome resources: computational research and science education. The Distributome tools may be employed to address five complementary computational modeling applications (simulation, data-analysis and inference, model-fitting, examination of the analytical, mathematical and computational properties of specific probability distributions, and exploration of the inter-distributional relations). Many high school and college science, technology, engineering and mathematics (STEM) courses may be enriched by the use of modern pedagogical approaches and technology-enhanced methods. The Distributome resources provide enhancements for blended STEM education by improving student motivation, augmenting the classical curriculum with interactive webapps, and overhauling the

[Biometric bases: basic concepts of probability calculation].

Science.gov (United States)

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.

Presenting a Model for Setting in Narrative Fiction Illustration

Directory of Open Access Journals (Sweden)

Hajar Salimi Namin

2017-12-01

Full Text Available The present research aims at presenting a model for evaluating and enhancing training the setting in illustration for narrative fictions for undergraduate students of graphic design who are weak in setting. The research utilized expert’s opinions through a survey. The designed model was submitted to eight experts, and their opinions were used to have the model adjusted and improved. Used as research instruments were notes, materials in text books, papers, and related websites, as well as questionnaires. Results indicated that, for evaluating and enhancing the level of training the setting in illustration for narrative fiction to students, one needs to extract sub-indexes of setting. Moreover, definition and recognition of the model of setting helps undergraduate students of graphic design enhance the level of setting in their works skill by recognizing details of setting. Accordingly, it is recommended to design training packages to enhance these sub-indexes and hence improve the setting for narrative fiction illustration.

Path Loss, Shadow Fading, and Line-Of-Sight Probability Models for 5G Urban Macro-Cellular Scenarios

DEFF Research Database (Denmark)

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...

Predicting binary choices from probability phrase meanings.

Science.gov (United States)

Wallsten, Thomas S; Jang, Yoonhee

2008-08-01

The issues of how individuals decide which of two events is more likely and of how they understand probability phrases both involve judging relative likelihoods. In this study, we investigated whether derived scales representing probability phrase meanings could be used within a choice model to predict independently observed binary choices. If they can, this simultaneously provides support for our model and suggests that the phrase meanings are measured meaningfully. The model assumes that, when deciding which of two events is more likely, judges take a single sample from memory regarding each event and respond accordingly. The model predicts choice probabilities by using the scaled meanings of individually selected probability phrases as proxies for confidence distributions associated with sampling from memory. Predictions are sustained for 34 of 41 participants but, nevertheless, are biased slightly low. Sequential sampling models improve the fit. The results have both theoretical and applied implications.

Modeling Stress Strain Relationships and Predicting Failure Probabilities For Graphite Core Components

Energy Technology Data Exchange (ETDEWEB)

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.

Modeling Stress Strain Relationships and Predicting Failure Probabilities For Graphite Core Components

International Nuclear Information System (INIS)

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.

A Set Theoretical Approach to Maturity Models

DEFF Research Database (Denmark)

Lasrado, Lester; Vatrapu, Ravi; Andersen, Kim Normann

2016-01-01

characterized by equifinality, multiple conjunctural causation, and case diversity. We prescribe methodological guidelines consisting of a six-step procedure to systematically apply set theoretic methods to conceptualize, develop, and empirically derive maturity models and provide a demonstration......Maturity Model research in IS has been criticized for the lack of theoretical grounding, methodological rigor, empirical validations, and ignorance of multiple and non-linear paths to maturity. To address these criticisms, this paper proposes a novel set-theoretical approach to maturity models...

A transmission/escape probabilities model for neutral particle transport in the outer regions of a diverted tokamak

International Nuclear Information System (INIS)

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

Expected utility with lower probabilities

DEFF Research Database (Denmark)

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...

Setting limits on supersymmetry using simplified models

CERN Document Server

Gutschow, C.

2012-01-01

Experimental limits on supersymmetry and similar theories are difficult to set because of the enormous available parameter space and difficult to generalize because of the complexity of single points. Therefore, more phenomenological, simplified models are becoming popular for setting experimental limits, as they have clearer physical implications. The use of these simplified model limits to set a real limit on a concrete theory has not, however, been demonstrated. This paper recasts simplified model limits into limits on a specific and complete supersymmetry model, minimal supergravity. Limits obtained under various physical assumptions are comparable to those produced by directed searches. A prescription is provided for calculating conservative and aggressive limits on additional theories. Using acceptance and efficiency tables along with the expected and observed numbers of events in various signal regions, LHC experimental results can be re-cast in this manner into almost any theoretical framework, includ...

Fuzzy GML Modeling Based on Vague Soft Sets

Directory of Open Access Journals (Sweden)

Bo Wei

2017-01-01

Full Text Available The Open Geospatial Consortium (OGC Geography Markup Language (GML explicitly represents geographical spatial knowledge in text mode. All kinds of fuzzy problems will inevitably be encountered in spatial knowledge expression. Especially for those expressions in text mode, this fuzziness will be broader. Describing and representing fuzziness in GML seems necessary. Three kinds of fuzziness in GML can be found: element fuzziness, chain fuzziness, and attribute fuzziness. Both element fuzziness and chain fuzziness belong to the reflection of the fuzziness between GML elements and, then, the representation of chain fuzziness can be replaced by the representation of element fuzziness in GML. On the basis of vague soft set theory, two kinds of modeling, vague soft set GML Document Type Definition (DTD modeling and vague soft set GML schema modeling, are proposed for fuzzy modeling in GML DTD and GML schema, respectively. Five elements or pairs, associated with vague soft sets, are introduced. Then, the DTDs and the schemas of the five elements are correspondingly designed and presented according to their different chains and different fuzzy data types. While the introduction of the five elements or pairs is the basis of vague soft set GML modeling, the corresponding DTD and schema modifications are key for implementation of modeling. The establishment of vague soft set GML enables GML to represent fuzziness and solves the problem of lack of fuzzy information expression in GML.

A new level set model for multimaterial flows

Energy Technology Data Exchange (ETDEWEB)

Starinshak, David P. [Lawrence Livermore National Lab. (LLNL), Livermore, CA (United States); Karni, Smadar [Univ. of Michigan, Ann Arbor, MI (United States). Dept. of Mathematics; Roe, Philip L. [Univ. of Michigan, Ann Arbor, MI (United States). Dept. of AerospaceEngineering

2014-01-08

We present a new level set model for representing multimaterial flows in multiple space dimensions. Instead of associating a level set function with a specific fluid material, the function is associated with a pair of materials and the interface that separates them. A voting algorithm collects sign information from all level sets and determines material designations. M(M ₋1)/2 level set functions might be needed to represent a general M-material configuration; problems of practical interest use far fewer functions, since not all pairs of materials share an interface. The new model is less prone to producing indeterminate material states, i.e. regions claimed by more than one material (overlaps) or no material at all (vacuums). It outperforms existing material-based level set models without the need for reinitialization schemes, thereby avoiding additional computational costs and preventing excessive numerical diffusion.

Various models for pion probability distributions from heavy-ion collisions

International Nuclear Information System (INIS)

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

Hybrid Compensatory-Noncompensatory Choice Sets in Semicompensatory Models

DEFF Research Database (Denmark)

Kaplan, Sigal; Bekhor, Shlomo; Shiftan, Yoram

2013-01-01

Semicompensatory models represent a choice process consisting of an elimination-based choice set formation on satisfaction of criterion thresholds and a utility-based choice. Current semicompensatory models assume a purely noncompensatory choice set formation and therefore do not support multinom...

Collective animal behavior from Bayesian estimation and probability matching.

Directory of Open Access Journals (Sweden)

Alfonso Pérez-Escudero

2011-11-01

Full Text Available Animals living in groups make movement decisions that depend, among other factors, on social interactions with other group members. Our present understanding of social rules in animal collectives is mainly based on empirical fits to observations, with less emphasis in obtaining first-principles approaches that allow their derivation. Here we show that patterns of collective decisions can be derived from the basic ability of animals to make probabilistic estimations in the presence of uncertainty. We build a decision-making model with two stages: Bayesian estimation and probabilistic matching. In the first stage, each animal makes a Bayesian estimation of which behavior is best to perform taking into account personal information about the environment and social information collected by observing the behaviors of other animals. In the probability matching stage, each animal chooses a behavior with a probability equal to the Bayesian-estimated probability that this behavior is the most appropriate one. This model derives very simple rules of interaction in animal collectives that depend only on two types of reliability parameters, one that each animal assigns to the other animals and another given by the quality of the non-social information. We test our model by obtaining theoretically a rich set of observed collective patterns of decisions in three-spined sticklebacks, Gasterosteus aculeatus, a shoaling fish species. The quantitative link shown between probabilistic estimation and collective rules of behavior allows a better contact with other fields such as foraging, mate selection, neurobiology and psychology, and gives predictions for experiments directly testing the relationship between estimation and collective behavior.

Algebraic Specifications, Higher-order Types and Set-theoretic Models

DEFF Research Database (Denmark)

Kirchner, Hélène; Mosses, Peter David

2001-01-01

, and power-sets. This paper presents a simple framework for algebraic specifications with higher-order types and set-theoretic models. It may be regarded as the basis for a Horn-clause approximation to the Z framework, and has the advantage of being amenable to prototyping and automated reasoning. Standard......In most algebraic  specification frameworks, the type system is restricted to sorts, subsorts, and first-order function types. This is in marked contrast to the so-called model-oriented frameworks, which provide higer-order types, interpreted set-theoretically as Cartesian products, function spaces...... set-theoretic models are considered, and conditions are given for the existence of initial reduct's of such models. Algebraic specifications for various set-theoretic concepts are considered....

Influences of variables on ship collision probability in a Bayesian belief network model

International Nuclear Information System (INIS)

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.

A bottleneck model of set-specific capture.

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Katherine Sledge Moore

Full Text Available Set-specific contingent attentional capture is a particularly strong form of capture that occurs when multiple attentional sets guide visual search (e.g., "search for green letters" and "search for orange letters". In this type of capture, a potential target that matches one attentional set (e.g. a green stimulus impairs the ability to identify a temporally proximal target that matches another attentional set (e.g. an orange stimulus. In the present study, we investigated whether set-specific capture stems from a bottleneck in working memory or from a depletion of limited resources that are distributed across multiple attentional sets. In each trial, participants searched a rapid serial visual presentation (RSVP stream for up to three target letters (T1-T3 that could appear in any of three target colors (orange, green, or lavender. The most revealing findings came from trials in which T1 and T2 matched different attentional sets and were both identified. In these trials, T3 accuracy was lower when it did not match T1's set than when it did match, but only when participants failed to identify T2. These findings support a bottleneck model of set-specific capture in which a limited-capacity mechanism in working memory enhances only one attentional set at a time, rather than a resource model in which processing capacity is simultaneously distributed across multiple attentional sets.

Developing logistic regression models using purchase attributes and demographics to predict the probability of purchases of regular and specialty eggs.

Science.gov (United States)

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.

USING RASCH ANALYSIS TO EXPLORE WHAT STUDENTS LEARN ABOUT PROBABILITY CONCEPTS

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Zamalia Mahmud

2015-01-01

Full Text Available Students’ understanding of probability concepts have been investigated from various different perspectives. This study was set out to investigate perceived understanding of probability concepts of forty-four students from the STAT131 Understanding Uncertainty and Variation course at the University of Wollongong, NSW. Rasch measurement which is based on a probabilistic model was used to identify concepts that students find easy, moderate and difficult to understand. Data were captured from the e-learning Moodle platform where students provided their responses through an on-line quiz. As illustrated in the Rasch map, 96% of the students could understand about sample space, simple events, mutually exclusive events and tree diagram while 67% of the students found concepts of conditional and independent events rather easy to understand

Using Rasch Analysis To Explore What Students Learn About Probability Concepts

Directory of Open Access Journals (Sweden)

Zamalia Mahmud

2015-01-01

Full Text Available Students’ understanding of probability concepts have been investigated from various different perspectives. This study was set out to investigate perceived understanding of probability concepts of forty-four students from the STAT131 Understanding Uncertainty and Variation course at the University of Wollongong, NSW. Rasch measurement which is based on a probabilistic model was used to identify concepts that students find easy, moderate and difficult to understand. Data were captured from the e-learning Moodle platform where students provided their responses through an on-line quiz. As illustrated in the Rasch map, 96% of the students could understand about sample space, simple events, mutually exclusive events and tree diagram while 67% of the students found concepts of conditional and independent events rather easy to understand.

Knowledge typology for imprecise probabilities.

Energy Technology Data Exchange (ETDEWEB)

Wilson, G. D. (Gregory D.); Zucker, L. J. (Lauren J.)

2002-01-01

When characterizing the reliability of a complex system there are often gaps in the data available for specific subsystems or other factors influencing total system reliability. At Los Alamos National Laboratory we employ ethnographic methods to elicit expert knowledge when traditional data is scarce. Typically, we elicit expert knowledge in probabilistic terms. This paper will explore how we might approach elicitation if methods other than probability (i.e., Dempster-Shafer, or fuzzy sets) prove more useful for quantifying certain types of expert knowledge. Specifically, we will consider if experts have different types of knowledge that may be better characterized in ways other than standard probability theory.

Comparing Fuzzy Sets and Random Sets to Model the Uncertainty of Fuzzy Shorelines

NARCIS (Netherlands)

Dewi, Ratna Sari; Bijker, Wietske; Stein, Alfred

2017-01-01

This paper addresses uncertainty modelling of shorelines by comparing fuzzy sets and random sets. Both methods quantify extensional uncertainty of shorelines extracted from remote sensing images. Two datasets were tested: pan-sharpened Pleiades with four bands (Pleiades) and pan-sharpened Pleiades

Quantification of a decision-making failure probability of the accident management using cognitive analysis model

Energy Technology Data Exchange (ETDEWEB)

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

Quantification of a decision-making failure probability of the accident management using cognitive analysis model

International Nuclear Information System (INIS)

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

Human Error Analysis by Fuzzy-Set

International Nuclear Information System (INIS)

Situmorang, Johnny

1996-01-01

In conventional HRA the probability of Error is treated as a single and exact value through constructing even tree, but in this moment the Fuzzy-Set Theory is used. Fuzzy set theory treat the probability of error as a plausibility which illustrate a linguistic variable. Most parameter or variable in human engineering been defined verbal good, fairly good, worst etc. Which describe a range of any value of probability. For example this analysis is quantified the human error in calibration task, and the probability of miscalibration is very low

A cellular automata model of traffic flow with variable probability of randomization

International Nuclear Information System (INIS)

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)

Collision Probability Analysis

DEFF Research Database (Denmark)

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...

Generalized Probability-Probability Plots

NARCIS (Netherlands)

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

Classical probability model for Bell inequality

International Nuclear Information System (INIS)

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.

Probability modeling of high flow extremes in Yingluoxia watershed, the upper reaches of Heihe River basin

Science.gov (United States)

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

Determination of probability density functions for parameters in the Munson-Dawson model for creep behavior of salt

International Nuclear Information System (INIS)

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 Estimation in the Framework of Intuitionistic Fuzzy Evidence Theory

Directory of Open Access Journals (Sweden)

Yafei Song

2015-01-01

Full Text Available Intuitionistic fuzzy (IF evidence theory, as an extension of Dempster-Shafer theory of evidence to the intuitionistic fuzzy environment, is exploited to process imprecise and vague information. Since its inception, much interest has been concentrated on IF evidence theory. Many works on the belief functions in IF information systems have appeared. Although belief functions on the IF sets can deal with uncertainty and vagueness well, it is not convenient for decision making. This paper addresses the issue of probability estimation in the framework of IF evidence theory with the hope of making rational decision. Background knowledge about evidence theory, fuzzy set, and IF set is firstly reviewed, followed by introduction of IF evidence theory. Axiomatic properties of probability distribution are then proposed to assist our interpretation. Finally, probability estimations based on fuzzy and IF belief functions together with their proofs are presented. It is verified that the probability estimation method based on IF belief functions is also potentially applicable to classical evidence theory and fuzzy evidence theory. Moreover, IF belief functions can be combined in a convenient way once they are transformed to interval-valued possibilities.

Diagnostic probability function for acute coronary heart disease garnered from experts' tacit knowledge.

Science.gov (United States)

Steurer, Johann; Held, Ulrike; Miettinen, Olli S

2013-11-01

Knowing about a diagnostic probability requires general knowledge about the way in which the probability depends on the diagnostic indicators involved in the specification of the case at issue. Diagnostic probability functions (DPFs) are generally unavailable at present. Our objective was to illustrate how diagnostic experts' case-specific tacit knowledge about diagnostic probabilities could be garnered in the form of DPFs. Focusing on diagnosis of acute coronary heart disease (ACHD), we presented doctors with extensive experience in hospitals' emergency departments a set of hypothetical cases specified in terms of an inclusive set of diagnostic indicators. We translated the medians of these experts' case-specific probabilities into a logistic DPF for ACHD. The principal result was the experts' typical diagnostic probability for ACHD as a joint function of the set of diagnostic indicators. A related result of note was the finding that the experts' probabilities in any given case had a surprising degree of variability. Garnering diagnostic experts' case-specific tacit knowledge about diagnostic probabilities in the form of DPFs is feasible to accomplish. Thus, once the methodology of this type of work has been "perfected," practice-guiding diagnostic expert systems can be developed. Copyright © 2013 Elsevier Inc. All rights reserved.

Probability of Elevated Volatile Organic Compound (VOC) Concentrations in Groundwater in the Eagle River Watershed Valley-Fill Aquifer, Eagle County, North-Central Colorado, 2006-2007

Science.gov (United States)

Rupert, Michael G.; Plummer, Niel

2009-01-01

This raster data set delineates the predicted probability of elevated volatile organic compound (VOC) concentrations in groundwater in the Eagle River watershed valley-fill aquifer, Eagle County, North-Central Colorado, 2006-2007. This data set was developed by a cooperative project between the U.S. Geological Survey, Eagle County, the Eagle River Water and Sanitation District, the Town of Eagle, the Town of Gypsum, and the Upper Eagle Regional Water Authority. This project was designed to evaluate potential land-development effects on groundwater and surface-water resources so that informed land-use and water management decisions can be made. This groundwater probability map and its associated probability maps was developed as follows: (1) A point data set of wells with groundwater quality and groundwater age data was overlaid with thematic layers of anthropogenic (related to human activities) and hydrogeologic data by using a geographic information system to assign each well values for depth to groundwater, distance to major streams and canals, distance to gypsum beds, precipitation, soils, and well depth. These data then were downloaded to a statistical software package for analysis by logistic regression. (2) Statistical models predicting the probability of elevated nitrate concentrations, the probability of unmixed young water (using chlorofluorocarbon-11 concentrations and tritium activities), and the probability of elevated volatile organic compound concentrations were developed using logistic regression techniques. (3) The statistical models were entered into a GIS and the probability map was constructed.

Hydra-Ring: a computational framework to combine failure probabilities

Science.gov (United States)

Diermanse, Ferdinand; Roscoe, Kathryn; IJmker, Janneke; Mens, Marjolein; Bouwer, Laurens

2013-04-01

This presentation discusses the development of a new computational framework for the safety assessment of flood defence systems: Hydra-Ring. Hydra-Ring computes the failure probability of a flood defence system, which is composed of a number of elements (e.g., dike segments, dune segments or hydraulic structures), taking all relevant uncertainties explicitly into account. This is a major step forward in comparison with the current Dutch practice in which the safety assessment is done separately per individual flood defence section. The main advantage of the new approach is that it will result in a more balanced prioratization of required mitigating measures ('more value for money'). Failure of the flood defence system occurs if any element within the system fails. Hydra-Ring thus computes and combines failure probabilities of the following elements: - Failure mechanisms: A flood defence system can fail due to different failure mechanisms. - Time periods: failure probabilities are first computed for relatively small time scales (assessment of flood defense systems, Hydra-Ring can also be used to derive fragility curves, to asses the efficiency of flood mitigating measures, and to quantify the impact of climate change and land subsidence on flood risk. Hydra-Ring is being developed in the context of the Dutch situation. However, the computational concept is generic and the model is set up in such a way that it can be applied to other areas as well. The presentation will focus on the model concept and probabilistic computation techniques.

Developing a Mathematical Model for Scheduling and Determining Success Probability of Research Projects Considering Complex-Fuzzy Networks

Directory of Open Access Journals (Sweden)

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.

A combined Importance Sampling and Kriging reliability method for small failure probabilities with time-demanding numerical models

International Nuclear Information System (INIS)

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.

Increasing Classroom Compliance: Using a High-Probability Command Sequence with Noncompliant Students

Science.gov (United States)

Axelrod, Michael I.; Zank, Amber J.

2012-01-01

Noncompliance is one of the most problematic behaviors within the school setting. One strategy to increase compliance of noncompliant students is a high-probability command sequence (HPCS; i.e., a set of simple commands in which an individual is likely to comply immediately prior to the delivery of a command that has a lower probability of…

Probabilistic Design Analysis (PDA) Approach to Determine the Probability of Cross-System Failures for a Space Launch Vehicle

Science.gov (United States)

Shih, Ann T.; Lo, Yunnhon; Ward, Natalie C.

2010-01-01

Quantifying the probability of significant launch vehicle failure scenarios for a given design, while still in the design process, is critical to mission success and to the safety of the astronauts. Probabilistic risk assessment (PRA) is chosen from many system safety and reliability tools to verify the loss of mission (LOM) and loss of crew (LOC) requirements set by the NASA Program Office. To support the integrated vehicle PRA, probabilistic design analysis (PDA) models are developed by using vehicle design and operation data to better quantify failure probabilities and to better understand the characteristics of a failure and its outcome. This PDA approach uses a physics-based model to describe the system behavior and response for a given failure scenario. Each driving parameter in the model is treated as a random variable with a distribution function. Monte Carlo simulation is used to perform probabilistic calculations to statistically obtain the failure probability. Sensitivity analyses are performed to show how input parameters affect the predicted failure probability, providing insight for potential design improvements to mitigate the risk. The paper discusses the application of the PDA approach in determining the probability of failure for two scenarios from the NASA Ares I project

Fast Outage Probability Simulation for FSO Links with a Generalized Pointing Error Model

KAUST Repository

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.

Fixation Probability in a Haploid-Diploid Population.

Science.gov (United States)

Bessho, Kazuhiro; Otto, Sarah P

2017-01-01

Classical population genetic theory generally assumes either a fully haploid or fully diploid life cycle. However, many organisms exhibit more complex life cycles, with both free-living haploid and diploid stages. Here we ask what the probability of fixation is for selected alleles in organisms with haploid-diploid life cycles. We develop a genetic model that considers the population dynamics using both the Moran model and Wright-Fisher model. Applying a branching process approximation, we obtain an accurate fixation probability assuming that the population is large and the net effect of the mutation is beneficial. We also find the diffusion approximation for the fixation probability, which is accurate even in small populations and for deleterious alleles, as long as selection is weak. These fixation probabilities from branching process and diffusion approximations are similar when selection is weak for beneficial mutations that are not fully recessive. In many cases, particularly when one phase predominates, the fixation probability differs substantially for haploid-diploid organisms compared to either fully haploid or diploid species. Copyright © 2017 by the Genetics Society of America.

Uncovering the Best Skill Multimap by Constraining the Error Probabilities of the Gain-Loss Model

Science.gov (United States)

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…

Finite element model updating of concrete structures based on imprecise probability

Science.gov (United States)

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.

Probability of Detection (POD) as a statistical model for the validation of qualitative methods.

Science.gov (United States)

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.

Quantum Probability Zero-One Law for Sequential Terminal Events

Science.gov (United States)

Rehder, Wulf

1980-07-01

On the basis of the Jauch-Piron quantum probability calculus a zero-one law for sequential terminal events is proven, and the significance of certain crucial axioms in the quantum probability calculus is discussed. The result shows that the Jauch-Piron set of axioms is appropriate for the non-Boolean algebra of sequential events.

A Bernstein-Von Mises Theorem for discrete probability distributions

OpenAIRE

Boucheron, S.; Gassiat, E.

2008-01-01

We investigate the asymptotic normality of the posterior distribution in the discrete setting, when model dimension increases with sample size. We consider a probability mass function θ0 on ℕ∖{0} and a sequence of truncation levels (kn)n satisfying kn3≤ninf i≤knθ0(i). Let θ̂ denote the maximum likelihood estimate of (θ0(i))i≤kn and let Δn(θ0) denote the kn-dimensional vector which i-th coordinate is defined by $\\sqrt{n}(\\hat{\\theta}_{n}(i)-\\theta_{0}(i))$ for 1≤i≤kn. We check that under mild ...

Multivariate modeling of complications with data driven variable selection: Guarding against overfitting and effects of data set size

International Nuclear Information System (INIS)

Schaaf, Arjen van der; Xu Chengjian; Luijk, Peter van; Veld, Aart A. van’t; Langendijk, Johannes A.; Schilstra, Cornelis

2012-01-01

Purpose: Multivariate modeling of complications after radiotherapy is frequently used in conjunction with data driven variable selection. This study quantifies the risk of overfitting in a data driven modeling method using bootstrapping for data with typical clinical characteristics, and estimates the minimum amount of data needed to obtain models with relatively high predictive power. Materials and methods: To facilitate repeated modeling and cross-validation with independent datasets for the assessment of true predictive power, a method was developed to generate simulated data with statistical properties similar to real clinical data sets. Characteristics of three clinical data sets from radiotherapy treatment of head and neck cancer patients were used to simulate data with set sizes between 50 and 1000 patients. A logistic regression method using bootstrapping and forward variable selection was used for complication modeling, resulting for each simulated data set in a selected number of variables and an estimated predictive power. The true optimal number of variables and true predictive power were calculated using cross-validation with very large independent data sets. Results: For all simulated data set sizes the number of variables selected by the bootstrapping method was on average close to the true optimal number of variables, but showed considerable spread. Bootstrapping is more accurate in selecting the optimal number of variables than the AIC and BIC alternatives, but this did not translate into a significant difference of the true predictive power. The true predictive power asymptotically converged toward a maximum predictive power for large data sets, and the estimated predictive power converged toward the true predictive power. More than half of the potential predictive power is gained after approximately 200 samples. Our simulations demonstrated severe overfitting (a predicative power lower than that of predicting 50% probability) in a number of small

Recommendations for the tuning of rare event probability estimators

International Nuclear Information System (INIS)

Balesdent, Mathieu; Morio, Jérôme; Marzat, Julien

2015-01-01

Being able to accurately estimate rare event probabilities is a challenging issue in order to improve the reliability of complex systems. Several powerful methods such as importance sampling, importance splitting or extreme value theory have been proposed in order to reduce the computational cost and to improve the accuracy of extreme probability estimation. However, the performance of these methods is highly correlated with the choice of tuning parameters, which are very difficult to determine. In order to highlight recommended tunings for such methods, an empirical campaign of automatic tuning on a set of representative test cases is conducted for splitting methods. It allows to provide a reduced set of tuning parameters that may lead to the reliable estimation of rare event probability for various problems. The relevance of the obtained result is assessed on a series of real-world aerospace problems

Integrated data analysis of fusion diagnostics by means of the Bayesian probability theory

International Nuclear Information System (INIS)

Fischer, R.; Dinklage, A.

2004-01-01

Integrated data analysis (IDA) of fusion diagnostics is the combination of heterogeneous diagnostics to obtain validated physical results. Benefits from the integrated approach result from a systematic use of interdependencies; in that sense IDA optimizes the extraction of information from sets of different data. For that purpose IDA requires a systematic and formalized error analysis of all (statistical and systematic) uncertainties involved in each diagnostic. Bayesian probability theory allows for a systematic combination of all information entering the diagnostic model by considering all uncertainties of the measured data, the calibration measurements, and the physical model. Prior physics knowledge on model parameters can be included. Handling of systematic errors is provided. A central goal of the integration of redundant or complementary diagnostics is to provide information to resolve inconsistencies by exploiting interdependencies. A comparable analysis of sets of diagnostics (meta-diagnostics) is performed by combining statistical and systematical uncertainties with model parameters and model uncertainties. Diagnostics improvement and experimental optimization and design of meta-diagnostics will be discussed

Bayesian selection of misspecified models is overconfident and may cause spurious posterior probabilities for phylogenetic trees.

Science.gov (United States)

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.

Model-assisted probability of detection of flaws in aluminum blocks using polynomial chaos expansions

Science.gov (United States)

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.

Probability distributions in conservative energy exchange models of multiple interacting agents

International Nuclear Information System (INIS)

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

Logic, probability, and human reasoning.

Science.gov (United States)

Johnson-Laird, P N; Khemlani, Sangeet S; Goodwin, Geoffrey P

2015-04-01

This review addresses the long-standing puzzle of how logic and probability fit together in human reasoning. Many cognitive scientists argue that conventional logic cannot underlie deductions, because it never requires valid conclusions to be withdrawn - not even if they are false; it treats conditional assertions implausibly; and it yields many vapid, although valid, conclusions. A new paradigm of probability logic allows conclusions to be withdrawn and treats conditionals more plausibly, although it does not address the problem of vapidity. The theory of mental models solves all of these problems. It explains how people reason about probabilities and postulates that the machinery for reasoning is itself probabilistic. Recent investigations accordingly suggest a way to integrate probability and deduction. Copyright © 2015 Elsevier Ltd. All rights reserved.

Introduction to probability with statistical applications

CERN Document Server

Schay, Géza

2016-01-01

Now in its second edition, this textbook serves as an introduction to probability and statistics for non-mathematics majors who do not need the exhaustive detail and mathematical depth provided in more comprehensive treatments of the subject. The presentation covers the mathematical laws of random phenomena, including discrete and continuous random variables, expectation and variance, and common probability distributions such as the binomial, Poisson, and normal distributions. More classical examples such as Montmort's problem, the ballot problem, and Bertrand’s paradox are now included, along with applications such as the Maxwell-Boltzmann and Bose-Einstein distributions in physics. Key features in new edition: * 35 new exercises * Expanded section on the algebra of sets * Expanded chapters on probabilities to include more classical examples * New section on regression * Online instructors' manual containing solutions to all exercises

Introduction to probability and statistics for engineers and scientists

CERN Document Server

Ross, Sheldon M

2009-01-01

This updated text provides a superior introduction to applied probability and statistics for engineering or science majors. Ross emphasizes the manner in which probability yields insight into statistical problems; ultimately resulting in an intuitive understanding of the statistical procedures most often used by practicing engineers and scientists. Real data sets are incorporated in a wide variety of exercises and examples throughout the book, and this emphasis on data motivates the probability coverage.As with the previous editions, Ross' text has remendously clear exposition, plus real-data

Probability and Statistics The Science of Uncertainty (Revised Edition)

CERN Document Server

Tabak, John

2011-01-01

Probability and Statistics, Revised Edition deals with the history of probability, describing the modern concept of randomness and examining "pre-probabilistic" ideas of what most people today would characterize as randomness. This revised book documents some historically important early uses of probability to illustrate some very important probabilistic questions. It goes on to explore statistics and the generations of mathematicians and non-mathematicians who began to address problems in statistical analysis, including the statistical structure of data sets as well as the theory of

Analyzing ROC curves using the effective set-size model

Science.gov (United States)

Samuelson, Frank W.; Abbey, Craig K.; He, Xin

2018-03-01

The Effective Set-Size model has been used to describe uncertainty in various signal detection experiments. The model regards images as if they were an effective number (M*) of searchable locations, where the observer treats each location as a location-known-exactly detection task with signals having average detectability d'. The model assumes a rational observer behaves as if he searches an effective number of independent locations and follows signal detection theory at each location. Thus the location-known-exactly detectability (d') and the effective number of independent locations M* fully characterize search performance. In this model the image rating in a single-response task is assumed to be the maximum response that the observer would assign to these many locations. The model has been used by a number of other researchers, and is well corroborated. We examine this model as a way of differentiating imaging tasks that radiologists perform. Tasks involving more searching or location uncertainty may have higher estimated M* values. In this work we applied the Effective Set-Size model to a number of medical imaging data sets. The data sets include radiologists reading screening and diagnostic mammography with and without computer-aided diagnosis (CAD), and breast tomosynthesis. We developed an algorithm to fit the model parameters using two-sample maximum-likelihood ordinal regression, similar to the classic bi-normal model. The resulting model ROC curves are rational and fit the observed data well. We find that the distributions of M* and d' differ significantly among these data sets, and differ between pairs of imaging systems within studies. For example, on average tomosynthesis increased readers' d' values, while CAD reduced the M* parameters. We demonstrate that the model parameters M* and d' are correlated. We conclude that the Effective Set-Size model may be a useful way of differentiating location uncertainty from the diagnostic uncertainty in medical

Negative probability in the framework of combined probability

OpenAIRE

Burgin, Mark

2013-01-01

Negative probability has found diverse applications in theoretical physics. Thus, construction of sound and rigorous mathematical foundations for negative probability is important for physics. There are different axiomatizations of conventional probability. So, it is natural that negative probability also has different axiomatic frameworks. In the previous publications (Burgin, 2009; 2010), negative probability was mathematically formalized and rigorously interpreted in the context of extende...

The limiting conditional probability distribution in a stochastic model of T cell repertoire maintenance.

Science.gov (United States)

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.

Fundamentals of applied probability and random processes

CERN Document Server

Ibe, Oliver

2014-01-01

The long-awaited revision of Fundamentals of Applied Probability and Random Processes expands on the central components that made the first edition a classic. The title is based on the premise that engineers use probability as a modeling tool, and that probability can be applied to the solution of engineering problems. Engineers and students studying probability and random processes also need to analyze data, and thus need some knowledge of statistics. This book is designed to provide students with a thorough grounding in probability and stochastic processes, demonstrate their applicability t

The HYDROMED model and its application to semi-arid Mediterranean catchments with hill reservoirs 3: Reservoir storage capacity and probability of failure model

Directory of Open Access Journals (Sweden)

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

Probabilities in quantum cosmological models: A decoherent histories analysis using a complex potential

International Nuclear Information System (INIS)

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

Characteristic length of the knotting probability revisited

International Nuclear Information System (INIS)

Uehara, Erica; Deguchi, Tetsuo

2015-01-01

We present a self-avoiding polygon (SAP) model for circular DNA in which the radius of impermeable cylindrical segments corresponds to the screening length of double-stranded DNA surrounded by counter ions. For the model we evaluate the probability for a generated SAP with N segments having a given knot K through simulation. We call it the knotting probability of a knot K with N segments for the SAP model. We show that when N is large the most significant factor in the knotting probability is given by the exponentially decaying part exp(−N/N K ), where the estimates of parameter N K are consistent with the same value for all the different knots we investigated. We thus call it the characteristic length of the knotting probability. We give formulae expressing the characteristic length as a function of the cylindrical radius r ex , i.e. the screening length of double-stranded DNA. (paper)

Precipitation intensity probability distribution modelling for hydrological and construction design purposes

International Nuclear Information System (INIS)

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

Approximation of Measurement Results of “Emergency” Signal Reception Probability

Directory of Open Access Journals (Sweden)

Gajda Stanisław

2017-08-01

Full Text Available The intended aim of this article is to present approximation results of the exemplary measurements of EMERGENCY signal reception probability. The probability is under-stood as a distance function between the aircraft and a ground-based system under established conditions. The measurements were approximated using the properties of logistic functions. This probability, as a distance function, enables to determine the range of the EMERGENCY signal for a pre-set confidence level.

a Probability Model for Drought Prediction Using Fusion of Markov Chain and SAX Methods

Science.gov (United States)

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.

Probability density function modeling of scalar mixing from concentrated sources in turbulent channel flow

OpenAIRE

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 ...

Modelling occupants’ heating set-point prefferences

DEFF Research Database (Denmark)

Andersen, Rune Vinther; Olesen, Bjarne W.; Toftum, Jørn

2011-01-01

consumption. Simultaneous measurement of the set-point of thermostatic radiator valves (trv), and indoor and outdoor environment characteristics was carried out in 15 dwellings in Denmark in 2008. Linear regression was used to infer a model of occupants’ interactions with trvs. This model could easily...... be implemented in most simulation software packages to increase the validity of the simulation outcomes....

How to model a negligible probability under the WTO sanitary and phytosanitary agreement?

Science.gov (United States)

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.

Quantum probability ranking principle for ligand-based virtual screening

Science.gov (United States)

Al-Dabbagh, Mohammed Mumtaz; Salim, Naomie; Himmat, Mubarak; Ahmed, Ali; Saeed, Faisal

2017-04-01

Chemical libraries contain thousands of compounds that need screening, which increases the need for computational methods that can rank or prioritize compounds. The tools of virtual screening are widely exploited to enhance the cost effectiveness of lead drug discovery programs by ranking chemical compounds databases in decreasing probability of biological activity based upon probability ranking principle (PRP). In this paper, we developed a novel ranking approach for molecular compounds inspired by quantum mechanics, called quantum probability ranking principle (QPRP). The QPRP ranking criteria would make an attempt to draw an analogy between the physical experiment and molecular structure ranking process for 2D fingerprints in ligand based virtual screening (LBVS). The development of QPRP criteria in LBVS has employed the concepts of quantum at three different levels, firstly at representation level, this model makes an effort to develop a new framework of molecular representation by connecting the molecular compounds with mathematical quantum space. Secondly, estimate the similarity between chemical libraries and references based on quantum-based similarity searching method. Finally, rank the molecules using QPRP approach. Simulated virtual screening experiments with MDL drug data report (MDDR) data sets showed that QPRP outperformed the classical ranking principle (PRP) for molecular chemical compounds.

Quantum probability ranking principle for ligand-based virtual screening.

Science.gov (United States)

Al-Dabbagh, Mohammed Mumtaz; Salim, Naomie; Himmat, Mubarak; Ahmed, Ali; Saeed, Faisal

2017-04-01

Chemical libraries contain thousands of compounds that need screening, which increases the need for computational methods that can rank or prioritize compounds. The tools of virtual screening are widely exploited to enhance the cost effectiveness of lead drug discovery programs by ranking chemical compounds databases in decreasing probability of biological activity based upon probability ranking principle (PRP). In this paper, we developed a novel ranking approach for molecular compounds inspired by quantum mechanics, called quantum probability ranking principle (QPRP). The QPRP ranking criteria would make an attempt to draw an analogy between the physical experiment and molecular structure ranking process for 2D fingerprints in ligand based virtual screening (LBVS). The development of QPRP criteria in LBVS has employed the concepts of quantum at three different levels, firstly at representation level, this model makes an effort to develop a new framework of molecular representation by connecting the molecular compounds with mathematical quantum space. Secondly, estimate the similarity between chemical libraries and references based on quantum-based similarity searching method. Finally, rank the molecules using QPRP approach. Simulated virtual screening experiments with MDL drug data report (MDDR) data sets showed that QPRP outperformed the classical ranking principle (PRP) for molecular chemical compounds.

Raman spectroscopy detection of platelet for Alzheimer’s disease with predictive probabilities

International Nuclear Information System (INIS)

Wang, L J; Du, X Q; Du, Z W; Yang, Y Y; Chen, P; Wang, X H; Cheng, Y; Peng, J; Shen, A G; Hu, J M; Tian, Q; Shang, X L; Liu, Z C; Yao, X Q; Wang, J Z

2014-01-01

Alzheimer’s disease (AD) is a common form of dementia. Early and differential diagnosis of AD has always been an arduous task for the medical expert due to the unapparent early symptoms and the currently imperfect imaging examination methods. Therefore, obtaining reliable markers with clinical diagnostic value in easily assembled samples is worthy and significant. Our previous work with laser Raman spectroscopy (LRS), in which we detected platelet samples of different ages of AD transgenic mice and non-transgenic controls, showed great effect in the diagnosis of AD. In addition, a multilayer perception network (MLP) classification method was adopted to discriminate the spectral data. However, there were disturbances, which were induced by noise from the machines and so on, in the data set; thus the MLP method had to be trained with large-scale data. In this paper, we aim to re-establish the classification models of early and advanced AD and the control group with fewer features, and apply some mechanism of noise reduction to improve the accuracy of models. An adaptive classification method based on the Gaussian process (GP) featured, with predictive probabilities, is proposed, which could tell when a data set is related to some kind of disease. Compared with MLP on the same feature set, GP showed much better performance in the experimental results. What is more, since the spectra of platelets are isolated from AD, GP has good expansibility and can be applied in diagnosis of many other similar diseases, such as Parkinson’s disease (PD). Spectral data of 4 month and 12 month AD platelets, as well as control data, were collected. With predictive probabilities, the proposed GP classification method improved the diagnostic sensitivity to nearly 100%. Samples were also collected from PD platelets as classification and comparison to the 12 month AD. The presented approach and our experiments indicate that utilization of GP with predictive probabilities in

Single Trial Probability Applications: Can Subjectivity Evade Frequency Limitations?

Directory of Open Access Journals (Sweden)

David Howden

2009-10-01

Full Text Available Frequency probability theorists define an event’s probability distribution as the limit of a repeated set of trials belonging to a homogeneous collective. The subsets of this collective are events which we have deficient knowledge about on an individual level, although for the larger collective we have knowledge its aggregate behavior. Hence, probabilities can only be achieved through repeated trials of these subsets arriving at the established frequencies that define the probabilities. Crovelli (2009 argues that this is a mistaken approach, and that a subjective assessment of individual trials should be used instead. Bifurcating between the two concepts of risk and uncertainty, Crovelli first asserts that probability is the tool used to manage uncertain situations, and then attempts to rebuild a definition of probability theory with this in mind. We show that such an attempt has little to gain, and results in an indeterminate application of entrepreneurial forecasting to uncertain decisions—a process far-removed from any application of probability theory.

Numerical modelling as a cost-reduction tool for probability of detection of bolt hole eddy current testing

Science.gov (United States)

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.

Assigning probability gain for precursors of four large Chinese earthquakes

Energy Technology Data Exchange (ETDEWEB)

Cao, T.; Aki, K.

1983-03-10

We extend the concept of probability gain associated with a precursor (Aki, 1981) to a set of precursors which may be mutually dependent. Making use of a new formula, we derive a criterion for selecting precursors from a given data set in order to calculate the probability gain. The probabilities per unit time immediately before four large Chinese earthquakes are calculated. They are approximately 0.09, 0.09, 0.07 and 0.08 per day for 1975 Haicheng (M = 7.3), 1976 Tangshan (M = 7.8), 1976 Longling (M = 7.6), and Songpan (M = 7.2) earthquakes, respectively. These results are encouraging because they suggest that the investigated precursory phenomena may have included the complete information for earthquake prediction, at least for the above earthquakes. With this method, the step-by-step approach to prediction used in China may be quantified in terms of the probability of earthquake occurrence. The ln P versus t curve (where P is the probability of earthquake occurrence at time t) shows that ln P does not increase with t linearly but more rapidly as the time of earthquake approaches.

Factors influencing reporting and harvest probabilities in North American geese

Science.gov (United States)

Zimmerman, G.S.; Moser, T.J.; Kendall, W.L.; Doherty, P.F.; White, Gary C.; Caswell, D.F.

2009-01-01

We assessed variation in reporting probabilities of standard bands among species, populations, harvest locations, and size classes of North American geese to enable estimation of unbiased harvest probabilities. We included reward (US10,20,30,50, or100) and control (0) banded geese from 16 recognized goose populations of 4 species: Canada (Branta canadensis), cackling (B. hutchinsii), Ross's (Chen rossii), and snow geese (C. caerulescens). We incorporated spatially explicit direct recoveries and live recaptures into a multinomial model to estimate reporting, harvest, and band-retention probabilities. We compared various models for estimating harvest probabilities at country (United States vs. Canada), flyway (5 administrative regions), and harvest area (i.e., flyways divided into northern and southern sections) scales. Mean reporting probability of standard bands was 0.73 (95 CI 0.690.77). Point estimates of reporting probabilities for goose populations or spatial units varied from 0.52 to 0.93, but confidence intervals for individual estimates overlapped and model selection indicated that models with species, population, or spatial effects were less parsimonious than those without these effects. Our estimates were similar to recently reported estimates for mallards (Anas platyrhynchos). We provide current harvest probability estimates for these populations using our direct measures of reporting probability, improving the accuracy of previous estimates obtained from recovery probabilities alone. Goose managers and researchers throughout North America can use our reporting probabilities to correct recovery probabilities estimated from standard banding operations for deriving spatially explicit harvest probabilities.

The exact probability law for the approximated similarity from the ...

African Journals Online (AJOL)

The exact probability law for the approximated similarity from the Minhashing method. Soumaila Dembele, Gane Samb Lo. Abstract. We propose a probabilistic setting in which we study the probability law of the Rajaraman and Ullman RU algorithm and a modied version of it denoted by RUM. These algorithms aim at ...

Mathematical models of tumor growth: translating absorbed dose to tumor control probability

International Nuclear Information System (INIS)

Sgouros, G.

1996-01-01

cell loss due to irradiation, the log-kill model, therefore, predicts that incomplete treatment of a kinetically heterogeneous tumor will yield a more proliferative tumor. The probability of tumor control in such a simulation may be obtained from the nadir in tumor cell number. If the nadir is not sufficiently low to yield a high probability of tumor control, then the tumor will re-grow. Since tumors in each sub-population are assumed lost at the same rate, cells comprising the sub-population with the shortest potential doubling time will re-grow the fastest, yielding a recurrent tumor that is more proliferative. A number of assumptions and simplifications are both implicitly and explicitly made in converting absorbed dose to tumor control probability. The modeling analyses described above must, therefore, be viewed in terms of understanding and evaluating different treatment approaches with the goal of treatment optimization rather than outcome prediction

Calculating Cumulative Binomial-Distribution Probabilities

Science.gov (United States)

Scheuer, Ernest M.; Bowerman, Paul N.

1989-01-01

Cumulative-binomial computer program, CUMBIN, one of set of three programs, calculates cumulative binomial probability distributions for arbitrary inputs. CUMBIN, NEWTONP (NPO-17556), and CROSSER (NPO-17557), used independently of one another. Reliabilities and availabilities of k-out-of-n systems analyzed. Used by statisticians and users of statistical procedures, test planners, designers, and numerical analysts. Used for calculations of reliability and availability. Program written in C.

Probability Weighting and Loss Aversion in Futures Hedging

NARCIS (Netherlands)

Mattos, F.; Garcia, P.; Pennings, J.M.E.

2008-01-01

We analyze how the introduction of probability weighting and loss aversion in a futures hedging model affects decision making. Analytical findings indicate that probability weighting alone always affects optimal hedge ratios, while loss and risk aversion only have an impact when probability

Probability for Weather and Climate

Science.gov (United States)

Smith, L. A.

2013-12-01

Over the last 60 years, the availability of large-scale electronic computers has stimulated rapid and significant advances both in meteorology and in our understanding of the Earth System as a whole. The speed of these advances was due, in large part, to the sudden ability to explore nonlinear systems of equations. The computer allows the meteorologist to carry a physical argument to its conclusion; the time scales of weather phenomena then allow the refinement of physical theory, numerical approximation or both in light of new observations. Prior to this extension, as Charney noted, the practicing meteorologist could ignore the results of theory with good conscience. Today, neither the practicing meteorologist nor the practicing climatologist can do so, but to what extent, and in what contexts, should they place the insights of theory above quantitative simulation? And in what circumstances can one confidently estimate the probability of events in the world from model-based simulations? Despite solid advances of theory and insight made possible by the computer, the fidelity of our models of climate differs in kind from the fidelity of models of weather. While all prediction is extrapolation in time, weather resembles interpolation in state space, while climate change is fundamentally an extrapolation. The trichotomy of simulation, observation and theory which has proven essential in meteorology will remain incomplete in climate science. Operationally, the roles of probability, indeed the kinds of probability one has access too, are different in operational weather forecasting and climate services. Significant barriers to forming probability forecasts (which can be used rationally as probabilities) are identified. Monte Carlo ensembles can explore sensitivity, diversity, and (sometimes) the likely impact of measurement uncertainty and structural model error. The aims of different ensemble strategies, and fundamental differences in ensemble design to support of

A method for the calculation of the cumulative failure probability distribution of complex repairable systems

International Nuclear Information System (INIS)

Caldarola, L.

1976-01-01

A method is proposed for the analytical evaluation of the cumulative failure probability distribution of complex repairable systems. The method is based on a set of integral equations each one referring to a specific minimal cut set of the system. Each integral equation links the unavailability of a minimal cut set to its failure probability density distribution and to the probability that the minimal cut set is down at the time t under the condition that it was down at time t'(t'<=t). The limitations for the applicability of the method are also discussed. It has been concluded that the method is applicable if the process describing the failure of a minimal cut set is a 'delayed semi-regenerative process'. (Auth.)

Quantum probability and cognitive modeling: some cautions and a promising direction in modeling physics learning.

Science.gov (United States)

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.

Moment problems and the causal set approach to quantum gravity

International Nuclear Information System (INIS)

Ash, Avner; McDonald, Patrick

2003-01-01

We study a collection of discrete Markov chains related to the causal set approach to modeling discrete theories of quantum gravity. The transition probabilities of these chains satisfy a general covariance principle, a causality principle, and a renormalizability condition. The corresponding dynamics are completely determined by a sequence of non-negative real coupling constants. Using techniques related to the classical moment problem, we give a complete description of any such sequence of coupling constants. We prove a representation theorem: every discrete theory of quantum gravity arising from causal set dynamics satisfying covariance, causality, and renormalizability corresponds to a unique probability distribution function on the non-negative real numbers, with the coupling constants defining the theory given by the moments of the distribution

Absolute transition probabilities for 559 strong lines of neutral cerium

Energy Technology Data Exchange (ETDEWEB)

Curry, J J, E-mail: jjcurry@nist.go [National Institute of Standards and Technology, Gaithersburg, MD 20899-8422 (United States)

2009-07-07

Absolute radiative transition probabilities are reported for 559 strong lines of neutral cerium covering the wavelength range 340-880 nm. These transition probabilities are obtained by scaling published relative line intensities (Meggers et al 1975 Tables of Spectral Line Intensities (National Bureau of Standards Monograph 145)) with a smaller set of published absolute transition probabilities (Bisson et al 1991 J. Opt. Soc. Am. B 8 1545). All 559 new values are for lines for which transition probabilities have not previously been available. The estimated relative random uncertainty of the new data is +-35% for nearly all lines.

Probability densities and the radon variable transformation theorem

International Nuclear Information System (INIS)

Ramshaw, J.D.

1985-01-01

D. T. Gillespie recently derived a random variable transformation theorem relating to the joint probability densities of functionally dependent sets of random variables. The present author points out that the theorem can be derived as an immediate corollary of a simpler and more fundamental relation. In this relation the probability density is represented as a delta function averaged over an unspecified distribution of unspecified internal random variables. The random variable transformation is derived from this relation

Probability of bystander effect induced by alpha-particles emitted by radon progeny using the analytical model of tracheobronchial tree

International Nuclear Information System (INIS)

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)

Concepts of probability theory

CERN Document Server

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.

Studies on the effect of flaw detection probability assumptions on risk reduction at inspection

Energy Technology Data Exchange (ETDEWEB)

Simola, K.; Cronvall, O.; Maennistoe, I. (VTT Technical Research Centre of Finland (Finland)); Gunnars, J.; Alverlind, L.; Dillstroem, P. (Inspecta Technology, Stockholm (Sweden)); Gandossi, L. (European Commission Joint Research Centre, Brussels (Belgium))

2009-12-15

The aim of the project was to study the effect of POD assumptions on failure probability using structural reliability models. The main interest was to investigate whether it is justifiable to use a simplified POD curve e.g. in risk-informed in-service inspection (RI-ISI) studies. The results of the study indicate that the use of a simplified POD curve could be justifiable in RI-ISI applications. Another aim was to compare various structural reliability calculation approaches for a set of cases. Through benchmarking one can identify differences and similarities between modelling approaches, and provide added confidence on models and identify development needs. Comparing the leakage probabilities calculated by different approaches at the end of plant lifetime (60 years) shows that the results are very similar when inspections are not accounted for. However, when inspections are taken into account the predicted order of magnitude differs. Further studies would be needed to investigate the reasons for the differences. Development needs and plans for the benchmarked structural reliability models are discussed. (author)

Studies on the effect of flaw detection probability assumptions on risk reduction at inspection

International Nuclear Information System (INIS)

Simola, K.; Cronvall, O.; Maennistoe, I.; Gunnars, J.; Alverlind, L.; Dillstroem, P.; Gandossi, L.

2009-12-01

The aim of the project was to study the effect of POD assumptions on failure probability using structural reliability models. The main interest was to investigate whether it is justifiable to use a simplified POD curve e.g. in risk-informed in-service inspection (RI-ISI) studies. The results of the study indicate that the use of a simplified POD curve could be justifiable in RI-ISI applications. Another aim was to compare various structural reliability calculation approaches for a set of cases. Through benchmarking one can identify differences and similarities between modelling approaches, and provide added confidence on models and identify development needs. Comparing the leakage probabilities calculated by different approaches at the end of plant lifetime (60 years) shows that the results are very similar when inspections are not accounted for. However, when inspections are taken into account the predicted order of magnitude differs. Further studies would be needed to investigate the reasons for the differences. Development needs and plans for the benchmarked structural reliability models are discussed. (author)

Predicting death from kala-azar: construction, development, and validation of a score set and accompanying software.

Science.gov (United States)

Costa, Dorcas Lamounier; Rocha, Regina Lunardi; Chaves, Eldo de Brito Ferreira; Batista, Vivianny Gonçalves de Vasconcelos; Costa, Henrique Lamounier; Costa, Carlos Henrique Nery

2016-01-01

Early identification of patients at higher risk of progressing to severe disease and death is crucial for implementing therapeutic and preventive measures; this could reduce the morbidity and mortality from kala-azar. We describe a score set composed of four scales in addition to software for quick assessment of the probability of death from kala-azar at the point of care. Data from 883 patients diagnosed between September 2005 and August 2008 were used to derive the score set, and data from 1,031 patients diagnosed between September 2008 and November 2013 were used to validate the models. Stepwise logistic regression analyses were used to derive the optimal multivariate prediction models. Model performance was assessed by its discriminatory accuracy. A computational specialist system (Kala-Cal(r)) was developed to speed up the calculation of the probability of death based on clinical scores. The clinical prediction score showed high discrimination (area under the curve [AUC] 0.90) for distinguishing death from survival for children ≤2 years old. Performance improved after adding laboratory variables (AUC 0.93). The clinical score showed equivalent discrimination (AUC 0.89) for older children and adults, which also improved after including laboratory data (AUC 0.92). The score set also showed a high, although lower, discrimination when applied to the validation cohort. This score set and Kala-Cal(r) software may help identify individuals with the greatest probability of death. The associated software may speed up the calculation of the probability of death based on clinical scores and assist physicians in decision-making.

Swedish earthquakes and acceleration probabilities

International Nuclear Information System (INIS)

Slunga, R.

1979-03-01

A method to assign probabilities to ground accelerations for Swedish sites is described. As hardly any nearfield instrumental data is available we are left with the problem of interpreting macroseismic data in terms of acceleration. By theoretical wave propagation computations the relation between seismic strength of the earthquake, focal depth, distance and ground accelerations are calculated. We found that most Swedish earthquake of the area, the 1904 earthquake 100 km south of Oslo, is an exception and probably had a focal depth exceeding 25 km. For the nuclear power plant sites an annual probability of 10 -5 has been proposed as interesting. This probability gives ground accelerations in the range 5-20 % for the sites. This acceleration is for a free bedrock site. For consistency all acceleration results in this study are given for bedrock sites. When applicating our model to the 1904 earthquake and assuming the focal zone to be in the lower crust we get the epicentral acceleration of this earthquake to be 5-15 % g. The results above are based on an analyses of macrosismic data as relevant instrumental data is lacking. However, the macroseismic acceleration model deduced in this study gives epicentral ground acceleration of small Swedish earthquakes in agreement with existent distant instrumental data. (author)

Probability of Unmixed Young Groundwater (defined using chlorofluorocarbon-11 concentrations and tritium activities) in the Eagle River Watershed Valley-Fill Aquifer, Eagle County, North-Central Colorado, 2006-2007

Science.gov (United States)

Rupert, Michael G.; Plummer, Niel

2009-01-01

This raster data set delineates the predicted probability of unmixed young groundwater (defined using chlorofluorocarbon-11 concentrations and tritium activities) in groundwater in the Eagle River watershed valley-fill aquifer, Eagle County, North-Central Colorado, 2006-2007. This data set was developed by a cooperative project between the U.S. Geological Survey, Eagle County, the Eagle River Water and Sanitation District, the Town of Eagle, the Town of Gypsum, and the Upper Eagle Regional Water Authority. This project was designed to evaluate potential land-development effects on groundwater and surface-water resources so that informed land-use and water management decisions can be made. This groundwater probability map and its associated probability maps were developed as follows: (1) A point data set of wells with groundwater quality and groundwater age data was overlaid with thematic layers of anthropogenic (related to human activities) and hydrogeologic data by using a geographic information system to assign each well values for depth to groundwater, distance to major streams and canals, distance to gypsum beds, precipitation, soils, and well depth. These data then were downloaded to a statistical software package for analysis by logistic regression. (2) Statistical models predicting the probability of elevated nitrate concentrations, the probability of unmixed young water (using chlorofluorocarbon-11 concentrations and tritium activities), and the probability of elevated volatile organic compound concentrations were developed using logistic regression techniques. (3) The statistical models were entered into a GIS and the probability map was constructed.

A statistical model for deriving probability distributions of contamination for accidental releases

International Nuclear Information System (INIS)

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)

Current recommendations on the estimation of transition probabilities in Markov cohort models for use in health care decision-making: a targeted literature review

Directory of Open Access Journals (Sweden)

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

A new formulation of the probability density function in random walk models for atmospheric dispersion

DEFF Research Database (Denmark)

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...

A Quantum Theoretical Explanation for Probability Judgment Errors

Science.gov (United States)

Busemeyer, Jerome R.; Pothos, Emmanuel M.; Franco, Riccardo; Trueblood, Jennifer S.

2011-01-01

A quantum probability model is introduced and used to explain human probability judgment errors including the conjunction and disjunction fallacies, averaging effects, unpacking effects, and order effects on inference. On the one hand, quantum theory is similar to other categorization and memory models of cognition in that it relies on vector…

Impact of Age on the Risk of Advanced Colorectal Neoplasia in a Young Population: An Analysis Using the Predicted Probability Model.

Science.gov (United States)

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.

Theory of random sets

CERN Document Server

Molchanov, Ilya

2017-01-01

This monograph, now in a thoroughly revised second edition, offers the latest research on random sets. It has been extended to include substantial developments achieved since 2005, some of them motivated by applications of random sets to econometrics and finance. The present volume builds on the foundations laid by Matheron and others, including the vast advances in stochastic geometry, probability theory, set-valued analysis, and statistical inference. It shows the various interdisciplinary relationships of random set theory within other parts of mathematics, and at the same time fixes terminology and notation that often vary in the literature, establishing it as a natural part of modern probability theory and providing a platform for future development. It is completely self-contained, systematic and exhaustive, with the full proofs that are necessary to gain insight. Aimed at research level, Theory of Random Sets will be an invaluable reference for probabilists; mathematicians working in convex and integ...

Joint probabilities and quantum cognition

International Nuclear Information System (INIS)

Acacio de Barros, J.

2012-01-01

In this paper we discuss the existence of joint probability distributions for quantumlike response computations in the brain. We do so by focusing on a contextual neural-oscillator model shown to reproduce the main features of behavioral stimulus-response theory. We then exhibit a simple example of contextual random variables not having a joint probability distribution, and describe how such variables can be obtained from neural oscillators, but not from a quantum observable algebra.

Joint probabilities and quantum cognition

Energy Technology Data Exchange (ETDEWEB)

Acacio de Barros, J. [Liberal Studies, 1600 Holloway Ave., San Francisco State University, San Francisco, CA 94132 (United States)

2012-12-18

In this paper we discuss the existence of joint probability distributions for quantumlike response computations in the brain. We do so by focusing on a contextual neural-oscillator model shown to reproduce the main features of behavioral stimulus-response theory. We then exhibit a simple example of contextual random variables not having a joint probability distribution, and describe how such variables can be obtained from neural oscillators, but not from a quantum observable algebra.

KFUPM-KAUST Red Sea model: Digital viscoelastic depth model and synthetic seismic data set

KAUST Repository

Al-Shuhail, Abdullatif A.; Mousa, Wail A.; Alkhalifah, Tariq Ali

2017-01-01

The Red Sea is geologically interesting due to its unique structures and abundant mineral and petroleum resources, yet no digital geologic models or synthetic seismic data of the Red Sea are publicly available for testing algorithms to image and analyze the area's interesting features. This study compiles a 2D viscoelastic model of the Red Sea and calculates a corresponding multicomponent synthetic seismic data set. The models and data sets are made publicly available for download. We hope this effort will encourage interested researchers to test their processing algorithms on this data set and model and share their results publicly as well.

KFUPM-KAUST Red Sea model: Digital viscoelastic depth model and synthetic seismic data set

KAUST Repository

Al-Shuhail, Abdullatif A.

2017-06-01

The Red Sea is geologically interesting due to its unique structures and abundant mineral and petroleum resources, yet no digital geologic models or synthetic seismic data of the Red Sea are publicly available for testing algorithms to image and analyze the area\\'s interesting features. This study compiles a 2D viscoelastic model of the Red Sea and calculates a corresponding multicomponent synthetic seismic data set. The models and data sets are made publicly available for download. We hope this effort will encourage interested researchers to test their processing algorithms on this data set and model and share their results publicly as well.

Probability

CERN Document Server

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

An intelligent system based on fuzzy probabilities for medical diagnosis – a study in aphasia diagnosis

Directory of Open Access Journals (Sweden)

Majid Moshtagh Khorasani

2009-04-01

Full Text Available

• BACKGROUND: Aphasia diagnosis is particularly challenging due to the linguistic uncertainty and vagueness, inconsistencies in the definition of aphasic syndromes, large number of measurements with  mprecision, natural diversity and subjectivity in test objects as well as in opinions of experts who diagnose the disease.
• METHODS: Fuzzy probability is proposed here as the basic framework for handling the uncertainties in medical diagnosis and particularly aphasia diagnosis. To efficiently construct this fuzzy probabilistic mapping, statistical analysis is performed that constructs input membership functions as well as determines an effective set of input features.
• RESULTS: Considering the high sensitivity of performance measures to different distribution of testing/training sets, a statistical t-test of significance is applied to compare fuzzy approach results with NN  esults as well as author’s earlier work using fuzzy logic. The proposed fuzzy probability estimator approach clearly provides better diagnosis for both classes of data sets. Specifically, for the first and second type of fuzzy probability classifiers, i.e. spontaneous speech and comprehensive model, P-values are 2.24E-08 and 0.0059, espectively, strongly rejecting the null hypothesis.
• CONCLUSIONS: The technique is applied and compared on both comprehensive and spontaneous speech test data for diagnosis of four Aphasia types: Anomic, Broca, Global and Wernicke. Statistical analysis confirms that the proposed approach can significantly improve accuracy using fewer Aphasia features.
• KEYWORDS: Aphasia, fuzzy probability, fuzzy logic, medical diagnosis, fuzzy rules.

Modeling tumor control probability for spatially inhomogeneous risk of failure based on clinical outcome data

DEFF Research Database (Denmark)

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 ...

Hypothyroidism after primary radiotherapy for head and neck squamous cell carcinoma: Normal tissue complication probability modeling with latent time correction

DEFF Research Database (Denmark)

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....

PHOTOMETRIC REDSHIFTS AND QUASAR PROBABILITIES FROM A SINGLE, DATA-DRIVEN GENERATIVE MODEL

International Nuclear Information System (INIS)

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.

Estimating species occurrence, abundance, and detection probability using zero-inflated distributions.

Science.gov (United States)

Wenger, Seth J; Freeman, Mary C

2008-10-01

Researchers have developed methods to account for imperfect detection of species with either occupancy (presence absence) or count data using replicated sampling. We show how these approaches can be combined to simultaneously estimate occurrence, abundance, and detection probability by specifying a zero-inflated distribution for abundance. This approach may be particularly appropriate when patterns of occurrence and abundance arise from distinct processes operating at differing spatial or temporal scales. We apply the model to two data sets: (1) previously published data for a species of duck, Anas platyrhynchos, and (2) data for a stream fish species, Etheostoma scotti. We show that in these cases, an incomplete-detection zero-inflated modeling approach yields a superior fit to the data than other models. We propose that zero-inflated abundance models accounting for incomplete detection be considered when replicate count data are available.

Subjective Probabilities for State-Dependent Continuous Utility

NARCIS (Netherlands)

P.P. Wakker (Peter)

1987-01-01

textabstractFor the expected utility model with state dependent utilities, Karni, Schmeidler and Vind (1983) have shown how to recover uniquely the involved subjective probabilities if the preferences, contingent on a hypothetical probability distribution over the state space, are known. This they

Improving a Lecture-Size Molecular Model Set by Repurposing Used Whiteboard Markers

Science.gov (United States)

Dragojlovic, Veljko

2015-01-01

Preparation of an inexpensive model set from whiteboard markers and either HGS molecular model set or atoms made of wood is described. The model set is relatively easy to prepare and is sufficiently large to be suitable as an instructor set for use in lectures.

A Hierarchy of Compatibility and Comeasurability Levels in Quantum Logics with Unique Conditional Probabilities

International Nuclear Information System (INIS)

Niestegge, Gerd

2010-01-01

In the quantum mechanical Hilbert space formalism, the probabilistic interpretation is a later ad-hoc add-on, more or less enforced by the experimental evidence, but not motivated by the mathematical model itself. A model involving a clear probabilistic interpretation from the very beginning is provided by the quantum logics with unique conditional probabilities. It includes the projection lattices in von Neumann algebras and here probability conditionalization becomes identical with the state transition of the Lueders-von Neumann measurement process. This motivates the definition of a hierarchy of five compatibility and comeasurability levels in the abstract setting of the quantum logics with unique conditional probabilities. Their meanings are: the absence of quantum interference or influence, the existence of a joint distribution, simultaneous measurability, and the independence of the final state after two successive measurements from the sequential order of these two measurements. A further level means that two elements of the quantum logic (events) belong to the same Boolean subalgebra. In the general case, the five compatibility and comeasurability levels appear to differ, but they all coincide in the common Hilbert space formalism of quantum mechanics, in von Neumann algebras, and in some other cases. (general)

process setting models for the minimization of costs defectives

African Journals Online (AJOL)

Dr Obe

determine the mean setting so as to minimise the total loss through under-limit complaints and loss of sales and goodwill as well as over-limit losses through excess materials and rework costs. Models are developed for the two types of setting of the mean so that the minimum costs of losses are achieved. Also, a model is ...

Electrofishing capture probability of smallmouth bass in streams

Science.gov (United States)

Dauwalter, D.C.; Fisher, W.L.

2007-01-01

Abundance estimation is an integral part of understanding the ecology and advancing the management of fish populations and communities. Mark-recapture and removal methods are commonly used to estimate the abundance of stream fishes. Alternatively, abundance can be estimated by dividing the number of individuals sampled by the probability of capture. We conducted a mark-recapture study and used multiple repeated-measures logistic regression to determine the influence of fish size, sampling procedures, and stream habitat variables on the cumulative capture probability for smallmouth bass Micropterus dolomieu in two eastern Oklahoma streams. The predicted capture probability was used to adjust the number of individuals sampled to obtain abundance estimates. The observed capture probabilities were higher for larger fish and decreased with successive electrofishing passes for larger fish only. Model selection suggested that the number of electrofishing passes, fish length, and mean thalweg depth affected capture probabilities the most; there was little evidence for any effect of electrofishing power density and woody debris density on capture probability. Leave-one-out cross validation showed that the cumulative capture probability model predicts smallmouth abundance accurately. ?? Copyright by the American Fisheries Society 2007.

Nonparametric estimation of transition probabilities in the non-Markov illness-death model: A comparative study.

Science.gov (United States)

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.

A hydroclimatological approach to predicting regional landslide probability using Landlab

Directory of Open Access Journals (Sweden)

R. Strauch

2018-02-01

Full Text Available We develop a hydroclimatological approach to the modeling of regional shallow landslide initiation that integrates spatial and temporal dimensions of parameter uncertainty to estimate an annual probability of landslide initiation based on Monte Carlo simulations. The physically based model couples the infinite-slope stability model with a steady-state subsurface flow representation and operates in a digital elevation model. Spatially distributed gridded data for soil properties and vegetation classification are used for parameter estimation of probability distributions that characterize model input uncertainty. Hydrologic forcing to the model is through annual maximum daily recharge to subsurface flow obtained from a macroscale hydrologic model. We demonstrate the model in a steep mountainous region in northern Washington, USA, over 2700 km2. The influence of soil depth on the probability of landslide initiation is investigated through comparisons among model output produced using three different soil depth scenarios reflecting the uncertainty of soil depth and its potential long-term variability. We found elevation-dependent patterns in probability of landslide initiation that showed the stabilizing effects of forests at low elevations, an increased landslide probability with forest decline at mid-elevations (1400 to 2400 m, and soil limitation and steep topographic controls at high alpine elevations and in post-glacial landscapes. These dominant controls manifest themselves in a bimodal distribution of spatial annual landslide probability. Model testing with limited observations revealed similarly moderate model confidence for the three hazard maps, suggesting suitable use as relative hazard products. The model is available as a component in Landlab, an open-source, Python-based landscape earth systems modeling environment, and is designed to be easily reproduced utilizing HydroShare cyberinfrastructure.

A hydroclimatological approach to predicting regional landslide probability using Landlab

Science.gov (United States)

Strauch, Ronda; Istanbulluoglu, Erkan; Nudurupati, Sai Siddhartha; Bandaragoda, Christina; Gasparini, Nicole M.; Tucker, Gregory E.

2018-02-01

We develop a hydroclimatological approach to the modeling of regional shallow landslide initiation that integrates spatial and temporal dimensions of parameter uncertainty to estimate an annual probability of landslide initiation based on Monte Carlo simulations. The physically based model couples the infinite-slope stability model with a steady-state subsurface flow representation and operates in a digital elevation model. Spatially distributed gridded data for soil properties and vegetation classification are used for parameter estimation of probability distributions that characterize model input uncertainty. Hydrologic forcing to the model is through annual maximum daily recharge to subsurface flow obtained from a macroscale hydrologic model. We demonstrate the model in a steep mountainous region in northern Washington, USA, over 2700 km2. The influence of soil depth on the probability of landslide initiation is investigated through comparisons among model output produced using three different soil depth scenarios reflecting the uncertainty of soil depth and its potential long-term variability. We found elevation-dependent patterns in probability of landslide initiation that showed the stabilizing effects of forests at low elevations, an increased landslide probability with forest decline at mid-elevations (1400 to 2400 m), and soil limitation and steep topographic controls at high alpine elevations and in post-glacial landscapes. These dominant controls manifest themselves in a bimodal distribution of spatial annual landslide probability. Model testing with limited observations revealed similarly moderate model confidence for the three hazard maps, suggesting suitable use as relative hazard products. The model is available as a component in Landlab, an open-source, Python-based landscape earth systems modeling environment, and is designed to be easily reproduced utilizing HydroShare cyberinfrastructure.

Fundamentals of applied probability and random processes

CERN Document Server

Ibe, Oliver

2005-01-01

This book is based on the premise that engineers use probability as a modeling tool, and that probability can be applied to the solution of engineering problems. Engineers and students studying probability and random processes also need to analyze data, and thus need some knowledge of statistics. This book is designed to provide students with a thorough grounding in probability and stochastic processes, demonstrate their applicability to real-world problems, and introduce the basics of statistics. The book''s clear writing style and homework problems make it ideal for the classroom or for self-study.* Good and solid introduction to probability theory and stochastic processes * Logically organized; writing is presented in a clear manner * Choice of topics is comprehensive within the area of probability * Ample homework problems are organized into chapter sections

Optimisation-Based Solution Methods for Set Partitioning Models

DEFF Research Database (Denmark)

Rasmussen, Matias Sevel

The scheduling of crew, i.e. the construction of work schedules for crew members, is often not a trivial task, but a complex puzzle. The task is complicated by rules, restrictions, and preferences. Therefore, manual solutions as well as solutions from standard software packages are not always su......_cient with respect to solution quality and solution time. Enhancement of the overall solution quality as well as the solution time can be of vital importance to many organisations. The _elds of operations research and mathematical optimisation deal with mathematical modelling of di_cult scheduling problems (among...... other topics). The _elds also deal with the development of sophisticated solution methods for these mathematical models. This thesis describes the set partitioning model which has been widely used for modelling crew scheduling problems. Integer properties for the set partitioning model are shown...

Upper Bounds for Ruin Probability with Stochastic Investment Return

Institute of Scientific and Technical Information of China (English)

ZHANG Lihong

2005-01-01

Risk models with stochastic investment return are widely held in practice, as well as in more challenging research fields. Risk theory is mainly concerned with ruin probability, and a tight bound for ruin probability is the best for practical use. This paper presents a discrete time risk model with stochastic investment return. Conditional expectation properties and martingale inequalities are used to obtain both exponential and non-exponential upper bounds for the ruin probability.

Saliency Detection via Absorbing Markov Chain With Learnt Transition Probability.

Science.gov (United States)

Lihe Zhang; Jianwu Ai; Bowen Jiang; Huchuan Lu; Xiukui Li

2018-02-01

In this paper, we propose a bottom-up saliency model based on absorbing Markov chain (AMC). First, a sparsely connected graph is constructed to capture the local context information of each node. All image boundary nodes and other nodes are, respectively, treated as the absorbing nodes and transient nodes in the absorbing Markov chain. Then, the expected number of times from each transient node to all other transient nodes can be used to represent the saliency value of this node. The absorbed time depends on the weights on the path and their spatial coordinates, which are completely encoded in the transition probability matrix. Considering the importance of this matrix, we adopt different hierarchies of deep features extracted from fully convolutional networks and learn a transition probability matrix, which is called learnt transition probability matrix. Although the performance is significantly promoted, salient objects are not uniformly highlighted very well. To solve this problem, an angular embedding technique is investigated to refine the saliency results. Based on pairwise local orderings, which are produced by the saliency maps of AMC and boundary maps, we rearrange the global orderings (saliency value) of all nodes. Extensive experiments demonstrate that the proposed algorithm outperforms the state-of-the-art methods on six publicly available benchmark data sets.

Sensitivity of the probability of failure to probability of detection curve regions

International Nuclear Information System (INIS)

Garza, J.; Millwater, H.

2016-01-01

Non-destructive inspection (NDI) techniques have been shown to play a vital role in fracture control plans, structural health monitoring, and ensuring availability and reliability of piping, pressure vessels, mechanical and aerospace equipment. Probabilistic fatigue simulations are often used in order to determine the efficacy of an inspection procedure with the NDI method modeled as a probability of detection (POD) curve. These simulations can be used to determine the most advantageous NDI method for a given application. As an aid to this process, a first order sensitivity method of the probability-of-failure (POF) with respect to regions of the POD curve (lower tail, middle region, right tail) is developed and presented here. The sensitivity method computes the partial derivative of the POF with respect to a change in each region of a POD or multiple POD curves. The sensitivities are computed at no cost by reusing the samples from an existing Monte Carlo (MC) analysis. A numerical example is presented considering single and multiple inspections. - Highlights: • Sensitivities of probability-of-failure to a region of probability-of-detection curve. • The sensitivities are computed with negligible cost. • Sensitivities identify the important region of a POD curve. • Sensitivities can be used as a guide to selecting the optimal POD curve.

An Empirical Model for Estimating the Probability of Electrical Short Circuits from Tin Whiskers. Part 2

Science.gov (United States)

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.

Human Error Probability Assessment During Maintenance Activities of Marine Systems

Directory of Open Access Journals (Sweden)

Rabiul Islam

2018-03-01

Full Text Available Background: Maintenance operations on-board ships are highly demanding. Maintenance operations are intensive activities requiring high man–machine interactions in challenging and evolving conditions. The evolving conditions are weather conditions, workplace temperature, ship motion, noise and vibration, and workload and stress. For example, extreme weather condition affects seafarers' performance, increasing the chances of error, and, consequently, can cause injuries or fatalities to personnel. An effective human error probability model is required to better manage maintenance on-board ships. The developed model would assist in developing and maintaining effective risk management protocols. Thus, the objective of this study is to develop a human error probability model considering various internal and external factors affecting seafarers' performance. Methods: The human error probability model is developed using probability theory applied to Bayesian network. The model is tested using the data received through the developed questionnaire survey of >200 experienced seafarers with >5 years of experience. The model developed in this study is used to find out the reliability of human performance on particular maintenance activities. Results: The developed methodology is tested on the maintenance of marine engine's cooling water pump for engine department and anchor windlass for deck department. In the considered case studies, human error probabilities are estimated in various scenarios and the results are compared between the scenarios and the different seafarer categories. The results of the case studies for both departments are also compared. Conclusion: The developed model is effective in assessing human error probabilities. These probabilities would get dynamically updated as and when new information is available on changes in either internal (i.e., training, experience, and fatigue or external (i.e., environmental and operational conditions

Probability concepts in quality risk management.

Science.gov (United States)

Claycamp, H Gregg

2012-01-01

Essentially any concept of risk is built on fundamental concepts of chance, likelihood, or probability. Although risk is generally a probability of loss of something of value, given that a risk-generating event will occur or has occurred, it is ironic that the quality risk management literature and guidelines on quality risk management tools are relatively silent on the meaning and uses of "probability." The probability concept is typically applied by risk managers as a combination of frequency-based calculation and a "degree of belief" meaning of probability. Probability as a concept that is crucial for understanding and managing risk is discussed through examples from the most general, scenario-defining and ranking tools that use probability implicitly to more specific probabilistic tools in risk management. A rich history of probability in risk management applied to other fields suggests that high-quality risk management decisions benefit from the implementation of more thoughtful probability concepts in both risk modeling and risk management. Essentially any concept of risk is built on fundamental concepts of chance, likelihood, or probability. Although "risk" generally describes a probability of loss of something of value, given that a risk-generating event will occur or has occurred, it is ironic that the quality risk management literature and guidelines on quality risk management methodologies and respective tools focus on managing severity but are relatively silent on the in-depth meaning and uses of "probability." Pharmaceutical manufacturers are expanding their use of quality risk management to identify and manage risks to the patient that might occur in phases of the pharmaceutical life cycle from drug development to manufacture, marketing to product discontinuation. A probability concept is typically applied by risk managers as a combination of data-based measures of probability and a subjective "degree of belief" meaning of probability. Probability as

Hydrological model calibration for flood prediction in current and future climates using probability distributions of observed peak flows and model based rainfall

Science.gov (United States)

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.

An experimental methodology for a fuzzy set preference model

Science.gov (United States)

Turksen, I. B.; Willson, Ian A.

1992-01-01

A flexible fuzzy set preference model first requires approximate methodologies for implementation. Fuzzy sets must be defined for each individual consumer using computer software, requiring a minimum of time and expertise on the part of the consumer. The amount of information needed in defining sets must also be established. The model itself must adapt fully to the subject's choice of attributes (vague or precise), attribute levels, and importance weights. The resulting individual-level model should be fully adapted to each consumer. The methodologies needed to develop this model will be equally useful in a new generation of intelligent systems which interact with ordinary consumers, controlling electronic devices through fuzzy expert systems or making recommendations based on a variety of inputs. The power of personal computers and their acceptance by consumers has yet to be fully utilized to create interactive knowledge systems that fully adapt their function to the user. Understanding individual consumer preferences is critical to the design of new products and the estimation of demand (market share) for existing products, which in turn is an input to management systems concerned with production and distribution. The question of what to make, for whom to make it and how much to make requires an understanding of the customer's preferences and the trade-offs that exist between alternatives. Conjoint analysis is a widely used methodology which de-composes an overall preference for an object into a combination of preferences for its constituent parts (attributes such as taste and price), which are combined using an appropriate combination function. Preferences are often expressed using linguistic terms which cannot be represented in conjoint models. Current models are also not implemented an individual level, making it difficult to reach meaningful conclusions about the cause of an individual's behavior from an aggregate model. The combination of complex aggregate

p-adic probability interpretation of Bell's inequality

International Nuclear Information System (INIS)

Khrennikov, A.

1995-01-01

We study the violation of Bell's inequality using a p-adic generalization of the theory of probability. p-adic probability is introduced as a limit of relative frequencies but this limit exists with respect to a p-adic metric. In particular, negative probability distributions are well defined on the basis of the frequency definition. This new type of stochastics can be used to describe hidden-variables distributions of some quantum models. If the hidden variables have a p-adic probability distribution, Bell's inequality is not valid and it is not necessary to discuss the experimental violations of this inequality. ((orig.))

VOLCANIC RISK ASSESSMENT - PROBABILITY AND CONSEQUENCES

International Nuclear Information System (INIS)

G.A. Valentine; F.V. Perry; S. Dartevelle

2005-01-01

Risk is the product of the probability and consequences of an event. Both of these must be based upon sound science that integrates field data, experiments, and modeling, but must also be useful to decision makers who likely do not understand all aspects of the underlying science. We review a decision framework used in many fields such as performance assessment for hazardous and/or radioactive waste disposal sites that can serve to guide the volcanological community towards integrated risk assessment. In this framework the underlying scientific understanding of processes that affect probability and consequences drive the decision-level results, but in turn these results can drive focused research in areas that cause the greatest level of uncertainty at the decision level. We review two examples of the determination of volcanic event probability: (1) probability of a new volcano forming at the proposed Yucca Mountain radioactive waste repository, and (2) probability that a subsurface repository in Japan would be affected by the nearby formation of a new stratovolcano. We also provide examples of work on consequences of explosive eruptions, within the framework mentioned above. These include field-based studies aimed at providing data for ''closure'' of wall rock erosion terms in a conduit flow model, predictions of dynamic pressure and other variables related to damage by pyroclastic flow into underground structures, and vulnerability criteria for structures subjected to conditions of explosive eruption. Process models (e.g., multiphase flow) are important for testing the validity or relative importance of possible scenarios in a volcanic risk assessment. We show how time-dependent multiphase modeling of explosive ''eruption'' of basaltic magma into an open tunnel (drift) at the Yucca Mountain repository provides insight into proposed scenarios that include the development of secondary pathways to the Earth's surface. Addressing volcanic risk within a decision

Exact calculation of loop formation probability identifies folding motifs in RNA secondary structures

Science.gov (United States)

Sloma, Michael F.; Mathews, David H.

2016-01-01

RNA secondary structure prediction is widely used to analyze RNA sequences. In an RNA partition function calculation, free energy nearest neighbor parameters are used in a dynamic programming algorithm to estimate statistical properties of the secondary structure ensemble. Previously, partition functions have largely been used to estimate the probability that a given pair of nucleotides form a base pair, the conditional stacking probability, the accessibility to binding of a continuous stretch of nucleotides, or a representative sample of RNA structures. Here it is demonstrated that an RNA partition function can also be used to calculate the exact probability of formation of hairpin loops, internal loops, bulge loops, or multibranch loops at a given position. This calculation can also be used to estimate the probability of formation of specific helices. Benchmarking on a set of RNA sequences with known secondary structures indicated that loops that were calculated to be more probable were more likely to be present in the known structure than less probable loops. Furthermore, highly probable loops are more likely to be in the known structure than the set of loops predicted in the lowest free energy structures. PMID:27852924

Impact of statistical learning methods on the predictive power of multivariate normal tissue complication probability models

NARCIS (Netherlands)

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

Application of wildfire spread and behavior models to assess fire probability and severity in the Mediterranean region

Science.gov (United States)

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