Detection probability in aerial surveys of feral horses

Science.gov (United States)

Ransom, Jason I.

2011-01-01

Observation bias pervades data collected during aerial surveys of large animals, and although some sources can be mitigated with informed planning, others must be addressed using valid sampling techniques that carefully model detection probability. Nonetheless, aerial surveys are frequently employed to count large mammals without applying such methods to account for heterogeneity in visibility of animal groups on the landscape. This often leaves managers and interest groups at odds over decisions that are not adequately informed. I analyzed detection of feral horse (Equus caballus) groups by dual independent observers from 24 fixed-wing and 16 helicopter flights using mixed-effect logistic regression models to investigate potential sources of observation bias. I accounted for observer skill, population location, and aircraft type in the model structure and analyzed the effects of group size, sun effect (position related to observer), vegetation type, topography, cloud cover, percent snow cover, and observer fatigue on detection of horse groups. The most important model-averaged effects for both fixed-wing and helicopter surveys included group size (fixed-wing: odds ratio = 0.891, 95% CI = 0.850–0.935; helicopter: odds ratio = 0.640, 95% CI = 0.587–0.698) and sun effect (fixed-wing: odds ratio = 0.632, 95% CI = 0.350–1.141; helicopter: odds ratio = 0.194, 95% CI = 0.080–0.470). Observer fatigue was also an important effect in the best model for helicopter surveys, with detection probability declining after 3 hr of survey time (odds ratio = 0.278, 95% CI = 0.144–0.537). Biases arising from sun effect and observer fatigue can be mitigated by pre-flight survey design. Other sources of bias, such as those arising from group size, topography, and vegetation can only be addressed by employing valid sampling techniques such as double sampling, mark–resight (batch-marked animals), mark–recapture (uniquely marked and

Environmental DNA (eDNA) Detection Probability Is Influenced by Seasonal Activity of Organisms.

Science.gov (United States)

de Souza, Lesley S; Godwin, James C; Renshaw, Mark A; Larson, Eric

2016-01-01

Environmental DNA (eDNA) holds great promise for conservation applications like the monitoring of invasive or imperiled species, yet this emerging technique requires ongoing testing in order to determine the contexts over which it is effective. For example, little research to date has evaluated how seasonality of organism behavior or activity may influence detection probability of eDNA. We applied eDNA to survey for two highly imperiled species endemic to the upper Black Warrior River basin in Alabama, US: the Black Warrior Waterdog (Necturus alabamensis) and the Flattened Musk Turtle (Sternotherus depressus). Importantly, these species have contrasting patterns of seasonal activity, with N. alabamensis more active in the cool season (October-April) and S. depressus more active in the warm season (May-September). We surveyed sites historically occupied by these species across cool and warm seasons over two years with replicated eDNA water samples, which were analyzed in the laboratory using species-specific quantitative PCR (qPCR) assays. We then used occupancy estimation with detection probability modeling to evaluate both the effects of landscape attributes on organism presence and season of sampling on detection probability of eDNA. Importantly, we found that season strongly affected eDNA detection probability for both species, with N. alabamensis having higher eDNA detection probabilities during the cool season and S. depressus have higher eDNA detection probabilities during the warm season. These results illustrate the influence of organismal behavior or activity on eDNA detection in the environment and identify an important role for basic natural history in designing eDNA monitoring programs.

Probabilities of False Alarm for Vital Sign Detection on the Basis of a Doppler Radar System

Directory of Open Access Journals (Sweden)

Nguyen Thi Phuoc Van

2018-02-01

Full Text Available Vital detection on the basis of Doppler radars has drawn a great deal of attention from researchers because of its high potential for applications in biomedicine, surveillance, and finding people alive under debris during natural hazards. In this research, the signal-to-noise ratio (SNR of the remote vital-sign detection system is investigated. On the basis of different types of noise, such as phase noise, Gaussian noise, leakage noise between the transmitting and receiving antennae, and so on, the SNR of the system has first been examined. Then the research has focused on the investigation of the detection and false alarm probabilities of the system when the transmission link between the human and the radar sensor system took the Nakagami-m channel model. The analytical model for the false alarm and the detection probabilities of the system have been derived. The proposed theoretical models for the SNR and detection probability match with the simulation and measurement results. These theoretical models have the potential to be used as good references for the hardware development of the vital-sign detection radar sensor system.

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.

A scan statistic for binary outcome based on hypergeometric probability model, with an application to detecting spatial clusters of Japanese encephalitis.

Science.gov (United States)

Zhao, Xing; Zhou, Xiao-Hua; Feng, Zijian; Guo, Pengfei; He, Hongyan; Zhang, Tao; Duan, Lei; Li, Xiaosong

2013-01-01

As a useful tool for geographical cluster detection of events, the spatial scan statistic is widely applied in many fields and plays an increasingly important role. The classic version of the spatial scan statistic for the binary outcome is developed by Kulldorff, based on the Bernoulli or the Poisson probability model. In this paper, we apply the Hypergeometric probability model to construct the likelihood function under the null hypothesis. Compared with existing methods, the likelihood function under the null hypothesis is an alternative and indirect method to identify the potential cluster, and the test statistic is the extreme value of the likelihood function. Similar with Kulldorff's methods, we adopt Monte Carlo test for the test of significance. Both methods are applied for detecting spatial clusters of Japanese encephalitis in Sichuan province, China, in 2009, and the detected clusters are identical. Through a simulation to independent benchmark data, it is indicated that the test statistic based on the Hypergeometric model outweighs Kulldorff's statistics for clusters of high population density or large size; otherwise Kulldorff's statistics are superior.

Using areas of known occupancy to identify sources of variation in detection probability of raptors: taking time lowers replication effort for surveys.

Science.gov (United States)

Murn, Campbell; Holloway, Graham J

2016-10-01

Species occurring at low density can be difficult to detect and if not properly accounted for, imperfect detection will lead to inaccurate estimates of occupancy. Understanding sources of variation in detection probability and how they can be managed is a key part of monitoring. We used sightings data of a low-density and elusive raptor (white-headed vulture Trigonoceps occipitalis ) in areas of known occupancy (breeding territories) in a likelihood-based modelling approach to calculate detection probability and the factors affecting it. Because occupancy was known a priori to be 100%, we fixed the model occupancy parameter to 1.0 and focused on identifying sources of variation in detection probability. Using detection histories from 359 territory visits, we assessed nine covariates in 29 candidate models. The model with the highest support indicated that observer speed during a survey, combined with temporal covariates such as time of year and length of time within a territory, had the highest influence on the detection probability. Averaged detection probability was 0.207 (s.e. 0.033) and based on this the mean number of visits required to determine within 95% confidence that white-headed vultures are absent from a breeding area is 13 (95% CI: 9-20). Topographical and habitat covariates contributed little to the best models and had little effect on detection probability. We highlight that low detection probabilities of some species means that emphasizing habitat covariates could lead to spurious results in occupancy models that do not also incorporate temporal components. While variation in detection probability is complex and influenced by effects at both temporal and spatial scales, temporal covariates can and should be controlled as part of robust survey methods. Our results emphasize the importance of accounting for detection probability in occupancy studies, particularly during presence/absence studies for species such as raptors that are widespread and

Detection probability of gyrfalcons and other cliff-nesting raptors during aerial surveys in Alaska

Science.gov (United States)

Booms, Travis L.; Fuller, Mark R.; Schempf, Philip F.; McCaffery, Brian J.; Lindberg, Mark S.; Watson, Richard T.; Cade, Tom J.; Fuller, Mark; Hunt, Grainger; Potapov, Eugene

2011-01-01

Assessing the status of Gyrfalcons (Falco rusticolus) and other cliffnesting raptors as the Arctic climate changes often requires aerial surveys of their breeding habitats. Because traditional, count-based surveys that do not adjust for differing detection probabilities can provide faulty inference about population status (Link and Sauer 1998, Thompson 2002), it will be important to incorporate measures of detection probability into survey methods whenever possible. To evaluate the feasibility of this, we conducted repeated aerial surveys for breeding cliff-nesting raptors on the Yukon Delta National Wildlife Refuge (YDNWR) in western Alaska to estimate detection probabilities of Gyrfalcons, Golden Eagles (Aquila chrysaetos), Rough-legged Hawks (Buteo lagopus), and also Common Ravens (Corvus corax). Using the program PRESENCE, we modeled detection histories of each species based on single species occupancy modeling following MacKenzie et al. (2002, 2006). We used different observers during four helicopter replicate surveys in the Kilbuck Mountains and five fixed-wing replicate surveys in the Ingakslugwat Hills (hereafter called Volcanoes) near Bethel, Alaska. We used the following terms and definitions throughout: Survey Site: site of a nest used previously by a raptor and marked with a GPS-obtained latitude and longitude accurate to within 20 m. All GPS locations were obtained in prior years from a helicopter hovering approximately 10?20 m from a nest. The site was considered occupied if a bird or an egg was detected within approximately 500 m of the nest and this area served as our sampling unit. When multiple historical nests were located on a single cliff, we used only one GPS location to locate the survey site. Detection probability (p): the probability of a species being detected at a site given the site is occupied. Occupancy (?): the probability that the species of interest is present at a site during the survey period. A site was considered occupied if the

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.

Detection probability of cliff-nesting raptors during helicopter and fixed-wing aircraft surveys in western Alaska

Science.gov (United States)

Booms, T.L.; Schempf, P.F.; McCaffery, B.J.; Lindberg, M.S.; Fuller, M.R.

2010-01-01

We conducted repeated aerial surveys for breeding cliff-nesting raptors on the Yukon Delta National Wildlife Refuge (YDNWR) in western Alaska to estimate detection probabilities of Gyrfalcons (Falco rusticolus), Golden Eagles (Aquila chrysaetos), Rough-legged Hawks (Buteo lagopus), and also Common Ravens (Corvus corax). Using the program PRESENCE, we modeled detection histories of each species based on single species occupancy modeling. We used different observers during four helicopter replicate surveys in the Kilbuck Mountains and five fixed-wing replicate surveys in the Ingakslugwat Hills near Bethel, AK. During helicopter surveys, Gyrfalcons had the highest detection probability estimate (p^;p^ 0.79; SE 0.05), followed by Golden Eagles (p^=0.68; SE 0.05), Common Ravens (p^=0.45; SE 0.17), and Rough-legged Hawks (p^=0.10; SE 0.11). Detection probabilities from fixed-wing aircraft in the Ingakslugwat Hills were similar to those from the helicopter in the Kilbuck Mountains for Gyrfalcons and Golden Eagles, but were higher for Common Ravens (p^=0.85; SE 0.06) and Rough-legged Hawks (p^=0.42; SE 0.07). Fixed-wing aircraft provided detection probability estimates and SEs in the Ingakslugwat Hills similar to or better than those from helicopter surveys in the Kilbucks and should be considered for future cliff-nesting raptor surveys where safe, low-altitude flight is possible. Overall, detection probability varied by observer experience and in some cases, by study area/aircraft type.

Understanding environmental DNA detection probabilities: A case study using a stream-dwelling char Salvelinus fontinalis

Science.gov (United States)

Wilcox, Taylor M; Mckelvey, Kevin S.; Young, Michael K.; Sepulveda, Adam; Shepard, Bradley B.; Jane, Stephen F; Whiteley, Andrew R.; Lowe, Winsor H.; Schwartz, Michael K.

2016-01-01

Environmental DNA sampling (eDNA) has emerged as a powerful tool for detecting aquatic animals. Previous research suggests that eDNA methods are substantially more sensitive than traditional sampling. However, the factors influencing eDNA detection and the resulting sampling costs are still not well understood. Here we use multiple experiments to derive independent estimates of eDNA production rates and downstream persistence from brook trout (Salvelinus fontinalis) in streams. We use these estimates to parameterize models comparing the false negative detection rates of eDNA sampling and traditional backpack electrofishing. We find that using the protocols in this study eDNA had reasonable detection probabilities at extremely low animal densities (e.g., probability of detection 0.18 at densities of one fish per stream kilometer) and very high detection probabilities at population-level densities (e.g., probability of detection > 0.99 at densities of ≥ 3 fish per 100 m). This is substantially more sensitive than traditional electrofishing for determining the presence of brook trout and may translate into important cost savings when animals are rare. Our findings are consistent with a growing body of literature showing that eDNA sampling is a powerful tool for the detection of aquatic species, particularly those that are rare and difficult to sample using traditional methods.

Probability-of-Superiority SEM (PS-SEM—Detecting Probability-Based Multivariate Relationships in Behavioral Research

Directory of Open Access Journals (Sweden)

Johnson Ching-Hong Li

2018-06-01

Full Text Available In behavioral research, exploring bivariate relationships between variables X and Y based on the concept of probability-of-superiority (PS has received increasing attention. Unlike the conventional, linear-based bivariate relationship (e.g., Pearson's correlation, PS defines that X and Y can be related based on their likelihood—e.g., a student who is above mean in SAT has 63% likelihood of achieving an above-mean college GPA. Despite its increasing attention, the concept of PS is restricted to a simple bivariate scenario (X-Y pair, which hinders the development and application of PS in popular multivariate modeling such as structural equation modeling (SEM. Therefore, this study addresses an empirical-based simulation study that explores the potential of detecting PS-based relationship in SEM, called PS-SEM. The simulation results showed that the proposed PS-SEM method can detect and identify PS-based when data follow PS-based relationships, thereby providing a useful method for researchers to explore PS-based SEM in their studies. Conclusions, implications, and future directions based on the findings are also discussed.

Lamb wave-based damage quantification and probability of detection modeling for fatigue life assessment of riveted lap joint

Science.gov (United States)

He, Jingjing; Wang, Dengjiang; Zhang, Weifang

2015-03-01

This study presents an experimental and modeling study for damage detection and quantification in riveted lap joints. Embedded lead zirconate titanate piezoelectric (PZT) ceramic wafer-type sensors are employed to perform in-situ non-destructive testing during fatigue cyclical loading. A multi-feature integration method is developed to quantify the crack size using signal features of correlation coefficient, amplitude change, and phase change. In addition, probability of detection (POD) model is constructed to quantify the reliability of the developed sizing method. Using the developed crack size quantification method and the resulting POD curve, probabilistic fatigue life prediction can be performed to provide comprehensive information for decision-making. The effectiveness of the overall methodology is demonstrated and validated using several aircraft lap joint specimens from different manufactures and under different loading conditions.

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.

PROBABILITY CALIBRATION BY THE MINIMUM AND MAXIMUM PROBABILITY SCORES IN ONE-CLASS BAYES LEARNING FOR ANOMALY DETECTION

Data.gov (United States)

National Aeronautics and Space Administration — PROBABILITY CALIBRATION BY THE MINIMUM AND MAXIMUM PROBABILITY SCORES IN ONE-CLASS BAYES LEARNING FOR ANOMALY DETECTION GUICHONG LI, NATHALIE JAPKOWICZ, IAN HOFFMAN,...

Model uncertainty: Probabilities for models?

International Nuclear Information System (INIS)

Winkler, R.L.

1994-01-01

Like any other type of uncertainty, model uncertainty should be treated in terms of probabilities. The question is how to do this. The most commonly-used approach has a drawback related to the interpretation of the probabilities assigned to the models. If we step back and look at the big picture, asking what the appropriate focus of the model uncertainty question should be in the context of risk and decision analysis, we see that a different probabilistic approach makes more sense, although it raise some implementation questions. Current work that is underway to address these questions looks very promising

Improving detection probabilities for pests in stored grain.

Science.gov (United States)

Elmouttie, David; Kiermeier, Andreas; Hamilton, Grant

2010-12-01

The presence of insects in stored grain is a significant problem for grain farmers, bulk grain handlers and distributors worldwide. Inspection of bulk grain commodities is essential to detect pests and thereby to reduce the risk of their presence in exported goods. It has been well documented that insect pests cluster in response to factors such as microclimatic conditions within bulk grain. Statistical sampling methodologies for grain, however, have typically considered pests and pathogens to be homogeneously distributed throughout grain commodities. In this paper, a sampling methodology is demonstrated that accounts for the heterogeneous distribution of insects in bulk grain. It is shown that failure to account for the heterogeneous distribution of pests may lead to overestimates of the capacity for a sampling programme to detect insects in bulk grain. The results indicate the importance of the proportion of grain that is infested in addition to the density of pests within the infested grain. It is also demonstrated that the probability of detecting pests in bulk grain increases as the number of subsamples increases, even when the total volume or mass of grain sampled remains constant. This study underlines the importance of considering an appropriate biological model when developing sampling methodologies for insect pests. Accounting for a heterogeneous distribution of pests leads to a considerable improvement in the detection of pests over traditional sampling models. Copyright © 2010 Society of Chemical Industry.

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

Optimal sample size for probability of detection curves

International Nuclear Information System (INIS)

Annis, Charles; Gandossi, Luca; Martin, Oliver

2013-01-01

Highlights: • We investigate sample size requirement to develop probability of detection curves. • We develop simulations to determine effective inspection target sizes, number and distribution. • We summarize these findings and provide guidelines for the NDE practitioner. -- Abstract: The use of probability of detection curves to quantify the reliability of non-destructive examination (NDE) systems is common in the aeronautical industry, but relatively less so in the nuclear industry, at least in European countries. Due to the nature of the components being inspected, sample sizes tend to be much lower. This makes the manufacturing of test pieces with representative flaws, in sufficient numbers, so to draw statistical conclusions on the reliability of the NDT system under investigation, quite costly. The European Network for Inspection and Qualification (ENIQ) has developed an inspection qualification methodology, referred to as the ENIQ Methodology. It has become widely used in many European countries and provides assurance on the reliability of NDE systems, but only qualitatively. The need to quantify the output of inspection qualification has become more important as structural reliability modelling and quantitative risk-informed in-service inspection methodologies become more widely used. A measure of the NDE reliability is necessary to quantify risk reduction after inspection and probability of detection (POD) curves provide such a metric. The Joint Research Centre, Petten, The Netherlands supported ENIQ by investigating the question of the sample size required to determine a reliable POD curve. As mentioned earlier manufacturing of test pieces with defects that are typically found in nuclear power plants (NPPs) is usually quite expensive. Thus there is a tendency to reduce sample sizes, which in turn increases the uncertainty associated with the resulting POD curve. The main question in conjunction with POS curves is the appropriate sample size. Not

Control Surface Fault Diagnosis with Specified Detection Probability - Real Event Experiences

DEFF Research Database (Denmark)

Hansen, Søren; Blanke, Mogens

2013-01-01

desired levels of false alarms and detection probabilities. Self-tuning residual generators are employed for diagnosis and are combined with statistical change detection to form a setup for robust fault diagnosis. On-line estimation of test statistics is used to obtain a detection threshold and a desired...... false alarm probability. A data based method is used to determine the validity of the methods proposed. Verification is achieved using real data and shows that the presented diagnosis method is efficient and could have avoided incidents where faults led to loss of aircraft....

Directed Design of Experiments for Validating Probability of Detection Capability of NDE Systems (DOEPOD)

Science.gov (United States)

Generazio, Edward R.

2015-01-01

Directed Design of Experiments for Validating Probability of Detection Capability of NDE Systems (DOEPOD) Manual v.1.2 The capability of an inspection system is established by applications of various methodologies to determine the probability of detection (POD). One accepted metric of an adequate inspection system is that there is 95% confidence that the POD is greater than 90% (90/95 POD). Design of experiments for validating probability of detection capability of nondestructive evaluation (NDE) systems (DOEPOD) is a methodology that is implemented via software to serve as a diagnostic tool providing detailed analysis of POD test data, guidance on establishing data distribution requirements, and resolving test issues. DOEPOD demands utilization of observance of occurrences. The DOEPOD capability has been developed to provide an efficient and accurate methodology that yields observed POD and confidence bounds for both Hit-Miss or signal amplitude testing. DOEPOD does not assume prescribed POD logarithmic or similar functions with assumed adequacy over a wide range of flaw sizes and inspection system technologies, so that multi-parameter curve fitting or model optimization approaches to generate a POD curve are not required. DOEPOD applications for supporting inspector qualifications is included.

Factors Affecting Detection Probability of Acoustic Tags in Coral Reefs

KAUST Repository

Bermudez, Edgar F.

2012-05-01

Acoustic telemetry is an important tool for studying the movement patterns, behaviour, and site fidelity of marine organisms; however, its application is challenged in coral reef environments where complex topography and intense environmental noise interferes with acoustic signals, and there has been less study. Therefore, it is particularly critical in coral reef telemetry studies to first conduct a long-term range test, a tool that provides informa- tion on the variability and periodicity of the transmitter detection range and the detection probability. A one-month range test of a coded telemetric system was conducted prior to a large-scale tagging project investigating the movement of approximately 400 fishes from 30 species on offshore coral reefs in the central Red Sea. During this range test we determined the effect of the following factors on transmitter detection efficiency: distance from receiver, time of day, depth, wind, current, moon-phase and temperature. The experiment showed that biological noise is likely to be responsible for a diel pattern of -on average- twice as many detections during the day as during the night. Biological noise appears to be the most important noise source in coral reefs overwhelming the effect of wind-driven noise, which is important in other studies. Detection probability is also heavily influenced by the location of the acoustic sensor within the reef structure. Understanding the effect of environmental factors on transmitter detection probability allowed us to design a more effective receiver array for the large-scale tagging study.

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

Improved detection probability of low level light and infrared image fusion system

Science.gov (United States)

Luo, Yuxiang; Fu, Rongguo; Zhang, Junju; Wang, Wencong; Chang, Benkang

2018-02-01

Low level light(LLL) image contains rich information on environment details, but is easily affected by the weather. In the case of smoke, rain, cloud or fog, much target information will lose. Infrared image, which is from the radiation produced by the object itself, can be "active" to obtain the target information in the scene. However, the image contrast and resolution is bad, the ability of the acquisition of target details is very poor, and the imaging mode does not conform to the human visual habit. The fusion of LLL and infrared image can make up for the deficiency of each sensor and give play to the advantages of single sensor. At first, we show the hardware design of fusion circuit. Then, through the recognition probability calculation of the target(one person) and the background image(trees), we find that the trees detection probability of LLL image is higher than that of the infrared image, and the person detection probability of the infrared image is obviously higher than that of LLL image. The detection probability of fusion image for one person and trees is higher than that of single detector. Therefore, image fusion can significantly enlarge recognition probability and improve detection efficiency.

Calculating the Probability of Returning a Loan with Binary Probability Models

Directory of Open Access Journals (Sweden)

Julian Vasilev

2014-12-01

Full Text Available The purpose of this article is to give a new approach in calculating the probability of returning a loan. A lot of factors affect the value of the probability. In this article by using statistical and econometric models some influencing factors are proved. The main approach is concerned with applying probit and logit models in loan management institutions. A new aspect of the credit risk analysis is given. Calculating the probability of returning a loan is a difficult task. We assume that specific data fields concerning the contract (month of signing, year of signing, given sum and data fields concerning the borrower of the loan (month of birth, year of birth (age, gender, region, where he/she lives may be independent variables in a binary logistics model with a dependent variable “the probability of returning a loan”. It is proved that the month of signing a contract, the year of signing a contract, the gender and the age of the loan owner do not affect the probability of returning a loan. It is proved that the probability of returning a loan depends on the sum of contract, the remoteness of the loan owner and the month of birth. The probability of returning a loan increases with the increase of the given sum, decreases with the proximity of the customer, increases for people born in the beginning of the year and decreases for people born at the end of the year.

Probability of detection as a function of multiple influencing parameters

Energy Technology Data Exchange (ETDEWEB)

Pavlovic, Mato

2014-10-15

Non-destructive testing is subject to measurement uncertainties. In safety critical applications the reliability assessment of its capability to detect flaws is therefore necessary. In most applications, the flaw size is the single most important parameter that influences the probability of detection (POD) of the flaw. That is why the POD is typically calculated and expressed as a function of the flaw size. The capability of the inspection system to detect flaws is established by comparing the size of reliably detected flaw with the size of the flaw that is critical for the structural integrity. Applications where several factors have an important influence on the POD are investigated in this dissertation. To devise a reliable estimation of the NDT system capability it is necessary to express the POD as a function of all these factors. A multi-parameter POD model is developed. It enables POD to be calculated and expressed as a function of several influencing parameters. The model was tested on the data from the ultrasonic inspection of copper and cast iron components with artificial flaws. Also, a technique to spatially present POD data called the volume POD is developed. The fusion of the POD data coming from multiple inspections of the same component with different sensors is performed to reach the overall POD of the inspection system.

Probability of detection as a function of multiple influencing parameters

International Nuclear Information System (INIS)

Pavlovic, Mato

2014-01-01

Non-destructive testing is subject to measurement uncertainties. In safety critical applications the reliability assessment of its capability to detect flaws is therefore necessary. In most applications, the flaw size is the single most important parameter that influences the probability of detection (POD) of the flaw. That is why the POD is typically calculated and expressed as a function of the flaw size. The capability of the inspection system to detect flaws is established by comparing the size of reliably detected flaw with the size of the flaw that is critical for the structural integrity. Applications where several factors have an important influence on the POD are investigated in this dissertation. To devise a reliable estimation of the NDT system capability it is necessary to express the POD as a function of all these factors. A multi-parameter POD model is developed. It enables POD to be calculated and expressed as a function of several influencing parameters. The model was tested on the data from the ultrasonic inspection of copper and cast iron components with artificial flaws. Also, a technique to spatially present POD data called the volume POD is developed. The fusion of the POD data coming from multiple inspections of the same component with different sensors is performed to reach the overall POD of the inspection system.

Factors Affecting Detection Probability of Acoustic Tags in Coral Reefs

KAUST Repository

Bermudez, Edgar F.

2012-01-01

of the transmitter detection range and the detection probability. A one-month range test of a coded telemetric system was conducted prior to a large-scale tagging project investigating the movement of approximately 400 fishes from 30 species on offshore coral reefs

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.

Evaluating species richness: biased ecological inference results from spatial heterogeneity in species detection probabilities

Science.gov (United States)

McNew, Lance B.; Handel, Colleen M.

2015-01-01

Accurate estimates of species richness are necessary to test predictions of ecological theory and evaluate biodiversity for conservation purposes. However, species richness is difficult to measure in the field because some species will almost always be overlooked due to their cryptic nature or the observer's failure to perceive their cues. Common measures of species richness that assume consistent observability across species are inviting because they may require only single counts of species at survey sites. Single-visit estimation methods ignore spatial and temporal variation in species detection probabilities related to survey or site conditions that may confound estimates of species richness. We used simulated and empirical data to evaluate the bias and precision of raw species counts, the limiting forms of jackknife and Chao estimators, and multi-species occupancy models when estimating species richness to evaluate whether the choice of estimator can affect inferences about the relationships between environmental conditions and community size under variable detection processes. Four simulated scenarios with realistic and variable detection processes were considered. Results of simulations indicated that (1) raw species counts were always biased low, (2) single-visit jackknife and Chao estimators were significantly biased regardless of detection process, (3) multispecies occupancy models were more precise and generally less biased than the jackknife and Chao estimators, and (4) spatial heterogeneity resulting from the effects of a site covariate on species detection probabilities had significant impacts on the inferred relationships between species richness and a spatially explicit environmental condition. For a real dataset of bird observations in northwestern Alaska, the four estimation methods produced different estimates of local species richness, which severely affected inferences about the effects of shrubs on local avian richness. Overall, our results

Count data, detection probabilities, and the demography, dynamics, distribution, and decline of amphibians.

Science.gov (United States)

Schmidt, Benedikt R

2003-08-01

The evidence for amphibian population declines is based on count data that were not adjusted for detection probabilities. Such data are not reliable even when collected using standard methods. The formula C = Np (where C is a count, N the true parameter value, and p is a detection probability) relates count data to demography, population size, or distributions. With unadjusted count data, one assumes a linear relationship between C and N and that p is constant. These assumptions are unlikely to be met in studies of amphibian populations. Amphibian population data should be based on methods that account for detection probabilities.

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....

Monitoring Least Bitterns (Ixobrychis exilis) in Vermont: Detection probability and occupancy modeling

Science.gov (United States)

Cherukuri, Aswini; Strong, Allan; Donovan, Therese M.

2018-01-01

Ixobrychus exillis (Least Bittern) is listed as a species of high concern in the North American Waterbird Conservation Plan and is a US Fish and Wildlife Service migratory bird species of conservation concern in the Northeast. Little is known about the population of Least Bitterns in the Northeast because of their low population density, tendency to nest in dense wetland vegetation, and secretive behavior. Urban and agricultural development is expected to encroach on and degrade suitable wetland habitat; however, we cannot predict the effects on Least Bittern populations without more accurate information on their abundance and distribution. We conducted surveys of wetlands in Vermont to assess the efficacy of a monitoring protocol and to establish baseline Least Bittern abundance and distribution data at a sample of 29 wetland sites. Surveys yielded detections of 31 individuals at 15 of 29 sites across 3 biophysical regions and at 5 sites where occupancy had not been previously reported. Probability of occupancy was positively related to wetland size and number of patches, though the relationships were not strong enough to conclude if these were true determinants of occupancy. Call—response broadcast surveys yielded 30 detections, while passive surveys yielded 13. Call—response broadcasts (P = 0.897) increased the rate of detection by 55% compared to passive surveys (P = 0.577). Our results suggest that call—response broadcast surveys are an effective means of assessing Least Bittern occupancy and may reduce bias in long-term monitoring programs.

Optimize the Coverage Probability of Prediction Interval for Anomaly Detection of Sensor-Based Monitoring Series

Directory of Open Access Journals (Sweden)

Jingyue Pang

2018-03-01

Full Text Available Effective anomaly detection of sensing data is essential for identifying potential system failures. Because they require no prior knowledge or accumulated labels, and provide uncertainty presentation, the probability prediction methods (e.g., Gaussian process regression (GPR and relevance vector machine (RVM are especially adaptable to perform anomaly detection for sensing series. Generally, one key parameter of prediction models is coverage probability (CP, which controls the judging threshold of the testing sample and is generally set to a default value (e.g., 90% or 95%. There are few criteria to determine the optimal CP for anomaly detection. Therefore, this paper designs a graphic indicator of the receiver operating characteristic curve of prediction interval (ROC-PI based on the definition of the ROC curve which can depict the trade-off between the PI width and PI coverage probability across a series of cut-off points. Furthermore, the Youden index is modified to assess the performance of different CPs, by the minimization of which the optimal CP is derived by the simulated annealing (SA algorithm. Experiments conducted on two simulation datasets demonstrate the validity of the proposed method. Especially, an actual case study on sensing series from an on-orbit satellite illustrates its significant performance in practical application.

More efficient integrated safeguards by applying a reasonable detection probability for maintaining low presence probability of undetected nuclear proliferating activities

International Nuclear Information System (INIS)

Otsuka, Naoto

2013-01-01

Highlights: • A theoretical foundation is presented for more efficient Integrated Safeguards (IS). • Probability of undetected nuclear proliferation activities should be maintained low. • For nations under IS, the probability to start proliferation activities is very low. • The fact can decrease the detection probability of IS by dozens of percentage points. • The cost of IS per nation can be cut down by reducing inspection frequencies etc. - Abstract: A theoretical foundation is presented for implementing more efficiently the present International Atomic Energy Agency (IAEA) integrated safeguards (ISs) on the basis of fuzzy evaluation of the probability that the evaluated nation will continue peaceful activities. It is shown that by determining the presence probability of undetected nuclear proliferating activities, nations under IS can be maintained at acceptably low proliferation risk levels even if the detection probability of current IS is decreased by dozens of percentage from the present value. This makes it possible to reduce inspection frequency and the number of collected samples, allowing the IAEA to cut costs per nation. This will contribute to further promotion and application of IS to more nations by the IAEA, and more efficient utilization of IAEA resources from the viewpoint of whole IS framework

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

Probability of acoustic transmitter detections by receiver lines in Lake Huron: results of multi-year field tests and simulations

Science.gov (United States)

Hayden, Todd A.; Holbrook, Christopher M.; Binder, Thomas; Dettmers, John M.; Cooke, Steven J.; Vandergoot, Christopher S.; Krueger, Charles C.

2016-01-01

BackgroundAdvances in acoustic telemetry technology have led to an improved understanding of the spatial ecology of many freshwater and marine fish species. Understanding the performance of acoustic receivers is necessary to distinguish between tagged fish that may have been present but not detected and from those fish that were absent from the area. In this study, two stationary acoustic transmitters were deployed 250 m apart within each of four acoustic receiver lines each containing at least 10 receivers (i.e., eight acoustic transmitters) located in Saginaw Bay and central Lake Huron for nearly 2 years to determine whether the probability of detecting an acoustic transmission varied as a function of time (i.e., season), location, and distance between acoustic transmitter and receiver. Distances between acoustic transmitters and receivers ranged from 200 m to >10 km in each line. The daily observed probability of detecting an acoustic transmission was used in simulation models to estimate the probability of detecting a moving acoustic transmitter on a line of receivers.ResultsThe probability of detecting an acoustic transmitter on a receiver 1000 m away differed by month for different receiver lines in Lake Huron and Saginaw Bay but was similar for paired acoustic transmitters deployed 250 m apart within the same line. Mean probability of detecting an acoustic transmitter at 1000 m calculated over the study period varied among acoustic transmitters 250 m apart within a line and differed among receiver lines in Lake Huron and Saginaw Bay. The simulated probability of detecting a moving acoustic transmitter on a receiver line was characterized by short periods of time with decreased detection. Although increased receiver spacing and higher fish movement rates decreased simulated detection probability, the location of the simulated receiver line in Lake Huron had the strongest effect on simulated detection probability.ConclusionsPerformance of receiver

Summary of intrinsic and extrinsic factors affecting detection probability of marsh birds

Science.gov (United States)

Conway, C.J.; Gibbs, J.P.

2011-01-01

Many species of marsh birds (rails, bitterns, grebes, etc.) rely exclusively on emergent marsh vegetation for all phases of their life cycle, and many organizations have become concerned about the status and persistence of this group of birds. Yet, marsh birds are notoriously difficult to monitor due to their secretive habits. We synthesized the published and unpublished literature and summarized the factors that influence detection probability of secretive marsh birds in North America. Marsh birds are more likely to respond to conspecific than heterospecific calls, and seasonal peak in vocalization probability varies among co-existing species. The effectiveness of morning versus evening surveys varies among species and locations. Vocalization probability appears to be positively correlated with density in breeding Virginia Rails (Rallus limicola), Soras (Porzana carolina), and Clapper Rails (Rallus longirostris). Movement of birds toward the broadcast source creates biases when using count data from callbroadcast surveys to estimate population density. Ambient temperature, wind speed, cloud cover, and moon phase affected detection probability in some, but not all, studies. Better estimates of detection probability are needed. We provide recommendations that would help improve future marsh bird survey efforts and a list of 14 priority information and research needs that represent gaps in our current knowledge where future resources are best directed. ?? Society of Wetland Scientists 2011.

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....

A probability space for quantum models

Science.gov (United States)

Lemmens, L. F.

2017-06-01

A probability space contains a set of outcomes, a collection of events formed by subsets of the set of outcomes and probabilities defined for all events. A reformulation in terms of propositions allows to use the maximum entropy method to assign the probabilities taking some constraints into account. The construction of a probability space for quantum models is determined by the choice of propositions, choosing the constraints and making the probability assignment by the maximum entropy method. This approach shows, how typical quantum distributions such as Maxwell-Boltzmann, Fermi-Dirac and Bose-Einstein are partly related with well-known classical distributions. The relation between the conditional probability density, given some averages as constraints and the appropriate ensemble is elucidated.

Probability of defect detection of Posiva's electron beam weld

International Nuclear Information System (INIS)

Kanzler, D.; Mueller, C.; Pitkaenen, J.

2013-12-01

The report 'Probability of Defect Detection of Posiva's electron beam weld' describes POD curves of four NDT methods radiographic testing, ultrasonic testing, eddy current testing and visual testing. POD-curves are based on the artificial defects in reference blocks. The results are devoted to the demonstration of suitability of the methods for EB weld testing. Report describes methodology and procedure applied by BAM. Report creates a link from the assessment of the reliability and inspection performance to the risk assessment process of the canister final disposal project. Report ensures the confirmation of the basic quality of the NDT methods and their capability to describe the quality of the EB-weld. The probability of detection curves are determined based on the MIL-1823 standard and it's reliability guidelines. The MIL-1823 standard was developed for the determination of integrity of gas turbine engines for the US military. In the POD-process there are determined as a key parameter for the defect detectability the a90/95 magnitudes, i.e. the size measure a of the defect, for which the lower 95 % confidence band crosses the 90 % POD level. By this way can be confirmed that defects with a size of a90/95 will be detected with 90 % probability. In case the experiment will be repeated 5 % might fall outside this confidence limit. (orig.)

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.)

Estimating occurrence and detection probabilities for stream-breeding salamanders in the Gulf Coastal Plain

Science.gov (United States)

Lamb, Jennifer Y.; Waddle, J. Hardin; Qualls, Carl P.

2017-01-01

Large gaps exist in our knowledge of the ecology of stream-breeding plethodontid salamanders in the Gulf Coastal Plain. Data describing where these salamanders are likely to occur along environmental gradients, as well as their likelihood of detection, are important for the prevention and management of amphibian declines. We used presence/absence data from leaf litter bag surveys and a hierarchical Bayesian multispecies single-season occupancy model to estimate the occurrence of five species of plethodontids across reaches in headwater streams in the Gulf Coastal Plain. Average detection probabilities were high (range = 0.432–0.942) and unaffected by sampling covariates specific to the use of litter bags (i.e., bag submergence, sampling season, in-stream cover). Estimates of occurrence probabilities differed substantially between species (range = 0.092–0.703) and were influenced by the size of the upstream drainage area and by the maximum proportion of the reach that dried. The effects of these two factors were not equivalent across species. Our results demonstrate that hierarchical multispecies models successfully estimate occurrence parameters for both rare and common stream-breeding plethodontids. The resulting models clarify how species are distributed within stream networks, and they provide baseline values that will be useful in evaluating the conservation statuses of plethodontid species within lotic systems in the Gulf Coastal Plain.

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

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

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.

Structural health monitoring and probability of detection estimation

Science.gov (United States)

Forsyth, David S.

2016-02-01

Structural health monitoring (SHM) methods are often based on nondestructive testing (NDT) sensors and are often proposed as replacements for NDT to lower cost and/or improve reliability. In order to take advantage of SHM for life cycle management, it is necessary to determine the Probability of Detection (POD) of the SHM system just as for traditional NDT to ensure that the required level of safety is maintained. Many different possibilities exist for SHM systems, but one of the attractive features of SHM versus NDT is the ability to take measurements very simply after the SHM system is installed. Using a simple statistical model of POD, some authors have proposed that very high rates of SHM system data sampling can result in high effective POD even in situations where an individual test has low POD. In this paper, we discuss the theoretical basis for determining the effect of repeated inspections, and examine data from SHM experiments against this framework to show how the effective POD from multiple tests can be estimated.

Detection probabilities for time-domain velocity estimation

DEFF Research Database (Denmark)

Jensen, Jørgen Arendt

1991-01-01

programs, it is demonstrated that the probability of correct estimation depends on the signal-to-noise ratio, transducer bandwidth, number of A-lines and number of samples used in the correlation estimate. The influence of applying a stationary echo-canceler is explained. The echo canceling can be modeled...

Simulation Model of Mobile Detection Systems

International Nuclear Information System (INIS)

Edmunds, T.; Faissol, D.; Yao, Y.

2009-01-01

In this paper, we consider a mobile source that we attempt to detect with man-portable, vehicle-mounted or boat-mounted radiation detectors. The source is assumed to transit an area populated with these mobile detectors, and the objective is to detect the source before it reaches a perimeter. We describe a simulation model developed to estimate the probability that one of the mobile detectors will come in to close proximity of the moving source and detect it. We illustrate with a maritime simulation example. Our simulation takes place in a 10 km by 5 km rectangular bay patrolled by boats equipped with 2-inch x 4-inch x 16-inch NaI detectors. Boats to be inspected enter the bay and randomly proceed to one of seven harbors on the shore. A source-bearing boat enters the mouth of the bay and proceeds to a pier on the opposite side. We wish to determine the probability that the source is detected and its range from target when detected. Patrol boats select the nearest in-bound boat for inspection and initiate an intercept course. Once within an operational range for the detection system, a detection algorithm is started. If the patrol boat confirms the source is not present, it selects the next nearest boat for inspection. Each run of the simulation ends either when a patrol successfully detects a source or when the source reaches its target. Several statistical detection algorithms have been implemented in the simulation model. First, a simple k-sigma algorithm, which alarms with the counts in a time window exceeds the mean background plus k times the standard deviation of background, is available to the user. The time window used is optimized with respect to the signal-to-background ratio for that range and relative speed. Second, a sequential probability ratio test [Wald 1947] is available, and configured in this simulation with a target false positive probability of 0.001 and false negative probability of 0.1. This test is utilized when the mobile detector maintains

Simulation Model of Mobile Detection Systems

Energy Technology Data Exchange (ETDEWEB)

Edmunds, T; Faissol, D; Yao, Y

2009-01-27

In this paper, we consider a mobile source that we attempt to detect with man-portable, vehicle-mounted or boat-mounted radiation detectors. The source is assumed to transit an area populated with these mobile detectors, and the objective is to detect the source before it reaches a perimeter. We describe a simulation model developed to estimate the probability that one of the mobile detectors will come in to close proximity of the moving source and detect it. We illustrate with a maritime simulation example. Our simulation takes place in a 10 km by 5 km rectangular bay patrolled by boats equipped with 2-inch x 4-inch x 16-inch NaI detectors. Boats to be inspected enter the bay and randomly proceed to one of seven harbors on the shore. A source-bearing boat enters the mouth of the bay and proceeds to a pier on the opposite side. We wish to determine the probability that the source is detected and its range from target when detected. Patrol boats select the nearest in-bound boat for inspection and initiate an intercept course. Once within an operational range for the detection system, a detection algorithm is started. If the patrol boat confirms the source is not present, it selects the next nearest boat for inspection. Each run of the simulation ends either when a patrol successfully detects a source or when the source reaches its target. Several statistical detection algorithms have been implemented in the simulation model. First, a simple k-sigma algorithm, which alarms with the counts in a time window exceeds the mean background plus k times the standard deviation of background, is available to the user. The time window used is optimized with respect to the signal-to-background ratio for that range and relative speed. Second, a sequential probability ratio test [Wald 1947] is available, and configured in this simulation with a target false positive probability of 0.001 and false negative probability of 0.1. This test is utilized when the mobile detector maintains

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.

Global parameter optimization for maximizing radioisotope detection probabilities at fixed false alarm rates

Energy Technology Data Exchange (ETDEWEB)

Portnoy, David, E-mail: david.portnoy@jhuapl.edu [Johns Hopkins University Applied Physics Laboratory, 11100 Johns Hopkins Road, Laurel, MD 20723 (United States); Feuerbach, Robert; Heimberg, Jennifer [Johns Hopkins University Applied Physics Laboratory, 11100 Johns Hopkins Road, Laurel, MD 20723 (United States)

2011-10-01

Today there is a tremendous amount of interest in systems that can detect radiological or nuclear threats. Many of these systems operate in extremely high throughput situations where delays caused by false alarms can have a significant negative impact. Thus, calculating the tradeoff between detection rates and false alarm rates is critical for their successful operation. Receiver operating characteristic (ROC) curves have long been used to depict this tradeoff. The methodology was first developed in the field of signal detection. In recent years it has been used increasingly in machine learning and data mining applications. It follows that this methodology could be applied to radiological/nuclear threat detection systems. However many of these systems do not fit into the classic principles of statistical detection theory because they tend to lack tractable likelihood functions and have many parameters, which, in general, do not have a one-to-one correspondence with the detection classes. This work proposes a strategy to overcome these problems by empirically finding parameter values that maximize the probability of detection for a selected number of probabilities of false alarm. To find these parameter values a statistical global optimization technique that seeks to estimate portions of a ROC curve is proposed. The optimization combines elements of simulated annealing with elements of genetic algorithms. Genetic algorithms were chosen because they can reduce the risk of getting stuck in local minima. However classic genetic algorithms operate on arrays of Booleans values or bit strings, so simulated annealing is employed to perform mutation in the genetic algorithm. The presented initial results were generated using an isotope identification algorithm developed at Johns Hopkins University Applied Physics Laboratory. The algorithm has 12 parameters: 4 real-valued and 8 Boolean. A simulated dataset was used for the optimization study; the 'threat' set of

Global parameter optimization for maximizing radioisotope detection probabilities at fixed false alarm rates

International Nuclear Information System (INIS)

Portnoy, David; Feuerbach, Robert; Heimberg, Jennifer

2011-01-01

Today there is a tremendous amount of interest in systems that can detect radiological or nuclear threats. Many of these systems operate in extremely high throughput situations where delays caused by false alarms can have a significant negative impact. Thus, calculating the tradeoff between detection rates and false alarm rates is critical for their successful operation. Receiver operating characteristic (ROC) curves have long been used to depict this tradeoff. The methodology was first developed in the field of signal detection. In recent years it has been used increasingly in machine learning and data mining applications. It follows that this methodology could be applied to radiological/nuclear threat detection systems. However many of these systems do not fit into the classic principles of statistical detection theory because they tend to lack tractable likelihood functions and have many parameters, which, in general, do not have a one-to-one correspondence with the detection classes. This work proposes a strategy to overcome these problems by empirically finding parameter values that maximize the probability of detection for a selected number of probabilities of false alarm. To find these parameter values a statistical global optimization technique that seeks to estimate portions of a ROC curve is proposed. The optimization combines elements of simulated annealing with elements of genetic algorithms. Genetic algorithms were chosen because they can reduce the risk of getting stuck in local minima. However classic genetic algorithms operate on arrays of Booleans values or bit strings, so simulated annealing is employed to perform mutation in the genetic algorithm. The presented initial results were generated using an isotope identification algorithm developed at Johns Hopkins University Applied Physics Laboratory. The algorithm has 12 parameters: 4 real-valued and 8 Boolean. A simulated dataset was used for the optimization study; the 'threat' set of spectra

Global parameter optimization for maximizing radioisotope detection probabilities at fixed false alarm rates

Science.gov (United States)

Portnoy, David; Feuerbach, Robert; Heimberg, Jennifer

2011-10-01

Today there is a tremendous amount of interest in systems that can detect radiological or nuclear threats. Many of these systems operate in extremely high throughput situations where delays caused by false alarms can have a significant negative impact. Thus, calculating the tradeoff between detection rates and false alarm rates is critical for their successful operation. Receiver operating characteristic (ROC) curves have long been used to depict this tradeoff. The methodology was first developed in the field of signal detection. In recent years it has been used increasingly in machine learning and data mining applications. It follows that this methodology could be applied to radiological/nuclear threat detection systems. However many of these systems do not fit into the classic principles of statistical detection theory because they tend to lack tractable likelihood functions and have many parameters, which, in general, do not have a one-to-one correspondence with the detection classes. This work proposes a strategy to overcome these problems by empirically finding parameter values that maximize the probability of detection for a selected number of probabilities of false alarm. To find these parameter values a statistical global optimization technique that seeks to estimate portions of a ROC curve is proposed. The optimization combines elements of simulated annealing with elements of genetic algorithms. Genetic algorithms were chosen because they can reduce the risk of getting stuck in local minima. However classic genetic algorithms operate on arrays of Booleans values or bit strings, so simulated annealing is employed to perform mutation in the genetic algorithm. The presented initial results were generated using an isotope identification algorithm developed at Johns Hopkins University Applied Physics Laboratory. The algorithm has 12 parameters: 4 real-valued and 8 Boolean. A simulated dataset was used for the optimization study; the "threat" set of spectra

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...

Binomial Test Method for Determining Probability of Detection Capability for Fracture Critical Applications

Science.gov (United States)

Generazio, Edward R.

2011-01-01

The capability of an inspection system is established by applications of various methodologies to determine the probability of detection (POD). One accepted metric of an adequate inspection system is that for a minimum flaw size and all greater flaw sizes, there is 0.90 probability of detection with 95% confidence (90/95 POD). Directed design of experiments for probability of detection (DOEPOD) has been developed to provide an efficient and accurate methodology that yields estimates of POD and confidence bounds for both Hit-Miss or signal amplitude testing, where signal amplitudes are reduced to Hit-Miss by using a signal threshold Directed DOEPOD uses a nonparametric approach for the analysis or inspection data that does require any assumptions about the particular functional form of a POD function. The DOEPOD procedure identifies, for a given sample set whether or not the minimum requirement of 0.90 probability of detection with 95% confidence is demonstrated for a minimum flaw size and for all greater flaw sizes (90/95 POD). The DOEPOD procedures are sequentially executed in order to minimize the number of samples needed to demonstrate that there is a 90/95 POD lower confidence bound at a given flaw size and that the POD is monotonic for flaw sizes exceeding that 90/95 POD flaw size. The conservativeness of the DOEPOD methodology results is discussed. Validated guidelines for binomial estimation of POD for fracture critical inspection are established.

Compensating for geographic variation in detection probability with water depth improves abundance estimates of coastal marine megafauna.

Science.gov (United States)

Hagihara, Rie; Jones, Rhondda E; Sobtzick, Susan; Cleguer, Christophe; Garrigue, Claire; Marsh, Helene

2018-01-01

The probability of an aquatic animal being available for detection is typically probability of detection is important for obtaining robust estimates of the population abundance and determining its status and trends. The dugong (Dugong dugon) is a bottom-feeding marine mammal and a seagrass community specialist. We hypothesized that the probability of a dugong being available for detection is dependent on water depth and that dugongs spend more time underwater in deep-water seagrass habitats than in shallow-water seagrass habitats. We tested this hypothesis by quantifying the depth use of 28 wild dugongs fitted with GPS satellite transmitters and time-depth recorders (TDRs) at three sites with distinct seagrass depth distributions: 1) open waters supporting extensive seagrass meadows to 40 m deep (Torres Strait, 6 dugongs, 2015); 2) a protected bay (average water depth 6.8 m) with extensive shallow seagrass beds (Moreton Bay, 13 dugongs, 2011 and 2012); and 3) a mixture of lagoon, coral and seagrass habitats to 60 m deep (New Caledonia, 9 dugongs, 2013). The fitted instruments were used to measure the times the dugongs spent in the experimentally determined detection zones under various environmental conditions. The estimated probability of detection was applied to aerial survey data previously collected at each location. In general, dugongs were least available for detection in Torres Strait, and the population estimates increased 6-7 fold using depth-specific availability correction factors compared with earlier estimates that assumed homogeneous detection probability across water depth and location. Detection probabilities were higher in Moreton Bay and New Caledonia than Torres Strait because the water transparency in these two locations was much greater than in Torres Strait and the effect of correcting for depth-specific detection probability much less. The methodology has application to visual survey of coastal megafauna including surveys using Unmanned

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...

Partitioning detectability components in populations subject to within-season temporary emigration using binomial mixture models.

Directory of Open Access Journals (Sweden)

Katherine M O'Donnell

Full Text Available Detectability of individual animals is highly variable and nearly always < 1; imperfect detection must be accounted for to reliably estimate population sizes and trends. Hierarchical models can simultaneously estimate abundance and effective detection probability, but there are several different mechanisms that cause variation in detectability. Neglecting temporary emigration can lead to biased population estimates because availability and conditional detection probability are confounded. In this study, we extend previous hierarchical binomial mixture models to account for multiple sources of variation in detectability. The state process of the hierarchical model describes ecological mechanisms that generate spatial and temporal patterns in abundance, while the observation model accounts for the imperfect nature of counting individuals due to temporary emigration and false absences. We illustrate our model's potential advantages, including the allowance of temporary emigration between sampling periods, with a case study of southern red-backed salamanders Plethodon serratus. We fit our model and a standard binomial mixture model to counts of terrestrial salamanders surveyed at 40 sites during 3-5 surveys each spring and fall 2010-2012. Our models generated similar parameter estimates to standard binomial mixture models. Aspect was the best predictor of salamander abundance in our case study; abundance increased as aspect became more northeasterly. Increased time-since-rainfall strongly decreased salamander surface activity (i.e. availability for sampling, while higher amounts of woody cover objects and rocks increased conditional detection probability (i.e. probability of capture, given an animal is exposed to sampling. By explicitly accounting for both components of detectability, we increased congruence between our statistical modeling and our ecological understanding of the system. We stress the importance of choosing survey locations and

A study on the effect of flaw detection probability assumptions on risk reduction achieved by non-destructive inspection

International Nuclear Information System (INIS)

Cronvall, O.; Simola, K.; Männistö, I.; Gunnars, J.; Alverlind, L.; Dillström, P.; Gandossi, L.

2012-01-01

Leakages and ruptures of piping components lead to reduction or loss of the pressure retaining capability of the system, and thus contribute to the overall risk associated with nuclear power plants. In-service inspection (ISI) aims at verifying that defects are not present in components of the pressure boundary or, if defects are present, ensuring that these are detected before they affect the safe operation of the plant. Reliability estimates of piping are needed e.g., in probabilistic safety assessment (PSA) studies, risk-informed ISI (RI-ISI) applications, and other structural reliability assessments. Probabilistic fracture mechanics models can account for ISI reliability, but a quantitative estimate for the latter is needed. This is normally expressed in terms of probability of detection (POD) curves, which correlate the probability of detecting a flaw with flaw size. A detailed POD curve is often difficult (or practically impossible) to obtain. If sufficient risk reduction can be shown by using simplified (but reasonably conservative) POD estimates, more complex PODs are not needed. This paper summarises the results of a study on the effect of piping inspection reliability assumptions on failure probability using structural reliability models. The main interest was to investigate whether it is justifiable to use a simplified POD curve. Further, the study compared various structural reliability calculation approaches for a set of analysis cases. The results indicate that the use of a simplified POD could be justifiable in RI-ISI applications.

Accounting for detectability in fish distribution models: an approach based on time-to-first-detection

Directory of Open Access Journals (Sweden)

Mário Ferreira

2015-12-01

Full Text Available Imperfect detection (i.e., failure to detect a species when the species is present is increasingly recognized as an important source of uncertainty and bias in species distribution modeling. Although methods have been developed to solve this problem by explicitly incorporating variation in detectability in the modeling procedure, their use in freshwater systems remains limited. This is probably because most methods imply repeated sampling (≥ 2 of each location within a short time frame, which may be impractical or too expensive in most studies. Here we explore a novel approach to control for detectability based on the time-to-first-detection, which requires only a single sampling occasion and so may find more general applicability in freshwaters. The approach uses a Bayesian framework to combine conventional occupancy modeling with techniques borrowed from parametric survival analysis, jointly modeling factors affecting the probability of occupancy and the time required to detect a species. To illustrate the method, we modeled large scale factors (elevation, stream order and precipitation affecting the distribution of six fish species in a catchment located in north-eastern Portugal, while accounting for factors potentially affecting detectability at sampling points (stream depth and width. Species detectability was most influenced by depth and to lesser extent by stream width and tended to increase over time for most species. Occupancy was consistently affected by stream order, elevation and annual precipitation. These species presented a widespread distribution with higher uncertainty in tributaries and upper stream reaches. This approach can be used to estimate sampling efficiency and provide a practical framework to incorporate variations in the detection rate in fish distribution models.

Effects of population variability on the accuracy of detection probability estimates

DEFF Research Database (Denmark)

Ordonez Gloria, Alejandro

2011-01-01

Observing a constant fraction of the population over time, locations, or species is virtually impossible. Hence, quantifying this proportion (i.e. detection probability) is an important task in quantitative population ecology. In this study we determined, via computer simulations, the ef- fect of...

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...

Detection probability of least tern and piping plover chicks in a large river system

Science.gov (United States)

Roche, Erin A.; Shaffer, Terry L.; Anteau, Michael J.; Sherfy, Mark H.; Stucker, Jennifer H.; Wiltermuth, Mark T.; Dovichin, Colin M.

2014-01-01

Monitoring the abundance and stability of populations of conservation concern is often complicated by an inability to perfectly detect all members of the population. Mark-recapture offers a flexible framework in which one may identify factors contributing to imperfect detection, while at the same time estimating demographic parameters such as abundance or survival. We individually color-marked, recaptured, and re-sighted 1,635 federally listed interior least tern (Sternula antillarum; endangered) chicks and 1,318 piping plover (Charadrius melodus; threatened) chicks from 2006 to 2009 at 4 study areas along the Missouri River and investigated effects of observer-, subject-, and site-level covariates suspected of influencing detection. Increasing the time spent searching and crew size increased the probability of detecting both species regardless of study area and detection methods were not associated with decreased survival. However, associations between detection probability and the investigated covariates were highly variable by study area and species combinations, indicating that a universal mark-recapture design may not be appropriate.

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.

Probability of detecting perchlorate under natural conditions in deep groundwater in California and the Southwestern United States

Science.gov (United States)

Fram, Miranda S.; Belitz, Kenneth

2011-01-01

We use data from 1626 groundwater samples collected in California, primarily from public drinking water supply wells, to investigate the distribution of perchlorate in deep groundwater under natural conditions. The wells were sampled for the California Groundwater Ambient Monitoring and Assessment Priority Basin Project. We develop a logistic regression model for predicting probabilities of detecting perchlorate at concentrations greater than multiple threshold concentrations as a function of climate (represented by an aridity index) and potential anthropogenic contributions of perchlorate (quantified as an anthropogenic score, AS). AS is a composite categorical variable including terms for nitrate, pesticides, and volatile organic compounds. Incorporating water-quality parameters in AS permits identification of perturbation of natural occurrence patterns by flushing of natural perchlorate salts from unsaturated zones by irrigation recharge as well as addition of perchlorate from industrial and agricultural sources. The data and model results indicate low concentrations (0.1-0.5 μg/L) of perchlorate occur under natural conditions in groundwater across a wide range of climates, beyond the arid to semiarid climates in which they mostly have been previously reported. The probability of detecting perchlorate at concentrations greater than 0.1 μg/L under natural conditions ranges from 50-70% in semiarid to arid regions of California and the Southwestern United States to 5-15% in the wettest regions sampled (the Northern California coast). The probability of concentrations above 1 μg/L under natural conditions is low (generally <3%).

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.

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.

Imperfection detection probability at ultrasonic testing of reactor vessels

International Nuclear Information System (INIS)

Kazinczy, F. de; Koernvik, L.Aa.

1980-02-01

The report is a lecture given at a symposium organized by the Swedish nuclear power inspectorate on February 1980. Equipments, calibration and testing procedures are reported. The estimation of defect detection probability for ultrasonic tests and the reliability of literature data are discussed. Practical testing of reactor vessels and welded joints are described. Swedish test procedures are compared with other countries. Series of test data for welded joints of the OKG-2 reactor are presented. Future recommendations for testing procedures are made. (GBn)

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

Camera trap arrays improve detection probability of wildlife: Investigating study design considerations using an empirical dataset.

Science.gov (United States)

O'Connor, Kelly M; Nathan, Lucas R; Liberati, Marjorie R; Tingley, Morgan W; Vokoun, Jason C; Rittenhouse, Tracy A G

2017-01-01

Camera trapping is a standard tool in ecological research and wildlife conservation. Study designs, particularly for small-bodied or cryptic wildlife species often attempt to boost low detection probabilities by using non-random camera placement or baited cameras, which may bias data, or incorrectly estimate detection and occupancy. We investigated the ability of non-baited, multi-camera arrays to increase detection probabilities of wildlife. Study design components were evaluated for their influence on wildlife detectability by iteratively parsing an empirical dataset (1) by different sizes of camera arrays deployed (1-10 cameras), and (2) by total season length (1-365 days). Four species from our dataset that represented a range of body sizes and differing degrees of presumed detectability based on life history traits were investigated: white-tailed deer (Odocoileus virginianus), bobcat (Lynx rufus), raccoon (Procyon lotor), and Virginia opossum (Didelphis virginiana). For all species, increasing from a single camera to a multi-camera array significantly improved detection probability across the range of season lengths and number of study sites evaluated. The use of a two camera array increased survey detection an average of 80% (range 40-128%) from the detection probability of a single camera across the four species. Species that were detected infrequently benefited most from a multiple-camera array, where the addition of up to eight cameras produced significant increases in detectability. However, for species detected at high frequencies, single cameras produced a season-long (i.e, the length of time over which cameras are deployed and actively monitored) detectability greater than 0.75. These results highlight the need for researchers to be critical about camera trap study designs based on their intended target species, as detectability for each focal species responded differently to array size and season length. We suggest that researchers a priori identify

Camera trap arrays improve detection probability of wildlife: Investigating study design considerations using an empirical dataset.

Directory of Open Access Journals (Sweden)

Kelly M O'Connor

Full Text Available Camera trapping is a standard tool in ecological research and wildlife conservation. Study designs, particularly for small-bodied or cryptic wildlife species often attempt to boost low detection probabilities by using non-random camera placement or baited cameras, which may bias data, or incorrectly estimate detection and occupancy. We investigated the ability of non-baited, multi-camera arrays to increase detection probabilities of wildlife. Study design components were evaluated for their influence on wildlife detectability by iteratively parsing an empirical dataset (1 by different sizes of camera arrays deployed (1-10 cameras, and (2 by total season length (1-365 days. Four species from our dataset that represented a range of body sizes and differing degrees of presumed detectability based on life history traits were investigated: white-tailed deer (Odocoileus virginianus, bobcat (Lynx rufus, raccoon (Procyon lotor, and Virginia opossum (Didelphis virginiana. For all species, increasing from a single camera to a multi-camera array significantly improved detection probability across the range of season lengths and number of study sites evaluated. The use of a two camera array increased survey detection an average of 80% (range 40-128% from the detection probability of a single camera across the four species. Species that were detected infrequently benefited most from a multiple-camera array, where the addition of up to eight cameras produced significant increases in detectability. However, for species detected at high frequencies, single cameras produced a season-long (i.e, the length of time over which cameras are deployed and actively monitored detectability greater than 0.75. These results highlight the need for researchers to be critical about camera trap study designs based on their intended target species, as detectability for each focal species responded differently to array size and season length. We suggest that researchers a priori

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.

Variable terrestrial GPS telemetry detection rates: Addressing the probability of successful acquisitions

Science.gov (United States)

Ironside, Kirsten E.; Mattson, David J.; Choate, David; Stoner, David; Arundel, Terry; Hansen, Jered R.; Theimer, Tad; Holton, Brandon; Jansen, Brian; Sexton, Joseph O.; Longshore, Kathleen M.; Edwards, Thomas C.; Peters, Michael

2017-01-01

Studies using global positioning system (GPS) telemetry rarely result in 100% fix success rates (FSR), which may bias datasets because data loss is systematic rather than a random process. Previous spatially explicit models developed to correct for sampling bias have been limited to small study areas, a small range of data loss, or were study-area specific. We modeled environmental effects on FSR from desert to alpine biomes, investigated the full range of potential data loss (0–100% FSR), and evaluated whether animal body position can contribute to lower FSR because of changes in antenna orientation based on GPS detection rates for 4 focal species: cougars (Puma concolor), desert bighorn sheep (Ovis canadensis nelsoni), Rocky Mountain elk (Cervus elaphus nelsoni), and mule deer (Odocoileus hemionus). Terrain exposure and height of over story vegetation were the most influential factors affecting FSR. Model evaluation showed a strong correlation (0.88) between observed and predicted FSR and no significant differences between predicted and observed FSRs using 2 independent validation datasets. We found that cougars and canyon-dwelling bighorn sheep may select for environmental features that influence their detectability by GPS technology, mule deer may select against these features, and elk appear to be nonselective. We observed temporal patterns in missed fixes only for cougars. We provide a model for cougars, predicting fix success by time of day that is likely due to circadian changes in collar orientation and selection of daybed sites. We also provide a model predicting the probability of GPS fix acquisitions given environmental conditions, which had a strong relationship (r 2 = 0.82) with deployed collar FSRs across species.

Modeling experiments using quantum and Kolmogorov probability

International Nuclear Information System (INIS)

Hess, Karl

2008-01-01

Criteria are presented that permit a straightforward partition of experiments into sets that can be modeled using both quantum probability and the classical probability framework of Kolmogorov. These new criteria concentrate on the operational aspects of the experiments and lead beyond the commonly appreciated partition by relating experiments to commuting and non-commuting quantum operators as well as non-entangled and entangled wavefunctions. In other words the space of experiments that can be understood using classical probability is larger than usually assumed. This knowledge provides advantages for areas such as nanoscience and engineering or quantum computation.

Bayesian network models for error detection in radiotherapy plans

International Nuclear Information System (INIS)

Kalet, Alan M; Ford, Eric C; Phillips, Mark H; Gennari, John H

2015-01-01

The purpose of this study is to design and develop a probabilistic network for detecting errors in radiotherapy plans for use at the time of initial plan verification. Our group has initiated a multi-pronged approach to reduce these errors. We report on our development of Bayesian models of radiotherapy plans. Bayesian networks consist of joint probability distributions that define the probability of one event, given some set of other known information. Using the networks, we find the probability of obtaining certain radiotherapy parameters, given a set of initial clinical information. A low probability in a propagated network then corresponds to potential errors to be flagged for investigation. To build our networks we first interviewed medical physicists and other domain experts to identify the relevant radiotherapy concepts and their associated interdependencies and to construct a network topology. Next, to populate the network’s conditional probability tables, we used the Hugin Expert software to learn parameter distributions from a subset of de-identified data derived from a radiation oncology based clinical information database system. These data represent 4990 unique prescription cases over a 5 year period. Under test case scenarios with approximately 1.5% introduced error rates, network performance produced areas under the ROC curve of 0.88, 0.98, and 0.89 for the lung, brain and female breast cancer error detection networks, respectively. Comparison of the brain network to human experts performance (AUC of 0.90 ± 0.01) shows the Bayes network model performs better than domain experts under the same test conditions. Our results demonstrate the feasibility and effectiveness of comprehensive probabilistic models as part of decision support systems for improved detection of errors in initial radiotherapy plan verification procedures. (paper)

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...

A fast algorithm for estimating transmission probabilities in QTL detection designs with dense maps

Directory of Open Access Journals (Sweden)

Gilbert Hélène

2009-11-01

Full Text Available Abstract Background In the case of an autosomal locus, four transmission events from the parents to progeny are possible, specified by the grand parental origin of the alleles inherited by this individual. Computing the probabilities of these transmission events is essential to perform QTL detection methods. Results A fast algorithm for the estimation of these probabilities conditional to parental phases has been developed. It is adapted to classical QTL detection designs applied to outbred populations, in particular to designs composed of half and/or full sib families. It assumes the absence of interference. Conclusion The theory is fully developed and an example is given.

Estimating factors influencing the detection probability of semiaquatic freshwater snails using quadrat survey methods

Science.gov (United States)

Roesler, Elizabeth L.; Grabowski, Timothy B.

2018-01-01

Developing effective monitoring methods for elusive, rare, or patchily distributed species requires extra considerations, such as imperfect detection. Although detection is frequently modeled, the opportunity to assess it empirically is rare, particularly for imperiled species. We used Pecos assiminea (Assiminea pecos), an endangered semiaquatic snail, as a case study to test detection and accuracy issues surrounding quadrat searches. Quadrats (9 × 20 cm; n = 12) were placed in suitable Pecos assiminea habitat and randomly assigned a treatment, defined as the number of empty snail shells (0, 3, 6, or 9). Ten observers rotated through each quadrat, conducting 5-min visual searches for shells. The probability of detecting a shell when present was 67.4 ± 3.0%, but it decreased with the increasing litter depth and fewer number of shells present. The mean (± SE) observer accuracy was 25.5 ± 4.3%. Accuracy was positively correlated to the number of shells in the quadrat and negatively correlated to the number of times a quadrat was searched. The results indicate quadrat surveys likely underrepresent true abundance, but accurately determine the presence or absence. Understanding detection and accuracy of elusive, rare, or imperiled species improves density estimates and aids in monitoring and conservation efforts.

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

Modeling the probability distribution of peak discharge for infiltrating hillslopes

Science.gov (United States)

Baiamonte, Giorgio; Singh, Vijay P.

2017-07-01

Hillslope response plays a fundamental role in the prediction of peak discharge at the basin outlet. The peak discharge for the critical duration of rainfall and its probability distribution are needed for designing urban infrastructure facilities. This study derives the probability distribution, denoted as GABS model, by coupling three models: (1) the Green-Ampt model for computing infiltration, (2) the kinematic wave model for computing discharge hydrograph from the hillslope, and (3) the intensity-duration-frequency (IDF) model for computing design rainfall intensity. The Hortonian mechanism for runoff generation is employed for computing the surface runoff hydrograph. Since the antecedent soil moisture condition (ASMC) significantly affects the rate of infiltration, its effect on the probability distribution of peak discharge is investigated. Application to a watershed in Sicily, Italy, shows that with the increase of probability, the expected effect of ASMC to increase the maximum discharge diminishes. Only for low values of probability, the critical duration of rainfall is influenced by ASMC, whereas its effect on the peak discharge seems to be less for any probability. For a set of parameters, the derived probability distribution of peak discharge seems to be fitted by the gamma distribution well. Finally, an application to a small watershed, with the aim to test the possibility to arrange in advance the rational runoff coefficient tables to be used for the rational method, and a comparison between peak discharges obtained by the GABS model with those measured in an experimental flume for a loamy-sand soil were carried out.

Optimal Sample Size for Probability of Detection Curves

International Nuclear Information System (INIS)

Annis, Charles; Gandossi, Luca; Martin, Oliver

2012-01-01

The use of Probability of Detection (POD) curves to quantify NDT reliability is common in the aeronautical industry, but relatively less so in the nuclear industry. The European Network for Inspection Qualification's (ENIQ) Inspection Qualification Methodology is based on the concept of Technical Justification, a document assembling all the evidence to assure that the NDT system in focus is indeed capable of finding the flaws for which it was designed. This methodology has become widely used in many countries, but the assurance it provides is usually of qualitative nature. The need to quantify the output of inspection qualification has become more important, especially as structural reliability modelling and quantitative risk-informed in-service inspection methodologies become more widely used. To credit the inspections in structural reliability evaluations, a measure of the NDT reliability is necessary. A POD curve provides such metric. In 2010 ENIQ developed a technical report on POD curves, reviewing the statistical models used to quantify inspection reliability. Further work was subsequently carried out to investigate the issue of optimal sample size for deriving a POD curve, so that adequate guidance could be given to the practitioners of inspection reliability. Manufacturing of test pieces with cracks that are representative of real defects found in nuclear power plants (NPP) can be very expensive. Thus there is a tendency to reduce sample sizes and in turn reduce the conservatism associated with the POD curve derived. Not much guidance on the correct sample size can be found in the published literature, where often qualitative statements are given with no further justification. The aim of this paper is to summarise the findings of such work. (author)

Improving Ranking Using Quantum Probability

OpenAIRE

Melucci, Massimo

2011-01-01

The paper shows that ranking information units by quantum probability differs from ranking them by classical probability provided the same data used for parameter estimation. As probability of detection (also known as recall or power) and probability of false alarm (also known as fallout or size) measure the quality of ranking, we point out and show that ranking by quantum probability yields higher probability of detection than ranking by classical probability provided a given probability of ...

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...

Pipe fracture evaluations for leak-rate detection: Probabilistic models

International Nuclear Information System (INIS)

Rahman, S.; Wilkowski, G.; Ghadiali, N.

1993-01-01

This is the second in series of three papers generated from studies on nuclear pipe fracture evaluations for leak-rate detection. This paper focuses on the development of novel probabilistic models for stochastic performance evaluation of degraded nuclear piping systems. It was accomplished here in three distinct stages. First, a statistical analysis was conducted to characterize various input variables for thermo-hydraulic analysis and elastic-plastic fracture mechanics, such as material properties of pipe, crack morphology variables, and location of cracks found in nuclear piping. Second, a new stochastic model was developed to evaluate performance of degraded piping systems. It is based on accurate deterministic models for thermo-hydraulic and fracture mechanics analyses described in the first paper, statistical characterization of various input variables, and state-of-the-art methods of modem structural reliability theory. From this model. the conditional probability of failure as a function of leak-rate detection capability of the piping systems can be predicted. Third, a numerical example was presented to illustrate the proposed model for piping reliability analyses. Results clearly showed that the model provides satisfactory estimates of conditional failure probability with much less computational effort when compared with those obtained from Monte Carlo simulation. The probabilistic model developed in this paper will be applied to various piping in boiling water reactor and pressurized water reactor plants for leak-rate detection applications

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).

Partitioning detectability components in populations subject to within-season temporary emigration using binomial mixture models.

Science.gov (United States)

O'Donnell, Katherine M; Thompson, Frank R; Semlitsch, Raymond D

2015-01-01

Detectability of individual animals is highly variable and nearly always binomial mixture models to account for multiple sources of variation in detectability. The state process of the hierarchical model describes ecological mechanisms that generate spatial and temporal patterns in abundance, while the observation model accounts for the imperfect nature of counting individuals due to temporary emigration and false absences. We illustrate our model's potential advantages, including the allowance of temporary emigration between sampling periods, with a case study of southern red-backed salamanders Plethodon serratus. We fit our model and a standard binomial mixture model to counts of terrestrial salamanders surveyed at 40 sites during 3-5 surveys each spring and fall 2010-2012. Our models generated similar parameter estimates to standard binomial mixture models. Aspect was the best predictor of salamander abundance in our case study; abundance increased as aspect became more northeasterly. Increased time-since-rainfall strongly decreased salamander surface activity (i.e. availability for sampling), while higher amounts of woody cover objects and rocks increased conditional detection probability (i.e. probability of capture, given an animal is exposed to sampling). By explicitly accounting for both components of detectability, we increased congruence between our statistical modeling and our ecological understanding of the system. We stress the importance of choosing survey locations and protocols that maximize species availability and conditional detection probability to increase population parameter estimate reliability.

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.

Probability Modeling and Thinking: What Can We Learn from Practice?

Science.gov (United States)

Pfannkuch, Maxine; Budgett, Stephanie; Fewster, Rachel; Fitch, Marie; Pattenwise, Simeon; Wild, Chris; Ziedins, Ilze

2016-01-01

Because new learning technologies are enabling students to build and explore probability models, we believe that there is a need to determine the big enduring ideas that underpin probabilistic thinking and modeling. By uncovering the elements of the thinking modes of expert users of probability models we aim to provide a base for the setting of…

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)

Comparing a recursive digital filter with the moving-average and sequential probability-ratio detection methods for SNM portal monitors

International Nuclear Information System (INIS)

Fehlau, P.E.

1993-01-01

The author compared a recursive digital filter proposed as a detection method for French special nuclear material monitors with the author's detection methods, which employ a moving-average scaler or a sequential probability-ratio test. Each of these nine test subjects repeatedly carried a test source through a walk-through portal monitor that had the same nuisance-alarm rate with each method. He found that the average detection probability for the test source is also the same for each method. However, the recursive digital filter may have on drawback: its exponentially decreasing response to past radiation intensity prolongs the impact of any interference from radiation sources of radiation-producing machinery. He also examined the influence of each test subject on the monitor's operation by measuring individual attenuation factors for background and source radiation, then ranked the subjects' attenuation factors against their individual probabilities for detecting the test source. The one inconsistent ranking was probably caused by that subject's unusually long stride when passing through the portal

Time-series models on somatic cell score improve detection of matistis

DEFF Research Database (Denmark)

Norberg, E; Korsgaard, I R; Sloth, K H M N

2008-01-01

In-line detection of mastitis using frequent milk sampling was studied in 241 cows in a Danish research herd. Somatic cell scores obtained at a daily basis were analyzed using a mixture of four time-series models. Probabilities were assigned to each model for the observations to belong to a normal...... "steady-state" development, change in "level", change of "slope" or "outlier". Mastitis was indicated from the sum of probabilities for the "level" and "slope" models. Time-series models were based on the Kalman filter. Reference data was obtained from veterinary assessment of health status combined...... with bacteriological findings. At a sensitivity of 90% the corresponding specificity was 68%, which increased to 83% using a one-step back smoothing. It is concluded that mixture models based on Kalman filters are efficient in handling in-line sensor data for detection of mastitis and may be useful for similar...

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.

An integrated logit model for contamination event detection in water distribution systems.

Science.gov (United States)

Housh, Mashor; Ostfeld, Avi

2015-05-15

The problem of contamination event detection in water distribution systems has become one of the most challenging research topics in water distribution systems analysis. Current attempts for event detection utilize a variety of approaches including statistical, heuristics, machine learning, and optimization methods. Several existing event detection systems share a common feature in which alarms are obtained separately for each of the water quality indicators. Unifying those single alarms from different indicators is usually performed by means of simple heuristics. A salient feature of the current developed approach is using a statistically oriented model for discrete choice prediction which is estimated using the maximum likelihood method for integrating the single alarms. The discrete choice model is jointly calibrated with other components of the event detection system framework in a training data set using genetic algorithms. The fusing process of each indicator probabilities, which is left out of focus in many existing event detection system models, is confirmed to be a crucial part of the system which could be modelled by exploiting a discrete choice model for improving its performance. The developed methodology is tested on real water quality data, showing improved performances in decreasing the number of false positive alarms and in its ability to detect events with higher probabilities, compared to previous studies. Copyright © 2015 Elsevier Ltd. All rights reserved.

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.

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 ...

Device to detect the presence of a pure signal in a discrete noisy signal measured at an average rate of constant noise with a probability of false detection lower than one predeterminated

International Nuclear Information System (INIS)

Poussier, E.; Rambaut, M.

1986-01-01

Detection consists of a measurement of a counting rate. A probability of wrong detection is associated with this counting rate and with an average estimated rate of noise. Detection consists also in comparing the wrong detection probability to a predeterminated rate of wrong detection. The comparison can use tabulated values. Application is made to corpuscule radiation detection [fr

An Estimation of a Passive Infra-Red Sensor Probability of Detection

International Nuclear Information System (INIS)

Osman, E.A.; El-Gazar, M.I.; Shaat, M.K.; El-Kafas, A.A.; Zidan, W.I.; Wadoud, A.A.

2009-01-01

Passive Infera-Red (PIR) sensors are one of many detection sensors are used to detect any intrusion process of the nuclear sites. In this work, an estimation of a PIR Sensor's Probability of Detection of a hypothetical facility is presented. sensor performance testing performed to determine whether a particular sensor will be acceptable in a proposed design. We have access to a sensor test field in which the sensor of interest is already properly installed and the parameters have been set to optimal levels by preliminary testing. The PIR sensor construction, operation and design for the investigated nuclear site are explained. Walking and running intrusion tests were carried out inside the field areas of the PIR sensor to evaluate the sensor performance during the intrusion process. 10 trials experimentally performed for achieving the intrusion process via a passive infra-red sensor's network system. The performance and intrusion senses of PIR sensors inside the internal zones was recorded and evaluated.

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.

Developing a probability-based model of aquifer vulnerability in an agricultural region

Science.gov (United States)

Chen, Shih-Kai; Jang, Cheng-Shin; Peng, Yi-Huei

2013-04-01

SummaryHydrogeological settings of aquifers strongly influence the regional groundwater movement and pollution processes. Establishing a map of aquifer vulnerability is considerably critical for planning a scheme of groundwater quality protection. This study developed a novel probability-based DRASTIC model of aquifer vulnerability in the Choushui River alluvial fan, Taiwan, using indicator kriging and to determine various risk categories of contamination potentials based on estimated vulnerability indexes. Categories and ratings of six parameters in the probability-based DRASTIC model were probabilistically characterized according to the parameter classification methods of selecting a maximum estimation probability and calculating an expected value. Moreover, the probability-based estimation and assessment gave us an excellent insight into propagating the uncertainty of parameters due to limited observation data. To examine the prediction capacity of pollutants for the developed probability-based DRASTIC model, medium, high, and very high risk categories of contamination potentials were compared with observed nitrate-N exceeding 0.5 mg/L indicating the anthropogenic groundwater pollution. The analyzed results reveal that the developed probability-based DRASTIC model is capable of predicting high nitrate-N groundwater pollution and characterizing the parameter uncertainty via the probability estimation processes.

Computer-aided mathematical analysis of probability of intercept for ground-based communication intercept system

Science.gov (United States)

Park, Sang Chul

1989-09-01

We develop a mathematical analysis model to calculate the probability of intercept (POI) for the ground-based communication intercept (COMINT) system. The POI is a measure of the effectiveness of the intercept system. We define the POI as the product of the probability of detection and the probability of coincidence. The probability of detection is a measure of the receiver's capability to detect a signal in the presence of noise. The probability of coincidence is the probability that an intercept system is available, actively listening in the proper frequency band, in the right direction and at the same time that the signal is received. We investigate the behavior of the POI with respect to the observation time, the separation distance, antenna elevations, the frequency of the signal, and the receiver bandwidths. We observe that the coincidence characteristic between the receiver scanning parameters and the signal parameters is the key factor to determine the time to obtain a given POI. This model can be used to find the optimal parameter combination to maximize the POI in a given scenario. We expand this model to a multiple system. This analysis is conducted on a personal computer to provide the portability. The model is also flexible and can be easily implemented under different situations.

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.

Condition Parameter Modeling for Anomaly Detection in Wind Turbines

Directory of Open Access Journals (Sweden)

Yonglong Yan

2014-05-01

Full Text Available Data collected from the supervisory control and data acquisition (SCADA system, used widely in wind farms to obtain operational and condition information about wind turbines (WTs, is of important significance for anomaly detection in wind turbines. The paper presents a novel model for wind turbine anomaly detection mainly based on SCADA data and a back-propagation neural network (BPNN for automatic selection of the condition parameters. The SCADA data sets are determined through analysis of the cumulative probability distribution of wind speed and the relationship between output power and wind speed. The automatic BPNN-based parameter selection is for reduction of redundant parameters for anomaly detection in wind turbines. Through investigation of cases of WT faults, the validity of the automatic parameter selection-based model for WT anomaly detection is verified.

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.

Hotspots ampersand other hidden targets: Probability of detection, number, frequency and area

International Nuclear Information System (INIS)

Vita, C.L.

1994-01-01

Concepts and equations are presented for making probability-based estimates of the detection probability, and the number, frequency, and area of hidden targets, including hotspots, at a given site. Targets include hotspots, which are areas of extreme or particular contamination, and any object or feature that is hidden from direct visual observation--including buried objects and geologic or hydrologic details or anomalies. Being Bayesian, results are fundamentally consistent with observational methods. Results are tools for planning or interpreting exploration programs used in site investigation or characterization, remedial design, construction, or compliance monitoring, including site closure. Used skillfully and creatively, these tools can help streamline and expedite environmental restoration, reducing time and cost, making site exploration cost-effective, and providing acceptable risk at minimum cost. 14 refs., 4 figs

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.

Real Time Robot Soccer Game Event Detection Using Finite State Machines with Multiple Fuzzy Logic Probability Evaluators

Directory of Open Access Journals (Sweden)

Elmer P. Dadios

2009-01-01

Full Text Available This paper presents a new algorithm for real time event detection using Finite State Machines with multiple Fuzzy Logic Probability Evaluators (FLPEs. A machine referee for a robot soccer game is developed and is used as the platform to test the proposed algorithm. A novel technique to detect collisions and other events in microrobot soccer game under inaccurate and insufficient information is presented. The robots' collision is used to determine goalkeeper charging and goal score events which are crucial for the machine referee's decisions. The Main State Machine (MSM handles the schedule of event activation. The FLPE calculates the probabilities of the true occurrence of the events. Final decisions about the occurrences of events are evaluated and compared through threshold crisp probability values. The outputs of FLPEs can be combined to calculate the probability of an event composed of subevents. Using multiple fuzzy logic system, the FLPE utilizes minimal number of rules and can be tuned individually. Experimental results show the accuracy and robustness of the proposed algorithm.

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…

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.

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...

Sampling little fish in big rivers: Larval fish detection probabilities in two Lake Erie tributaries and implications for sampling effort and abundance indices

Science.gov (United States)

Pritt, Jeremy J.; DuFour, Mark R.; Mayer, Christine M.; Roseman, Edward F.; DeBruyne, Robin L.

2014-01-01

Larval fish are frequently sampled in coastal tributaries to determine factors affecting recruitment, evaluate spawning success, and estimate production from spawning habitats. Imperfect detection of larvae is common, because larval fish are small and unevenly distributed in space and time, and coastal tributaries are often large and heterogeneous. We estimated detection probabilities of larval fish from several taxa in the Maumee and Detroit rivers, the two largest tributaries of Lake Erie. We then demonstrated how accounting for imperfect detection influenced (1) the probability of observing taxa as present relative to sampling effort and (2) abundance indices for larval fish of two Detroit River species. We found that detection probabilities ranged from 0.09 to 0.91 but were always less than 1.0, indicating that imperfect detection is common among taxa and between systems. In general, taxa with high fecundities, small larval length at hatching, and no nesting behaviors had the highest detection probabilities. Also, detection probabilities were higher in the Maumee River than in the Detroit River. Accounting for imperfect detection produced up to fourfold increases in abundance indices for Lake Whitefish Coregonus clupeaformis and Gizzard Shad Dorosoma cepedianum. The effect of accounting for imperfect detection in abundance indices was greatest during periods of low abundance for both species. Detection information can be used to determine the appropriate level of sampling effort for larval fishes and may improve management and conservation decisions based on larval fish data.

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

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.

Failure probability estimate of type 304 stainless steel piping

International Nuclear Information System (INIS)

Daugherty, W.L.; Awadalla, N.G.; Sindelar, R.L.; Mehta, H.S.; Ranganath, S.

1989-01-01

The primary source of in-service degradation of the SRS production reactor process water piping is intergranular stress corrosion cracking (IGSCC). IGSCC has occurred in a limited number of weld heat affected zones, areas known to be susceptible to IGSCC. A model has been developed to combine crack growth rates, crack size distributions, in-service examination reliability estimates and other considerations to estimate the pipe large-break frequency. This frequency estimates the probability that an IGSCC crack will initiate, escape detection by ultrasonic (UT) examination, and grow to instability prior to extending through-wall and being detected by the sensitive leak detection system. These events are combined as the product of four factors: (1) the probability that a given weld heat affected zone contains IGSCC; (2) the conditional probability, given the presence of IGSCC, that the cracking will escape detection during UT examination; (3) the conditional probability, given a crack escapes detection by UT, that it will not grow through-wall and be detected by leakage; (4) the conditional probability, given a crack is not detected by leakage, that it grows to instability prior to the next UT exam. These four factors estimate the occurrence of several conditions that must coexist in order for a crack to lead to a large break of the process water piping. When evaluated for the SRS production reactors, they produce an extremely low break frequency. The objective of this paper is to present the assumptions, methodology, results and conclusions of a probabilistic evaluation for the direct failure of the primary coolant piping resulting from normal operation and seismic loads. This evaluation was performed to support the ongoing PRA effort and to complement deterministic analyses addressing the credibility of a double-ended guillotine break

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

Estimation of probability density functions of damage parameter for valve leakage detection in reciprocating pump used in nuclear power plants

Energy Technology Data Exchange (ETDEWEB)

Lee, Jong Kyeom; Kim, Tae Yun; Kim, Hyun Su; Chai, Jang Bom; Lee, Jin Woo [Div. of Mechanical Engineering, Ajou University, Suwon (Korea, Republic of)

2016-10-15

This paper presents an advanced estimation method for obtaining the probability density functions of a damage parameter for valve leakage detection in a reciprocating pump. The estimation method is based on a comparison of model data which are simulated by using a mathematical model, and experimental data which are measured on the inside and outside of the reciprocating pump in operation. The mathematical model, which is simplified and extended on the basis of previous models, describes not only the normal state of the pump, but also its abnormal state caused by valve leakage. The pressure in the cylinder is expressed as a function of the crankshaft angle, and an additional volume flow rate due to the valve leakage is quantified by a damage parameter in the mathematical model. The change in the cylinder pressure profiles due to the suction valve leakage is noticeable in the compression and expansion modes of the pump. The damage parameter value over 300 cycles is calculated in two ways, considering advance or delay in the opening and closing angles of the discharge valves. The probability density functions of the damage parameter are compared for diagnosis and prognosis on the basis of the probabilistic features of valve leakage.

Estimation of probability density functions of damage parameter for valve leakage detection in reciprocating pump used in nuclear power plants

International Nuclear Information System (INIS)

Lee, Jong Kyeom; Kim, Tae Yun; Kim, Hyun Su; Chai, Jang Bom; Lee, Jin Woo

2016-01-01

This paper presents an advanced estimation method for obtaining the probability density functions of a damage parameter for valve leakage detection in a reciprocating pump. The estimation method is based on a comparison of model data which are simulated by using a mathematical model, and experimental data which are measured on the inside and outside of the reciprocating pump in operation. The mathematical model, which is simplified and extended on the basis of previous models, describes not only the normal state of the pump, but also its abnormal state caused by valve leakage. The pressure in the cylinder is expressed as a function of the crankshaft angle, and an additional volume flow rate due to the valve leakage is quantified by a damage parameter in the mathematical model. The change in the cylinder pressure profiles due to the suction valve leakage is noticeable in the compression and expansion modes of the pump. The damage parameter value over 300 cycles is calculated in two ways, considering advance or delay in the opening and closing angles of the discharge valves. The probability density functions of the damage parameter are compared for diagnosis and prognosis on the basis of the probabilistic features of valve leakage

Estimation of Probability Density Functions of Damage Parameter for Valve Leakage Detection in Reciprocating Pump Used in Nuclear Power Plants

Directory of Open Access Journals (Sweden)

Jong Kyeom Lee

2016-10-01

Full Text Available This paper presents an advanced estimation method for obtaining the probability density functions of a damage parameter for valve leakage detection in a reciprocating pump. The estimation method is based on a comparison of model data which are simulated by using a mathematical model, and experimental data which are measured on the inside and outside of the reciprocating pump in operation. The mathematical model, which is simplified and extended on the basis of previous models, describes not only the normal state of the pump, but also its abnormal state caused by valve leakage. The pressure in the cylinder is expressed as a function of the crankshaft angle, and an additional volume flow rate due to the valve leakage is quantified by a damage parameter in the mathematical model. The change in the cylinder pressure profiles due to the suction valve leakage is noticeable in the compression and expansion modes of the pump. The damage parameter value over 300 cycles is calculated in two ways, considering advance or delay in the opening and closing angles of the discharge valves. The probability density functions of the damage parameter are compared for diagnosis and prognosis on the basis of the probabilistic features of valve leakage.

Probability of failure of the watershed algorithm for peak detection in comprehensive two-dimensional chromatography

NARCIS (Netherlands)

Vivó-Truyols, G.; Janssen, H.-G.

2010-01-01

The watershed algorithm is the most common method used for peak detection and integration In two-dimensional chromatography However, the retention time variability in the second dimension may render the algorithm to fail A study calculating the probabilities of failure of the watershed algorithm was

Analytical models of probability distribution and excess noise factor of solid state photomultiplier signals with crosstalk

International Nuclear Information System (INIS)

Vinogradov, S.

2012-01-01

Silicon Photomultipliers (SiPM), also called Solid State Photomultipliers (SSPM), are based on Geiger mode avalanche breakdown that is limited by a strong negative feedback. An SSPM can detect and resolve single photons due to the high gain and ultra-low excess noise of avalanche multiplication in this mode. Crosstalk and afterpulsing processes associated with the high gain introduce specific excess noise and deteriorate the photon number resolution of the SSPM. The probabilistic features of these processes are widely studied because of its significance for the SSPM design, characterization, optimization and application, but the process modeling is mostly based on Monte Carlo simulations and numerical methods. In this study, crosstalk is considered to be a branching Poisson process, and analytical models of probability distribution and excess noise factor (ENF) of SSPM signals based on the Borel distribution as an advance on the geometric distribution models are presented and discussed. The models are found to be in a good agreement with the experimental probability distributions for dark counts and a few photon spectrums in a wide range of fired pixels number as well as with observed super-linear behavior of crosstalk ENF.

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

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.

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

Probability of identification: a statistical model for the validation of qualitative botanical identification methods.

Science.gov (United States)

LaBudde, Robert A; Harnly, James M

2012-01-01

A qualitative botanical identification method (BIM) is an analytical procedure that returns a binary result (1 = Identified, 0 = Not Identified). A BIM may be used by a buyer, manufacturer, or regulator to determine whether a botanical material being tested is the same as the target (desired) material, or whether it contains excessive nontarget (undesirable) material. The report describes the development and validation of studies for a BIM based on the proportion of replicates identified, or probability of identification (POI), as the basic observed statistic. The statistical procedures proposed for data analysis follow closely those of the probability of detection, and harmonize the statistical concepts and parameters between quantitative and qualitative method validation. Use of POI statistics also harmonizes statistical concepts for botanical, microbiological, toxin, and other analyte identification methods that produce binary results. The POI statistical model provides a tool for graphical representation of response curves for qualitative methods, reporting of descriptive statistics, and application of performance requirements. Single collaborator and multicollaborative study examples are given.

Kepler Planet Reliability Metrics: Astrophysical Positional Probabilities for Data Release 25

Science.gov (United States)

Bryson, Stephen T.; Morton, Timothy D.

2017-01-01

This document is very similar to KSCI-19092-003, Planet Reliability Metrics: Astrophysical Positional Probabilities, which describes the previous release of the astrophysical positional probabilities for Data Release 24. The important changes for Data Release 25 are:1. The computation of the astrophysical positional probabilities uses the Data Release 25 processed pixel data for all Kepler Objects of Interest.2. Computed probabilities now have associated uncertainties, whose computation is described in x4.1.3.3. The scene modeling described in x4.1.2 uses background stars detected via ground-based high-resolution imaging, described in x5.1, that are not in the Kepler Input Catalog or UKIRT catalog. These newly detected stars are presented in Appendix B. Otherwise the text describing the algorithms and examples is largely unchanged from KSCI-19092-003.

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.

Normal mammogram detection based on local probability difference transforms and support vector machines

International Nuclear Information System (INIS)

Chiracharit, W.; Kumhom, P.; Chamnongthai, K.; Sun, Y.; Delp, E.J.; Babbs, C.F

2007-01-01

Automatic detection of normal mammograms, as a ''first look'' for breast cancer, is a new approach to computer-aided diagnosis. This approach may be limited, however, by two main causes. The first problem is the presence of poorly separable ''crossed-distributions'' in which the correct classification depends upon the value of each feature. The second problem is overlap of the feature distributions that are extracted from digitized mammograms of normal and abnormal patients. Here we introduce a new Support Vector Machine (SVM) based method utilizing with the proposed uncrossing mapping and Local Probability Difference (LPD). Crossed-distribution feature pairs are identified and mapped into a new features that can be separated by a zero-hyperplane of the new axis. The probability density functions of the features of normal and abnormal mammograms are then sampled and the local probability difference functions are estimated to enhance the features. From 1,000 ground-truth-known mammograms, 250 normal and 250 abnormal cases, including spiculated lesions, circumscribed masses or microcalcifications, are used for training a support vector machine. The classification results tested with another 250 normal and 250 abnormal sets show improved testing performances with 90% sensitivity and 89% specificity. (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)

Scaling Qualitative Probability

OpenAIRE

Burgin, Mark

2017-01-01

There are different approaches to qualitative probability, which includes subjective probability. We developed a representation of qualitative probability based on relational systems, which allows modeling uncertainty by probability structures and is more coherent than existing approaches. This setting makes it possible proving that any comparative probability is induced by some probability structure (Theorem 2.1), that classical probability is a probability structure (Theorem 2.2) and that i...

Accounting Fraud: an estimation of detection probability

Directory of Open Access Journals (Sweden)

Artur Filipe Ewald Wuerges

2014-12-01

Full Text Available Financial statement fraud (FSF is costly for investors and can damage the credibility of the audit profession. To prevent and detect fraud, it is helpful to know its causes. The binary choice models (e.g. logit and probit commonly used in the extant literature, however, fail to account for undetected cases of fraud and thus present unreliable hypotheses tests. Using a sample of 118 companies accused of fraud by the Securities and Exchange Commission (SEC, we estimated a logit model that corrects the problems arising from undetected frauds in U.S. companies. To avoid multicollinearity problems, we extracted seven factors from 28 variables using the principal factors method. Our results indicate that only 1.43 percent of the instances of FSF were publicized by the SEC. Of the six significant variables included in the traditional, uncorrected logit model, three were found to be actually non-significant in the corrected model. The likelihood of FSF is 5.12 times higher when the firm’s auditor issues an adverse or qualified report.

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.

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.

Universal phase transition in community detectability under a stochastic block model.

Science.gov (United States)

Chen, Pin-Yu; Hero, Alfred O

2015-03-01

We prove the existence of an asymptotic phase-transition threshold on community detectability for the spectral modularity method [M. E. J. Newman, Phys. Rev. E 74, 036104 (2006) and Proc. Natl. Acad. Sci. (USA) 103, 8577 (2006)] under a stochastic block model. The phase transition on community detectability occurs as the intercommunity edge connection probability p grows. This phase transition separates a subcritical regime of small p, where modularity-based community detection successfully identifies the communities, from a supercritical regime of large p where successful community detection is impossible. We show that, as the community sizes become large, the asymptotic phase-transition threshold p* is equal to √[p1p2], where pi(i=1,2) is the within-community edge connection probability. Thus the phase-transition threshold is universal in the sense that it does not depend on the ratio of community sizes. The universal phase-transition phenomenon is validated by simulations for moderately sized communities. Using the derived expression for the phase-transition threshold, we propose an empirical method for estimating this threshold from real-world data.

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.)

DYNAMIC SOFTWARE TESTING MODELS WITH PROBABILISTIC PARAMETERS FOR FAULT DETECTION AND ERLANG DISTRIBUTION FOR FAULT RESOLUTION DURATION

Directory of Open Access Journals (Sweden)

A. D. Khomonenko

2016-07-01

Full Text Available Subject of Research.Software reliability and test planning models are studied taking into account the probabilistic nature of error detection and discovering. Modeling of software testing enables to plan the resources and final quality at early stages of project execution. Methods. Two dynamic models of processes (strategies are suggested for software testing, using error detection probability for each software module. The Erlang distribution is used for arbitrary distribution approximation of fault resolution duration. The exponential distribution is used for approximation of fault resolution discovering. For each strategy, modified labeled graphs are built, along with differential equation systems and their numerical solutions. The latter makes it possible to compute probabilistic characteristics of the test processes and states: probability states, distribution functions for fault detection and elimination, mathematical expectations of random variables, amount of detected or fixed errors. Evaluation of Results. Probabilistic characteristics for software development projects were calculated using suggested models. The strategies have been compared by their quality indexes. Required debugging time to achieve the specified quality goals was calculated. The calculation results are used for time and resources planning for new projects. Practical Relevance. The proposed models give the possibility to use the reliability estimates for each individual module. The Erlang approximation removes restrictions on the use of arbitrary time distribution for fault resolution duration. It improves the accuracy of software test process modeling and helps to take into account the viability (power of the tests. With the use of these models we can search for ways to improve software reliability by generating tests which detect errors with the highest probability.

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.

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.

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.

Setting Performance Objectives for Radiation Detection Systems in Homeland Security Applications - Economic Models

International Nuclear Information System (INIS)

Wood, Thomas W.; Bredt, Ofelia P.; Heasler, Patrick G.; Reichmuth, Barbara A.; Milazzo, Matthew D.

2005-01-01

This paper develops simple frameworks for cost minimization of detector systems by trading off the costs of failed detection against the social costs of false alarms. A workable system must have a high degree of certainty in detecting real threats and yet impose low social costs. The models developed here use standard measures of detector performance and derive target detection probabilities and false-alarm tolerance specifications as functions of detector performance, threat traffic densities, and estimated costs

Setting Performance Objectives for Radiation Detection Systems in Homeland Security Applications - Economic Models

Energy Technology Data Exchange (ETDEWEB)

Wood, Thomas W.; Bredt, Ofelia P.; Heasler, Patrick G.; Reichmuth, Barbara A.; Milazzo, Matthew D.

2005-04-28

This paper develops simple frameworks for cost minimization of detector systems by trading off the costs of failed detection against the social costs of false alarms. A workable system must have a high degree of certainty in detecting real threats and yet impose low social costs. The models developed here use standard measures of detector performance and derive target detection probabilities and false-alarm tolerance specifications as functions of detector performance, threat traffic densities, and estimated costs.

The correct estimate of the probability of false detection of the matched filter in weak-signal detection problems . II. Further results with application to a set of ALMA and ATCA data

Science.gov (United States)

Vio, R.; Vergès, C.; Andreani, P.

2017-08-01

The matched filter (MF) is one of the most popular and reliable techniques to the detect signals of known structure and amplitude smaller than the level of the contaminating noise. Under the assumption of stationary Gaussian noise, MF maximizes the probability of detection subject to a constant probability of false detection or false alarm (PFA). This property relies upon a priori knowledge of the position of the searched signals, which is usually not available. Recently, it has been shown that when applied in its standard form, MF may severely underestimate the PFA. As a consequence the statistical significance of features that belong to noise is overestimated and the resulting detections are actually spurious. For this reason, an alternative method of computing the PFA has been proposed that is based on the probability density function (PDF) of the peaks of an isotropic Gaussian random field. In this paper we further develop this method. In particular, we discuss the statistical meaning of the PFA and show that, although useful as a preliminary step in a detection procedure, it is not able to quantify the actual reliability of a specific detection. For this reason, a new quantity is introduced called the specific probability of false alarm (SPFA), which is able to carry out this computation. We show how this method works in targeted simulations and apply it to a few interferometric maps taken with the Atacama Large Millimeter/submillimeter Array (ALMA) and the Australia Telescope Compact Array (ATCA). We select a few potential new point sources and assign an accurate detection reliability to these sources.

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.

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

A Semi-Continuous State-Transition Probability HMM-Based Voice Activity Detector

Directory of Open Access Journals (Sweden)

H. Othman

2007-02-01

Full Text Available We introduce an efficient hidden Markov model-based voice activity detection (VAD algorithm with time-variant state-transition probabilities in the underlying Markov chain. The transition probabilities vary in an exponential charge/discharge scheme and are softly merged with state conditional likelihood into a final VAD decision. Working in the domain of ITU-T G.729 parameters, with no additional cost for feature extraction, the proposed algorithm significantly outperforms G.729 Annex B VAD while providing a balanced tradeoff between clipping and false detection errors. The performance compares very favorably with the adaptive multirate VAD, option 2 (AMR2.

A Semi-Continuous State-Transition Probability HMM-Based Voice Activity Detector

Directory of Open Access Journals (Sweden)

Othman H

2007-01-01

Full Text Available We introduce an efficient hidden Markov model-based voice activity detection (VAD algorithm with time-variant state-transition probabilities in the underlying Markov chain. The transition probabilities vary in an exponential charge/discharge scheme and are softly merged with state conditional likelihood into a final VAD decision. Working in the domain of ITU-T G.729 parameters, with no additional cost for feature extraction, the proposed algorithm significantly outperforms G.729 Annex B VAD while providing a balanced tradeoff between clipping and false detection errors. The performance compares very favorably with the adaptive multirate VAD, option 2 (AMR2.

Occupancy models for monitoring marine fish: a bayesian hierarchical approach to model imperfect detection with a novel gear combination.

Directory of Open Access Journals (Sweden)

Lewis G Coggins

Full Text Available Occupancy models using incidence data collected repeatedly at sites across the range of a population are increasingly employed to infer patterns and processes influencing population distribution and dynamics. While such work is common in terrestrial systems, fewer examples exist in marine applications. This disparity likely exists because the replicate samples required by these models to account for imperfect detection are often impractical to obtain when surveying aquatic organisms, particularly fishes. We employ simultaneous sampling using fish traps and novel underwater camera observations to generate the requisite replicate samples for occupancy models of red snapper, a reef fish species. Since the replicate samples are collected simultaneously by multiple sampling devices, many typical problems encountered when obtaining replicate observations are avoided. Our results suggest that augmenting traditional fish trap sampling with camera observations not only doubled the probability of detecting red snapper in reef habitats off the Southeast coast of the United States, but supplied the necessary observations to infer factors influencing population distribution and abundance while accounting for imperfect detection. We found that detection probabilities tended to be higher for camera traps than traditional fish traps. Furthermore, camera trap detections were influenced by the current direction and turbidity of the water, indicating that collecting data on these variables is important for future monitoring. These models indicate that the distribution and abundance of this species is more heavily influenced by latitude and depth than by micro-scale reef characteristics lending credence to previous characterizations of red snapper as a reef habitat generalist. This study demonstrates the utility of simultaneous sampling devices, including camera traps, in aquatic environments to inform occupancy models and account for imperfect detection when

Occupancy models for monitoring marine fish: a bayesian hierarchical approach to model imperfect detection with a novel gear combination.

Science.gov (United States)

Coggins, Lewis G; Bacheler, Nathan M; Gwinn, Daniel C

2014-01-01

Occupancy models using incidence data collected repeatedly at sites across the range of a population are increasingly employed to infer patterns and processes influencing population distribution and dynamics. While such work is common in terrestrial systems, fewer examples exist in marine applications. This disparity likely exists because the replicate samples required by these models to account for imperfect detection are often impractical to obtain when surveying aquatic organisms, particularly fishes. We employ simultaneous sampling using fish traps and novel underwater camera observations to generate the requisite replicate samples for occupancy models of red snapper, a reef fish species. Since the replicate samples are collected simultaneously by multiple sampling devices, many typical problems encountered when obtaining replicate observations are avoided. Our results suggest that augmenting traditional fish trap sampling with camera observations not only doubled the probability of detecting red snapper in reef habitats off the Southeast coast of the United States, but supplied the necessary observations to infer factors influencing population distribution and abundance while accounting for imperfect detection. We found that detection probabilities tended to be higher for camera traps than traditional fish traps. Furthermore, camera trap detections were influenced by the current direction and turbidity of the water, indicating that collecting data on these variables is important for future monitoring. These models indicate that the distribution and abundance of this species is more heavily influenced by latitude and depth than by micro-scale reef characteristics lending credence to previous characterizations of red snapper as a reef habitat generalist. This study demonstrates the utility of simultaneous sampling devices, including camera traps, in aquatic environments to inform occupancy models and account for imperfect detection when describing factors

Occupancy Models for Monitoring Marine Fish: A Bayesian Hierarchical Approach to Model Imperfect Detection with a Novel Gear Combination

Science.gov (United States)

Coggins, Lewis G.; Bacheler, Nathan M.; Gwinn, Daniel C.

2014-01-01

Occupancy models using incidence data collected repeatedly at sites across the range of a population are increasingly employed to infer patterns and processes influencing population distribution and dynamics. While such work is common in terrestrial systems, fewer examples exist in marine applications. This disparity likely exists because the replicate samples required by these models to account for imperfect detection are often impractical to obtain when surveying aquatic organisms, particularly fishes. We employ simultaneous sampling using fish traps and novel underwater camera observations to generate the requisite replicate samples for occupancy models of red snapper, a reef fish species. Since the replicate samples are collected simultaneously by multiple sampling devices, many typical problems encountered when obtaining replicate observations are avoided. Our results suggest that augmenting traditional fish trap sampling with camera observations not only doubled the probability of detecting red snapper in reef habitats off the Southeast coast of the United States, but supplied the necessary observations to infer factors influencing population distribution and abundance while accounting for imperfect detection. We found that detection probabilities tended to be higher for camera traps than traditional fish traps. Furthermore, camera trap detections were influenced by the current direction and turbidity of the water, indicating that collecting data on these variables is important for future monitoring. These models indicate that the distribution and abundance of this species is more heavily influenced by latitude and depth than by micro-scale reef characteristics lending credence to previous characterizations of red snapper as a reef habitat generalist. This study demonstrates the utility of simultaneous sampling devices, including camera traps, in aquatic environments to inform occupancy models and account for imperfect detection when describing factors

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.

High-resolution elastic recoil detection utilizing Bayesian probability theory

International Nuclear Information System (INIS)

Neumaier, P.; Dollinger, G.; Bergmaier, A.; Genchev, I.; Goergens, L.; Fischer, R.; Ronning, C.; Hofsaess, H.

2001-01-01

Elastic recoil detection (ERD) analysis is improved in view of depth resolution and the reliability of the measured spectra. Good statistics at even low ion fluences is obtained utilizing a large solid angle of 5 msr at the Munich Q3D magnetic spectrograph and using a 40 MeV 197 Au beam. In this way the elemental depth profiles are not essentially altered during analysis even if distributions with area densities below 1x10 14 atoms/cm 2 are measured. As the energy spread due to the angular acceptance is fully eliminated by ion-optical and numerical corrections, an accurate and reliable apparatus function is derived. It allows to deconvolute the measured spectra using the adaptive kernel method, a maximum entropy concept in the framework of Bayesian probability theory. In addition, the uncertainty of the reconstructed spectra is quantified. The concepts are demonstrated at 13 C depth profiles measured at ultra-thin films of tetrahedral amorphous carbon (ta-C). Depth scales of those profiles are given with an accuracy of 1.4x10 15 atoms/cm 2

A scan statistic for continuous data based on the normal probability model

Directory of Open Access Journals (Sweden)

Huang Lan

2009-10-01

Full Text Available Abstract Temporal, spatial and space-time scan statistics are commonly used to detect and evaluate the statistical significance of temporal and/or geographical disease clusters, without any prior assumptions on the location, time period or size of those clusters. Scan statistics are mostly used for count data, such as disease incidence or mortality. Sometimes there is an interest in looking for clusters with respect to a continuous variable, such as lead levels in children or low birth weight. For such continuous data, we present a scan statistic where the likelihood is calculated using the the normal probability model. It may also be used for other distributions, while still maintaining the correct alpha level. In an application of the new method, we look for geographical clusters of low birth weight in New York City.

Dynamic N -occupancy models: estimating demographic rates and local abundance from detection-nondetection data

Science.gov (United States)

Sam Rossman; Charles B. Yackulic; Sarah P. Saunders; Janice Reid; Ray Davis; Elise F. Zipkin

2016-01-01

Occupancy modeling is a widely used analytical technique for assessing species distributions and range dynamics. However, occupancy analyses frequently ignore variation in abundance of occupied sites, even though site abundances affect many of the parameters being estimated (e.g., extinction, colonization, detection probability). We introduce a new model (“dynamic

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.

Rapid Target Detection in High Resolution Remote Sensing Images Using Yolo Model

Science.gov (United States)

Wu, Z.; Chen, X.; Gao, Y.; Li, Y.

2018-04-01

Object detection in high resolution remote sensing images is a fundamental and challenging problem in the field of remote sensing imagery analysis for civil and military application due to the complex neighboring environments, which can cause the recognition algorithms to mistake irrelevant ground objects for target objects. Deep Convolution Neural Network(DCNN) is the hotspot in object detection for its powerful ability of feature extraction and has achieved state-of-the-art results in Computer Vision. Common pipeline of object detection based on DCNN consists of region proposal, CNN feature extraction, region classification and post processing. YOLO model frames object detection as a regression problem, using a single CNN predicts bounding boxes and class probabilities in an end-to-end way and make the predict faster. In this paper, a YOLO based model is used for object detection in high resolution sensing images. The experiments on NWPU VHR-10 dataset and our airport/airplane dataset gain from GoogleEarth show that, compare with the common pipeline, the proposed model speeds up the detection process and have good accuracy.

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

Toward a generalized probability theory: conditional probabilities

International Nuclear Information System (INIS)

Cassinelli, G.

1979-01-01

The main mathematical object of interest in the quantum logic approach to the foundations of quantum mechanics is the orthomodular lattice and a set of probability measures, or states, defined by the lattice. This mathematical structure is studied per se, independently from the intuitive or physical motivation of its definition, as a generalized probability theory. It is thought that the building-up of such a probability theory could eventually throw light on the mathematical structure of Hilbert-space quantum mechanics as a particular concrete model of the generalized theory. (Auth.)

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

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.

What is the probability that direct detection experiments have observed dark matter?

International Nuclear Information System (INIS)

Bozorgnia, Nassim; Schwetz, Thomas

2014-01-01

In Dark Matter direct detection we are facing the situation of some experiments reporting positive signals which are in conflict with limits from other experiments. Such conclusions are subject to large uncertainties introduced by the poorly known local Dark Matter distribution. We present a method to calculate an upper bound on the joint probability of obtaining the outcome of two potentially conflicting experiments under the assumption that the Dark Matter hypothesis is correct, but completely independent of assumptions about the Dark Matter distribution. In this way we can quantify the compatibility of two experiments in an astrophysics independent way. We illustrate our method by testing the compatibility of the hints reported by DAMA and CDMS-Si with the limits from the LUX and SuperCDMS experiments. The method does not require Monte Carlo simulations but is mostly based on using Poisson statistics. In order to deal with signals of few events we introduce the so-called ''signal length'' to take into account energy information. The signal length method provides a simple way to calculate the probability to obtain a given experimental outcome under a specified Dark Matter and background hypothesis

Use of probabilistic methods for estimating failure probabilities and directing ISI-efforts

Energy Technology Data Exchange (ETDEWEB)

Nilsson, F; Brickstad, B [University of Uppsala, (Switzerland)

1988-12-31

Some general aspects of the role of Non Destructive Testing (NDT) efforts on the resulting probability of core damage is discussed. A simple model for the estimation of the pipe break probability due to IGSCC is discussed. It is partly based on analytical procedures, partly on service experience from the Swedish BWR program. Estimates of the break probabilities indicate that further studies are urgently needed. It is found that the uncertainties about the initial crack configuration are large contributors to the total uncertainty. Some effects of the inservice inspection are studied and it is found that the detection probabilities influence the failure probabilities. (authors).

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.

MULTI-LEVEL SAMPLING APPROACH FOR CONTINOUS LOSS DETECTION USING ITERATIVE WINDOW AND STATISTICAL MODEL

OpenAIRE

Mohd Fo'ad Rohani; Mohd Aizaini Maarof; Ali Selamat; Houssain Kettani

2010-01-01

This paper proposes a Multi-Level Sampling (MLS) approach for continuous Loss of Self-Similarity (LoSS) detection using iterative window. The method defines LoSS based on Second Order Self-Similarity (SOSS) statistical model. The Optimization Method (OM) is used to estimate self-similarity parameter since it is fast and more accurate in comparison with other estimation methods known in the literature. Probability of LoSS detection is introduced to measure continuous LoSS detection performance...

Operational NDT simulator, towards human factors integration in simulated probability of detection

Science.gov (United States)

Rodat, Damien; Guibert, Frank; Dominguez, Nicolas; Calmon, Pierre

2017-02-01

In the aeronautic industry, the performance demonstration of Non-Destructive Testing (NDT) procedures relies on Probability Of Detection (POD) analyses. This statistical approach measures the ability of the procedure to detect a flaw with regard to one of its characteristic dimensions. The inspection chain is evaluated as a whole, including equipment configuration, probe effciency but also operator manipulations. Traditionally, a POD study requires an expensive campaign during which several operators apply the procedure on a large set of representative samples. Recently, new perspectives for the POD estimation have been introduced using NDT simulation to generate data. However, these approaches do not offer straightforward solutions to take the operator into account. The simulation of human factors, including cognitive aspects, often raises questions. To address these diffculties, we propose a concept of operational NDT simulator [1]. This work presents the first steps in the implementation of such simulator for ultrasound phased array inspection of composite parts containing Flat Bottom Holes (FBHs). The final system will look like a classical ultrasound testing equipment with a single exception: the displayed signals will be synthesized. Our hardware (ultrasound acquisition card, 3D position tracker) and software (position analysis, inspection scenario, synchronization, simulations) environments are developed as a bench to test the meta-modeling techniques able to provide fast-simulated realistic ultra-sound signals. The results presented here are obtained by on-the-fly merging of real and simulated signals. They confirm the feasibility of our approach: the replacement of real signals by purely simulated ones has been unnoticed by operators. We believe this simulator is a great prospect for POD evaluation including human factors, and may also find applications for training or procedure set-up.

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)

Detection and Classification of Low Probability of Intercept Radar Signals Using Parallel Filter Arrays and Higher Order Statistics

National Research Council Canada - National Science Library

Taboada, Fernando

2002-01-01

Low probability of intercept (LPI) is that property of an emitter that because of its low power, wide bandwidth, frequency variability, or other design attributes, makes it difficult to be detected or identified by means of passive...

Evaluating late detection capability against diverse insider adversaries

International Nuclear Information System (INIS)

Sicherman, A.

1987-01-01

This paper describes a model for evaluating the late (after-the-fact) detection capability of material control and accountability (MCandA) systems against insider theft or diversion of special nuclear material. Potential insider cover-up strategies to defeat activities providing detection (e.g., inventories) are addressed by the model in a tractable manner. For each potential adversary and detection activity, two probabilities are assessed and used to fit the model. The model then computes the probability of detection for activities occurring periodically over time. The model provides insight into MCandA effectiveness and helps identify areas for safeguards improvement. 4 refs., 4 tabs

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.

INVESTIGATION OF INFLUENCE OF ENCODING FUNCTION COMPLEXITY ON DISTRIBUTION OF ERROR MASKING PROBABILITY

Directory of Open Access Journals (Sweden)

A. B. Levina

2016-03-01

Full Text Available Error detection codes are mechanisms that enable robust delivery of data in unreliable communication channels and devices. Unreliable channels and devices are error-prone objects. Respectively, error detection codes allow detecting such errors. There are two classes of error detecting codes - classical codes and security-oriented codes. The classical codes have high percentage of detected errors; however, they have a high probability to miss an error in algebraic manipulation. In order, security-oriented codes are codes with a small Hamming distance and high protection to algebraic manipulation. The probability of error masking is a fundamental parameter of security-oriented codes. A detailed study of this parameter allows analyzing the behavior of the error-correcting code in the case of error injection in the encoding device. In order, the complexity of the encoding function plays an important role in the security-oriented codes. Encoding functions with less computational complexity and a low probability of masking are the best protection of encoding device against malicious acts. This paper investigates the influence of encoding function complexity on the error masking probability distribution. It will be shownthat the more complex encoding function reduces the maximum of error masking probability. It is also shown in the paper that increasing of the function complexity changes the error masking probability distribution. In particular, increasing of computational complexity decreases the difference between the maximum and average value of the error masking probability. Our resultshave shown that functions with greater complexity have smoothed maximums of error masking probability, which significantly complicates the analysis of error-correcting code by attacker. As a result, in case of complex encoding function the probability of the algebraic manipulation is reduced. The paper discusses an approach how to measure the error masking

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.

Unconventional signal detection techniques with Gaussian probability mixtures adaptation in non-AWGN channels: full resolution receiver

Science.gov (United States)

Chabdarov, Shamil M.; Nadeev, Adel F.; Chickrin, Dmitry E.; Faizullin, Rashid R.

2011-04-01

In this paper we discuss unconventional detection technique also known as «full resolution receiver». This receiver uses Gaussian probability mixtures for interference structure adaptation. Full resolution receiver is alternative to conventional matched filter receivers in the case of non-Gaussian interferences. For the DS-CDMA forward channel with presence of complex interferences sufficient performance increasing was shown.

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)

Reliability assessment for thickness measurements of pipe wall using probability of detection

International Nuclear Information System (INIS)

Nakamoto, Hiroyuki; Kojima, Fumio; Kato, Sho

2013-01-01

This paper proposes a reliability assessment method for thickness measurements of pipe wall using probability of detection (POD). Thicknesses of pipes are measured by qualified inspectors with ultrasonic thickness gauges. The inspection results are affected by human factors of the inspectors and include some errors, because the inspectors have different experiences and frequency of inspections. In order to ensure reliability for inspection results, first, POD evaluates experimental results of pipe-wall thickness inspection. We verify that the results have differences depending on inspectors including qualified inspectors. Second, two human factors that affect POD are indicated. Finally, it is confirmed that POD can identify the human factors and ensure reliability for pipe-wall thickness inspections. (author)

Variation in the standard deviation of the lure rating distribution: Implications for estimates of recollection probability.

Science.gov (United States)

Dopkins, Stephen; Varner, Kaitlin; Hoyer, Darin

2017-10-01

In word recognition semantic priming of test words increased the false-alarm rate and the mean of confidence ratings to lures. Such priming also increased the standard deviation of confidence ratings to lures and the slope of the z-ROC function, suggesting that the priming increased the standard deviation of the lure evidence distribution. The Unequal Variance Signal Detection (UVSD) model interpreted the priming as increasing the standard deviation of the lure evidence distribution. Without additional parameters the Dual Process Signal Detection (DPSD) model could only accommodate the results by fitting the data for related and unrelated primes separately, interpreting the priming, implausibly, as decreasing the probability of target recollection (DPSD). With an additional parameter, for the probability of false (lure) recollection the model could fit the data for related and unrelated primes together, interpreting the priming as increasing the probability of false recollection. These results suggest that DPSD estimates of target recollection probability will decrease with increases in the lure confidence/evidence standard deviation unless a parameter is included for false recollection. Unfortunately the size of a given lure confidence/evidence standard deviation relative to other possible lure confidence/evidence standard deviations is often unspecified by context. Hence the model often has no way of estimating false recollection probability and thereby correcting its estimates of target recollection probability.

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

Influence of porcine circovirus type 2 vaccination on the probability and severity of pneumonia detected postmortem.

Science.gov (United States)

Raith, J; Kuchling, S; Schleicher, C; Schobesberger, H; Köfer, J

2015-01-31

To evaluate the influence of porcine circovirus type 2 vaccination (PCV-2) on the probability and severity of pneumonia, postmortem findings of 247,505 pigs slaughtered between 2008 and 2011 were analysed by applying a cumulative link mixed model. Three major effects could be observed: (1) PCV-2 vaccination significantly (P<0.01) reduced the odds (coefficient: -0.05) of postmortem findings of mild, moderate and severe pneumonia for vaccinated pigs. (2) Pigs from fattening farms were less likely (coefficient: -0.44; P<0.05) to exhibit signs of pneumonia at slaughter than pigs from farrow-to-finish farms. (3) When vaccinated, the odds of detecting postmortem signs showed an even more pronounced reduction (coefficient: -0.19; P<0.001) for pigs from fattening farms. Combining PCV-2 vaccination, farm type and interaction effects between these two factors, a pig vaccinated against PCV-2 from a fattening farm had only half the chance (OR 0.51) of pneumonia being detected at postmortem than a non-vaccinated pig from a farrow-to-finish farm. The study demonstrates the benefit of a vaccination programme against PCV-2 as an important tool to reduce the risk of postmortem pneumonia findings and the severity of pneumonia in pigs at slaughter. British Veterinary Association.

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.)

The intensity detection of single-photon detectors based on photon counting probability density statistics

International Nuclear Information System (INIS)

Zhang Zijing; Song Jie; Zhao Yuan; Wu Long

2017-01-01

Single-photon detectors possess the ultra-high sensitivity, but they cannot directly respond to signal intensity. Conventional methods adopt sampling gates with fixed width and count the triggered number of sampling gates, which is capable of obtaining photon counting probability to estimate the echo signal intensity. In this paper, we not only count the number of triggered sampling gates, but also record the triggered time position of photon counting pulses. The photon counting probability density distribution is obtained through the statistics of a series of the triggered time positions. Then Minimum Variance Unbiased Estimation (MVUE) method is used to estimate the echo signal intensity. Compared with conventional methods, this method can improve the estimation accuracy of echo signal intensity due to the acquisition of more detected information. Finally, a proof-of-principle laboratory system is established. The estimation accuracy of echo signal intensity is discussed and a high accuracy intensity image is acquired under low-light level environments. (paper)

Using exceedance probabilities to detect anomalies in routinely recorded animal health data, with particular reference to foot-and-mouth disease in Viet Nam.

Science.gov (United States)

Richards, K K; Hazelton, M L; Stevenson, M A; Lockhart, C Y; Pinto, J; Nguyen, L

2014-10-01

The widespread availability of computer hardware and software for recording and storing disease event information means that, in theory, we have the necessary information to carry out detailed analyses of factors influencing the spatial distribution of disease in animal populations. However, the reliability of such analyses depends on data quality, with anomalous records having the potential to introduce significant bias and lead to inappropriate decision making. In this paper we promote the use of exceedance probabilities as a tool for detecting anomalies when applying hierarchical spatio-temporal models to animal health data. We illustrate this methodology through a case study data on outbreaks of foot-and-mouth disease (FMD) in Viet Nam for the period 2006-2008. A flexible binomial logistic regression was employed to model the number of FMD infected communes within each province of the country. Standard analyses of the residuals from this model failed to identify problems, but exceedance probabilities identified provinces in which the number of reported FMD outbreaks was unexpectedly low. This finding is interesting given that these provinces are on major cattle movement pathways through Viet Nam. Copyright © 2014 Elsevier Ltd. All rights reserved.

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.

A comparison of Probability Of Detection (POD) data determined using different statistical methods

Science.gov (United States)

Fahr, A.; Forsyth, D.; Bullock, M.

1993-12-01

Different statistical methods have been suggested for determining probability of detection (POD) data for nondestructive inspection (NDI) techniques. A comparative assessment of various methods of determining POD was conducted using results of three NDI methods obtained by inspecting actual aircraft engine compressor disks which contained service induced cracks. The study found that the POD and 95 percent confidence curves as a function of crack size as well as the 90/95 percent crack length vary depending on the statistical method used and the type of data. The distribution function as well as the parameter estimation procedure used for determining POD and the confidence bound must be included when referencing information such as the 90/95 percent crack length. The POD curves and confidence bounds determined using the range interval method are very dependent on information that is not from the inspection data. The maximum likelihood estimators (MLE) method does not require such information and the POD results are more reasonable. The log-logistic function appears to model POD of hit/miss data relatively well and is easy to implement. The log-normal distribution using MLE provides more realistic POD results and is the preferred method. Although it is more complicated and slower to calculate, it can be implemented on a common spreadsheet program.

Fuzzy modeling of analytical redundancy for sensor failure detection

International Nuclear Information System (INIS)

Tsai, T.M.; Chou, H.P.

1991-01-01

Failure detection and isolation (FDI) in dynamic systems may be accomplished by testing the consistency of the system via analytically redundant relations. The redundant relation is basically a mathematical model relating system inputs and dissimilar sensor outputs from which information is extracted and subsequently examined for the presence of failure signatures. Performance of the approach is often jeopardized by inherent modeling error and noise interference. To mitigate such effects, techniques such as Kalman filtering, auto-regression-moving-average (ARMA) modeling in conjunction with probability tests are often employed. These conventional techniques treat the stochastic nature of uncertainties in a deterministic manner to generate best-estimated model and sensor outputs by minimizing uncertainties. In this paper, the authors present a different approach by treating the effect of uncertainties with fuzzy numbers. Coefficients in redundant relations derived from first-principle physical models are considered as fuzzy parameters and on-line updated according to system behaviors. Failure detection is accomplished by examining the possibility that a sensor signal occurred in an estimated fuzzy domain. To facilitate failure isolation, individual FDI monitors are designed for each interested sensor

Theoretical determination of gamma spectrometry systems efficiency based on probability functions. Application to self-attenuation correction factors

Energy Technology Data Exchange (ETDEWEB)

Barrera, Manuel, E-mail: manuel.barrera@uca.es [Escuela Superior de Ingeniería, University of Cadiz, Avda, Universidad de Cadiz 10, 11519 Puerto Real, Cadiz (Spain); Suarez-Llorens, Alfonso [Facultad de Ciencias, University of Cadiz, Avda, Rep. Saharaui s/n, 11510 Puerto Real, Cadiz (Spain); Casas-Ruiz, Melquiades; Alonso, José J.; Vidal, Juan [CEIMAR, University of Cadiz, Avda, Rep. Saharaui s/n, 11510 Puerto Real, Cádiz (Spain)

2017-05-11

A generic theoretical methodology for the calculation of the efficiency of gamma spectrometry systems is introduced in this work. The procedure is valid for any type of source and detector and can be applied to determine the full energy peak and the total efficiency of any source-detector system. The methodology is based on the idea of underlying probability of detection, which describes the physical model for the detection of the gamma radiation at the particular studied situation. This probability depends explicitly on the direction of the gamma radiation, allowing the use of this dependence the development of more realistic and complex models than the traditional models based on the point source integration. The probability function that has to be employed in practice must reproduce the relevant characteristics of the detection process occurring at the particular studied situation. Once the probability is defined, the efficiency calculations can be performed in general by using numerical methods. Monte Carlo integration procedure is especially useful to perform the calculations when complex probability functions are used. The methodology can be used for the direct determination of the efficiency and also for the calculation of corrections that require this determination of the efficiency, as it is the case of coincidence summing, geometric or self-attenuation corrections. In particular, we have applied the procedure to obtain some of the classical self-attenuation correction factors usually employed to correct for the sample attenuation of cylindrical geometry sources. The methodology clarifies the theoretical basis and approximations associated to each factor, by making explicit the probability which is generally hidden and implicit to each model. It has been shown that most of these self-attenuation correction factors can be derived by using a common underlying probability, having this probability a growing level of complexity as it reproduces more precisely

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.

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...

Modeling the frequency-dependent detective quantum efficiency of photon-counting x-ray detectors.

Science.gov (United States)

Stierstorfer, Karl

2018-01-01

To find a simple model for the frequency-dependent detective quantum efficiency (DQE) of photon-counting detectors in the low flux limit. Formula for the spatial cross-talk, the noise power spectrum and the DQE of a photon-counting detector working at a given threshold are derived. Parameters are probabilities for types of events like single counts in the central pixel, double counts in the central pixel and a neighboring pixel or single count in a neighboring pixel only. These probabilities can be derived in a simple model by extensive use of Monte Carlo techniques: The Monte Carlo x-ray propagation program MOCASSIM is used to simulate the energy deposition from the x-rays in the detector material. A simple charge cloud model using Gaussian clouds of fixed width is used for the propagation of the electric charge generated by the primary interactions. Both stages are combined in a Monte Carlo simulation randomizing the location of impact which finally produces the required probabilities. The parameters of the charge cloud model are fitted to the spectral response to a polychromatic spectrum measured with our prototype detector. Based on the Monte Carlo model, the DQE of photon-counting detectors as a function of spatial frequency is calculated for various pixel sizes, photon energies, and thresholds. The frequency-dependent DQE of a photon-counting detector in the low flux limit can be described with an equation containing only a small set of probabilities as input. Estimates for the probabilities can be derived from a simple model of the detector physics. © 2017 American Association of Physicists in Medicine.

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.

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.

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.

The optimal number of surveys when detectability varies.

Directory of Open Access Journals (Sweden)

Alana L Moore

Full Text Available The survey of plant and animal populations is central to undertaking field ecology. However, detection is imperfect, so the absence of a species cannot be determined with certainty. Methods developed to account for imperfect detectability during surveys do not yet account for stochastic variation in detectability over time or space. When each survey entails a fixed cost that is not spent searching (e.g., time required to travel to the site, stochastic detection rates result in a trade-off between the number of surveys and the length of each survey when surveying a single site. We present a model that addresses this trade-off and use it to determine the number of surveys that: 1 maximizes the expected probability of detection over the entire survey period; and 2 is most likely to achieve a minimally-acceptable probability of detection. We illustrate the applicability of our approach using three practical examples (minimum survey effort protocols, number of frog surveys per season, and number of quadrats per site to detect a plant species and test our model's predictions using data from experimental plant surveys. We find that when maximizing the expected probability of detection, the optimal survey design is most sensitive to the coefficient of variation in the rate of detection and the ratio of the search budget to the travel cost. When maximizing the likelihood of achieving a particular probability of detection, the optimal survey design is most sensitive to the required probability of detection, the expected number of detections if the budget were spent only on searching, and the expected number of detections that are missed due to travel costs. We find that accounting for stochasticity in detection rates is likely to be particularly important for designing surveys when detection rates are low. Our model provides a framework to do this.

Probability of crack-initiation and application to NDE

Energy Technology Data Exchange (ETDEWEB)

Prantl, G [Nuclear Safety Inspectorate HSK, (Switzerland)

1988-12-31

Fracture toughness is a property with a certain variability. When a statistical distribution is assumed, the probability of crack initiation may be calculated for a given problem defined by its geometry and the applied stress. Experiments have shown, that cracks which experience a certain small amount of ductile growth can reliably be detected by acoustic emission measurements. The probability of crack detection by AE-techniques may be estimated using this experimental finding and the calculated probability of crack initiation. (author).

An efficient background modeling approach based on vehicle detection

Science.gov (United States)

Wang, Jia-yan; Song, Li-mei; Xi, Jiang-tao; Guo, Qing-hua

2015-10-01

The existing Gaussian Mixture Model(GMM) which is widely used in vehicle detection suffers inefficiency in detecting foreground image during the model phase, because it needs quite a long time to blend the shadows in the background. In order to overcome this problem, an improved method is proposed in this paper. First of all, each frame is divided into several areas(A, B, C and D), Where area A, B, C and D are decided by the frequency and the scale of the vehicle access. For each area, different new learning rate including weight, mean and variance is applied to accelerate the elimination of shadows. At the same time, the measure of adaptive change for Gaussian distribution is taken to decrease the total number of distributions and save memory space effectively. With this method, different threshold value and different number of Gaussian distribution are adopted for different areas. The results show that the speed of learning and the accuracy of the model using our proposed algorithm surpass the traditional GMM. Probably to the 50th frame, interference with the vehicle has been eliminated basically, and the model number only 35% to 43% of the standard, the processing speed for every frame approximately has a 20% increase than the standard. The proposed algorithm has good performance in terms of elimination of shadow and processing speed for vehicle detection, it can promote the development of intelligent transportation, which is very meaningful to the other Background modeling methods.

Biochemical transport modeling, estimation, and detection in realistic environments

Science.gov (United States)

Ortner, Mathias; Nehorai, Arye

2006-05-01

Early detection and estimation of the spread of a biochemical contaminant are major issues for homeland security applications. We present an integrated approach combining the measurements given by an array of biochemical sensors with a physical model of the dispersion and statistical analysis to solve these problems and provide system performance measures. We approximate the dispersion model of the contaminant in a realistic environment through numerical simulations of reflected stochastic diffusions describing the microscopic transport phenomena due to wind and chemical diffusion using the Feynman-Kac formula. We consider arbitrary complex geometries and account for wind turbulence. Localizing the dispersive sources is useful for decontamination purposes and estimation of the cloud evolution. To solve the associated inverse problem, we propose a Bayesian framework based on a random field that is particularly powerful for localizing multiple sources with small amounts of measurements. We also develop a sequential detector using the numerical transport model we propose. Sequential detection allows on-line analysis and detecting wether a change has occurred. We first focus on the formulation of a suitable sequential detector that overcomes the presence of unknown parameters (e.g. release time, intensity and location). We compute a bound on the expected delay before false detection in order to decide the threshold of the test. For a fixed false-alarm rate, we obtain the detection probability of a substance release as a function of its location and initial concentration. Numerical examples are presented for two real-world scenarios: an urban area and an indoor ventilation duct.

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.

On New Cautious Structural Reliability Models in the Framework of imprecise Probabilities

DEFF Research Database (Denmark)

Utkin, Lev V.; Kozine, Igor

2010-01-01

models and gen-eralizing conventional ones to imprecise probabili-ties. The theoretical setup employed for this purpose is imprecise statistical reasoning (Walley 1991), whose general framework is provided by upper and lower previsions (expectations). The appeal of this theory is its ability to capture......Uncertainty of parameters in engineering design has been modeled in different frameworks such as inter-val analysis, fuzzy set and possibility theories, ran-dom set theory and imprecise probability theory. The authors of this paper for many years have been de-veloping new imprecise reliability...... both aleatory (stochas-tic) and epistemic uncertainty and the flexibility with which information can be represented. The previous research of the authors related to generalizing structural reliability models to impre-cise statistical measures is summarized in Utkin & Kozine (2002) and Utkin (2004...

Physicochemical properties determining the detection probability of tryptic peptides in Fourier transform mass spectrometry. A correlation study

DEFF Research Database (Denmark)

Nielsen, Michael L; Savitski, Mikhail M; Kjeldsen, Frank

2004-01-01

Sequence verification and mapping of posttranslational modifications require nearly 100% sequence coverage in the "bottom-up" protein analysis. Even in favorable cases, routine liquid chromatography-mass spectrometry detects from protein digests peptides covering 50-90% of the sequence. Here we...... investigated the reasons for limited peptide detection, considering various physicochemical aspects of peptide behavior in liquid chromatography-Fourier transform mass spectrometry (LC-FTMS). No overall correlation was found between the detection probability and peptide mass. In agreement with literature data...... between pI and signal response. An explanation of this paradoxal behavior was found through the observation that more acidic tryptic peptide lengths tend to be longer. Longer peptides tend to acquire higher average charge state in positive mode electrospray ionization than more basic but shorter...

Enhanced Anomaly Detection Via PLS Regression Models and Information Entropy Theory

KAUST Repository

Harrou, Fouzi

2015-12-07

Accurate and effective fault detection and diagnosis of modern engineering systems is crucial for ensuring reliability, safety and maintaining the desired product quality. In this work, we propose an innovative method for detecting small faults in the highly correlated multivariate data. The developed method utilizes partial least square (PLS) method as a modelling framework, and the symmetrized Kullback-Leibler divergence (KLD) as a monitoring index, where it is used to quantify the dissimilarity between probability distributions of current PLS-based residual and reference one obtained using fault-free data. The performance of the PLS-based KLD fault detection algorithm is illustrated and compared to the conventional PLS-based fault detection methods. Using synthetic data, we have demonstrated the greater sensitivity and effectiveness of the developed method over the conventional methods, especially when data are highly correlated and small faults are of interest.

Enhanced Anomaly Detection Via PLS Regression Models and Information Entropy Theory

KAUST Repository

Harrou, Fouzi; Sun, Ying

2015-01-01

Accurate and effective fault detection and diagnosis of modern engineering systems is crucial for ensuring reliability, safety and maintaining the desired product quality. In this work, we propose an innovative method for detecting small faults in the highly correlated multivariate data. The developed method utilizes partial least square (PLS) method as a modelling framework, and the symmetrized Kullback-Leibler divergence (KLD) as a monitoring index, where it is used to quantify the dissimilarity between probability distributions of current PLS-based residual and reference one obtained using fault-free data. The performance of the PLS-based KLD fault detection algorithm is illustrated and compared to the conventional PLS-based fault detection methods. Using synthetic data, we have demonstrated the greater sensitivity and effectiveness of the developed method over the conventional methods, especially when data are highly correlated and small faults are of interest.

From Remotely Sensed Vegetation Onset to Sowing Dates: Aggregating Pixel-Level Detections into Village-Level Sowing Probabilities

Directory of Open Access Journals (Sweden)

Eduardo Marinho

2014-11-01

Full Text Available Monitoring the start of the crop season in Sahel provides decision makers with valuable information for an early assessment of potential production and food security threats. Presently, the most common method for the estimation of sowing dates in West African countries consists of applying given thresholds on rainfall estimations. However, the coarse spatial resolution and the possible inaccuracy of these estimations are limiting factors. In this context, the remote sensing approach, which consists of deriving green-up onset dates from satellite remote sensing data, appears as an interesting alternative. It builds upon a novel statistic model that translates vegetation onset detections derived from MODIS time series into sowing probabilities at the village level. Results for Niger show that this approach outperforms the standard method adopted in the region based on rainfall thresholds.

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...

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...

Phase transitions in community detection: A solvable toy model

Science.gov (United States)

Ver Steeg, Greg; Moore, Cristopher; Galstyan, Aram; Allahverdyan, Armen

2014-05-01

Recently, it was shown that there is a phase transition in the community detection problem. This transition was first computed using the cavity method, and has been proved rigorously in the case of q = 2 groups. However, analytic calculations using the cavity method are challenging since they require us to understand probability distributions of messages. We study analogous transitions in the so-called “zero-temperature inference” model, where this distribution is supported only on the most likely messages. Furthermore, whenever several messages are equally likely, we break the tie by choosing among them with equal probability, corresponding to an infinitesimal random external field. While the resulting analysis overestimates the thresholds, it reproduces some of the qualitative features of the system. It predicts a first-order detectability transition whenever q > 2 (as opposed to q > 4 according to the finite-temperature cavity method). It also has a regime analogous to the “hard but detectable” phase, where the community structure can be recovered, but only when the initial messages are sufficiently accurate. Finally, we study a semisupervised setting where we are given the correct labels for a fraction ρ of the nodes. For q > 2, we find a regime where the accuracy jumps discontinuously at a critical value of ρ.

Sequential Probability Ratio Test for Spacecraft Collision Avoidance Maneuver Decisions

Science.gov (United States)

Carpenter, J. Russell; Markley, F. Landis

2013-01-01

A document discusses sequential probability ratio tests that explicitly allow decision-makers to incorporate false alarm and missed detection risks, and are potentially less sensitive to modeling errors than a procedure that relies solely on a probability of collision threshold. Recent work on constrained Kalman filtering has suggested an approach to formulating such a test for collision avoidance maneuver decisions: a filter bank with two norm-inequality-constrained epoch-state extended Kalman filters. One filter models the null hypotheses that the miss distance is inside the combined hard body radius at the predicted time of closest approach, and one filter models the alternative hypothesis. The epoch-state filter developed for this method explicitly accounts for any process noise present in the system. The method appears to work well using a realistic example based on an upcoming, highly elliptical orbit formation flying mission.

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

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.

Estimation of the defect detection probability for ultrasonic tests on thick sections steel weldments. Technical report

International Nuclear Information System (INIS)

Johnson, D.P.; Toomay, T.L.; Davis, C.S.

1979-02-01

An inspection uncertainty analysis of published PVRC Specimen 201 data is reported to obtain an estimate of the probability of recording an indication as a function of imperfection height for ASME Section XI Code ultrasonic inspections of the nuclear reactor vessel plate seams and to demonstrate the advantages of inspection uncertainty analysis over conventional detection/nondetection counting analysis. This analysis found the probability of recording a significant defect with an ASME Section XI Code ultrasonic inspection to be very high, if such a defect should exist in the plate seams of a nuclear reactor vessel. For a one-inch high crack, for example, this analysis gives a best estimate recording probability of .985 and a 90% lower confidence bound recording probabilty of .937. It is also shown that inspection uncertainty analysis gives more accurate estimates and gives estimates over a much greater flaw size range than is possible with conventional analysis. There is reason to believe that the estimation procedure used is conservative, the estimation is based on data generated several years ago, on very small defects, in an environment that is different from the actual in-service inspection environment

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.

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.

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.

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....

Conditional Probability Modulates Visual Search Efficiency

Directory of Open Access Journals (Sweden)

Bryan eCort

2013-10-01

Full Text Available We investigated the effects of probability on visual search. Previous work has shown that people can utilize spatial and sequential probability information to improve target detection. We hypothesized that performance improvements from probability information would extend to the efficiency of visual search. Our task was a simple visual search in which the target was always present among a field of distractors, and could take one of two colors. The absolute probability of the target being either color was 0.5; however, the conditional probability – the likelihood of a particular color given a particular combination of two cues – varied from 0.1 to 0.9. We found that participants searched more efficiently for high conditional probability targets and less efficiently for low conditional probability targets, but only when they were explicitly informed of the probability relationship between cues and target color.

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).

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....

Using probability modelling and genetic parentage assignment to test the role of local mate availability in mating system variation.

Science.gov (United States)

Blyton, Michaela D J; Banks, Sam C; Peakall, Rod; Lindenmayer, David B

2012-02-01

The formal testing of mating system theories with empirical data is important for evaluating the relative importance of different processes in shaping mating systems in wild populations. Here, we present a generally applicable probability modelling framework to test the role of local mate availability in determining a population's level of genetic monogamy. We provide a significance test for detecting departures in observed mating patterns from model expectations based on mate availability alone, allowing the presence and direction of behavioural effects to be inferred. The assessment of mate availability can be flexible and in this study it was based on population density, sex ratio and spatial arrangement. This approach provides a useful tool for (1) isolating the effect of mate availability in variable mating systems and (2) in combination with genetic parentage analyses, gaining insights into the nature of mating behaviours in elusive species. To illustrate this modelling approach, we have applied it to investigate the variable mating system of the mountain brushtail possum (Trichosurus cunninghami) and compared the model expectations with the outcomes of genetic parentage analysis over an 18-year study. The observed level of monogamy was higher than predicted under the model. Thus, behavioural traits, such as mate guarding or selective mate choice, may increase the population level of monogamy. We show that combining genetic parentage data with probability modelling can facilitate an improved understanding of the complex interactions between behavioural adaptations and demographic dynamics in driving mating system variation. © 2011 Blackwell Publishing Ltd.

Steam generator tubes rupture probability estimation - study of the axially cracked tube case

International Nuclear Information System (INIS)

Mavko, B.; Cizelj, L.; Roussel, G.

1992-01-01

The objective of the present study is to estimate the probability of a steam generator tube rupture due to the unstable propagation of axial through-wall cracks during a hypothetical accident. For this purpose the probabilistic fracture mechanics model was developed taking into account statistical distributions of influencing parameters. A numerical example considering a typical steam generator seriously affected by axial stress corrosion cracking in the roll transition area, is presented; it indicates the change of rupture probability with different assumptions focusing mostly on tubesheet reinforcing factor, crack propagation rate and crack detection probability. 8 refs., 4 figs., 4 tabs

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.

Analysis of probability of defects in the disposal canisters

International Nuclear Information System (INIS)

Holmberg, J.-E.; Kuusela, P.

2011-06-01

This report presents a probability model for the reliability of the spent nuclear waste final disposal canister. Reliability means here that the welding of the canister lid has no critical defects from the long-term safety point of view. From the reliability point of view, both the reliability of the welding process (that no critical defects will be born) and the non-destructive testing (NDT) process (all critical defects will be detected) are equally important. In the probability model, critical defects in a weld were simplified into a few types. Also the possibility of human errors in the NDT process was taken into account in a simple manner. At this moment there is very little representative data to determine the reliability of welding and also the data on NDT is not well suited for the needs of this study. Therefore calculations presented here are based on expert judgements and on several assumptions that have not been verified yet. The Bayesian probability model shows the importance of the uncertainty in the estimation of the reliability parameters. The effect of uncertainty is that the probability distribution of the number of defective canisters becomes flat for larger numbers of canisters compared to the binomial probability distribution in case of known parameter values. In order to reduce the uncertainty, more information is needed from both the reliability of the welding and NDT processes. It would also be important to analyse the role of human factors in these processes since their role is not reflected in typical test data which is used to estimate 'normal process variation'.The reported model should be seen as a tool to quantify the roles of different methods and procedures in the weld inspection process. (orig.)

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.

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.

fatalityCMR: capture-recapture software to correct raw counts of wildlife fatalities using trial experiments for carcass detection probability and persistence time

Science.gov (United States)

Peron, Guillaume; Hines, James E.

2014-01-01

Many industrial and agricultural activities involve wildlife fatalities by collision, poisoning or other involuntary harvest: wind turbines, highway network, utility network, tall structures, pesticides, etc. Impacted wildlife may benefit from official protection, including the requirement to monitor the impact. Carcass counts can often be conducted to quantify the number of fatalities, but they need to be corrected for carcass persistence time (removal by scavengers and decay) and detection probability (searcher efficiency). In this article we introduce a new piece of software that fits a superpopulation capture-recapture model to raw count data. It uses trial data to estimate detection and daily persistence probabilities. A recurrent issue is that fatalities of rare, protected species are infrequent, in which case the software offers the option to switch to an ‘evidence of absence’ mode, i.e., estimate the number of carcasses that may have been missed by field crews. The software allows distinguishing between different turbine types (e.g. different vegetation cover under turbines, or different technical properties), as well between two carcass age-classes or states, with transition between those classes (e.g, fresh and dry). There is a data simulation capacity that may be used at the planning stage to optimize sampling design. Resulting mortality estimates can be used 1) to quantify the required amount of compensation, 2) inform mortality projections for proposed development sites, and 3) inform decisions about management of existing sites.

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.

Detection Range of Airborne Magnetometers in Magnetic Anomaly Detection

Directory of Open Access Journals (Sweden)

Chengjing Li

2015-11-01

Full Text Available Airborne magnetometers are utilized for the small-range search, precise positioning, and identification of the ferromagnetic properties of underwater targets. As an important performance parameter of sensors, the detection range of airborne magnetometers is commonly set as a fixed value in references regardless of the influences of environment noise, target magnetic properties, and platform features in a classical model to detect airborne magnetic anomalies. As a consequence, deviation in detection ability analysis is observed. In this study, a novel detection range model is proposed on the basis of classic detection range models of airborne magnetometers. In this model, probability distribution is applied, and the magnetic properties of targets and the environment noise properties of a moving submarine are considered. The detection range model is also constructed by considering the distribution of the moving submarine during detection. A cell-averaging greatest-of-constant false alarm rate test method is also used to calculate the detection range of the model at a desired false alarm rate. The detection range model is then used to establish typical submarine search probabilistic models. Results show that the model can be used to evaluate not only the effects of ambient magnetic noise but also the moving and geomagnetic features of the target and airborne detection platform. The model can also be utilized to display the actual operating range of sensor systems.

Accounting for Incomplete Species Detection in Fish Community Monitoring

Energy Technology Data Exchange (ETDEWEB)

McManamay, Ryan A [ORNL; Orth, Dr. Donald J [Virginia Polytechnic Institute and State University; Jager, Yetta [ORNL

2013-01-01

Riverine fish assemblages are heterogeneous and very difficult to characterize with a one-size-fits-all approach to sampling. Furthermore, detecting changes in fish assemblages over time requires accounting for variation in sampling designs. We present a modeling approach that permits heterogeneous sampling by accounting for site and sampling covariates (including method) in a model-based framework for estimation (versus a sampling-based framework). We snorkeled during three surveys and electrofished during a single survey in suite of delineated habitats stratified by reach types. We developed single-species occupancy models to determine covariates influencing patch occupancy and species detection probabilities whereas community occupancy models estimated species richness in light of incomplete detections. For most species, information-theoretic criteria showed higher support for models that included patch size and reach as covariates of occupancy. In addition, models including patch size and sampling method as covariates of detection probabilities also had higher support. Detection probability estimates for snorkeling surveys were higher for larger non-benthic species whereas electrofishing was more effective at detecting smaller benthic species. The number of sites and sampling occasions required to accurately estimate occupancy varied among fish species. For rare benthic species, our results suggested that higher number of occasions, and especially the addition of electrofishing, may be required to improve detection probabilities and obtain accurate occupancy estimates. Community models suggested that richness was 41% higher than the number of species actually observed and the addition of an electrofishing survey increased estimated richness by 13%. These results can be useful to future fish assemblage monitoring efforts by informing sampling designs, such as site selection (e.g. stratifying based on patch size) and determining effort required (e.g. number of

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

METHOD OF FOREST FIRES PROBABILITY ASSESSMENT WITH POISSON LAW

Directory of Open Access Journals (Sweden)

A. S. Plotnikova

2016-01-01

Full Text Available The article describes the method for the forest fire burn probability estimation on a base of Poisson distribution. The λ parameter is assumed to be a mean daily number of fires detected for each Forest Fire Danger Index class within specific period of time. Thus, λ was calculated for spring, summer and autumn seasons separately. Multi-annual daily Forest Fire Danger Index values together with EO-derived hot spot map were input data for the statistical analysis. The major result of the study is generation of the database on forest fire burn probability. Results were validated against EO daily data on forest fires detected over Irkutsk oblast in 2013. Daily weighted average probability was shown to be linked with the daily number of detected forest fires. Meanwhile, there was found a number of fires which were developed when estimated probability was low. The possible explanation of this phenomenon was provided.

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.

Laser Raman detection for oral cancer based on an adaptive Gaussian process classification method with posterior probabilities

International Nuclear Information System (INIS)

Du, Zhanwei; Yang, Yongjian; Bai, Yuan; Wang, Lijun; Su, Le; Chen, Yong; Li, Xianchang; Zhou, Xiaodong; Shen, Aiguo; Hu, Jiming; Jia, Jun

2013-01-01

The existing methods for early and differential diagnosis of oral cancer are limited due to the unapparent early symptoms and the imperfect imaging examination methods. In this paper, the classification models of oral adenocarcinoma, carcinoma tissues and a control group with just four features are established by utilizing the hybrid Gaussian process (HGP) classification algorithm, with the introduction of the mechanisms of noise reduction and posterior probability. HGP shows much better performance in the experimental results. During the experimental process, oral tissues were divided into three groups, adenocarcinoma (n = 87), carcinoma (n = 100) and the control group (n = 134). The spectral data for these groups were collected. The prospective application of the proposed HGP classification method improved the diagnostic sensitivity to 56.35% and the specificity to about 70.00%, and resulted in a Matthews correlation coefficient (MCC) of 0.36. It is proved that the utilization of HGP in LRS detection analysis for the diagnosis of oral cancer gives accurate results. The prospect of application is also satisfactory. (paper)

Laser Raman detection for oral cancer based on an adaptive Gaussian process classification method with posterior probabilities

Science.gov (United States)

Du, Zhanwei; Yang, Yongjian; Bai, Yuan; Wang, Lijun; Su, Le; Chen, Yong; Li, Xianchang; Zhou, Xiaodong; Jia, Jun; Shen, Aiguo; Hu, Jiming

2013-03-01

The existing methods for early and differential diagnosis of oral cancer are limited due to the unapparent early symptoms and the imperfect imaging examination methods. In this paper, the classification models of oral adenocarcinoma, carcinoma tissues and a control group with just four features are established by utilizing the hybrid Gaussian process (HGP) classification algorithm, with the introduction of the mechanisms of noise reduction and posterior probability. HGP shows much better performance in the experimental results. During the experimental process, oral tissues were divided into three groups, adenocarcinoma (n = 87), carcinoma (n = 100) and the control group (n = 134). The spectral data for these groups were collected. The prospective application of the proposed HGP classification method improved the diagnostic sensitivity to 56.35% and the specificity to about 70.00%, and resulted in a Matthews correlation coefficient (MCC) of 0.36. It is proved that the utilization of HGP in LRS detection analysis for the diagnosis of oral cancer gives accurate results. The prospect of application is also satisfactory.

Stochastic Radiative Transfer Model for Contaminated Rough Surfaces: A Framework for Detection System Design

Science.gov (United States)

2013-11-01

example for the detection of a potassium chlorate contaminated “car” with a CO2 tunable laser system. 15. SUBJECT TERMS Radiative transfer...detector m-out-of-n detector Potassium chlorate Probability theory System performance Probability of detection and false alarm iii...for the detection of a potassium chlorate contaminated “car” with a CO2 tunable laser system. Subject Terms Radiative transfer, contaminated

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.

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...

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.

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…

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.

Modeling of Viral Aerosol Transmission and Detection

KAUST Repository

Khalid, Maryam; Amin, Osama; Ahmed, Sajid; Alouini, Mohamed-Slim

2018-01-01

The objective of this work is to investigate the spread mechanism of diseases in the atmosphere as an engineering problem. Among the viral transmission mechanisms that do not include physical contact, aerosol transmission is the most significant mode of transmission where virus-laden droplets are carried over long distances by wind. In this work, we focus on aerosol transmission of virus and introduce the idea of viewing virus transmission through aerosols and their transport as a molecular communication problem, where one has no control over transmission source but a robust receiver can be designed using nano-biosensors. To investigate this idea, a complete system is presented and end-toend mathematical model for the aerosol transmission channel is derived under certain constraints and boundary conditions. In addition to transmitter and channel, a receiver architecture composed of air sampler and Silicon Nanowire field effect transistor is also discussed. Furthermore, a detection problem is formulated for which maximum likelihood decision rule and the corresponding missed detection probability is discussed. At the end, simulation results are presented to investigate the parameters that affect the performance and justify the feasibility of proposed setup in related applications.

Detecting cracks in aircraft engine fan blades using vibrothermography nondestructive evaluation

International Nuclear Information System (INIS)

Gao, Chunwang; Meeker, William Q.; Mayton, Donna

2014-01-01

Inspection is an important part of many maintenance processes, especially for safety-critical system components. This work was motivated by the need to develop more effective methods to detect cracks in rotating components of aircraft engines. This paper describes the analysis of data from vibrothermography inspections on aircraft engine turbine blades. Separate but similar analysis were done for two different purposes. In both analyses, we fit statistical models with random effects to describe the crack-to-crack variability and the effect that the experimental variables have on the responses. In the first analysis, the purpose of the study was to find vibrothermography equipment settings that will provide good crack detection capability over the population of similar cracks in the particular kind of aircraft engine turbine blades that were inspected. Then, the fitted model was used to determine the test conditions where the probability of detection (POD) is expected to be high and probability of alarm is expected to be low. In our second analysis, crack size information was added and a similar model was fit. This model provides an estimate of POD as a function of crack size for specified test conditions. This function is needed as an input to models for planning in-service inspection intervals. - Highlights: • Developed experimental design methods to optimize the inspection parameters for a vibrothermography inspection system. • Used mixed effects modeling to describe crack-to-crack variability. • Fit an extended model to provide estimates of the probability of detection as a function of crack length. • Investigated the coverage probability of confidence intervals for probability of detection

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…

Combining inferences from models of capture efficiency, detectability, and suitable habitat to classify landscapes for conservation of threatened bull trout

Science.gov (United States)

Peterson, J.; Dunham, J.B.

2003-01-01

Effective conservation efforts for at-risk species require knowledge of the locations of existing populations. Species presence can be estimated directly by conducting field-sampling surveys or alternatively by developing predictive models. Direct surveys can be expensive and inefficient, particularly for rare and difficult-to-sample species, and models of species presence may produce biased predictions. We present a Bayesian approach that combines sampling and model-based inferences for estimating species presence. The accuracy and cost-effectiveness of this approach were compared to those of sampling surveys and predictive models for estimating the presence of the threatened bull trout ( Salvelinus confluentus ) via simulation with existing models and empirical sampling data. Simulations indicated that a sampling-only approach would be the most effective and would result in the lowest presence and absence misclassification error rates for three thresholds of detection probability. When sampling effort was considered, however, the combined approach resulted in the lowest error rates per unit of sampling effort. Hence, lower probability-of-detection thresholds can be specified with the combined approach, resulting in lower misclassification error rates and improved cost-effectiveness.

Balancing precision and risk: should multiple detection methods be analyzed separately in N-mixture models?

Directory of Open Access Journals (Sweden)

Tabitha A Graves

Full Text Available Using multiple detection methods can increase the number, kind, and distribution of individuals sampled, which may increase accuracy and precision and reduce cost of population abundance estimates. However, when variables influencing abundance are of interest, if individuals detected via different methods are influenced by the landscape differently, separate analysis of multiple detection methods may be more appropriate. We evaluated the effects of combining two detection methods on the identification of variables important to local abundance using detections of grizzly bears with hair traps (systematic and bear rubs (opportunistic. We used hierarchical abundance models (N-mixture models with separate model components for each detection method. If both methods sample the same population, the use of either data set alone should (1 lead to the selection of the same variables as important and (2 provide similar estimates of relative local abundance. We hypothesized that the inclusion of 2 detection methods versus either method alone should (3 yield more support for variables identified in single method analyses (i.e. fewer variables and models with greater weight, and (4 improve precision of covariate estimates for variables selected in both separate and combined analyses because sample size is larger. As expected, joint analysis of both methods increased precision as well as certainty in variable and model selection. However, the single-method analyses identified different variables and the resulting predicted abundances had different spatial distributions. We recommend comparing single-method and jointly modeled results to identify the presence of individual heterogeneity between detection methods in N-mixture models, along with consideration of detection probabilities, correlations among variables, and tolerance to risk of failing to identify variables important to a subset of the population. The benefits of increased precision should be weighed

Evidential reasoning research on intrusion detection

Science.gov (United States)

Wang, Xianpei; Xu, Hua; Zheng, Sheng; Cheng, Anyu

2003-09-01

In this paper, we mainly aim at D-S theory of evidence and the network intrusion detection these two fields. It discusses the method how to apply this probable reasoning as an AI technology to the Intrusion Detection System (IDS). This paper establishes the application model, describes the new mechanism of reasoning and decision-making and analyses how to implement the model based on the synscan activities detection on the network. The results suggest that if only rational probability values were assigned at the beginning, the engine can, according to the rules of evidence combination and hierarchical reasoning, compute the values of belief and finally inform the administrators of the qualities of the traced activities -- intrusions, normal activities or abnormal activities.

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.

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.

Estimating disperser abundance using open population models that incorporate data from continuous detection PIT arrays

Science.gov (United States)

Dzul, Maria C.; Yackulic, Charles B.; Korman, Josh

2017-01-01

Autonomous passive integrated transponder (PIT) tag antenna systems continuously detect individually marked organisms at one or more fixed points over long time periods. Estimating abundance using data from autonomous antennae can be challenging, because these systems do not detect unmarked individuals. Here we pair PIT antennae data from a tributary with mark-recapture sampling data in a mainstem river to estimate the number of fish moving from the mainstem to the tributary. We then use our model to estimate abundance of non-native rainbow trout Oncorhynchus mykiss that move from the Colorado River to the Little Colorado River (LCR), the latter of which is important spawning and rearing habitat for federally-endangered humpback chub Gila cypha. We estimate 226 rainbow trout (95% CI: 127-370) entered the LCR from October 2013-April 2014. We discuss the challenges of incorporating detections from autonomous PIT antenna systems into mark-recapture population models, particularly in regards to using information about spatial location to estimate movement and detection probabilities.

Introduction to probability with R

CERN Document Server

Baclawski, Kenneth

2008-01-01

FOREWORD PREFACE Sets, Events, and Probability The Algebra of Sets The Bernoulli Sample Space The Algebra of Multisets The Concept of Probability Properties of Probability Measures Independent Events The Bernoulli Process The R Language Finite Processes The Basic Models Counting Rules Computing Factorials The Second Rule of Counting Computing Probabilities Discrete Random Variables The Bernoulli Process: Tossing a Coin The Bernoulli Process: Random Walk Independence and Joint Distributions Expectations The Inclusion-Exclusion Principle General Random Variable

Assessing the clinical probability of pulmonary embolism

International Nuclear Information System (INIS)

Miniati, M.; Pistolesi, M.

2001-01-01

Clinical assessment is a cornerstone of the recently validated diagnostic strategies for pulmonary embolism (PE). Although the diagnostic yield of individual symptoms, signs, and common laboratory tests is limited, the combination of these variables, either by empirical assessment or by a prediction rule, can be used to express a clinical probability of PE. The latter may serve as pretest probability to predict the probability of PE after further objective testing (posterior or post-test probability). Over the last few years, attempts have been made to develop structured prediction models for PE. In a Canadian multicenter prospective study, the clinical probability of PE was rated as low, intermediate, or high according to a model which included assessment of presenting symptoms and signs, risk factors, and presence or absence of an alternative diagnosis at least as likely as PE. Recently, a simple clinical score was developed to stratify outpatients with suspected PE into groups with low, intermediate, or high clinical probability. Logistic regression was used to predict parameters associated with PE. A score ≤ 4 identified patients with low probability of whom 10% had PE. The prevalence of PE in patients with intermediate (score 5-8) and high probability (score ≥ 9) was 38 and 81%, respectively. As opposed to the Canadian model, this clinical score is standardized. The predictor variables identified in the model, however, were derived from a database of emergency ward patients. This model may, therefore, not be valid in assessing the clinical probability of PE in inpatients. In the PISA-PED study, a clinical diagnostic algorithm was developed which rests on the identification of three relevant clinical symptoms and on their association with electrocardiographic and/or radiographic abnormalities specific for PE. Among patients who, according to the model, had been rated as having a high clinical probability, the prevalence of proven PE was 97%, while it was 3

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.

Modelling of oil spill frequency, leak sources and contamination probability in the Caspian Sea using multi-temporal SAR images 2006–2010 and stochastic modelling

Directory of Open Access Journals (Sweden)

Emil Bayramov

2016-05-01

Full Text Available The main goal of this research was to detect oil spills, to determine the oil spill frequencies and to approximate oil leak sources around the Oil Rocks Settlement, the Chilov and Pirallahi Islands in the Caspian Sea using 136 multi-temporal ENVISAT Advanced Synthetic Aperture Radar Wide Swath Medium Resolution images acquired during 2006–2010. The following oil spill frequencies were observed around the Oil Rocks Settlement, the Chilov and Pirallahi Islands: 2–10 (3471.04 sq km, 11–20 (971.66 sq km, 21–50 (692.44 sq km, 51–128 (191.38 sq km. The most critical oil leak sources with the frequency range of 41–128 were observed at the Oil Rocks Settlement. The exponential regression analysis between wind speeds and oil slick areas detected from 136 multi-temporal ENVISAT images revealed the regression coefficient equal to 63%. The regression model showed that larger oil spill areas were observed with decreasing wind speeds. The spatiotemporal patterns of currents in the Caspian Sea explained the multi-directional spatial distribution of oil spills around Oil Rocks Settlement, the Chilov and Pirallahi Islands. The linear regression analysis between detected oil spill frequencies and predicted oil contamination probability by the stochastic model showed the positive trend with the regression coefficient of 30%.

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

Forecasting the new case detection rate of leprosy in four states of Brazil: A comparison of modelling approaches

NARCIS (Netherlands)

D.J. Blok (David); R.E. Crump (Ron E.); Sundaresh, R. (Ram); M. Ndeffo-Mbah (Martial); Galvani, A.P. (Alison P.); T.C. Porco (Travis C.); S.J. de Vlas (Sake); G.F. Medley (Graham F.); J.H. Richardus (Jan Hendrik)

2017-01-01

textabstractBackground Brazil has the second highest annual number of new leprosy cases. The aim of this study is to formally compare predictions of future new case detection rate (NCDR) trends and the annual probability of NCDR falling below 10/100,000 of four different modelling approaches in four

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

How would a decline in sperm concentration over time influence the probability of pregnancy?

DEFF Research Database (Denmark)

Slama, R.; Jensen, Tina Kold; Scheike, T.

2004-01-01

BACKGROUND: Reports have suggested a decline in sperm concentration during the second half of the 20th century. The effect of this decline on fecundability (the monthly probability of pregnancy) could be detected in principle by a study of time to pregnancy. In practice, the amplitude of this exp......BACKGROUND: Reports have suggested a decline in sperm concentration during the second half of the 20th century. The effect of this decline on fecundability (the monthly probability of pregnancy) could be detected in principle by a study of time to pregnancy. In practice, the amplitude...... of this expected effect is not well known and the statistical power of time-to-pregnancy studies to detect it has not been explored. METHODS: We developed a nonparametric model to describe a temporal decline in sperm concentration using data on French semen donors. We then applied this model to 419 Danish couples...... planning a first pregnancy in 1992, to predict their time to pregnancy as if the pregnancy attempt had begun during earlier decades with higher sperm concentrations. Finally, we used bootstrap simulations to estimate the statistical power of prospective or retrospective studies that compared fecundability...

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.

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

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)

Assessing environmental DNA detection in controlled lentic systems.

Science.gov (United States)

Moyer, Gregory R; Díaz-Ferguson, Edgardo; Hill, Jeffrey E; Shea, Colin

2014-01-01

Little consideration has been given to environmental DNA (eDNA) sampling strategies for rare species. The certainty of species detection relies on understanding false positive and false negative error rates. We used artificial ponds together with logistic regression models to assess the detection of African jewelfish eDNA at varying fish densities (0, 0.32, 1.75, and 5.25 fish/m3). Our objectives were to determine the most effective water stratum for eDNA detection, estimate true and false positive eDNA detection rates, and assess the number of water samples necessary to minimize the risk of false negatives. There were 28 eDNA detections in 324, 1-L, water samples collected from four experimental ponds. The best-approximating model indicated that the per-L-sample probability of eDNA detection was 4.86 times more likely for every 2.53 fish/m3 (1 SD) increase in fish density and 1.67 times less likely for every 1.02 C (1 SD) increase in water temperature. The best section of the water column to detect eDNA was the surface and to a lesser extent the bottom. Although no false positives were detected, the estimated likely number of false positives in samples from ponds that contained fish averaged 3.62. At high densities of African jewelfish, 3-5 L of water provided a >95% probability for the presence/absence of its eDNA. Conversely, at moderate and low densities, the number of water samples necessary to achieve a >95% probability of eDNA detection approximated 42-73 and >100 L, respectively. Potential biases associated with incomplete detection of eDNA could be alleviated via formal estimation of eDNA detection probabilities under an occupancy modeling framework; alternatively, the filtration of hundreds of liters of water may be required to achieve a high (e.g., 95%) level of certainty that African jewelfish eDNA will be detected at low densities (i.e., <0.32 fish/m3 or 1.75 g/m3).

Alternative probability theories for cognitive psychology.

Science.gov (United States)

Narens, Louis

2014-01-01

Various proposals for generalizing event spaces for probability functions have been put forth in the mathematical, scientific, and philosophic literatures. In cognitive psychology such generalizations are used for explaining puzzling results in decision theory and for modeling the influence of context effects. This commentary discusses proposals for generalizing probability theory to event spaces that are not necessarily boolean algebras. Two prominent examples are quantum probability theory, which is based on the set of closed subspaces of a Hilbert space, and topological probability theory, which is based on the set of open sets of a topology. Both have been applied to a variety of cognitive situations. This commentary focuses on how event space properties can influence probability concepts and impact cognitive modeling. Copyright © 2013 Cognitive Science Society, Inc.

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

Science.gov (United States)

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

2018-02-01

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

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.

Ubiquitous log odds: a common representation of probability and frequency distortion in perception, action and cognition

Directory of Open Access Journals (Sweden)

Hang eZhang

2012-01-01

Full Text Available In decision from experience, the source of probability information affects how probability is distorted in the decision task. Understanding how and why probability is distorted is a key issue in understanding the peculiar character of experience-based decision. We consider how probability information is used not just in decision making but also in a wide variety of cognitive, perceptual and motor tasks. Very similar patterns of distortion of probability/frequency information have been found in visual frequency estimation, frequency estimation based on memory, signal detection theory, and in the use of probability information in decision-making under risk and uncertainty. We show that distortion of probability in all cases is well captured as linear transformations of the log odds of frequency and/or probability, a model with a slope parameter and an intercept parameter. We then consider how task and experience influence these two parameters and the resulting distortion of probability. We review how the probability distortions change in systematic ways with task and report three experiments on frequency distortion where the distortions change systematically in the same task. We found that the slope of frequency distortions decreases with the sample size, which is echoed by findings in decision from experience. We review previous models of the representation of uncertainty and find that none can account for the empirical findings.

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...

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...

Anomaly Detection in Dynamic Networks

Energy Technology Data Exchange (ETDEWEB)

Turcotte, Melissa [Los Alamos National Lab. (LANL), Los Alamos, NM (United States)

2014-10-14

Anomaly detection in dynamic communication networks has many important security applications. These networks can be extremely large and so detecting any changes in their structure can be computationally challenging; hence, computationally fast, parallelisable methods for monitoring the network are paramount. For this reason the methods presented here use independent node and edge based models to detect locally anomalous substructures within communication networks. As a first stage, the aim is to detect changes in the data streams arising from node or edge communications. Throughout the thesis simple, conjugate Bayesian models for counting processes are used to model these data streams. A second stage of analysis can then be performed on a much reduced subset of the network comprising nodes and edges which have been identified as potentially anomalous in the first stage. The first method assumes communications in a network arise from an inhomogeneous Poisson process with piecewise constant intensity. Anomaly detection is then treated as a changepoint problem on the intensities. The changepoint model is extended to incorporate seasonal behavior inherent in communication networks. This seasonal behavior is also viewed as a changepoint problem acting on a piecewise constant Poisson process. In a static time frame, inference is made on this extended model via a Gibbs sampling strategy. In a sequential time frame, where the data arrive as a stream, a novel, fast Sequential Monte Carlo (SMC) algorithm is introduced to sample from the sequence of posterior distributions of the change points over time. A second method is considered for monitoring communications in a large scale computer network. The usage patterns in these types of networks are very bursty in nature and don’t fit a Poisson process model. For tractable inference, discrete time models are considered, where the data are aggregated into discrete time periods and probability models are fitted to the

A Study of Probability Models in Monitoring Environmental Pollution in Nigeria

Directory of Open Access Journals (Sweden)

P. E. Oguntunde

2014-01-01

Full Text Available In Lagos State, Nigeria, pollutant emissions were monitored across the state to detect any significant change which may cause harm to human health and the environment at large. In this research, three theoretical distributions, Weibull, lognormal, and gamma distributions, were examined on the carbon monoxide observations to determine the best fit. The characteristics of the pollutant observation were established and the probabilities of exceeding the Lagos State Environmental Protection Agency (LASEPA and the Federal Environmental Protection Agency (FEPA acceptable limits have been successfully predicted. Increase in the use of vehicles and increase in the establishment of industries have been found not to contribute significantly to the high level of carbon monoxide concentration in Lagos State for the period studied.

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...

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

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…

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.

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 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

Diagnostic accuracy of the MMSE in detecting probable and possible Alzheimer's disease in ethnically diverse highly educated individuals: an analysis of the NACC database.

Science.gov (United States)

Spering, Cynthia C; Hobson, Valerie; Lucas, John A; Menon, Chloe V; Hall, James R; O'Bryant, Sid E

2012-08-01

To validate and extend the findings of a raised cut score of O'Bryant and colleagues (O'Bryant SE, Humphreys JD, Smith GE, et al. Detecting dementia with the mini-mental state examination in highly educated individuals. Arch Neurol. 2008;65(7):963-967.) for the Mini-Mental State Examination in detecting cognitive dysfunction in a bilingual sample of highly educated ethnically diverse individuals. Archival data were reviewed from participants enrolled in the National Alzheimer's Coordinating Center minimum data set. Data on 7,093 individuals with 16 or more years of education were analyzed, including 2,337 cases with probable and possible Alzheimer's disease, 1,418 mild cognitive impairment patients, and 3,088 nondemented controls. Ethnic composition was characterized as follows: 6,296 Caucasians, 581 African Americans, 4 American Indians or Alaska natives, 2 native Hawaiians or Pacific Islanders, 149 Asians, 43 "Other," and 18 of unknown origin. Diagnostic accuracy estimates (sensitivity, specificity, and likelihood ratio) of Mini-Mental State Examination cut scores in detecting probable and possible Alzheimer's disease were examined. A standard Mini-Mental State Examination cut score of 24 (≤23) yielded a sensitivity of 0.58 and a specificity of 0.98 in detecting probable and possible Alzheimer's disease across ethnicities. A cut score of 27 (≤26) resulted in an improved balance of sensitivity and specificity (0.79 and 0.90, respectively). In the cognitively impaired group (mild cognitive impairment and probable and possible Alzheimer's disease), the standard cut score yielded a sensitivity of 0.38 and a specificity of 1.00 while raising the cut score to 27 resulted in an improved balance of 0.59 and 0.96 of sensitivity and specificity, respectively. These findings cross-validate our previous work and extend them to an ethnically diverse cohort. A higher cut score is needed to maximize diagnostic accuracy of the Mini-Mental State Examination in individuals

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...

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

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.

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

Linking landscape characteristics to local grizzly bear abundance using multiple detection methods in a hierarchical model

Science.gov (United States)

Graves, T.A.; Kendall, Katherine C.; Royle, J. Andrew; Stetz, J.B.; Macleod, A.C.

2011-01-01

Few studies link habitat to grizzly bear Ursus arctos abundance and these have not accounted for the variation in detection or spatial autocorrelation. We collected and genotyped bear hair in and around Glacier National Park in northwestern Montana during the summer of 2000. We developed a hierarchical Markov chain Monte Carlo model that extends the existing occupancy and count models by accounting for (1) spatially explicit variables that we hypothesized might influence abundance; (2) separate sub-models of detection probability for two distinct sampling methods (hair traps and rub trees) targeting different segments of the population; (3) covariates to explain variation in each sub-model of detection; (4) a conditional autoregressive term to account for spatial autocorrelation; (5) weights to identify most important variables. Road density and per cent mesic habitat best explained variation in female grizzly bear abundance; spatial autocorrelation was not supported. More female bears were predicted in places with lower road density and with more mesic habitat. Detection rates of females increased with rub tree sampling effort. Road density best explained variation in male grizzly bear abundance and spatial autocorrelation was supported. More male bears were predicted in areas of low road density. Detection rates of males increased with rub tree and hair trap sampling effort and decreased over the sampling period. We provide a new method to (1) incorporate multiple detection methods into hierarchical models of abundance; (2) determine whether spatial autocorrelation should be included in final models. Our results suggest that the influence of landscape variables is consistent between habitat selection and abundance in this system.

Theory of overdispersion in counting statistics caused by fluctuating probabilities

International Nuclear Information System (INIS)

Semkow, Thomas M.

1999-01-01

It is shown that the random Lexis fluctuations of probabilities such as probability of decay or detection cause the counting statistics to be overdispersed with respect to the classical binomial, Poisson, or Gaussian distributions. The generating and the distribution functions for the overdispersed counting statistics are derived. Applications to radioactive decay with detection and more complex experiments are given, as well as distinguishing between the source and background, in the presence of overdispersion. Monte-Carlo verifications are provided

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

Sequential probability ratio controllers for safeguards radiation monitors

International Nuclear Information System (INIS)

Fehlau, P.E.; Coop, K.L.; Nixon, K.V.

1984-01-01

Sequential hypothesis tests applied to nuclear safeguards accounting methods make the methods more sensitive to detecting diversion. The sequential tests also improve transient signal detection in safeguards radiation monitors. This paper describes three microprocessor control units with sequential probability-ratio tests for detecting transient increases in radiation intensity. The control units are designed for three specific applications: low-intensity monitoring with Poisson probability ratios, higher intensity gamma-ray monitoring where fixed counting intervals are shortened by sequential testing, and monitoring moving traffic where the sequential technique responds to variable-duration signals. The fixed-interval controller shortens a customary 50-s monitoring time to an average of 18 s, making the monitoring delay less bothersome. The controller for monitoring moving vehicles benefits from the sequential technique by maintaining more than half its sensitivity when the normal passage speed doubles

Water-Tree Modelling and Detection for Underground Cables

Science.gov (United States)

Chen, Qi

is used to model water-tree in large system. Both empirical measurements and the mathematical model show that the impedance of early-stage water-tree is extremely large. As the result, traditional detection methods such Tan-Delta or Partial Discharge are not effective due to the excessively high accuracy requirement. A high-frequency pulse detection method is developed instead. The water-tree impedance is capacitive in nature and it can be reduced to manageable level by high-frequency inputs. The method is able to determine the location of early-stage water-tree in long-distance cables using economically feasible equipment. A pattern recognition method is developed to estimate the severity of water-tree using its pulse response from the high-frequency test method. The early-warning system for water-tree appearance is a tool developed to assist the practical implementation of the high-frequency pulse detection method. Although the equipment used by the detection method is economically feasible, it is still a specialized test and not designed for constant monitoring of the system. The test also place heavy stress on the cable and it is most effective when the cable is taken offline. As the result, utilities need a method to estimate the likelihood of water-tree presence before subjecting the cable to the specialized test. The early-warning system takes advantage of naturally occurring high-frequency events in the system and uses a deviation-comparison method to estimate the probability of water-tree presence on the cable. If the likelihood is high, then the utility can use the high-frequency pulse detection method to obtain accurate results. Specific pulse response patterns can be used to calculate the capacitance of water-tree. The calculated result, however, is subjected to margins of error due to limitations from the real system. There are both long-term and short-term methods to improve the accuracy. Computation algorithm improvement allows immediate improvement on

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...

Anomaly Detection in Gas Turbine Fuel Systems Using a Sequential Symbolic Method

Directory of Open Access Journals (Sweden)

Fei Li

2017-05-01

Full Text Available Anomaly detection plays a significant role in helping gas turbines run reliably and economically. Considering the collective anomalous data and both sensitivity and robustness of the anomaly detection model, a sequential symbolic anomaly detection method is proposed and applied to the gas turbine fuel system. A structural Finite State Machine is used to evaluate posterior probabilities of observing symbolic sequences and the most probable state sequences they may locate. Hence an estimation-based model and a decoding-based model are used to identify anomalies in two different ways. Experimental results indicate that both models have both ideal performance overall, but the estimation-based model has a strong robustness ability, whereas the decoding-based model has a strong accuracy ability, particularly in a certain range of sequence lengths. Therefore, the proposed method can facilitate well existing symbolic dynamic analysis- based anomaly detection methods, especially in the gas turbine domain.

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

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.

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.

Modeling spatial variability of sand-lenses in clay till settings using transition probability and multiple-point geostatistics

DEFF Research Database (Denmark)

Kessler, Timo Christian; Nilsson, Bertel; Klint, Knud Erik

2010-01-01

(TPROGS) of alternating geological facies. The second method, multiple-point statistics, uses training images to estimate the conditional probability of sand-lenses at a certain location. Both methods respect field observations such as local stratigraphy, however, only the multiple-point statistics can...... of sand-lenses in clay till. Sand-lenses mainly account for horizontal transport and are prioritised in this study. Based on field observations, the distribution has been modeled using two different geostatistical approaches. One method uses a Markov chain model calculating the transition probabilities...

Probability Aggregates in Probability Answer Set Programming

OpenAIRE

Saad, Emad

2013-01-01

Probability answer set programming is a declarative programming that has been shown effective for representing and reasoning about a variety of probability reasoning tasks. However, the lack of probability aggregates, e.g. {\\em expected values}, in the language of disjunctive hybrid probability logic programs (DHPP) disallows the natural and concise representation of many interesting problems. In this paper, we extend DHPP to allow arbitrary probability aggregates. We introduce two types of p...

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 of detection for bolt hole eddy current in extracted from service aircraft wing structures

Science.gov (United States)

Underhill, P. R.; Uemura, C.; Krause, T. W.

2018-04-01

Fatigue cracks are prone to develop around fasteners found in multi-layer aluminum structures on aging aircraft. Bolt hole eddy current (BHEC) is used for detection of cracks from within bolt holes after fastener removal. In support of qualification towards a target a90/95 (detect 90% of cracks of depth a, 95% of the time) of 0.76 mm (0.030"), a preliminary probability of detection (POD) study was performed to identify those parameters whose variation may keep a bolt hole inspection from attaining its goal. Parameters that were examined included variability in lift-off due to probe type, out-of-round holes, holes with diameters too large to permit surface-contact of the probe and mechanical damage to the holes, including burrs. The study examined the POD for BHEC of corner cracks in unfinished fastener holes extracted from service material. 68 EDM notches were introduced into two specimens of a horizontal stabilizer from a CC-130 Hercules aircraft. The fastener holes were inspected in the unfinished state, simulating potential inspection conditions, by 7 certified inspectors using a manual BHEC setup with an impedance plane display and also with one inspection conducted utilizing a BHEC automated C-Scan apparatus. While the standard detection limit of 1.27 mm (0.050") was achieved, given the a90/95 of 0.97 mm (0.039"), the target 0.76 mm (0.030") was not achieved. The work highlighted a number of areas where there was insufficient information to complete the qualification. Consequently, a number of recommendations were made. These included; development of a specification for minimum probe requirements; criteria for condition of the hole to be inspected, including out-of-roundness and presence of corrosion pits; statement of range of hole sizes; inspection frequency and data display for analysis.

A Probability Co-Kriging Model to Account for Reporting Bias and Recognize Areas at High Risk for Zebra Mussels and Eurasian Watermilfoil Invasions in Minnesota

Directory of Open Access Journals (Sweden)

Kaushi S. T. Kanankege

2018-01-01

Full Text Available Zebra mussels (ZMs (Dreissena polymorpha and Eurasian watermilfoil (EWM (Myriophyllum spicatum are aggressive aquatic invasive species posing a conservation burden on Minnesota. Recognizing areas at high risk for invasion is a prerequisite for the implementation of risk-based prevention and mitigation management strategies. The early detection of invasion has been challenging, due in part to the imperfect observation process of invasions including the absence of a surveillance program, reliance on public reporting, and limited resource availability, which results in reporting bias. To predict the areas at high risk for invasions, while accounting for underreporting, we combined network analysis and probability co-kriging to estimate the risk of ZM and EWM invasions. We used network analysis to generate a waterbody-specific variable representing boater traffic, a known high risk activity for human-mediated transportation of invasive species. In addition, co-kriging was used to estimate the probability of species introduction, using waterbody-specific variables. A co-kriging model containing distance to the nearest ZM infested location, boater traffic, and road access was used to recognize the areas at high risk for ZM invasions (AUC = 0.78. The EWM co-kriging model included distance to the nearest EWM infested location, boater traffic, and connectivity to infested waterbodies (AUC = 0.76. Results suggested that, by 2015, nearly 20% of the waterbodies in Minnesota were at high risk of ZM (12.45% or EWM (12.43% invasions, whereas only 125/18,411 (0.67% and 304/18,411 (1.65% are currently infested, respectively. Prediction methods presented here can support decisions related to solving the problems of imperfect detection, which subsequently improve the early detection of biological invasions.

A Probability Co-Kriging Model to Account for Reporting Bias and Recognize Areas at High Risk for Zebra Mussels and Eurasian Watermilfoil Invasions in Minnesota.

Science.gov (United States)

Kanankege, Kaushi S T; Alkhamis, Moh A; Phelps, Nicholas B D; Perez, Andres M

2017-01-01

Zebra mussels (ZMs) ( Dreissena polymorpha ) and Eurasian watermilfoil (EWM) ( Myriophyllum spicatum ) are aggressive aquatic invasive species posing a conservation burden on Minnesota. Recognizing areas at high risk for invasion is a prerequisite for the implementation of risk-based prevention and mitigation management strategies. The early detection of invasion has been challenging, due in part to the imperfect observation process of invasions including the absence of a surveillance program, reliance on public reporting, and limited resource availability, which results in reporting bias. To predict the areas at high risk for invasions, while accounting for underreporting, we combined network analysis and probability co-kriging to estimate the risk of ZM and EWM invasions. We used network analysis to generate a waterbody-specific variable representing boater traffic, a known high risk activity for human-mediated transportation of invasive species. In addition, co-kriging was used to estimate the probability of species introduction, using waterbody-specific variables. A co-kriging model containing distance to the nearest ZM infested location, boater traffic, and road access was used to recognize the areas at high risk for ZM invasions (AUC = 0.78). The EWM co-kriging model included distance to the nearest EWM infested location, boater traffic, and connectivity to infested waterbodies (AUC = 0.76). Results suggested that, by 2015, nearly 20% of the waterbodies in Minnesota were at high risk of ZM (12.45%) or EWM (12.43%) invasions, whereas only 125/18,411 (0.67%) and 304/18,411 (1.65%) are currently infested, respectively. Prediction methods presented here can support decisions related to solving the problems of imperfect detection, which subsequently improve the early detection of biological invasions.

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.

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.

NRTA simulation by modeling PFPF

International Nuclear Information System (INIS)

Asano, Takashi; Fujiwara, Shigeo; Takahashi, Saburo; Shibata, Junichi; Totsu, Noriko

2003-01-01

In PFPF, NRTA system has been applied since 1991. It has been confirmed by evaluating facility material accountancy data provided from operator in each IIV that a significant MUF was not generated. In case of throughput of PFPF scale, MUF can be evaluated with a sufficient detection probability by the present NRTA evaluation manner. However, by increasing of throughput, the uncertainty of material accountancy will increase, and the detection probability will decline. The relationship between increasing of throughput and declining of detection probability and the maximum throughput upon application of following measures with a sufficient detection probability were evaluated by simulation of NRTA system. This simulation was performed by modeling of PFPF. Measures for increasing detection probability are shown as follows. Shortening of the evaluation interval. Segmentation of evaluation area. This report shows the results of these simulations. (author)

What probabilities tell about quantum systems, with application to entropy and entanglement

CERN Document Server

Myers, John M

2010-01-01

The use of parameters to describe an experimenter's control over the devices used in an experiment is familiar in quantum physics, for example in connection with Bell inequalities. Parameters are also interesting in a different but related context, as we noticed when we proved a formal separation in quantum mechanics between linear operators and the probabilities that these operators generate. In comparing an experiment against its description by a density operator and detection operators, one compares tallies of experimental outcomes against the probabilities generated by the operators but not directly against the operators. Recognizing that the accessibility of operators to experimental tests is only indirect, via probabilities, motivates us to ask what probabilities tell us about operators, or, put more precisely, “what combinations of a parameterized density operator and parameterized detection operators generate any given set of parametrized probabilities?”

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.

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.

Probabilistic Model for Untargeted Peak Detection in LC-MS Using Bayesian Statistics.

Science.gov (United States)

Woldegebriel, Michael; Vivó-Truyols, Gabriel

2015-07-21

We introduce a novel Bayesian probabilistic peak detection algorithm for liquid chromatography-mass spectroscopy (LC-MS). The final probabilistic result allows the user to make a final decision about which points in a chromatogram are affected by a chromatographic peak and which ones are only affected by noise. The use of probabilities contrasts with the traditional method in which a binary answer is given, relying on a threshold. By contrast, with the Bayesian peak detection presented here, the values of probability can be further propagated into other preprocessing steps, which will increase (or decrease) the importance of chromatographic regions into the final results. The present work is based on the use of the statistical overlap theory of component overlap from Davis and Giddings (Davis, J. M.; Giddings, J. Anal. Chem. 1983, 55, 418-424) as prior probability in the Bayesian formulation. The algorithm was tested on LC-MS Orbitrap data and was able to successfully distinguish chemical noise from actual peaks without any data preprocessing.

Posterior probability of linkage and maximal lod score.

Science.gov (United States)

Génin, E; Martinez, M; Clerget-Darpoux, F

1995-01-01

To detect linkage between a trait and a marker, Morton (1955) proposed to calculate the lod score z(theta 1) at a given value theta 1 of the recombination fraction. If z(theta 1) reaches +3 then linkage is concluded. However, in practice, lod scores are calculated for different values of the recombination fraction between 0 and 0.5 and the test is based on the maximum value of the lod score Zmax. The impact of this deviation of the test on the probability that in fact linkage does not exist, when linkage was concluded, is documented here. This posterior probability of no linkage can be derived by using Bayes' theorem. It is less than 5% when the lod score at a predetermined theta 1 is used for the test. But, for a Zmax of +3, we showed that it can reach 16.4%. Thus, considering a composite alternative hypothesis instead of a single one decreases the reliability of the test. The reliability decreases rapidly when Zmax is less than +3. Given a Zmax of +2.5, there is a 33% chance that linkage does not exist. Moreover, the posterior probability depends not only on the value of Zmax but also jointly on the family structures and on the genetic model. For a given Zmax, the chance that linkage exists may then vary.

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)

Interactive design of probability density functions for shape grammars

KAUST Repository

Dang, Minh

2015-11-02

A shape grammar defines a procedural shape space containing a variety of models of the same class, e.g. buildings, trees, furniture, airplanes, bikes, etc. We present a framework that enables a user to interactively design a probability density function (pdf) over such a shape space and to sample models according to the designed pdf. First, we propose a user interface that enables a user to quickly provide preference scores for selected shapes and suggest sampling strategies to decide which models to present to the user to evaluate. Second, we propose a novel kernel function to encode the similarity between two procedural models. Third, we propose a framework to interpolate user preference scores by combining multiple techniques: function factorization, Gaussian process regression, autorelevance detection, and l1 regularization. Fourth, we modify the original grammars to generate models with a pdf proportional to the user preference scores. Finally, we provide evaluations of our user interface and framework parameters and a comparison to other exploratory modeling techniques using modeling tasks in five example shape spaces: furniture, low-rise buildings, skyscrapers, airplanes, and vegetation.

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

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 ...

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.

Uncertainty relation and probability. Numerical illustration

International Nuclear Information System (INIS)

Fujikawa, Kazuo; Umetsu, Koichiro

2011-01-01

The uncertainty relation and the probability interpretation of quantum mechanics are intrinsically connected, as is evidenced by the evaluation of standard deviations. It is thus natural to ask if one can associate a very small uncertainty product of suitably sampled events with a very small probability. We have shown elsewhere that some examples of the evasion of the uncertainty relation noted in the past are in fact understood in this way. We here numerically illustrate that a very small uncertainty product is realized if one performs a suitable sampling of measured data that occur with a very small probability. We introduce a notion of cyclic measurements. It is also shown that our analysis is consistent with the Landau-Pollak-type uncertainty relation. It is suggested that the present analysis may help reconcile the contradicting views about the 'standard quantum limit' in the detection of gravitational waves. (author)

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.

Optimizing Systems of Threshold Detection Sensors

National Research Council Canada - National Science Library

Banschbach, David C

2008-01-01

.... Below the threshold all signals are ignored. We develop a mathematical model for setting individual sensor thresholds to obtain optimal probability of detecting a significant event, given a limit on the total number of false positives allowed...

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

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

Reproductive performance in pasture-based production systems has a fundamentally important effect on economic efficiency. The individual factors affecting the probability of submission and conception are multifaceted and have been extensively researched. The present study analyzed some of these factors in relation to service-level probability of conception in seasonal-calving pasture-based dairy cows to develop a predictive model of conception. Data relating to 2,966 services from 737 cows on 2 research farms were used for model development and data from 9 commercial dairy farms were used for model testing, comprising 4,212 services from 1,471 cows. The data spanned a 15-yr period and originated from seasonal-calving pasture-based dairy herds in Ireland. The calving season for the study herds extended from January to June, with peak calving in February and March. A base mixed-effects logistic regression model was created using a stepwise model-building strategy and incorporated parity, days in milk, interservice interval, calving difficulty, and predicted transmitting abilities for calving interval and milk production traits. To attempt to further improve the predictive capability of the model, the addition of effects that were not statistically significant was considered, resulting in a final model composed of the base model with the inclusion of BCS at service. The models' predictions were evaluated using discrimination to measure their ability to correctly classify positive and negative cases. Precision, recall, F-score, and area under the receiver operating characteristic curve (AUC) were calculated. Calibration tests measured the accuracy of the predicted probabilities. These included tests of overall goodness-of-fit, bias, and calibration error. Both models performed better than using the population average probability of conception. Neither of the models showed high levels of discrimination (base model AUC 0.61, final model AUC 0.62), possibly because of the

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

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

What is the probability of the Higgs boson discovery?

Energy Technology Data Exchange (ETDEWEB)

Unzicker, Alexander [Pestalozzi-Gymnasium Muenchen (Germany)

2010-07-01

The standard model of particle physics requires the existence of the Higgs boson which provides a mechanism for the appearance of masses. Its detection is one of the most important goals of high energy physics, and enormous efforts have been undertaken at Tevatron and specially at the Large Hadron Collider. But how sure can we be that the Higgs exits at all? At such controversial questions, the German philosopher Immanuel Kant recommended a bet, and nowadays this can be realized using online prediction markets like Intrade.com. Such platforms have been proven useful for giving estimates of unknown probabilities, and the application for evaluating scientific research is discussed in general.

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

Comparing rapid methods for detecting Listeria in seafood and environmental samples using the most probably number (MPN) technique.

Science.gov (United States)

Cruz, Cristina D; Win, Jessicah K; Chantarachoti, Jiraporn; Mutukumira, Anthony N; Fletcher, Graham C

2012-02-15

The standard Bacteriological Analytical Manual (BAM) protocol for detecting Listeria in food and on environmental surfaces takes about 96 h. Some studies indicate that rapid methods, which produce results within 48 h, may be as sensitive and accurate as the culture protocol. As they only give presence/absence results, it can be difficult to compare the accuracy of results generated. We used the Most Probable Number (MPN) technique to evaluate the performance and detection limits of six rapid kits for detecting Listeria in seafood and on an environmental surface compared with the standard protocol. Three seafood products and an environmental surface were inoculated with similar known cell concentrations of Listeria and analyzed according to the manufacturers' instructions. The MPN was estimated using the MPN-BAM spreadsheet. For the seafood products no differences were observed among the rapid kits and efficiency was similar to the BAM method. On the environmental surface the BAM protocol had a higher recovery rate (sensitivity) than any of the rapid kits tested. Clearview™, Reveal®, TECRA® and VIDAS® LDUO detected the cells but only at high concentrations (>10(2) CFU/10 cm(2)). Two kits (VIP™ and Petrifilm™) failed to detect 10(4) CFU/10 cm(2). The MPN method was a useful tool for comparing the results generated by these presence/absence test kits. There remains a need to develop a rapid and sensitive method for detecting Listeria in environmental samples that performs as well as the BAM protocol, since none of the rapid tests used in this study achieved a satisfactory result. Copyright © 2011 Elsevier B.V. All rights reserved.

Distance Based Method for Outlier Detection of Body Sensor Networks

Directory of Open Access Journals (Sweden)

Haibin Zhang

2016-01-01

Full Text Available We propose a distance based method for the outlier detection of body sensor networks. Firstly, we use a Kernel Density Estimation (KDE to calculate the probability of the distance to k nearest neighbors for diagnosed data. If the probability is less than a threshold, and the distance of this data to its left and right neighbors is greater than a pre-defined value, the diagnosed data is decided as an outlier. Further, we formalize a sliding window based method to improve the outlier detection performance. Finally, to estimate the KDE by training sensor readings with errors, we introduce a Hidden Markov Model (HMM based method to estimate the most probable ground truth values which have the maximum probability to produce the training data. Simulation results show that the proposed method possesses a good detection accuracy with a low false alarm rate.

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.

Probability of detection - Comparative study of computed and film radiography for high-energy applications

International Nuclear Information System (INIS)

Venkatachalam, R.; Venugopal, M.; Prasad, T.

2007-01-01

Full text of publication follows: Suitability of computed radiography with Ir-192, Co-60 and up to 9 MeV x-rays for weld inspections is of importance to many heavy engineering and aerospace industries. CR is preferred because of lesser exposure and processing time as compared to film based radiography and also digital images offers other advantages such as image enhancements, quantitative measurements and easier archival. This paper describes systemic experimental approaches and image quality metrics to compare imaging performance of CR with film-based radiography. Experiments were designed using six-sigma methodology to validate performance of CR for steel thickness up to 160 mm with Ir- 192, Co-60 and x-ray energies varying from 100 kV up to 9 MeV. Weld specimens with defects such as lack of fusion, penetration, cracks, concavity, and porosities were studied for evaluating radiographic sensitivity and imaging performance of the system. Attempts were also made to quantify probability of detection using specimens with artificial and natural defects for various experimental conditions and were compared with film based systems. (authors)

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.

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

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)

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.

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