Pretest probability of a normal echocardiography: validation of a simple and practical algorithm for routine use.

Science.gov (United States)

Hammoudi, Nadjib; Duprey, Matthieu; Régnier, Philippe; Achkar, Marc; Boubrit, Lila; Preud'homme, Gisèle; Healy-Brucker, Aude; Vignalou, Jean-Baptiste; Pousset, Françoise; Komajda, Michel; Isnard, Richard

2014-02-01

Management of increased referrals for transthoracic echocardiography (TTE) examinations is a challenge. Patients with normal TTE examinations take less time to explore than those with heart abnormalities. A reliable method for assessing pretest probability of a normal TTE may optimize management of requests. To establish and validate, based on requests for examinations, a simple algorithm for defining pretest probability of a normal TTE. In a retrospective phase, factors associated with normality were investigated and an algorithm was designed. In a prospective phase, patients were classified in accordance with the algorithm as being at high or low probability of having a normal TTE. In the retrospective phase, 42% of 618 examinations were normal. In multivariable analysis, age and absence of cardiac history were associated to normality. Low pretest probability of normal TTE was defined by known cardiac history or, in case of doubt about cardiac history, by age>70 years. In the prospective phase, the prevalences of normality were 72% and 25% in high (n=167) and low (n=241) pretest probability of normality groups, respectively. The mean duration of normal examinations was significantly shorter than abnormal examinations (13.8 ± 9.2 min vs 17.6 ± 11.1 min; P=0.0003). A simple algorithm can classify patients referred for TTE as being at high or low pretest probability of having a normal examination. This algorithm might help to optimize management of requests in routine practice. Copyright © 2014 Elsevier Masson SAS. All rights reserved.

Prediction of radiation-induced liver disease by Lyman normal-tissue complication probability model in three-dimensional conformal radiation therapy for primary liver carcinoma

International Nuclear Information System (INIS)

Xu ZhiYong; Liang Shixiong; Zhu Ji; Zhu Xiaodong; Zhao Jiandong; Lu Haijie; Yang Yunli; Chen Long; Wang Anyu; Fu Xiaolong; Jiang Guoliang

2006-01-01

Purpose: To describe the probability of RILD by application of the Lyman-Kutcher-Burman normal-tissue complication (NTCP) model for primary liver carcinoma (PLC) treated with hypofractionated three-dimensional conformal radiotherapy (3D-CRT). Methods and Materials: A total of 109 PLC patients treated by 3D-CRT were followed for RILD. Of these patients, 93 were in liver cirrhosis of Child-Pugh Grade A, and 16 were in Child-Pugh Grade B. The Michigan NTCP model was used to predict the probability of RILD, and then the modified Lyman NTCP model was generated for Child-Pugh A and Child-Pugh B patients by maximum-likelihood analysis. Results: Of all patients, 17 developed RILD in which 8 were of Child-Pugh Grade A, and 9 were of Child-Pugh Grade B. The prediction of RILD by the Michigan model was underestimated for PLC patients. The modified n, m, TD 5 (1) were 1.1, 0.28, and 40.5 Gy and 0.7, 0.43, and 23 Gy for patients with Child-Pugh A and B, respectively, which yielded better estimations of RILD probability. The hepatic tolerable doses (TD 5 ) would be MDTNL of 21 Gy and 6 Gy, respectively, for Child-Pugh A and B patients. Conclusions: The Michigan model was probably not fit to predict RILD in PLC patients. A modified Lyman NTCP model for RILD was recommended

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...

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)

Hierarchical Decompositions for the Computation of High-Dimensional Multivariate Normal Probabilities

KAUST Repository

Genton, Marc G.

2017-09-07

We present a hierarchical decomposition scheme for computing the n-dimensional integral of multivariate normal probabilities that appear frequently in statistics. The scheme exploits the fact that the formally dense covariance matrix can be approximated by a matrix with a hierarchical low rank structure. It allows the reduction of the computational complexity per Monte Carlo sample from O(n2) to O(mn+knlog(n/m)), where k is the numerical rank of off-diagonal matrix blocks and m is the size of small diagonal blocks in the matrix that are not well-approximated by low rank factorizations and treated as dense submatrices. This hierarchical decomposition leads to substantial efficiencies in multivariate normal probability computations and allows integrations in thousands of dimensions to be practical on modern workstations.

Hierarchical Decompositions for the Computation of High-Dimensional Multivariate Normal Probabilities

KAUST Repository

Genton, Marc G.; Keyes, David E.; Turkiyyah, George

2017-01-01

We present a hierarchical decomposition scheme for computing the n-dimensional integral of multivariate normal probabilities that appear frequently in statistics. The scheme exploits the fact that the formally dense covariance matrix can be approximated by a matrix with a hierarchical low rank structure. It allows the reduction of the computational complexity per Monte Carlo sample from O(n2) to O(mn+knlog(n/m)), where k is the numerical rank of off-diagonal matrix blocks and m is the size of small diagonal blocks in the matrix that are not well-approximated by low rank factorizations and treated as dense submatrices. This hierarchical decomposition leads to substantial efficiencies in multivariate normal probability computations and allows integrations in thousands of dimensions to be practical on modern workstations.

On the Efficient Simulation of Outage Probability in a Log-normal Fading Environment

KAUST Repository

Rached, Nadhir B.

2017-02-15

The outage probability (OP) of the signal-to-interference-plus-noise ratio (SINR) is an important metric that is used to evaluate the performance of wireless systems. One difficulty toward assessing the OP is that, in realistic scenarios, closed-form expressions cannot be derived. This is for instance the case of the Log-normal environment, in which evaluating the OP of the SINR amounts to computing the probability that a sum of correlated Log-normal variates exceeds a given threshold. Since such a probability does not admit a closed-form expression, it has thus far been evaluated by several approximation techniques, the accuracies of which are not guaranteed in the region of small OPs. For these regions, simulation techniques based on variance reduction algorithms is a good alternative, being quick and highly accurate for estimating rare event probabilities. This constitutes the major motivation behind our work. More specifically, we propose a generalized hybrid importance sampling scheme, based on a combination of a mean shifting and a covariance matrix scaling, to evaluate the OP of the SINR in a Log-normal environment. We further our analysis by providing a detailed study of two particular cases. Finally, the performance of these techniques is performed both theoretically and through various simulation results.

On the Efficient Simulation of Outage Probability in a Log-normal Fading Environment

KAUST Repository

Rached, Nadhir B.; Kammoun, Abla; Alouini, Mohamed-Slim; Tempone, Raul

2017-01-01

The outage probability (OP) of the signal-to-interference-plus-noise ratio (SINR) is an important metric that is used to evaluate the performance of wireless systems. One difficulty toward assessing the OP is that, in realistic scenarios, closed-form expressions cannot be derived. This is for instance the case of the Log-normal environment, in which evaluating the OP of the SINR amounts to computing the probability that a sum of correlated Log-normal variates exceeds a given threshold. Since such a probability does not admit a closed-form expression, it has thus far been evaluated by several approximation techniques, the accuracies of which are not guaranteed in the region of small OPs. For these regions, simulation techniques based on variance reduction algorithms is a good alternative, being quick and highly accurate for estimating rare event probabilities. This constitutes the major motivation behind our work. More specifically, we propose a generalized hybrid importance sampling scheme, based on a combination of a mean shifting and a covariance matrix scaling, to evaluate the OP of the SINR in a Log-normal environment. We further our analysis by providing a detailed study of two particular cases. Finally, the performance of these techniques is performed both theoretically and through various simulation results.

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

The use of normal tissue complication probability to predict radiation hepatitis

International Nuclear Information System (INIS)

Keum, Ki Chang; Seong, Jin Sil; Suh, Chang Ok; Lee, Sang Wook; Chung, Eun Ji; Shin, Hyun Soo; Kim, Gwi Eon

2000-01-01

Although it has been known that the tolerance of the liver to external beam irradiation depends on the irradiated volume and dose, few data exist which quantify this dependence. However, recently, with the development of three dimensional (3-D) treatment planning, have the tools to quantify the relationships between dose, volume, and normal tissue complications become available. The objective of this study is to investigate the relationships between normal tissue complication probability (NTCP) and the risk of radiation hepatitis for patients who received variant dose partial liver irradiation. From March 1992 to December 1994, 10 patients with hepatoma and 10 patients with bile duct cancer were included in this study. Eighteen patients had normal hepatic function, but 2 patients (prothrombin time 73%, 68%) had mild liver cirrhosis before irradiation. Radiation therapy was delivered with 10MV linear accelerator, 180-200 cGy fraction per day. The total dose ranged from 3,960 cGy to 6,000 cGy (median dose 5,040 cGy). The normal tissue complication probability was calculated by using Lyman's model. Radiation hepatitis was defined as the development of anicteric elevation of alkaline phosphatase of at least two fold and non-malignant ascites in the absence of documented progressive. The calculated NTCP ranged from 0.001 to 0.840 (median 0.05). Three of the 20 patients developed radiation hepatitis. The NTCP of the patients with radiation hepatitis were 0.390, 0.528, 0.844 (median: O.58±0.23), but that of the patients without radiation hepatitis ranged from 0.001 to 0.308 (median: 0.09±0.09). When the NTCP was calculated by using the volume factor of 0.32, a radiation hepatitis was observed only in patients with the NTCP value more than 0.39. By contrast, clinical results of evolving radiation hepatitis were not well correlated with NTCP value calculated when the volume factor of 0.69 was applied. On the basis of these observations, volume factor of 0.32 was more

Calculation of normal tissue complication probability and dose-volume histogram reduction schemes for tissues with a critical element architecture

International Nuclear Information System (INIS)

Niemierko, Andrzej; Goitein, Michael

1991-01-01

The authors investigate a model of normal tissue complication probability for tissues that may be represented by a critical element architecture. They derive formulas for complication probability that apply to both a partial volume irradiation and to an arbitrary inhomogeneous dose distribution. The dose-volume isoeffect relationship which is a consequence of a critical element architecture is discussed and compared to the empirical power law relationship. A dose-volume histogram reduction scheme for a 'pure' critical element model is derived. In addition, a point-based algorithm which does not require precomputation of a dose-volume histogram is derived. The existing published dose-volume histogram reduction algorithms are analyzed. The authors show that the existing algorithms, developed empirically without an explicit biophysical model, have a close relationship to the critical element model at low levels of complication probability. However, it is also showed that they have aspects which are not compatible with a critical element model and the authors propose a modification to one of them to circumvent its restriction to low complication probabilities. (author). 26 refs.; 7 figs

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

International Nuclear Information System (INIS)

Rønjom, Marianne Feen; Brink, Carsten; Bentzen, Søren M.; Hegedüs, Laszlo; Overgaard, Jens; Johansen, Jørgen

2013-01-01

Background and purpose: To develop a normal tissue complication probability (NTCP) model of radiation-induced biochemical hypothyroidism (HT) after primary radiotherapy for head and neck squamous cell carcinoma (HNSCC) with adjustment for latency and clinical risk factors. Patients and methods: Patients with HNSCC receiving definitive radiotherapy with 66–68 Gy without surgery were followed up with serial post-treatment thyrotropin (TSH) assessment. HT was defined as TSH >4.0 mU/l. Data were analyzed with both a logistic and a mixture model (correcting for latency) to determine risk factors for HT and develop an NTCP model based on mean thyroid dose (MTD) and thyroid volume. Results: 203 patients were included. Median follow-up: 25.1 months. Five-year estimated risk of HT was 25.6%. In the mixture model, the only independent risk factors for HT were thyroid volume (cm 3 ) (OR = 0.75 [95% CI: 0.64–0.85], p 3 , respectively. Conclusions: Comparing the logistic and mixture models demonstrates the importance of latent-time correction in NTCP-modeling. Thyroid dose constraints in treatment planning should be individualized based on thyroid volume

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

A new formula for normal tissue complication probability (NTCP) as a function of equivalent uniform dose (EUD).

Science.gov (United States)

Luxton, Gary; Keall, Paul J; King, Christopher R

2008-01-07

To facilitate the use of biological outcome modeling for treatment planning, an exponential function is introduced as a simpler equivalent to the Lyman formula for calculating normal tissue complication probability (NTCP). The single parameter of the exponential function is chosen to reproduce the Lyman calculation to within approximately 0.3%, and thus enable easy conversion of data contained in empirical fits of Lyman parameters for organs at risk (OARs). Organ parameters for the new formula are given in terms of Lyman model m and TD(50), and conversely m and TD(50) are expressed in terms of the parameters of the new equation. The role of the Lyman volume-effect parameter n is unchanged from its role in the Lyman model. For a non-homogeneously irradiated OAR, an equation relates d(ref), n, v(eff) and the Niemierko equivalent uniform dose (EUD), where d(ref) and v(eff) are the reference dose and effective fractional volume of the Kutcher-Burman reduction algorithm (i.e. the LKB model). It follows in the LKB model that uniform EUD irradiation of an OAR results in the same NTCP as the original non-homogeneous distribution. The NTCP equation is therefore represented as a function of EUD. The inverse equation expresses EUD as a function of NTCP and is used to generate a table of EUD versus normal tissue complication probability for the Emami-Burman parameter fits as well as for OAR parameter sets from more recent data.

A new formula for normal tissue complication probability (NTCP) as a function of equivalent uniform dose (EUD)

International Nuclear Information System (INIS)

Luxton, Gary; Keall, Paul J; King, Christopher R

2008-01-01

To facilitate the use of biological outcome modeling for treatment planning, an exponential function is introduced as a simpler equivalent to the Lyman formula for calculating normal tissue complication probability (NTCP). The single parameter of the exponential function is chosen to reproduce the Lyman calculation to within ∼0.3%, and thus enable easy conversion of data contained in empirical fits of Lyman parameters for organs at risk (OARs). Organ parameters for the new formula are given in terms of Lyman model m and TD 50 , and conversely m and TD 50 are expressed in terms of the parameters of the new equation. The role of the Lyman volume-effect parameter n is unchanged from its role in the Lyman model. For a non-homogeneously irradiated OAR, an equation relates d ref , n, v eff and the Niemierko equivalent uniform dose (EUD), where d ref and v eff are the reference dose and effective fractional volume of the Kutcher-Burman reduction algorithm (i.e. the LKB model). It follows in the LKB model that uniform EUD irradiation of an OAR results in the same NTCP as the original non-homogeneous distribution. The NTCP equation is therefore represented as a function of EUD. The inverse equation expresses EUD as a function of NTCP and is used to generate a table of EUD versus normal tissue complication probability for the Emami-Burman parameter fits as well as for OAR parameter sets from more recent data

Normal tissue complication probability for salivary glands

International Nuclear Information System (INIS)

Rana, B.S.

2008-01-01

The purpose of radiotherapy is to make a profitable balance between the morbidity (due to side effects of radiation) and cure of malignancy. To achieve this, one needs to know the relation between NTCP (normal tissue complication probability) and various treatment variables of a schedule viz. daily dose, duration of treatment, total dose and fractionation along with tissue conditions. Prospective studies require that a large number of patients be treated with varied schedule parameters and a statistically acceptable number of patients develop complications so that a true relation between NTCP and a particular variable is established. In this study Salivary Glands Complications have been considered. The cases treated in 60 Co teletherapy machine during the period 1994 to 2002 were analyzed and the clinicians judgement in ascertaining the end points was the only means of observations. The only end points were early and late xerestomia which were considered for NTCP evaluations for a period of 5 years

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…

The Benefits of Including Clinical Factors in Rectal Normal Tissue Complication Probability Modeling After Radiotherapy for Prostate Cancer

International Nuclear Information System (INIS)

Defraene, Gilles; Van den Bergh, Laura; Al-Mamgani, Abrahim; Haustermans, Karin; Heemsbergen, Wilma; Van den Heuvel, Frank; Lebesque, Joos V.

2012-01-01

Purpose: To study the impact of clinical predisposing factors on rectal normal tissue complication probability modeling using the updated results of the Dutch prostate dose-escalation trial. Methods and Materials: Toxicity data of 512 patients (conformally treated to 68 Gy [n = 284] and 78 Gy [n = 228]) with complete follow-up at 3 years after radiotherapy were studied. Scored end points were rectal bleeding, high stool frequency, and fecal incontinence. Two traditional dose-based models (Lyman-Kutcher-Burman (LKB) and Relative Seriality (RS) and a logistic model were fitted using a maximum likelihood approach. Furthermore, these model fits were improved by including the most significant clinical factors. The area under the receiver operating characteristic curve (AUC) was used to compare the discriminating ability of all fits. Results: Including clinical factors significantly increased the predictive power of the models for all end points. In the optimal LKB, RS, and logistic models for rectal bleeding and fecal incontinence, the first significant (p = 0.011–0.013) clinical factor was “previous abdominal surgery.” As second significant (p = 0.012–0.016) factor, “cardiac history” was included in all three rectal bleeding fits, whereas including “diabetes” was significant (p = 0.039–0.048) in fecal incontinence modeling but only in the LKB and logistic models. High stool frequency fits only benefitted significantly (p = 0.003–0.006) from the inclusion of the baseline toxicity score. For all models rectal bleeding fits had the highest AUC (0.77) where it was 0.63 and 0.68 for high stool frequency and fecal incontinence, respectively. LKB and logistic model fits resulted in similar values for the volume parameter. The steepness parameter was somewhat higher in the logistic model, also resulting in a slightly lower D 50 . Anal wall DVHs were used for fecal incontinence, whereas anorectal wall dose best described the other two endpoints. Conclusions

The Benefits of Including Clinical Factors in Rectal Normal Tissue Complication Probability Modeling After Radiotherapy for Prostate Cancer

Energy Technology Data Exchange (ETDEWEB)

Defraene, Gilles, E-mail: gilles.defraene@uzleuven.be [Radiation Oncology Department, University Hospitals Leuven, Leuven (Belgium); Van den Bergh, Laura [Radiation Oncology Department, University Hospitals Leuven, Leuven (Belgium); Al-Mamgani, Abrahim [Department of Radiation Oncology, Erasmus Medical Center - Daniel den Hoed Cancer Center, Rotterdam (Netherlands); Haustermans, Karin [Radiation Oncology Department, University Hospitals Leuven, Leuven (Belgium); Heemsbergen, Wilma [Netherlands Cancer Institute - Antoni van Leeuwenhoek Hospital, Amsterdam (Netherlands); Van den Heuvel, Frank [Radiation Oncology Department, University Hospitals Leuven, Leuven (Belgium); Lebesque, Joos V. [Netherlands Cancer Institute - Antoni van Leeuwenhoek Hospital, Amsterdam (Netherlands)

2012-03-01

Purpose: To study the impact of clinical predisposing factors on rectal normal tissue complication probability modeling using the updated results of the Dutch prostate dose-escalation trial. Methods and Materials: Toxicity data of 512 patients (conformally treated to 68 Gy [n = 284] and 78 Gy [n = 228]) with complete follow-up at 3 years after radiotherapy were studied. Scored end points were rectal bleeding, high stool frequency, and fecal incontinence. Two traditional dose-based models (Lyman-Kutcher-Burman (LKB) and Relative Seriality (RS) and a logistic model were fitted using a maximum likelihood approach. Furthermore, these model fits were improved by including the most significant clinical factors. The area under the receiver operating characteristic curve (AUC) was used to compare the discriminating ability of all fits. Results: Including clinical factors significantly increased the predictive power of the models for all end points. In the optimal LKB, RS, and logistic models for rectal bleeding and fecal incontinence, the first significant (p = 0.011-0.013) clinical factor was 'previous abdominal surgery.' As second significant (p = 0.012-0.016) factor, 'cardiac history' was included in all three rectal bleeding fits, whereas including 'diabetes' was significant (p = 0.039-0.048) in fecal incontinence modeling but only in the LKB and logistic models. High stool frequency fits only benefitted significantly (p = 0.003-0.006) from the inclusion of the baseline toxicity score. For all models rectal bleeding fits had the highest AUC (0.77) where it was 0.63 and 0.68 for high stool frequency and fecal incontinence, respectively. LKB and logistic model fits resulted in similar values for the volume parameter. The steepness parameter was somewhat higher in the logistic model, also resulting in a slightly lower D{sub 50}. Anal wall DVHs were used for fecal incontinence, whereas anorectal wall dose best described the other two endpoints

Normal tissue dose-effect models in biological dose optimisation

International Nuclear Information System (INIS)

Alber, M.

2008-01-01

Sophisticated radiotherapy techniques like intensity modulated radiotherapy with photons and protons rely on numerical dose optimisation. The evaluation of normal tissue dose distributions that deviate significantly from the common clinical routine and also the mathematical expression of desirable properties of a dose distribution is difficult. In essence, a dose evaluation model for normal tissues has to express the tissue specific volume effect. A formalism of local dose effect measures is presented, which can be applied to serial and parallel responding tissues as well as target volumes and physical dose penalties. These models allow a transparent description of the volume effect and an efficient control over the optimum dose distribution. They can be linked to normal tissue complication probability models and the equivalent uniform dose concept. In clinical applications, they provide a means to standardize normal tissue doses in the face of inevitable anatomical differences between patients and a vastly increased freedom to shape the dose, without being overly limiting like sets of dose-volume constraints. (orig.)

Multivariate normal tissue complication probability modeling of gastrointestinal toxicity after external beam radiotherapy for localized prostate cancer

International Nuclear Information System (INIS)

Cella, Laura; D’Avino, Vittoria; Liuzzi, Raffaele; Conson, Manuel; Doria, Francesca; Faiella, Adriana; Loffredo, Filomena; Salvatore, Marco; Pacelli, Roberto

2013-01-01

The risk of radio-induced gastrointestinal (GI) complications is affected by several factors other than the dose to the rectum such as patient characteristics, hormonal or antihypertensive therapy, and acute rectal toxicity. Purpose of this work is to study clinical and dosimetric parameters impacting on late GI toxicity after prostate external beam radiotherapy (RT) and to establish multivariate normal tissue complication probability (NTCP) model for radiation-induced GI complications. A total of 57 men who had undergone definitive RT for prostate cancer were evaluated for GI events classified using the RTOG/EORTC scoring system. Their median age was 73 years (range 53–85). The patients were assessed for GI toxicity before, during, and periodically after RT completion. Several clinical variables along with rectum dose-volume parameters (Vx) were collected and their correlation to GI toxicity was analyzed by Spearman’s rank correlation coefficient (Rs). Multivariate logistic regression method using resampling techniques was applied to select model order and parameters for NTCP modeling. Model performance was evaluated through the area under the receiver operating characteristic curve (AUC). At a median follow-up of 30 months, 37% (21/57) patients developed G1-2 acute GI events while 33% (19/57) were diagnosed with G1-2 late GI events. An NTCP model for late mild/moderate GI toxicity based on three variables including V65 (OR = 1.03), antihypertensive and/or anticoagulant (AH/AC) drugs (OR = 0.24), and acute GI toxicity (OR = 4.3) was selected as the most predictive model (Rs = 0.47, p < 0.001; AUC = 0.79). This three-variable model outperforms the logistic model based on V65 only (Rs = 0.28, p < 0.001; AUC = 0.69). We propose a logistic NTCP model for late GI toxicity considering not only rectal irradiation dose but also clinical patient-specific factors. Accordingly, the risk of G1-2 late GI increases as V65 increases, it is higher for patients experiencing

Normal tissue complication probability modeling for cochlea constraints to avoid causing tinnitus after head-and-neck intensity-modulated radiation therapy

International Nuclear Information System (INIS)

Lee, Tsair-Fwu; Yeh, Shyh-An; Chao, Pei-Ju; Chang, Liyun; Chiu, Chien-Liang; Ting, Hui-Min; Wang, Hung-Yu; Huang, Yu-Jie

2015-01-01

Radiation-induced tinnitus is a side effect of radiotherapy in the inner ear for cancers of the head and neck. Effective dose constraints for protecting the cochlea are under-reported. The aim of this study is to determine the cochlea dose limitation to avoid causing tinnitus after head-and-neck cancer (HNC) intensity-modulated radiation therapy (IMRT). In total 211 patients with HNC were included; the side effects of radiotherapy were investigated for 422 inner ears in the cohort. Forty-nine of the four hundred and twenty-two samples (11.6 %) developed grade 2+ tinnitus symptoms after IMRT, as diagnosed by a clinician. The Late Effects of Normal Tissues–Subjective, Objective, Management, Analytic (LENT-SOMA) criteria were used for tinnitus evaluation. The logistic and Lyman-Kutcher-Burman (LKB) normal tissue complication probability (NTCP) models were used for the analyses. The NTCP-fitted parameters were TD 50 = 46.31 Gy (95 % CI, 41.46–52.50), γ 50 = 1.27 (95 % CI, 1.02–1.55), and TD 50 = 46.52 Gy (95 % CI, 41.91–53.43), m = 0.35 (95 % CI, 0.30–0.42) for the logistic and LKB models, respectively. The suggested guideline TD 20 for the tolerance dose to produce a 20 % complication rate within a specific period of time was TD 20 = 33.62 Gy (95 % CI, 30.15–38.27) (logistic) and TD 20 = 32.82 Gy (95 % CI, 29.58–37.69) (LKB). To maintain the incidence of grade 2+ tinnitus toxicity <20 % in IMRT, we suggest that the mean dose to the cochlea should be <32 Gy. However, models should not be extrapolated to other patient populations without further verification and should first be confirmed before clinical implementation

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.

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.

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...

Impact of Chemotherapy on Normal Tissue Complication Probability Models of Acute Hematologic Toxicity in Patients Receiving Pelvic Intensity Modulated Radiation Therapy

Energy Technology Data Exchange (ETDEWEB)

Bazan, Jose G.; Luxton, Gary; Kozak, Margaret M.; Anderson, Eric M.; Hancock, Steven L.; Kapp, Daniel S.; Kidd, Elizabeth A.; Koong, Albert C.; Chang, Daniel T., E-mail: dtchang@stanford.edu

2013-12-01

Purpose: To determine how chemotherapy agents affect radiation dose parameters that correlate with acute hematologic toxicity (HT) in patients treated with pelvic intensity modulated radiation therapy (P-IMRT) and concurrent chemotherapy. Methods and Materials: We assessed HT in 141 patients who received P-IMRT for anal, gynecologic, rectal, or prostate cancers, 95 of whom received concurrent chemotherapy. Patients were separated into 4 groups: mitomycin (MMC) + 5-fluorouracil (5FU, 37 of 141), platinum ± 5FU (Cis, 32 of 141), 5FU (26 of 141), and P-IMRT alone (46 of 141). The pelvic bone was contoured as a surrogate for pelvic bone marrow (PBM) and divided into subsites: ilium, lower pelvis, and lumbosacral spine (LSS). The volumes of each region receiving 5-40 Gy were calculated. The endpoint for HT was grade ≥3 (HT3+) leukopenia, neutropenia or thrombocytopenia. Normal tissue complication probability was calculated using the Lyman-Kutcher-Burman model. Logistic regression was used to analyze association between HT3+ and dosimetric parameters. Results: Twenty-six patients experienced HT3+: 10 of 37 (27%) MMC, 14 of 32 (44%) Cis, 2 of 26 (8%) 5FU, and 0 of 46 P-IMRT. PBM dosimetric parameters were correlated with HT3+ in the MMC group but not in the Cis group. LSS dosimetric parameters were well correlated with HT3+ in both the MMC and Cis groups. Constrained optimization (0model resulted in n=1, m = 0.11, TD{sub 50} = 31 Gy for LSS in the MMC group and n=1, m = 0.27, TD{sub 50} = 35 Gy for LSS in the Cis group. Conclusions: The incidence of HT3+ depends on type of chemotherapy received. Patients receiving P-IMRT ± 5FU have better bone marrow tolerance than those receiving irradiation concurrent with either Cis or MMC. Treatment with MMC has a lower TD{sub 50} and more steeply rising normal tissue complication probability curve compared with treatment with Cis. Dose tolerance of PBM and the LSS subsite may be lower for

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....

Normal tissue complication probability model parameter estimation for xerostomia in head and neck cancer patients based on scintigraphy and quality of life assessments

International Nuclear Information System (INIS)

Lee, Tsair-Fwu; Chao, Pei-Ju; Wang, Hung-Yu; Hsu, Hsuan-Chih; Chang, PaoShu; Chen, Wen-Cheng

2012-01-01

With advances in modern radiotherapy (RT), many patients with head and neck (HN) cancer can be effectively cured. However, xerostomia is a common complication in patients after RT for HN cancer. The purpose of this study was to use the Lyman–Kutcher–Burman (LKB) model to derive parameters for the normal tissue complication probability (NTCP) for xerostomia based on scintigraphy assessments and quality of life (QoL) questionnaires. We performed validation tests of the Quantitative Analysis of Normal Tissue Effects in the Clinic (QUANTEC) guidelines against prospectively collected QoL and salivary scintigraphic data. Thirty-one patients with HN cancer were enrolled. Salivary excretion factors (SEFs) measured by scintigraphy and QoL data from self-reported questionnaires were used for NTCP modeling to describe the incidence of grade 3 + xerostomia. The NTCP parameters estimated from the QoL and SEF datasets were compared. Model performance was assessed using Pearson’s chi-squared test, Nagelkerke’s R 2 , the area under the receiver operating characteristic curve, and the Hosmer–Lemeshow test. The negative predictive value (NPV) was checked for the rate of correctly predicting the lack of incidence. Pearson’s chi-squared test was used to test the goodness of fit and association. Using the LKB NTCP model and assuming n=1, the dose for uniform irradiation of the whole or partial volume of the parotid gland that results in 50% probability of a complication (TD 50 ) and the slope of the dose–response curve (m) were determined from the QoL and SEF datasets, respectively. The NTCP-fitted parameters for local disease were TD 50 =43.6 Gy and m=0.18 with the SEF data, and TD 50 =44.1 Gy and m=0.11 with the QoL data. The rate of grade 3 + xerostomia for treatment plans meeting the QUANTEC guidelines was specifically predicted, with a NPV of 100%, using either the QoL or SEF dataset. Our study shows the agreement between the NTCP parameter modeling based on SEF and

Normal tissue complication probability model parameter estimation for xerostomia in head and neck cancer patients based on scintigraphy and quality of life assessments

Science.gov (United States)

2012-01-01

Background With advances in modern radiotherapy (RT), many patients with head and neck (HN) cancer can be effectively cured. However, xerostomia is a common complication in patients after RT for HN cancer. The purpose of this study was to use the Lyman–Kutcher–Burman (LKB) model to derive parameters for the normal tissue complication probability (NTCP) for xerostomia based on scintigraphy assessments and quality of life (QoL) questionnaires. We performed validation tests of the Quantitative Analysis of Normal Tissue Effects in the Clinic (QUANTEC) guidelines against prospectively collected QoL and salivary scintigraphic data. Methods Thirty-one patients with HN cancer were enrolled. Salivary excretion factors (SEFs) measured by scintigraphy and QoL data from self-reported questionnaires were used for NTCP modeling to describe the incidence of grade 3+ xerostomia. The NTCP parameters estimated from the QoL and SEF datasets were compared. Model performance was assessed using Pearson’s chi-squared test, Nagelkerke’s R2, the area under the receiver operating characteristic curve, and the Hosmer–Lemeshow test. The negative predictive value (NPV) was checked for the rate of correctly predicting the lack of incidence. Pearson’s chi-squared test was used to test the goodness of fit and association. Results Using the LKB NTCP model and assuming n=1, the dose for uniform irradiation of the whole or partial volume of the parotid gland that results in 50% probability of a complication (TD50) and the slope of the dose–response curve (m) were determined from the QoL and SEF datasets, respectively. The NTCP-fitted parameters for local disease were TD50=43.6 Gy and m=0.18 with the SEF data, and TD50=44.1 Gy and m=0.11 with the QoL data. The rate of grade 3+ xerostomia for treatment plans meeting the QUANTEC guidelines was specifically predicted, with a NPV of 100%, using either the QoL or SEF dataset. Conclusions Our study shows the agreement between the NTCP

Normal tissue complication probability model parameter estimation for xerostomia in head and neck cancer patients based on scintigraphy and quality of life assessments

Directory of Open Access Journals (Sweden)

Lee Tsair-Fwu

2012-12-01

Full Text Available Abstract Background With advances in modern radiotherapy (RT, many patients with head and neck (HN cancer can be effectively cured. However, xerostomia is a common complication in patients after RT for HN cancer. The purpose of this study was to use the Lyman–Kutcher–Burman (LKB model to derive parameters for the normal tissue complication probability (NTCP for xerostomia based on scintigraphy assessments and quality of life (QoL questionnaires. We performed validation tests of the Quantitative Analysis of Normal Tissue Effects in the Clinic (QUANTEC guidelines against prospectively collected QoL and salivary scintigraphic data. Methods Thirty-one patients with HN cancer were enrolled. Salivary excretion factors (SEFs measured by scintigraphy and QoL data from self-reported questionnaires were used for NTCP modeling to describe the incidence of grade 3+ xerostomia. The NTCP parameters estimated from the QoL and SEF datasets were compared. Model performance was assessed using Pearson’s chi-squared test, Nagelkerke’s R2, the area under the receiver operating characteristic curve, and the Hosmer–Lemeshow test. The negative predictive value (NPV was checked for the rate of correctly predicting the lack of incidence. Pearson’s chi-squared test was used to test the goodness of fit and association. Results Using the LKB NTCP model and assuming n=1, the dose for uniform irradiation of the whole or partial volume of the parotid gland that results in 50% probability of a complication (TD50 and the slope of the dose–response curve (m were determined from the QoL and SEF datasets, respectively. The NTCP-fitted parameters for local disease were TD50=43.6 Gy and m=0.18 with the SEF data, and TD50=44.1 Gy and m=0.11 with the QoL data. The rate of grade 3+ xerostomia for treatment plans meeting the QUANTEC guidelines was specifically predicted, with a NPV of 100%, using either the QoL or SEF dataset. Conclusions Our study shows the agreement

Approximating Multivariate Normal Orthant Probabilities. ONR Technical Report. [Biometric Lab Report No. 90-1.

Science.gov (United States)

Gibbons, Robert D.; And Others

The probability integral of the multivariate normal distribution (ND) has received considerable attention since W. F. Sheppard's (1900) and K. Pearson's (1901) seminal work on the bivariate ND. This paper evaluates the formula that represents the "n x n" correlation matrix of the "chi(sub i)" and the standardized multivariate…

Design and Selection of Machine Learning Methods Using Radiomics and Dosiomics for Normal Tissue Complication Probability Modeling of Xerostomia.

Science.gov (United States)

Gabryś, Hubert S; Buettner, Florian; Sterzing, Florian; Hauswald, Henrik; Bangert, Mark

2018-01-01

The purpose of this study is to investigate whether machine learning with dosiomic, radiomic, and demographic features allows for xerostomia risk assessment more precise than normal tissue complication probability (NTCP) models based on the mean radiation dose to parotid glands. A cohort of 153 head-and-neck cancer patients was used to model xerostomia at 0-6 months (early), 6-15 months (late), 15-24 months (long-term), and at any time (a longitudinal model) after radiotherapy. Predictive power of the features was evaluated by the area under the receiver operating characteristic curve (AUC) of univariate logistic regression models. The multivariate NTCP models were tuned and tested with single and nested cross-validation, respectively. We compared predictive performance of seven classification algorithms, six feature selection methods, and ten data cleaning/class balancing techniques using the Friedman test and the Nemenyi post hoc analysis. NTCP models based on the parotid mean dose failed to predict xerostomia (AUCs  0.85), dose gradients in the right-left (AUCs > 0.78), and the anterior-posterior (AUCs > 0.72) direction. Multivariate models of long-term xerostomia were typically based on the parotid volume, the parotid eccentricity, and the dose-volume histogram (DVH) spread with the generalization AUCs ranging from 0.74 to 0.88. On average, support vector machines and extra-trees were the top performing classifiers, whereas the algorithms based on logistic regression were the best choice for feature selection. We found no advantage in using data cleaning or class balancing methods. We demonstrated that incorporation of organ- and dose-shape descriptors is beneficial for xerostomia prediction in highly conformal radiotherapy treatments. Due to strong reliance on patient-specific, dose-independent factors, our results underscore the need for development of personalized data-driven risk profiles for NTCP models of xerostomia. The facilitated

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

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.

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.)

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

Converting dose distributions into tumour control probability

International Nuclear Information System (INIS)

Nahum, A.E.

1996-01-01

The endpoints in radiotherapy that are truly of relevance are not dose distributions but the probability of local control, sometimes known as the Tumour Control Probability (TCP) and the Probability of Normal Tissue Complications (NTCP). A model for the estimation of TCP based on simple radiobiological considerations is described. It is shown that incorporation of inter-patient heterogeneity into the radiosensitivity parameter a through s a can result in a clinically realistic slope for the dose-response curve. The model is applied to inhomogeneous target dose distributions in order to demonstrate the relationship between dose uniformity and s a . The consequences of varying clonogenic density are also explored. Finally the model is applied to the target-volume DVHs for patients in a clinical trial of conformal pelvic radiotherapy; the effect of dose inhomogeneities on distributions of TCP are shown as well as the potential benefits of customizing the target dose according to normal-tissue DVHs. (author). 37 refs, 9 figs

Converting dose distributions into tumour control probability

Energy Technology Data Exchange (ETDEWEB)

Nahum, A E [The Royal Marsden Hospital, London (United Kingdom). Joint Dept. of Physics

1996-08-01

The endpoints in radiotherapy that are truly of relevance are not dose distributions but the probability of local control, sometimes known as the Tumour Control Probability (TCP) and the Probability of Normal Tissue Complications (NTCP). A model for the estimation of TCP based on simple radiobiological considerations is described. It is shown that incorporation of inter-patient heterogeneity into the radiosensitivity parameter a through s{sub a} can result in a clinically realistic slope for the dose-response curve. The model is applied to inhomogeneous target dose distributions in order to demonstrate the relationship between dose uniformity and s{sub a}. The consequences of varying clonogenic density are also explored. Finally the model is applied to the target-volume DVHs for patients in a clinical trial of conformal pelvic radiotherapy; the effect of dose inhomogeneities on distributions of TCP are shown as well as the potential benefits of customizing the target dose according to normal-tissue DVHs. (author). 37 refs, 9 figs.

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.

Local stem cell depletion model for normal tissue damage

International Nuclear Information System (INIS)

Yaes, R.J.; Keland, A.

1987-01-01

The hypothesis that radiation causes normal tissue damage by completely depleting local regions of tissue of viable stem cells leads to a simple mathematical model for such damage. In organs like skin and spinal cord where destruction of a small volume of tissue leads to a clinically apparent complication, the complication probability is expressed as a function of dose, volume and stem cell number by a simple triple negative exponential function analogous to the double exponential function of Munro and Gilbert for tumor control. The steep dose response curves for radiation myelitis that are obtained with our model are compared with the experimental data for radiation myelitis in laboratory rats. The model can be generalized to include other types or organs, high LET radiation, fractionated courses of radiation, and cases where an organ with a heterogeneous stem cell population receives an inhomogeneous dose of radiation. In principle it would thus be possible to determine the probability of tumor control and of damage to any organ within the radiation field if the dose distribution in three dimensional space within a patient is known

Development of a multivariable normal tissue complication probability (NTCP) model for tube feeding dependence after curative radiotherapy/chemo-radiotherapy in head and neck cancer

International Nuclear Information System (INIS)

Wopken, Kim; Bijl, Hendrik P.; Schaaf, Arjen van der; Laan, Hans Paul van der; Chouvalova, Olga; Steenbakkers, Roel J.H.M.; Doornaert, Patricia; Slotman, Ben J.; Oosting, Sjoukje F.; Christianen, Miranda E.M.C.; Laan, Bernard F.A.M. van der; Roodenburg, Jan L.N.; René Leemans, C.; Verdonck-de Leeuw, Irma M.; Langendijk, Johannes A.

2014-01-01

Background and purpose: Curative radiotherapy/chemo-radiotherapy for head and neck cancer (HNC) may result in severe acute and late side effects, including tube feeding dependence. The purpose of this prospective cohort study was to develop a multivariable normal tissue complication probability (NTCP) model for tube feeding dependence 6 months (TUBE M6 ) after definitive radiotherapy, radiotherapy plus cetuximab or concurrent chemoradiation based on pre-treatment and treatment characteristics. Materials and methods: The study included 355 patients with HNC. TUBE M6 was scored prospectively in a standard follow-up program. To design the prediction model, the penalized learning method LASSO was used, with TUBE M6 as the endpoint. Results: The prevalence of TUBE M6 was 10.7%. The multivariable model with the best performance consisted of the variables: advanced T-stage, moderate to severe weight loss at baseline, accelerated radiotherapy, chemoradiation, radiotherapy plus cetuximab, the mean dose to the superior and inferior pharyngeal constrictor muscle, to the contralateral parotid gland and to the cricopharyngeal muscle. Conclusions: We developed a multivariable NTCP model for TUBE M6 to identify patients at risk for tube feeding dependence. The dosimetric variables can be used to optimize radiotherapy treatment planning aiming at prevention of tube feeding dependence and to estimate the benefit of new radiation technologies

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...

Design and Selection of Machine Learning Methods Using Radiomics and Dosiomics for Normal Tissue Complication Probability Modeling of Xerostomia

Directory of Open Access Journals (Sweden)

Hubert S. Gabryś

2018-03-01

Full Text Available PurposeThe purpose of this study is to investigate whether machine learning with dosiomic, radiomic, and demographic features allows for xerostomia risk assessment more precise than normal tissue complication probability (NTCP models based on the mean radiation dose to parotid glands.Material and methodsA cohort of 153 head-and-neck cancer patients was used to model xerostomia at 0–6 months (early, 6–15 months (late, 15–24 months (long-term, and at any time (a longitudinal model after radiotherapy. Predictive power of the features was evaluated by the area under the receiver operating characteristic curve (AUC of univariate logistic regression models. The multivariate NTCP models were tuned and tested with single and nested cross-validation, respectively. We compared predictive performance of seven classification algorithms, six feature selection methods, and ten data cleaning/class balancing techniques using the Friedman test and the Nemenyi post hoc analysis.ResultsNTCP models based on the parotid mean dose failed to predict xerostomia (AUCs < 0.60. The most informative predictors were found for late and long-term xerostomia. Late xerostomia correlated with the contralateral dose gradient in the anterior–posterior (AUC = 0.72 and the right–left (AUC = 0.68 direction, whereas long-term xerostomia was associated with parotid volumes (AUCs > 0.85, dose gradients in the right–left (AUCs > 0.78, and the anterior–posterior (AUCs > 0.72 direction. Multivariate models of long-term xerostomia were typically based on the parotid volume, the parotid eccentricity, and the dose–volume histogram (DVH spread with the generalization AUCs ranging from 0.74 to 0.88. On average, support vector machines and extra-trees were the top performing classifiers, whereas the algorithms based on logistic regression were the best choice for feature selection. We found no advantage in using data cleaning or class balancing

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...

Constructing inverse probability weights for continuous exposures: a comparison of methods.

Science.gov (United States)

Naimi, Ashley I; Moodie, Erica E M; Auger, Nathalie; Kaufman, Jay S

2014-03-01

Inverse probability-weighted marginal structural models with binary exposures are common in epidemiology. Constructing inverse probability weights for a continuous exposure can be complicated by the presence of outliers, and the need to identify a parametric form for the exposure and account for nonconstant exposure variance. We explored the performance of various methods to construct inverse probability weights for continuous exposures using Monte Carlo simulation. We generated two continuous exposures and binary outcomes using data sampled from a large empirical cohort. The first exposure followed a normal distribution with homoscedastic variance. The second exposure followed a contaminated Poisson distribution, with heteroscedastic variance equal to the conditional mean. We assessed six methods to construct inverse probability weights using: a normal distribution, a normal distribution with heteroscedastic variance, a truncated normal distribution with heteroscedastic variance, a gamma distribution, a t distribution (1, 3, and 5 degrees of freedom), and a quantile binning approach (based on 10, 15, and 20 exposure categories). We estimated the marginal odds ratio for a single-unit increase in each simulated exposure in a regression model weighted by the inverse probability weights constructed using each approach, and then computed the bias and mean squared error for each method. For the homoscedastic exposure, the standard normal, gamma, and quantile binning approaches performed best. For the heteroscedastic exposure, the quantile binning, gamma, and heteroscedastic normal approaches performed best. Our results suggest that the quantile binning approach is a simple and versatile way to construct inverse probability weights for continuous exposures.

Probability of Regenerating a Normal Limb After Bite Injury in the Mexican Axolotl (Ambystoma mexicanum).

Science.gov (United States)

Thompson, Sierra; Muzinic, Laura; Muzinic, Christopher; Niemiller, Matthew L; Voss, S Randal

2014-06-01

Multiple factors are thought to cause limb abnormalities in amphibian populations by altering processes of limb development and regeneration. We examined adult and juvenile axolotls ( Ambystoma mexicanum ) in the Ambystoma Genetic Stock Center (AGSC) for limb and digit abnormalities to investigate the probability of normal regeneration after bite injury. We observed that 80% of larval salamanders show evidence of bite injury at the time of transition from group housing to solitary housing. Among 717 adult axolotls that were surveyed, which included solitary-housed males and group-housed females, approximately half presented abnormalities, including examples of extra or missing digits and limbs, fused digits, and digits growing from atypical anatomical positions. Bite injury likely explains these limb defects, and not abnormal development, because limbs with normal anatomy regenerated after performing rostral amputations. We infer that only 43% of AGSC larvae will present four anatomically normal looking adult limbs after incurring a bite injury. Our results show regeneration of normal limb anatomy to be less than perfect after bite injury.

Physical fitness in children with probable developmental coordination disorder and normal body mass index

Directory of Open Access Journals (Sweden)

Cynthia Yukiko Hiraga

2014-01-01

Full Text Available DOI: http://dx.doi.org/10.5007/1980-0037.2014v16n2p182   Changes in body mass index (BMI due to various factors, such as a low level of physical activity, are often associated with poor physical fitness in children with prob-able developmental coordination disorder (pDCD. This study examined whether children with pDCD would show poorer performance in terms of physical fitness when compared with their typically developing (TD peers. Thirty two children with pDCD and normal BMI and other 32 children with TD and normal BMI, matched by gender, age and BMI, performed the sit and reach, standing long jump, curl-up, modified pull-up and 9-min run tests. The children in the pDCD group showed lower explosive power, muscle strength and endurance, and cardiorespiratory fitness than children in the TD group. Overall, children with pDCD had lower levels of physical fitness, even with normal BMI.

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...

Introduction to probability with Mathematica

CERN Document Server

Hastings, Kevin J

2009-01-01

Discrete ProbabilityThe Cast of Characters Properties of Probability Simulation Random SamplingConditional ProbabilityIndependenceDiscrete DistributionsDiscrete Random Variables, Distributions, and ExpectationsBernoulli and Binomial Random VariablesGeometric and Negative Binomial Random Variables Poisson DistributionJoint, Marginal, and Conditional Distributions More on ExpectationContinuous ProbabilityFrom the Finite to the (Very) Infinite Continuous Random Variables and DistributionsContinuous ExpectationContinuous DistributionsThe Normal Distribution Bivariate Normal DistributionNew Random Variables from OldOrder Statistics Gamma DistributionsChi-Square, Student's t, and F-DistributionsTransformations of Normal Random VariablesAsymptotic TheoryStrong and Weak Laws of Large Numbers Central Limit TheoremStochastic Processes and ApplicationsMarkov ChainsPoisson Processes QueuesBrownian MotionFinancial MathematicsAppendixIntroduction to Mathematica Glossary of Mathematica Commands for Probability Short Answers...

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.

Modeling pore corrosion in normally open gold- plated copper connectors.

Energy Technology Data Exchange (ETDEWEB)

Battaile, Corbett Chandler; Moffat, Harry K.; Sun, Amy Cha-Tien; Enos, David George; Serna, Lysle M.; Sorensen, Neil Robert

2008-09-01

The goal of this study is to model the electrical response of gold plated copper electrical contacts exposed to a mixed flowing gas stream consisting of air containing 10 ppb H{sub 2}S at 30 C and a relative humidity of 70%. This environment accelerates the attack normally observed in a light industrial environment (essentially a simplified version of the Battelle Class 2 environment). Corrosion rates were quantified by measuring the corrosion site density, size distribution, and the macroscopic electrical resistance of the aged surface as a function of exposure time. A pore corrosion numerical model was used to predict both the growth of copper sulfide corrosion product which blooms through defects in the gold layer and the resulting electrical contact resistance of the aged surface. Assumptions about the distribution of defects in the noble metal plating and the mechanism for how corrosion blooms affect electrical contact resistance were needed to complete the numerical model. Comparisons are made to the experimentally observed number density of corrosion sites, the size distribution of corrosion product blooms, and the cumulative probability distribution of the electrical contact resistance. Experimentally, the bloom site density increases as a function of time, whereas the bloom size distribution remains relatively independent of time. These two effects are included in the numerical model by adding a corrosion initiation probability proportional to the surface area along with a probability for bloom-growth extinction proportional to the corrosion product bloom volume. The cumulative probability distribution of electrical resistance becomes skewed as exposure time increases. While the electrical contact resistance increases as a function of time for a fraction of the bloom population, the median value remains relatively unchanged. In order to model this behavior, the resistance calculated for large blooms has been weighted more heavily.

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.

STOCHASTIC PRICING MODEL FOR THE REAL ESTATE MARKET: FORMATION OF LOG-NORMAL GENERAL POPULATION

Directory of Open Access Journals (Sweden)

Oleg V. Rusakov

2015-01-01

Full Text Available We construct a stochastic model of real estate pricing. The method of the pricing construction is based on a sequential comparison of the supply prices. We proof that under standard assumptions imposed upon the comparison coefficients there exists an unique non-degenerated limit in distribution and this limit has the lognormal law of distribution. The accordance of empirical distributions of prices to thetheoretically obtained log-normal distribution we verify by numerous statistical data of real estate prices from Saint-Petersburg (Russia. For establishing this accordance we essentially apply the efficient and sensitive test of fit of Kolmogorov-Smirnov. Basing on “The Russian Federal Estimation Standard N2”, we conclude that the most probable price, i.e. mode of distribution, is correctly and uniquely defined under the log-normal approximation. Since the mean value of log-normal distribution exceeds the mode - most probable value, it follows that the prices valued by the mathematical expectation are systematically overstated.

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.

Probabilistic modeling using bivariate normal distributions for identification of flow and displacement intervals in longwall overburden

Energy Technology Data Exchange (ETDEWEB)

Karacan, C.O.; Goodman, G.V.R. [NIOSH, Pittsburgh, PA (United States). Off Mine Safety & Health Research

2011-01-15

Gob gas ventholes (GGV) are used to control methane emissions in longwall mines by capturing it within the overlying fractured strata before it enters the work environment. In order for GGVs to effectively capture more methane and less mine air, the length of the slotted sections and their proximity to top of the coal bed should be designed based on the potential gas sources and their locations, as well as the displacements in the overburden that will create potential flow paths for the gas. In this paper, an approach to determine the conditional probabilities of depth-displacement, depth-flow percentage, depth-formation and depth-gas content of the formations was developed using bivariate normal distributions. The flow percentage, displacement and formation data as a function of distance from coal bed used in this study were obtained from a series of borehole experiments contracted by the former US Bureau of Mines as part of a research project. Each of these parameters was tested for normality and was modeled using bivariate normal distributions to determine all tail probabilities. In addition, the probability of coal bed gas content as a function of depth was determined using the same techniques. The tail probabilities at various depths were used to calculate conditional probabilities for each of the parameters. The conditional probabilities predicted for various values of the critical parameters can be used with the measurements of flow and methane percentage at gob gas ventholes to optimize their performance.

CAN'T MISS--conquer any number task by making important statistics simple. Part 2. Probability, populations, samples, and normal distributions.

Science.gov (United States)

Hansen, John P

2003-01-01

Healthcare quality improvement professionals need to understand and use inferential statistics to interpret sample data from their organizations. In quality improvement and healthcare research studies all the data from a population often are not available, so investigators take samples and make inferences about the population by using inferential statistics. This three-part series will give readers an understanding of the concepts of inferential statistics as well as the specific tools for calculating confidence intervals for samples of data. This article, Part 2, describes probability, populations, and samples. The uses of descriptive and inferential statistics are outlined. The article also discusses the properties and probability of normal distributions, including the standard normal distribution.

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

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.

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

Science.gov (United States)

Teneng, Dean

2013-09-01

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

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.

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.

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.

A Bayesian joint probability modeling approach for seasonal forecasting of streamflows at multiple sites

Science.gov (United States)

Wang, Q. J.; Robertson, D. E.; Chiew, F. H. S.

2009-05-01

Seasonal forecasting of streamflows can be highly valuable for water resources management. In this paper, a Bayesian joint probability (BJP) modeling approach for seasonal forecasting of streamflows at multiple sites is presented. A Box-Cox transformed multivariate normal distribution is proposed to model the joint distribution of future streamflows and their predictors such as antecedent streamflows and El Niño-Southern Oscillation indices and other climate indicators. Bayesian inference of model parameters and uncertainties is implemented using Markov chain Monte Carlo sampling, leading to joint probabilistic forecasts of streamflows at multiple sites. The model provides a parametric structure for quantifying relationships between variables, including intersite correlations. The Box-Cox transformed multivariate normal distribution has considerable flexibility for modeling a wide range of predictors and predictands. The Bayesian inference formulated allows the use of data that contain nonconcurrent and missing records. The model flexibility and data-handling ability means that the BJP modeling approach is potentially of wide practical application. The paper also presents a number of statistical measures and graphical methods for verification of probabilistic forecasts of continuous variables. Results for streamflows at three river gauges in the Murrumbidgee River catchment in southeast Australia show that the BJP modeling approach has good forecast quality and that the fitted model is consistent with observed data.

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

Testing of Software Routine to Determine Deviate and Cumulative Probability: ModStandardNormal Version 1.0

International Nuclear Information System (INIS)

A.H. Monib

1999-01-01

The purpose of this calculation is to document that the software routine ModStandardNomal Version 1.0 which is a Visual Fortran 5.0 module, provides correct results for a normal distribution up to five significant figures (three significant figures at the function tails) for a specified range of input parameters. The software routine may be used for quality affecting work. Two types of output are generated in ModStandardNomal: a deviate, x, given a cumulative probability, p, between 0 and 1; and a cumulative probability, p, given a deviate, x, between -8 and 8. This calculation supports Performance Assessment, under Technical Product Development Plan, TDP-EBS-MD-000006 (Attachment I, DIRS 3) and is written in accordance with the AP-3.12Q Calculations procedure (Attachment I, DIRS 4)

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.

Normal tissue complication probabilities correlated with late effects in the rectum after prostate conformal radiotherapy

International Nuclear Information System (INIS)

Dale, Einar; Olsen, Dag R.; Fossa, Sophie D.

1999-01-01

Purpose: Radiation therapy of deep-sited tumours will always result in normal tissue doses to some extent. The aim of this study was to calculate different risk estimates of late effects in the rectum for a group of cancer prostate patients treated with conformal radiation therapy (CRT) and correlate these estimates with the occurrences of late effects. Since the rectum is a hollow organ, several ways of generating dose-volume distributions over the organ are possible, and we wanted to investigate two of them. Methods and Materials: A mathematical model, known as the Lyman-Kutcher model, conventionally used to estimate normal tissue complication probabilities (NTCP) associated with radiation therapy, was applied to a material of 52 cancer prostate patients. The patients were treated with a four field box technique, with the rectum as organ at risk. Dose-volume histograms (DVH) were generated for the whole rectum (including the cavity) and of the rectum wall. One to two years after the treatment, the patients completed a questionnaire concerning bowel (rectum) related morbidity quantifying the extent of late effects. Results: A correlation analysis using Spearman's rank correlation coefficient, for NTCP values calculated from the DVHs and the patients' scores, gave correlation coefficients which were not statistically significant at the p max , of the whole rectum, correlated better to observed late toxicity than D max derived from histograms of the rectum wall. Correlation coefficients from 'high-dose' measures were larger than those calculated from the NTCP values. Accordingly, as the volume parameter of the Lyman-Kutcher model was reduced, raising the impact of small high-dose volumes on the NTCP values, the correlation between observed effects and NTCP values became significant at p < 0.01 level. Conclusions: 1) High-dose levels corresponding to small volume fractions of the cumulative dose-volume histograms were best correlated with the occurrences of late

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...

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)

Incidence of late rectal bleeding in high-dose conformal radiotherapy of prostate cancer using equivalent uniform dose-based and dose-volume-based normal tissue complication probability models

International Nuclear Information System (INIS)

Soehn, Matthias; Yan Di; Liang Jian; Meldolesi, Elisa; Vargas, Carlos; Alber, Markus

2007-01-01

Purpose: Accurate modeling of rectal complications based on dose-volume histogram (DVH) data are necessary to allow safe dose escalation in radiotherapy of prostate cancer. We applied different equivalent uniform dose (EUD)-based and dose-volume-based normal tissue complication probability (NTCP) models to rectal wall DVHs and follow-up data for 319 prostate cancer patients to identify the dosimetric factors most predictive for Grade ≥ 2 rectal bleeding. Methods and Materials: Data for 319 patients treated at the William Beaumont Hospital with three-dimensional conformal radiotherapy (3D-CRT) under an adaptive radiotherapy protocol were used for this study. The following models were considered: (1) Lyman model and (2) logit-formula with DVH reduced to generalized EUD (3) serial reconstruction unit (RU) model (4) Poisson-EUD model, and (5) mean dose- and (6) cutoff dose-logistic regression model. The parameters and their confidence intervals were determined using maximum likelihood estimation. Results: Of the patients, 51 (16.0%) showed Grade 2 or higher bleeding. As assessed qualitatively and quantitatively, the Lyman- and Logit-EUD, serial RU, and Poisson-EUD model fitted the data very well. Rectal wall mean dose did not correlate to Grade 2 or higher bleeding. For the cutoff dose model, the volume receiving > 73.7 Gy showed most significant correlation to bleeding. However, this model fitted the data more poorly than the EUD-based models. Conclusions: Our study clearly confirms a volume effect for late rectal bleeding. This can be described very well by the EUD-like models, of which the serial RU- and Poisson-EUD model can describe the data with only two parameters. Dose-volume-based cutoff-dose models performed worse

Lower Confidence Bounds for the Probabilities of Correct Selection

Directory of Open Access Journals (Sweden)

Radhey S. Singh

2011-01-01

Full Text Available We extend the results of Gupta and Liang (1998, derived for location parameters, to obtain lower confidence bounds for the probability of correctly selecting the t best populations (PCSt simultaneously for all t=1,…,k−1 for the general scale parameter models, where k is the number of populations involved in the selection problem. The application of the results to the exponential and normal probability models is discussed. The implementation of the simultaneous lower confidence bounds for PCSt is illustrated through real-life datasets.

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.

A new plan-scoring method using normal tissue complication probability for personalized treatment plan decisions in prostate cancer

Science.gov (United States)

Kim, Kwang Hyeon; Lee, Suk; Shim, Jang Bo; Yang, Dae Sik; Yoon, Won Sup; Park, Young Je; Kim, Chul Yong; Cao, Yuan Jie; Chang, Kyung Hwan

2018-01-01

The aim of this study was to derive a new plan-scoring index using normal tissue complication probabilities to verify different plans in the selection of personalized treatment. Plans for 12 patients treated with tomotherapy were used to compare scoring for ranking. Dosimetric and biological indexes were analyzed for the plans for a clearly distinguishable group ( n = 7) and a similar group ( n = 12), using treatment plan verification software that we developed. The quality factor ( QF) of our support software for treatment decisions was consistent with the final treatment plan for the clearly distinguishable group (average QF = 1.202, 100% match rate, n = 7) and the similar group (average QF = 1.058, 33% match rate, n = 12). Therefore, we propose a normal tissue complication probability (NTCP) based on the plan scoring index for verification of different plans for personalized treatment-plan selection. Scoring using the new QF showed a 100% match rate (average NTCP QF = 1.0420). The NTCP-based new QF scoring method was adequate for obtaining biological verification quality and organ risk saving using the treatment-planning decision-support software we developed for prostate cancer.

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.

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 ...

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.

The Probability Model of Expectation Disconfirmation Process

Directory of Open Access Journals (Sweden)

Hui-Hsin HUANG

2015-06-01

Full Text Available This paper proposes a probability model to explore the dynamic process of customer’s satisfaction. Bases on expectation disconfirmation theory, the satisfaction is constructed with customer’s expectation before buying behavior and the perceived performance after purchase. The experiment method is designed to measure expectation disconfirmation effects and we also use the collection data to estimate the overall satisfaction and model calibration. The results show good fitness between the model and the real data. This model has application for business marketing areas in order to manage relationship satisfaction.

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

Indian Academy of Sciences (India)

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

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

Science.gov (United States)

Bares, P.; Selmanaj, D.; Guardiola, C.; Onder, C.

2018-01-01

This paper presents a new knock model which combines a deterministic knock model based on the in-cylinder temperature and an exogenous noise disturbing this temperature. The autoignition of the end-gas is modelled by an Arrhenius-like function and the knock probability is estimated by propagating a virtual error probability distribution. Results show that the random nature of knock can be explained by uncertainties at the in-cylinder temperature estimation. The model only has one parameter for calibration and thus can be easily adapted online. In order to reduce the measurement uncertainties associated with the air mass flow sensor, the trapped mass is derived from the in-cylinder pressure resonance, which improves the knock probability estimation and reduces the number of sensors needed for the model. A four stroke SI engine was used for model validation. By varying the intake temperature, the engine speed, the injected fuel mass, and the spark advance, specific tests were conducted, which furnished data with various knock intensities and probabilities. The new model is able to predict the knock probability within a sufficient range at various operating conditions. The trapped mass obtained by the acoustical model was compared in steady conditions by using a fuel balance and a lambda sensor and differences below 1 % were found.

Investigation of normal tissue complication probabilities in prostate and partial breast irradiation radiotherapy techniques

International Nuclear Information System (INIS)

Bezak, E.; Takam, R.; Bensaleh, S.; Yeoh, E.; Marcu, L.

2011-01-01

Full text: Normal- Tissue-Complication Probabilities of rectum, bladder and urethra following various radiation techniques for prostate cancer were evaluated using the relative-seriality and Lyman models. NTCPs of lungs, heart and skin, their dependence on sourceposition, balloon-deformation were also investigated for HDR mammosite brachytherapy. The prostate treatment techniques included external three dimentional conformal-radiotherapy, Low-Dose-Rate brachytherapy (1-125), High-Dose-Rate brachytherapy (Ir-I92). Dose- Volume-Histograms of critical structures for prostate and breast radiotherapy, retrieved from corresponding treatment planning systems, were converted to Biological Effective Dose (BEffD)-based and Equivalent Dose(Deq)-based DVHs to account for differences in radiation delivery and fractionation schedule. Literature-based model parameters were used to calculate NTCPs. Hypofractionated 3D-CRT (2.75 Gy/fraction, total dose 55 Gy) NTCPs of rectum, bladder and urethra were less than those for standard fractionated 4-field 3D-CRT (2-Gy/fraction, 64 Gy) and dose-escalated 4- and 5-field 3D-CRT (74 Gy). Rectal and bladder NTCPs (5.2% and 6.6%) following the dose-escalated 4-field 3D-CRT (74 Gy) were the highest among analyzed techniques. The average NTCP for rectum and urethra were 0.6% and 24.7% for LDRBT and 0.5% and 11.2% for HDR-BT. For Mammosite, NTCP was estimated to be 0.1 %, 0.1 %, 1.2% and 3.5% for skin desquamation, erythema, telangiectasia and fibrosis respectively (the source positioned at the balloon centre). A 4 mm Mammosite-balloon deformation leads to overdosing of PTV regions by ∼40%, resulting in excessive skin dose and increased NTCP. Conclusions Prostate brachytherapy resulted in NTCPs lower compared to external beam techniques. Mammosite-brachytherapy resulted in no heart/lung complications regardless of balloon deformation. However, 4 mm deformation caused 0.6% increase in tissue fibrosis NTCP.

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…

Mathematical model and computer code for coated particles performance at normal operating conditions

International Nuclear Information System (INIS)

Golubev, I.; Kadarmetov, I.; Makarov, V.

2002-01-01

Computer modeling of thermo-mechanical behavior of coated particles during operating both at normal and off-normal conditions has a very significant role particularly on a stage of new reactors development. In Russia a big experience has been accumulated on fabrication and reactor tests of CP and fuel elements with UO 2 kernels. However, this experience cannot be using in full volume for development of a new reactor installation GT-MHR. This is due to very deep burn-up of the fuel based on plutonium oxide (up to 70% fima). Therefore the mathematical modeling of CP thermal-mechanical behavior and failure prediction becomes particularly important. The authors have a clean understanding that serviceability of fuel with high burn-ups are defined not only by thermo-mechanics, but also by structured changes in coating materials, thermodynamics of chemical processes, 'amoeba-effect', formation CO etc. In the report the first steps of development of integrate code for numerical modeling of coated particles behavior and some calculating results concerning the influence of various design parameters on fuel coated particles endurance for GT-MHR normal operating conditions are submitted. A failure model is developed to predict the fraction of TRISO-coated particles. In this model it is assumed that the failure of CP depends not only on probability of SiC-layer fracture but also on the PyC-layers damage. The coated particle is considered as a uniform design. (author)

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...

Bayesian Prior Probability Distributions for Internal Dosimetry

Energy Technology Data Exchange (ETDEWEB)

Miller, G.; Inkret, W.C.; Little, T.T.; Martz, H.F.; Schillaci, M.E

2001-07-01

The problem of choosing a prior distribution for the Bayesian interpretation of measurements (specifically internal dosimetry measurements) is considered using a theoretical analysis and by examining historical tritium and plutonium urine bioassay data from Los Alamos. Two models for the prior probability distribution are proposed: (1) the log-normal distribution, when there is some additional information to determine the scale of the true result, and (2) the 'alpha' distribution (a simplified variant of the gamma distribution) when there is not. These models have been incorporated into version 3 of the Bayesian internal dosimetric code in use at Los Alamos (downloadable from our web site). Plutonium internal dosimetry at Los Alamos is now being done using prior probability distribution parameters determined self-consistently from population averages of Los Alamos data. (author)

Precipitação provável para a região de Madre de Deus, Alto Rio Grande: modelos de probabilidades e valores característicos Probable rainfall for Madre de Deus county, Alto Rio Grande region: distribution probability models and values characteristics

Directory of Open Access Journals (Sweden)

José Alves Junqueira Júnior

2007-06-01

Full Text Available Nos dias atuais a irrigação é uma das principais técnicas a serviço da agricultura. Entretanto, a consideração da irrigação como única fonte de suprir a demanda de água para as plantas pode acarretar em sistemas superdimensionados, o que contribui para elevar seu custo de implantação. Uma das alternativas utilizadas na solução desse problema consiste em considerar a precipitação a um determinado nível de probabilidade, ou seja, a precipitação provável, o que possibilitaria fazer a irrigação complementar. Assim, objetivou-se com o presente trabalho, caracterizar a precipitação provável na região do município de Madre de Deus, MG, comparando quatro diferentes modelos de distribuição de freqüência (Gama, Normal, Log-normal 2 e 3 parâmetros. As lâminas diárias foram totalizadas em períodos de 10, 15 e 30 dias, sendo avaliadas com 13 diferentes níveis de probabilidades, para séries históricas de 57 anos de observação, compreendido entre 1942 e 1999. Foi aplicado o teste de Kolmogorov-Smirnov a fim de avaliar a adequabilidade das mesmas e verificar qual modelo é mais adequado para cada uma das séries históricas. Observou-se que os modelos de probabilidade adequaram-se melhor ao período chuvoso, sendo a distribuição Log-normal 3 parâmetros a mais adequada para as séries históricas de período mensal e a distribuição Gama para os períodos quinzenal e decendial.Nowadays, irrigation is one of the most important agricultural technique. Therefore, this technique can not be the only source to supply water for crops, because the irrigation system may be over designed, increasing installation costs. One of alternatives to solve this problem is to analyze the probability of rainfall, decreasing costs and easing the irrigation management. This study purposes to characterize probable rainfall for Madre de Deus Village, comparing four (4 probability distribution models (Gama, Normal, Log-normal at 2 and 3

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...

A brief introduction to probability.

Science.gov (United States)

Di Paola, Gioacchino; Bertani, Alessandro; De Monte, Lavinia; Tuzzolino, Fabio

2018-02-01

The theory of probability has been debated for centuries: back in 1600, French mathematics used the rules of probability to place and win bets. Subsequently, the knowledge of probability has significantly evolved and is now an essential tool for statistics. In this paper, the basic theoretical principles of probability will be reviewed, with the aim of facilitating the comprehension of statistical inference. After a brief general introduction on probability, we will review the concept of the "probability distribution" that is a function providing the probabilities of occurrence of different possible outcomes of a categorical or continuous variable. Specific attention will be focused on normal distribution that is the most relevant distribution applied to statistical analysis.

Normal Tissue Complication Probability Estimation by the Lyman-Kutcher-Burman Method Does Not Accurately Predict Spinal Cord Tolerance to Stereotactic Radiosurgery

International Nuclear Information System (INIS)

Daly, Megan E.; Luxton, Gary; Choi, Clara Y.H.; Gibbs, Iris C.; Chang, Steven D.; Adler, John R.; Soltys, Scott G.

2012-01-01

Purpose: To determine whether normal tissue complication probability (NTCP) analyses of the human spinal cord by use of the Lyman-Kutcher-Burman (LKB) model, supplemented by linear–quadratic modeling to account for the effect of fractionation, predict the risk of myelopathy from stereotactic radiosurgery (SRS). Methods and Materials: From November 2001 to July 2008, 24 spinal hemangioblastomas in 17 patients were treated with SRS. Of the tumors, 17 received 1 fraction with a median dose of 20 Gy (range, 18–30 Gy) and 7 received 20 to 25 Gy in 2 or 3 sessions, with cord maximum doses of 22.7 Gy (range, 17.8–30.9 Gy) and 22.0 Gy (range, 20.2–26.6 Gy), respectively. By use of conventional values for α/β, volume parameter n, 50% complication probability dose TD 50 , and inverse slope parameter m, a computationally simplified implementation of the LKB model was used to calculate the biologically equivalent uniform dose and NTCP for each treatment. Exploratory calculations were performed with alternate values of α/β and n. Results: In this study 1 case (4%) of myelopathy occurred. The LKB model using radiobiological parameters from Emami and the logistic model with parameters from Schultheiss overestimated complication rates, predicting 13 complications (54%) and 18 complications (75%), respectively. An increase in the volume parameter (n), to assume greater parallel organization, improved the predictive value of the models. Maximum-likelihood LKB fitting of α/β and n yielded better predictions (0.7 complications), with n = 0.023 and α/β = 17.8 Gy. Conclusions: The spinal cord tolerance to the dosimetry of SRS is higher than predicted by the LKB model using any set of accepted parameters. Only a high α/β value in the LKB model and only a large volume effect in the logistic model with Schultheiss data could explain the low number of complications observed. This finding emphasizes that radiobiological models traditionally used to estimate spinal cord NTCP

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.

A probability distribution model of tooth pits for evaluating time-varying mesh stiffness of pitting gears

Science.gov (United States)

Lei, Yaguo; Liu, Zongyao; Wang, Delong; Yang, Xiao; Liu, Huan; Lin, Jing

2018-06-01

Tooth damage often causes a reduction in gear mesh stiffness. Thus time-varying mesh stiffness (TVMS) can be treated as an indication of gear health conditions. This study is devoted to investigating the mesh stiffness variations of a pair of external spur gears with tooth pitting, and proposes a new model for describing tooth pitting based on probability distribution. In the model, considering the appearance and development process of tooth pitting, we model the pitting on the surface of spur gear teeth as a series of pits with a uniform distribution in the direction of tooth width and a normal distribution in the direction of tooth height, respectively. In addition, four pitting degrees, from no pitting to severe pitting, are modeled. Finally, influences of tooth pitting on TVMS are analyzed in details and the proposed model is validated by comparing with a finite element model. The comparison results show that the proposed model is effective for the TVMS evaluations of pitting gears.

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

Science.gov (United States)

Zhang, Yuanhui; Wu, Haipeng; Denton, Brian T; Wilson, James R; Lobo, Jennifer M

2017-10-27

Markov models are commonly used for decision-making studies in many application domains; however, there are no widely adopted methods for performing sensitivity analysis on such models with uncertain transition probability matrices (TPMs). This article describes two simulation-based approaches for conducting probabilistic sensitivity analysis on a given discrete-time, finite-horizon, finite-state Markov model using TPMs that are sampled over a specified uncertainty set according to a relevant probability distribution. The first approach assumes no prior knowledge of the probability distribution, and each row of a TPM is independently sampled from the uniform distribution on the row's uncertainty set. The second approach involves random sampling from the (truncated) multivariate normal distribution of the TPM's maximum likelihood estimators for its rows subject to the condition that each row has nonnegative elements and sums to one. The two sampling methods are easily implemented and have reasonable computation times. A case study illustrates the application of these methods to a medical decision-making problem involving the evaluation of treatment guidelines for glycemic control of patients with type 2 diabetes, where natural variation in a patient's glycated hemoglobin (HbA1c) is modeled as a Markov chain, and the associated TPMs are subject to uncertainty.

On Selection of the Probability Distribution for Representing the Maximum Annual Wind Speed in East Cairo, Egypt

International Nuclear Information System (INIS)

El-Shanshoury, Gh. I.; El-Hemamy, S.T.

2013-01-01

The main objective of this paper is to identify an appropriate probability model and best plotting position formula which represent the maximum annual wind speed in east Cairo. This model can be used to estimate the extreme wind speed and return period at a particular site as well as to determine the radioactive release distribution in case of accident occurrence at a nuclear power plant. Wind speed probabilities can be estimated by using probability distributions. An accurate determination of probability distribution for maximum wind speed data is very important in expecting the extreme value . The probability plots of the maximum annual wind speed (MAWS) in east Cairo are fitted to six major statistical distributions namely: Gumbel, Weibull, Normal, Log-Normal, Logistic and Log- Logistic distribution, while eight plotting positions of Hosking and Wallis, Hazen, Gringorten, Cunnane, Blom, Filliben, Benard and Weibull are used for determining exceedance of their probabilities. A proper probability distribution for representing the MAWS is selected by the statistical test criteria in frequency analysis. Therefore, the best plotting position formula which can be used to select appropriate probability model representing the MAWS data must be determined. The statistical test criteria which represented in: the probability plot correlation coefficient (PPCC), the root mean square error (RMSE), the relative root mean square error (RRMSE) and the maximum absolute error (MAE) are used to select the appropriate probability position and distribution. The data obtained show that the maximum annual wind speed in east Cairo vary from 44.3 Km/h to 96.1 Km/h within duration of 39 years . Weibull plotting position combined with Normal distribution gave the highest fit, most reliable, accurate predictions and determination of the wind speed in the study area having the highest value of PPCC and lowest values of RMSE, RRMSE and MAE

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

Science.gov (United States)

Blöchliger, Nicolas; Keller, Peter M; Böttger, Erik C; Hombach, Michael

2017-09-01

The procedure for setting clinical breakpoints (CBPs) for antimicrobial susceptibility has been poorly standardized with respect to population data, pharmacokinetic parameters and clinical outcome. Tools to standardize CBP setting could result in improved antibiogram forecast probabilities. We propose a model to estimate probabilities for methodological categorization errors and defined zones of methodological uncertainty (ZMUs), i.e. ranges of zone diameters that cannot reliably be classified. The impact of ZMUs on methodological error rates was used for CBP optimization. The model distinguishes theoretical true inhibition zone diameters from observed diameters, which suffer from methodological variation. True diameter distributions are described with a normal mixture model. The model was fitted to observed inhibition zone diameters of clinical Escherichia coli strains. Repeated measurements for a quality control strain were used to quantify methodological variation. For 9 of 13 antibiotics analysed, our model predicted error rates of  0.1% for ampicillin, cefoxitin, cefuroxime and amoxicillin/clavulanic acid. Increasing the susceptible CBP (cefoxitin) and introducing ZMUs (ampicillin, cefuroxime, amoxicillin/clavulanic acid) decreased error rates to < 0.1%. ZMUs contained low numbers of isolates for ampicillin and cefuroxime (3% and 6%), whereas the ZMU for amoxicillin/clavulanic acid contained 41% of all isolates and was considered not practical. We demonstrate that CBPs can be improved and standardized by minimizing methodological categorization error rates. ZMUs may be introduced if an intermediate zone is not appropriate for pharmacokinetic/pharmacodynamic or drug dosing reasons. Optimized CBPs will provide a standardized antibiotic susceptibility testing interpretation at a defined level of probability. © The Author 2017. Published by Oxford University Press on behalf of the British Society for Antimicrobial Chemotherapy. All rights reserved. For

Estimation of Extreme Response and Failure Probability of Wind Turbines under Normal Operation using Probability Density Evolution Method

DEFF Research Database (Denmark)

Sichani, Mahdi Teimouri; Nielsen, Søren R.K.; Liu, W. F.

2013-01-01

Estimation of extreme response and failure probability of structures subjected to ultimate design loads is essential for structural design of wind turbines according to the new standard IEC61400-1. This task is focused on in the present paper in virtue of probability density evolution method (PDEM......), which underlies the schemes of random vibration analysis and structural reliability assessment. The short-term rare failure probability of 5-mega-watt wind turbines, for illustrative purposes, in case of given mean wind speeds and turbulence levels is investigated through the scheme of extreme value...... distribution instead of any other approximate schemes of fitted distribution currently used in statistical extrapolation techniques. Besides, the comparative studies against the classical fitted distributions and the standard Monte Carlo techniques are carried out. Numerical results indicate that PDEM exhibits...

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

Simulation of Daily Weather Data Using Theoretical Probability Distributions.

Science.gov (United States)

Bruhn, J. A.; Fry, W. E.; Fick, G. W.

1980-09-01

A computer simulation model was constructed to supply daily weather data to a plant disease management model for potato late blight. In the weather model Monte Carlo techniques were employed to generate daily values of precipitation, maximum temperature, minimum temperature, minimum relative humidity and total solar radiation. Each weather variable is described by a known theoretical probability distribution but the values of the parameters describing each distribution are dependent on the occurrence of rainfall. Precipitation occurrence is described by a first-order Markov chain. The amount of rain, given that rain has occurred, is described by a gamma probability distribution. Maximum and minimum temperature are simulated with a trivariate normal probability distribution involving maximum temperature on the previous day, maximum temperature on the current day and minimum temperature on the current day. Parameter values for this distribution are dependent on the occurrence of rain on the previous day. Both minimum relative humidity and total solar radiation are assumed to be normally distributed. The values of the parameters describing the distribution of minimum relative humidity is dependent on rainfall occurrence on the previous day and current day. Parameter values for total solar radiation are dependent on the occurrence of rain on the current day. The assumptions made during model construction were found to be appropriate for actual weather data from Geneva, New York. The performance of the weather model was evaluated by comparing the cumulative frequency distributions of simulated weather data with the distributions of actual weather data from Geneva, New York and Fort Collins, Colorado. For each location, simulated weather data were similar to actual weather data in terms of mean response, variability and autocorrelation. The possible applications of this model when used with models of other components of the agro-ecosystem are discussed.

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

A Novel Probability Model for Suppressing Multipath Ghosts in GPR and TWI Imaging: A Numerical Study

Directory of Open Access Journals (Sweden)

Tan Yun-hua

2015-10-01

Full Text Available A novel concept for suppressing the problem of multipath ghosts in Ground Penetrating Radar (GPR and Through-Wall Imaging (TWI is presented. Ghosts (i.e., false targets mainly arise from the use of the Born or single-scattering approximations that lead to linearized imaging algorithms; however, these approximations neglect the effect of multiple scattering (or multipath between the electromagnetic wavefield and the object under investigation. In contrast to existing methods of suppressing multipath ghosts, the proposed method models for the first time the reflectivity of the probed objects as a probability function up to a normalized factor and introduces the concept of random subaperture by randomly picking up measurement locations from the entire aperture. Thus, the final radar image is a joint probability distribution that corresponds to radar images derived from multiple random subapertures. Finally, numerical experiments are used to demonstrate the performance of the proposed methodology in GPR and TWI imaging.

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.

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

DEFF Research Database (Denmark)

Christophides, Damianos; Appelt, Ane L; Gusnanto, Arief

2018-01-01

by multicollinearity reduction using the variance inflation factor and genetic algorithm optimization to determine an ordinal logistic regression model that minimizes the Bayesian information criterion. The process was repeated 100 times, and the model with the minimum Bayesian information criterion was recorded...

Re‐estimated effects of deep episodic slip on the occurrence and probability of great earthquakes in Cascadia

Science.gov (United States)

Beeler, Nicholas M.; Roeloffs, Evelyn A.; McCausland, Wendy

2013-01-01

Mazzotti and Adams (2004) estimated that rapid deep slip during typically two week long episodes beneath northern Washington and southern British Columbia increases the probability of a great Cascadia earthquake by 30–100 times relative to the probability during the ∼58 weeks between slip events. Because the corresponding absolute probability remains very low at ∼0.03% per week, their conclusion is that though it is more likely that a great earthquake will occur during a rapid slip event than during other times, a great earthquake is unlikely to occur during any particular rapid slip event. This previous estimate used a failure model in which great earthquakes initiate instantaneously at a stress threshold. We refine the estimate, assuming a delayed failure model that is based on laboratory‐observed earthquake initiation. Laboratory tests show that failure of intact rock in shear and the onset of rapid slip on pre‐existing faults do not occur at a threshold stress. Instead, slip onset is gradual and shows a damped response to stress and loading rate changes. The characteristic time of failure depends on loading rate and effective normal stress. Using this model, the probability enhancement during the period of rapid slip in Cascadia is negligible (stresses of 10 MPa or more and only increases by 1.5 times for an effective normal stress of 1 MPa. We present arguments that the hypocentral effective normal stress exceeds 1 MPa. In addition, the probability enhancement due to rapid slip extends into the interevent period. With this delayed failure model for effective normal stresses greater than or equal to 50 kPa, it is more likely that a great earthquake will occur between the periods of rapid deep slip than during them. Our conclusion is that great earthquake occurrence is not significantly enhanced by episodic deep slip events.

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)

Normal myocardial perfusion scan portends a benign prognosis independent from the pretest probability of coronary artery disease. Sub-analysis of the J-ACCESS study

International Nuclear Information System (INIS)

Imamura, Yosihiro; Fukuyama, Takaya; Nishimura, Sigeyuki; Nishimura, Tsunehiko

2009-01-01

We assessed the usefulness of gated stress/rest 99mTc-tetrofosmin myocardial perfusion single photon emission computed tomography (SPECT) to predict ischemic cardiac events in Japanese patients with various estimated pretest probabilities of coronary artery disease (CAD). Of the 4031 consecutively registered patients for a J-ACCESS (Japanese Assessment of Cardiac Events and Survival Study by Quantitative Gated SPECT) study, 1904 patients without prior cardiac events were selected. Gated stress/rest myocardial perfusion SPECT was performed and segmental perfusion scores and quantitative gated SPECT results were derived. The pretest probability for having CAD was estimated using the American College of Cardiology/American Heart Association/American College of Physicians- American Society of Internal Medicine guideline data for the management of patients with chronic stable angina, which includes age, gender, and type of chest discomfort. The patients were followed up for three years. During the three-year follow-up period, 96 developed ischemic cardiac events: 17 cardiac deaths, 8 nonfatal myocardial infarction, and 71 clinically driven revascularization. The summed stress score (SSS) was the most powerful independent predictor of all ischemic cardiac events (hazard ratio 1.077, confidence interval (CI) 1.045-1.110). Abnormal SSS (>3) was associated with a significantly higher cardiac event rate in patients with an intermediate to high pretest probability of CAD. Normal SSS (≤3) was associated with a low event rate in patients with any pretest probability of CAD. Myocardial perfusion SPECT is useful for further risk-stratification of patients with suspected CAD. The abnormal scan result (SSS>3) is discriminative for subsequent cardiac events only in the groups with an intermediate to high pretest probability of CAD. The salient result is that normal scan results portend a benign prognosis independent from the pretest probability of CAD. (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...

Collapse susceptibility mapping in karstified gypsum terrain (Sivas basin - Turkey) by conditional probability, logistic regression, artificial neural network models

Science.gov (United States)

Yilmaz, Isik; Keskin, Inan; Marschalko, Marian; Bednarik, Martin

2010-05-01

This study compares the GIS based collapse susceptibility mapping methods such as; conditional probability (CP), logistic regression (LR) and artificial neural networks (ANN) applied in gypsum rock masses in Sivas basin (Turkey). Digital Elevation Model (DEM) was first constructed using GIS software. Collapse-related factors, directly or indirectly related to the causes of collapse occurrence, such as distance from faults, slope angle and aspect, topographical elevation, distance from drainage, topographic wetness index- TWI, stream power index- SPI, Normalized Difference Vegetation Index (NDVI) by means of vegetation cover, distance from roads and settlements were used in the collapse susceptibility analyses. In the last stage of the analyses, collapse susceptibility maps were produced from CP, LR and ANN models, and they were then compared by means of their validations. Area Under Curve (AUC) values obtained from all three methodologies showed that the map obtained from ANN model looks like more accurate than the other models, and the results also showed that the artificial neural networks is a usefull tool in preparation of collapse susceptibility map and highly compatible with GIS operating features. Key words: Collapse; doline; susceptibility map; gypsum; GIS; conditional probability; logistic regression; artificial neural networks.

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.

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.)

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.

Review of Literature for Model Assisted Probability of Detection

Energy Technology Data Exchange (ETDEWEB)

Meyer, Ryan M. [Pacific Northwest National Lab. (PNNL), Richland, WA (United States); Crawford, Susan L. [Pacific Northwest National Lab. (PNNL), Richland, WA (United States); Lareau, John P. [Pacific Northwest National Lab. (PNNL), Richland, WA (United States); Anderson, Michael T. [Pacific Northwest National Lab. (PNNL), Richland, WA (United States)

2014-09-30

This is a draft technical letter report for NRC client documenting a literature review of model assisted probability of detection (MAPOD) for potential application to nuclear power plant components for improvement of field NDE performance estimations.

Elastic K-means using posterior probability.

Science.gov (United States)

Zheng, Aihua; Jiang, Bo; Li, Yan; Zhang, Xuehan; Ding, Chris

2017-01-01

The widely used K-means clustering is a hard clustering algorithm. Here we propose a Elastic K-means clustering model (EKM) using posterior probability with soft capability where each data point can belong to multiple clusters fractionally and show the benefit of proposed Elastic K-means. Furthermore, in many applications, besides vector attributes information, pairwise relations (graph information) are also available. Thus we integrate EKM with Normalized Cut graph clustering into a single clustering formulation. Finally, we provide several useful matrix inequalities which are useful for matrix formulations of learning models. Based on these results, we prove the correctness and the convergence of EKM algorithms. Experimental results on six benchmark datasets demonstrate the effectiveness of proposed EKM and its integrated model.

A probabilistic approach using deformable organ models for automatic definition of normal anatomical structures for 3D treatment planning

International Nuclear Information System (INIS)

Fritsch, Daniel; Yu Liyun; Johnson, Valen; McAuliffe, Matthew; Pizer, Stephen; Chaney, Edward

1996-01-01

Purpose/Objective : Current clinical methods for defining normal anatomical structures on tomographic images are time consuming and subject to intra- and inter-user variability. With the widespread implementation of 3D RTP, conformal radiotherapy, and dose escalation the implications of imprecise object definition have assumed a much higher level of importance. Object definition and volume-weighted metrics for normal anatomy, such as DVHs and NTCPs, play critical roles in aiming, shaping, and weighting beams. Improvements in object definition, including computer automation, are essential to yield reliable volume-weighted metrics and gains in human efficiency. The purpose of this study was to investigate a probabilistic approach using deformable models to automatically recognize and extract normal anatomy in tomographic images. Materials and Methods: Object models were created from normal organs that were segmented by an interactive method which involved placing a cursor near the center of the object on a slice and clicking a mouse button to initiate computation of structures called cores. Cores describe the skeletal and boundary shape of image objects in a manner that, in 2D, associates a location on the skeleton with the width of the object at that location. A significant advantage of cores is stability against image disturbances such as noise and blur. The model was composed of a relatively small set of extracted points on the skeleton and boundary. The points were carefully chosen to summarize the shape information captured by the cores. Neighborhood relationships between points were represented mathematically by energy functions that penalize, due to warping of the model, the ''goodness'' of match between the model and the image data at any stage during the segmentation process. The model was matched against the image data using a probabilistic approach based on Bayes theorem, which provides a means for computing a posteriori (posterior) probability from 1) a

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 mechanics of normal grain growth in one dimension: A partial integro-differential equation model

International Nuclear Information System (INIS)

Ng, Felix S.L.

2016-01-01

We develop a statistical-mechanical model of one-dimensional normal grain growth that does not require any drift-velocity parameterization for grain size, such as used in the continuity equation of traditional mean-field theories. The model tracks the population by considering grain sizes in neighbour pairs; the probability of a pair having neighbours of certain sizes is determined by the size-frequency distribution of all pairs. Accordingly, the evolution obeys a partial integro-differential equation (PIDE) over ‘grain size versus neighbour grain size’ space, so that the grain-size distribution is a projection of the PIDE's solution. This model, which is applicable before as well as after statistically self-similar grain growth has been reached, shows that the traditional continuity equation is invalid outside this state. During statistically self-similar growth, the PIDE correctly predicts the coarsening rate, invariant grain-size distribution and spatial grain size correlations observed in direct simulations. The PIDE is then reducible to the standard continuity equation, and we derive an explicit expression for the drift velocity. It should be possible to formulate similar parameterization-free models of normal grain growth in two and three dimensions.

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.

Generating a normalized geometric liver model with warping

International Nuclear Information System (INIS)

Boes, J.L.; Weymouth, T.E.; Meyer, C.R.; Quint, L.E.; Bland, P.H.; Bookstein, F.L.

1990-01-01

This paper reports on the automated determination of the liver surface in abdominal CT scans for radiation treatment, surgery planning, and anatomic visualization. The normalized geometric model of the liver is generated by averaging registered outlines from a set of 15 studies of normal liver. The outlines have been registered with the use of thin-plate spline warping based on a set of five homologous landmarks. Thus, the model consists of an average of the surface and a set of five anatomic landmarks. The accuracy of the model is measured against both the set of studies used in model generation and an alternate set of 15 normal studies with use of, as an error measure, the ratio of nonoverlapping model and study volume to total model volume

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.

Percentile estimation using the normal and lognormal probability distribution

International Nuclear Information System (INIS)

Bement, T.R.

1980-01-01

Implicitly or explicitly percentile estimation is an important aspect of the analysis of aerial radiometric survey data. Standard deviation maps are produced for quadrangles which are surveyed as part of the National Uranium Resource Evaluation. These maps show where variables differ from their mean values by more than one, two or three standard deviations. Data may or may not be log-transformed prior to analysis. These maps have specific percentile interpretations only when proper distributional assumptions are met. Monte Carlo results are presented in this paper which show the consequences of estimating percentiles by: (1) assuming normality when the data are really from a lognormal distribution; and (2) assuming lognormality when the data are really from a normal distribution

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

Impact of controlling the sum of error probability in the sequential probability ratio test

Directory of Open Access Journals (Sweden)

Bijoy Kumarr Pradhan

2013-05-01

Full Text Available A generalized modified method is proposed to control the sum of error probabilities in sequential probability ratio test to minimize the weighted average of the two average sample numbers under a simple null hypothesis and a simple alternative hypothesis with the restriction that the sum of error probabilities is a pre-assigned constant to find the optimal sample size and finally a comparison is done with the optimal sample size found from fixed sample size procedure. The results are applied to the cases when the random variate follows a normal law as well as Bernoullian law.

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

Directory of Open Access Journals (Sweden)

Changhao Fan

2017-01-01

Full Text Available In modeling, only information from the deviation between the output of the support vector regression (SVR model and the training sample is considered, whereas the other prior information of the training sample, such as probability distribution information, is ignored. Probabilistic distribution information describes the overall distribution of sample data in a training sample that contains different degrees of noise and potential outliers, as well as helping develop a high-accuracy model. To mine and use the probability distribution information of a training sample, a new support vector regression model that incorporates probability distribution information weight SVR (PDISVR is proposed. In the PDISVR model, the probability distribution of each sample is considered as the weight and is then introduced into the error coefficient and slack variables of SVR. Thus, the deviation and probability distribution information of the training sample are both used in the PDISVR model to eliminate the influence of noise and outliers in the training sample and to improve predictive performance. Furthermore, examples with different degrees of noise were employed to demonstrate the performance of PDISVR, which was then compared with those of three SVR-based methods. The results showed that PDISVR performs better than the three other methods.

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

Science.gov (United States)

Zhao, Feng; Zou, Kai; Shang, Hong; Ji, Zheng; Zhao, Huijie; Huang, Wenjiang; Li, Cunjun

2010-10-01

In this paper we present an analytical model for the computation of radiation transfer of discontinuous vegetation canopies. Some initial results of gap probability and bidirectional gap probability of discontinuous vegetation canopies, which are important parameters determining the radiative environment of the canopies, are given and compared with a 3- D computer simulation model. In the model, negative exponential attenuation of light within individual plant canopies is assumed. Then the computation of gap probability is resolved by determining the entry points and exiting points of the ray with the individual plants via their equations in space. For the bidirectional gap probability, which determines the single-scattering contribution of the canopy, a gap statistical analysis based model was adopted to correct the dependence of gap probabilities for both solar and viewing directions. The model incorporates the structural characteristics, such as plant sizes, leaf size, row spacing, foliage density, planting density, leaf inclination distribution. Available experimental data are inadequate for a complete validation of the model. So it was evaluated with a three dimensional computer simulation model for 3D vegetative scenes, which shows good agreement between these two models' results. This model should be useful to the quantification of light interception and the modeling of bidirectional reflectance distributions of discontinuous canopies.

Bas-Relief Modeling from Normal Images with Intuitive Styles.

Science.gov (United States)

Ji, Zhongping; Ma, Weiyin; Sun, Xianfang

2014-05-01

Traditional 3D model-based bas-relief modeling methods are often limited to model-dependent and monotonic relief styles. This paper presents a novel method for digital bas-relief modeling with intuitive style control. Given a composite normal image, the problem discussed in this paper involves generating a discontinuity-free depth field with high compression of depth data while preserving or even enhancing fine details. In our framework, several layers of normal images are composed into a single normal image. The original normal image on each layer is usually generated from 3D models or through other techniques as described in this paper. The bas-relief style is controlled by choosing a parameter and setting a targeted height for them. Bas-relief modeling and stylization are achieved simultaneously by solving a sparse linear system. Different from previous work, our method can be used to freely design bas-reliefs in normal image space instead of in object space, which makes it possible to use any popular image editing tools for bas-relief modeling. Experiments with a wide range of 3D models and scenes show that our method can effectively generate digital bas-reliefs.

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.

Probability distributions with truncated, log and bivariate extensions

CERN Document Server

Thomopoulos, Nick T

2018-01-01

This volume presents a concise and practical overview of statistical methods and tables not readily available in other publications. It begins with a review of the commonly used continuous and discrete probability distributions. Several useful distributions that are not so common and less understood are described with examples and applications in full detail: discrete normal, left-partial, right-partial, left-truncated normal, right-truncated normal, lognormal, bivariate normal, and bivariate lognormal. Table values are provided with examples that enable researchers to easily apply the distributions to real applications and sample data. The left- and right-truncated normal distributions offer a wide variety of shapes in contrast to the symmetrically shaped normal distribution, and a newly developed spread ratio enables analysts to determine which of the three distributions best fits a particular set of sample data. The book will be highly useful to anyone who does statistical and probability analysis. This in...

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.

Nuclear data uncertainties: I, Basic concepts of probability

Energy Technology Data Exchange (ETDEWEB)

Smith, D.L.

1988-12-01

Some basic concepts of probability theory are presented from a nuclear-data perspective, in order to provide a foundation for thorough understanding of the role of uncertainties in nuclear data research. Topics included in this report are: events, event spaces, calculus of events, randomness, random variables, random-variable distributions, intuitive and axiomatic probability, calculus of probability, conditional probability and independence, probability distributions, binomial and multinomial probability, Poisson and interval probability, normal probability, the relationships existing between these probability laws, and Bayes' theorem. This treatment emphasizes the practical application of basic mathematical concepts to nuclear data research, and it includes numerous simple examples. 34 refs.

Nuclear data uncertainties: I, Basic concepts of probability

International Nuclear Information System (INIS)

Smith, D.L.

1988-12-01

Some basic concepts of probability theory are presented from a nuclear-data perspective, in order to provide a foundation for thorough understanding of the role of uncertainties in nuclear data research. Topics included in this report are: events, event spaces, calculus of events, randomness, random variables, random-variable distributions, intuitive and axiomatic probability, calculus of probability, conditional probability and independence, probability distributions, binomial and multinomial probability, Poisson and interval probability, normal probability, the relationships existing between these probability laws, and Bayes' theorem. This treatment emphasizes the practical application of basic mathematical concepts to nuclear data research, and it includes numerous simple examples. 34 refs

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)

A probit- log- skew-normal mixture model for repeated measures data with excess zeros, with application to a cohort study of paediatric respiratory symptoms

Directory of Open Access Journals (Sweden)

Johnston Neil W

2010-06-01

Full Text Available Abstract Background A zero-inflated continuous outcome is characterized by occurrence of "excess" zeros that more than a single distribution can explain, with the positive observations forming a skewed distribution. Mixture models are employed for regression analysis of zero-inflated data. Moreover, for repeated measures zero-inflated data the clustering structure should also be modeled for an adequate analysis. Methods Diary of Asthma and Viral Infections Study (DAVIS was a one year (2004 cohort study conducted at McMaster University to monitor viral infection and respiratory symptoms in children aged 5-11 years with and without asthma. Respiratory symptoms were recorded daily using either an Internet or paper-based diary. Changes in symptoms were assessed by study staff and led to collection of nasal fluid specimens for virological testing. The study objectives included investigating the response of respiratory symptoms to respiratory viral infection in children with and without asthma over a one year period. Due to sparse data daily respiratory symptom scores were aggregated into weekly average scores. More than 70% of the weekly average scores were zero, with the positive scores forming a skewed distribution. We propose a random effects probit/log-skew-normal mixture model to analyze the DAVIS data. The model parameters were estimated using a maximum marginal likelihood approach. A simulation study was conducted to assess the performance of the proposed mixture model if the underlying distribution of the positive response is different from log-skew normal. Results Viral infection status was highly significant in both probit and log-skew normal model components respectively. The probability of being symptom free was much lower for the week a child was viral positive relative to the week she/he was viral negative. The severity of the symptoms was also greater for the week a child was viral positive. The probability of being symptom free was

Normal Inverse Gaussian Model-Based Image Denoising in the NSCT Domain

Directory of Open Access Journals (Sweden)

Jian Jia

2015-01-01

Full Text Available The objective of image denoising is to retain useful details while removing as much noise as possible to recover an original image from its noisy version. This paper proposes a novel normal inverse Gaussian (NIG model-based method that uses a Bayesian estimator to carry out image denoising in the nonsubsampled contourlet transform (NSCT domain. In the proposed method, the NIG model is first used to describe the distributions of the image transform coefficients of each subband in the NSCT domain. Then, the corresponding threshold function is derived from the model using Bayesian maximum a posteriori probability estimation theory. Finally, optimal linear interpolation thresholding algorithm (OLI-Shrink is employed to guarantee a gentler thresholding effect. The results of comparative experiments conducted indicate that the denoising performance of our proposed method in terms of peak signal-to-noise ratio is superior to that of several state-of-the-art methods, including BLS-GSM, K-SVD, BivShrink, and BM3D. Further, the proposed method achieves structural similarity (SSIM index values that are comparable to those of the block-matching 3D transformation (BM3D method.

Modelling the Probability Density Function of IPTV Traffic Packet Delay Variation

Directory of Open Access Journals (Sweden)

Michal Halas

2012-01-01

Full Text Available This article deals with modelling the Probability density function of IPTV traffic packet delay variation. The use of this modelling is in an efficient de-jitter buffer estimation. When an IP packet travels across a network, it experiences delay and its variation. This variation is caused by routing, queueing systems and other influences like the processing delay of the network nodes. When we try to separate these at least three types of delay variation, we need a way to measure these types separately. This work is aimed to the delay variation caused by queueing systems which has the main implications to the form of the Probability density function.

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

Science.gov (United States)

Vallejo, Jonathon; Hejduk, Matt; Stamey, James

2015-01-01

We investigate the performance of a generalized linear mixed model in predicting the Probabilities of Collision (Pc) for conjunction events. Specifically, we apply this model to the log(sub 10) transformation of these probabilities and argue that this transformation yields values that can be considered bounded in practice. Additionally, this bounded random variable, after scaling, is zero-inflated. Consequently, we model these values using the zero-inflated Beta distribution, and utilize the Bayesian paradigm and the mixed model framework to borrow information from past and current events. This provides a natural way to model the data and provides a basis for answering questions of interest, such as what is the likelihood of observing a probability of collision equal to the effective value of zero on a subsequent observation.

Modelling the Probability of Landslides Impacting Road Networks

Science.gov (United States)

Taylor, F. E.; Malamud, B. D.

2012-04-01

During a landslide triggering event, the threat of landslides blocking roads poses a risk to logistics, rescue efforts and communities dependant on those road networks. Here we present preliminary results of a stochastic model we have developed to evaluate the probability of landslides intersecting a simple road network during a landslide triggering event and apply simple network indices to measure the state of the road network in the affected region. A 4000 x 4000 cell array with a 5 m x 5 m resolution was used, with a pre-defined simple road network laid onto it, and landslides 'randomly' dropped onto it. Landslide areas (AL) were randomly selected from a three-parameter inverse gamma probability density function, consisting of a power-law decay of about -2.4 for medium and large values of AL and an exponential rollover for small values of AL; the rollover (maximum probability) occurs at about AL = 400 m2 This statistical distribution was chosen based on three substantially complete triggered landslide inventories recorded in existing literature. The number of landslide areas (NL) selected for each triggered event iteration was chosen to have an average density of 1 landslide km-2, i.e. NL = 400 landslide areas chosen randomly for each iteration, and was based on several existing triggered landslide event inventories. A simple road network was chosen, in a 'T' shape configuration, with one road 1 x 4000 cells (5 m x 20 km) in a 'T' formation with another road 1 x 2000 cells (5 m x 10 km). The landslide areas were then randomly 'dropped' over the road array and indices such as the location, size (ABL) and number of road blockages (NBL) recorded. This process was performed 500 times (iterations) in a Monte-Carlo type simulation. Initial results show that for a landslide triggering event with 400 landslides over a 400 km2 region, the number of road blocks per iteration, NBL,ranges from 0 to 7. The average blockage area for the 500 iterations (A¯ BL) is about 3000 m

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

Energy Technology Data Exchange (ETDEWEB)

Schneider, Uwe; Vasi, Fabiano; Besserer, Juergen [University of Zuerich, Department of Physics, Science Faculty, Zurich (Switzerland); Radiotherapy Hirslanden, Zurich (Switzerland)

2017-08-15

In view of the clinical importance of hypofractionated radiotherapy, track models which are based on multi-hit events are currently reinvestigated. These models are often criticized, because it is believed that the probability of multi-track hits is negligible. In this work, the probabilities for one- and multi-track events are determined for different biological targets. The obtained probabilities can be used with nano-dosimetric cluster size distributions to obtain the parameters of track models. We quantitatively determined the probabilities for one- and multi-track events for 100, 500 and 1000 keV electrons, respectively. It is assumed that the single tracks are statistically independent and follow a Poisson distribution. Three different biological targets were investigated: (1) a DNA strand (2 nm scale); (2) two adjacent chromatin fibers (60 nm); and (3) fiber loops (300 nm). It was shown that the probabilities for one- and multi-track events are increasing with energy, size of the sensitive target structure, and dose. For a 2 x 2 x 2 nm{sup 3} target, one-track events are around 10,000 times more frequent than multi-track events. If the size of the sensitive structure is increased to 100-300 nm, the probabilities for one- and multi-track events are of the same order of magnitude. It was shown that target theories can play a role for describing radiation-induced cell death if the targets are of the size of two adjacent chromatin fibers or fiber loops. The obtained probabilities can be used together with the nano-dosimetric cluster size distributions to determine model parameters for target theories. (orig.)

Transient Properties of Probability Distribution for a Markov Process with Size-dependent Additive Noise

Science.gov (United States)

Yamada, Yuhei; Yamazaki, Yoshihiro

2018-04-01

This study considered a stochastic model for cluster growth in a Markov process with a cluster size dependent additive noise. According to this model, the probability distribution of the cluster size transiently becomes an exponential or a log-normal distribution depending on the initial condition of the growth. In this letter, a master equation is obtained for this model, and derivation of the distributions is discussed.

Plant calendar pattern based on rainfall forecast and the probability of its success in Deli Serdang regency of Indonesia

Science.gov (United States)

Darnius, O.; Sitorus, S.

2018-03-01

The objective of this study was to determine the pattern of plant calendar of three types of crops; namely, palawija, rice, andbanana, based on rainfall in Deli Serdang Regency. In the first stage, we forecasted rainfall by using time series analysis, and obtained appropriate model of ARIMA (1,0,0) (1,1,1)12. Based on the forecast result, we designed a plant calendar pattern for the three types of plant. Furthermore, the probability of success in the plant types following the plant calendar pattern was calculated by using the Markov process by discretizing the continuous rainfall data into three categories; namely, Below Normal (BN), Normal (N), and Above Normal (AN) to form the probability transition matrix. Finally, the combination of rainfall forecasting models and the Markov process were used to determine the pattern of cropping calendars and the probability of success in the three crops. This research used rainfall data of Deli Serdang Regency taken from the office of BMKG (Meteorologist Climatology and Geophysics Agency), Sampali Medan, Indonesia.

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.

The Semiparametric Normal Variance-Mean Mixture Model

DEFF Research Database (Denmark)

Korsholm, Lars

1997-01-01

We discuss the normal vairance-mean mixture model from a semi-parametric point of view, i.e. we let the mixing distribution belong to a non parametric family. The main results are consistency of the non parametric maximum likelihood estimat or in this case, and construction of an asymptotically...... normal and efficient estimator....

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.

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.)

Normal and Special Models of Neutrino Masses and Mixings

CERN Document Server

Altarelli, Guido

2005-01-01

One can make a distinction between "normal" and "special" models. For normal models $\\theta_{23}$ is not too close to maximal and $\\theta_{13}$ is not too small, typically a small power of the self-suggesting order parameter $\\sqrt{r}$, with $r=\\Delta m_{sol}^2/\\Delta m_{atm}^2 \\sim 1/35$. Special models are those where some symmetry or dynamical feature assures in a natural way the near vanishing of $\\theta_{13}$ and/or of $\\theta_{23}- \\pi/4$. Normal models are conceptually more economical and much simpler to construct. Here we focus on special models, in particular a recent one based on A4 discrete symmetry and extra dimensions that leads in a natural way to a Harrison-Perkins-Scott mixing matrix.

Calculation of the uncertainty in complication probability for various dose-response models, applied to the parotid gland

International Nuclear Information System (INIS)

Schilstra, C.; Meertens, H.

2001-01-01

Purpose: Usually, models that predict normal tissue complication probability (NTCP) are fitted to clinical data with the maximum likelihood (ML) method. This method inevitably causes a loss of information contained in the data. In this study, an alternative method is investigated that calculates the parameter probability distribution (PD), and, thus, conserves all information. The PD method also allows the calculation of the uncertainty in the NTCP, which is an (often-neglected) prerequisite for the intercomparison of both treatment plans and NTCP models. The PD and ML methods are applied to parotid gland data, and the results are compared. Methods and Materials: The drop in salivary flow due to radiotherapy was measured in 25 parotid glands of 15 patients. Together with the parotid gland dose-volume histograms (DVH), this enabled the calculation of the parameter PDs for three different NTCP models (Lyman, relative seriality, and critical volume). From these PDs, the NTCP and its uncertainty could be calculated for arbitrary parotid gland DVHs. ML parameters and resulting NTCP values were calculated also. Results: All models fitted equally well. The parameter PDs turned out to have nonnormal shapes and long tails. The NTCP predictions of the ML and PD method usually differed considerably, depending on the NTCP model and the nature of irradiation. NTCP curves and ML parameters suggested a highly parallel organization of the parotid gland. Conclusions: Considering the substantial differences between the NTCP predictions of the ML and PD method, the use of the PD method is preferred, because this is the only method that takes all information contained in the clinical data into account. Furthermore, PD method gives a true measure of the uncertainty in the NTCP

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 and simulation of normal and hemiparetic gait

Science.gov (United States)

Luengas, Lely A.; Camargo, Esperanza; Sanchez, Giovanni

2015-09-01

Gait is the collective term for the two types of bipedal locomotion, walking and running. This paper is focused on walking. The analysis of human gait is of interest to many different disciplines, including biomechanics, human-movement science, rehabilitation and medicine in general. Here we present a new model that is capable of reproducing the properties of walking, normal and pathological. The aim of this paper is to establish the biomechanical principles that underlie human walking by using Lagrange method. The constraint forces of Rayleigh dissipation function, through which to consider the effect on the tissues in the gait, are included. Depending on the value of the factor present in the Rayleigh dissipation function, both normal and pathological gait can be simulated. First of all, we apply it in the normal gait and then in the permanent hemiparetic gait. Anthropometric data of adult person are used by simulation, and it is possible to use anthropometric data for children but is necessary to consider existing table of anthropometric data. Validation of these models includes simulations of passive dynamic gait that walk on level ground. The dynamic walking approach provides a new perspective of gait analysis, focusing on the kinematics and kinetics of gait. There have been studies and simulations to show normal human gait, but few of them have focused on abnormal, especially hemiparetic gait. Quantitative comparisons of the model predictions with gait measurements show that the model can reproduce the significant characteristics of normal gait.

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

Probability of background to produce a signal-like excess, for all Higgs masses tested.

CERN Document Server

ATLAS, collaboration

2012-01-01

The probability of background to produce a signal-like excess, for all the Higgs boson masses tested. At almost all masses, the probability (solid curve) is at least a few percent; however, at 126.5 GeV it dips to 3x10-7, or one chance in three million, the '5-sigma' gold-standard normally used for the discovery of a new particle. A Standard Model Higgs boson with that mass would produce a dip to 4.6 sigma.

The probability distribution model of air pollution index and its dominants in Kuala Lumpur

Science.gov (United States)

AL-Dhurafi, Nasr Ahmed; Razali, Ahmad Mahir; Masseran, Nurulkamal; Zamzuri, Zamira Hasanah

2016-11-01

This paper focuses on the statistical modeling for the distributions of air pollution index (API) and its sub-indexes data observed at Kuala Lumpur in Malaysia. Five pollutants or sub-indexes are measured including, carbon monoxide (CO); sulphur dioxide (SO2); nitrogen dioxide (NO2), and; particulate matter (PM10). Four probability distributions are considered, namely log-normal, exponential, Gamma and Weibull in search for the best fit distribution to the Malaysian air pollutants data. In order to determine the best distribution for describing the air pollutants data, five goodness-of-fit criteria's are applied. This will help in minimizing the uncertainty in pollution resource estimates and improving the assessment phase of planning. The conflict in criterion results for selecting the best distribution was overcome by using the weight of ranks method. We found that the Gamma distribution is the best distribution for the majority of air pollutants data in Kuala Lumpur.

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.

New Riemannian Priors on the Univariate Normal Model

Directory of Open Access Journals (Sweden)

Salem Said

2014-07-01

Full Text Available The current paper introduces new prior distributions on the univariate normal model, with the aim of applying them to the classification of univariate normal populations. These new prior distributions are entirely based on the Riemannian geometry of the univariate normal model, so that they can be thought of as “Riemannian priors”. Precisely, if {pθ ; θ ∈ Θ} is any parametrization of the univariate normal model, the paper considers prior distributions G( θ - , γ with hyperparameters θ - ∈ Θ and γ > 0, whose density with respect to Riemannian volume is proportional to exp(−d2(θ, θ - /2γ2, where d2(θ, θ - is the square of Rao’s Riemannian distance. The distributions G( θ - , γ are termed Gaussian distributions on the univariate normal model. The motivation for considering a distribution G( θ - , γ is that this distribution gives a geometric representation of a class or cluster of univariate normal populations. Indeed, G( θ - , γ has a unique mode θ - (precisely, θ - is the unique Riemannian center of mass of G( θ - , γ, as shown in the paper, and its dispersion away from θ - is given by γ.  Therefore, one thinks of members of the class represented by G( θ - , γ as being centered around θ - and  lying within a typical  distance determined by γ. The paper defines rigorously the Gaussian distributions G( θ - , γ and describes an algorithm for computing maximum likelihood estimates of their hyperparameters. Based on this algorithm and on the Laplace approximation, it describes how the distributions G( θ - , γ can be used as prior distributions for Bayesian classification of large univariate normal populations. In a concrete application to texture image classification, it is shown that  this  leads  to  an  improvement  in  performance  over  the  use  of  conjugate  priors.

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.

Model-based normalization for iterative 3D PET image

International Nuclear Information System (INIS)

Bai, B.; Li, Q.; Asma, E.; Leahy, R.M.; Holdsworth, C.H.; Chatziioannou, A.; Tai, Y.C.

2002-01-01

We describe a method for normalization in 3D PET for use with maximum a posteriori (MAP) or other iterative model-based image reconstruction methods. This approach is an extension of previous factored normalization methods in which we include separate factors for detector sensitivity, geometric response, block effects and deadtime. Since our MAP reconstruction approach already models some of the geometric factors in the forward projection, the normalization factors must be modified to account only for effects not already included in the model. We describe a maximum likelihood approach to joint estimation of the count-rate independent normalization factors, which we apply to data from a uniform cylindrical source. We then compute block-wise and block-profile deadtime correction factors using singles and coincidence data, respectively, from a multiframe cylindrical source. We have applied this method for reconstruction of data from the Concorde microPET P4 scanner. Quantitative evaluation of this method using well-counter measurements of activity in a multicompartment phantom compares favourably with normalization based directly on cylindrical source measurements. (author)

Normal uniform mixture differential gene expression detection for cDNA microarrays

Directory of Open Access Journals (Sweden)

Raftery Adrian E

2005-07-01

Full Text Available Abstract Background One of the primary tasks in analysing gene expression data is finding genes that are differentially expressed in different samples. Multiple testing issues due to the thousands of tests run make some of the more popular methods for doing this problematic. Results We propose a simple method, Normal Uniform Differential Gene Expression (NUDGE detection for finding differentially expressed genes in cDNA microarrays. The method uses a simple univariate normal-uniform mixture model, in combination with new normalization methods for spread as well as mean that extend the lowess normalization of Dudoit, Yang, Callow and Speed (2002 1. It takes account of multiple testing, and gives probabilities of differential expression as part of its output. It can be applied to either single-slide or replicated experiments, and it is very fast. Three datasets are analyzed using NUDGE, and the results are compared to those given by other popular methods: unadjusted and Bonferroni-adjusted t tests, Significance Analysis of Microarrays (SAM, and Empirical Bayes for microarrays (EBarrays with both Gamma-Gamma and Lognormal-Normal models. Conclusion The method gives a high probability of differential expression to genes known/suspected a priori to be differentially expressed and a low probability to the others. In terms of known false positives and false negatives, the method outperforms all multiple-replicate methods except for the Gamma-Gamma EBarrays method to which it offers comparable results with the added advantages of greater simplicity, speed, fewer assumptions and applicability to the single replicate case. An R package called nudge to implement the methods in this paper will be made available soon at http://www.bioconductor.org.

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...

Snow-melt flood frequency analysis by means of copula based 2D probability distributions for the Narew River in Poland

Directory of Open Access Journals (Sweden)

Bogdan Ozga-Zielinski

2016-06-01

New hydrological insights for the region: The results indicated that the 2D normal probability distribution model gives a better probabilistic description of snowmelt floods characterized by the 2-dimensional random variable (Qmax,f, Vf compared to the elliptical Gaussian copula and Archimedean 1-parameter Gumbel–Hougaard copula models, in particular from the view point of probability of exceedance as well as complexity and time of computation. Nevertheless, the copula approach offers a new perspective in estimating the 2D probability distribution for multidimensional random variables. Results showed that the 2D model for snowmelt floods built using the Gumbel–Hougaard copula is much better than the model built using the Gaussian copula.

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...

Software reliability growth models with normal failure time distributions

International Nuclear Information System (INIS)

Okamura, Hiroyuki; Dohi, Tadashi; Osaki, Shunji

2013-01-01

This paper proposes software reliability growth models (SRGM) where the software failure time follows a normal distribution. The proposed model is mathematically tractable and has sufficient ability of fitting to the software failure data. In particular, we consider the parameter estimation algorithm for the SRGM with normal distribution. The developed algorithm is based on an EM (expectation-maximization) algorithm and is quite simple for implementation as software application. Numerical experiment is devoted to investigating the fitting ability of the SRGMs with normal distribution through 16 types of failure time data collected in real software projects

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

Science.gov (United States)

Chen, Haiyan; Zhang, Fuji

2013-08-01

In this paper, we study the sandpile model on the generalized finite Bethe lattice with a particular boundary condition. Using a combinatorial method, we give the exact expressions for all single-site probabilities and some two-site joint probabilities. As a by-product, we prove that the height probabilities of bulk vertices are all the same for the Bethe lattice with certain given boundary condition, which was found from numerical evidence by Grassberger and Manna ["Some more sandpiles," J. Phys. (France) 51, 1077-1098 (1990)], 10.1051/jphys:0199000510110107700 but without a proof.

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

DEFF Research Database (Denmark)

Azarang, Leyla; Scheike, Thomas; de Uña-Álvarez, Jacobo

2017-01-01

In this work, we present direct regression analysis for the transition probabilities in the possibly non-Markov progressive illness–death model. The method is based on binomial regression, where the response is the indicator of the occupancy for the given state along time. Randomly weighted score...

An empirical probability model of detecting species at low densities.

Science.gov (United States)

Delaney, David G; Leung, Brian

2010-06-01

False negatives, not detecting things that are actually present, are an important but understudied problem. False negatives are the result of our inability to perfectly detect species, especially those at low density such as endangered species or newly arriving introduced species. They reduce our ability to interpret presence-absence survey data and make sound management decisions (e.g., rapid response). To reduce the probability of false negatives, we need to compare the efficacy and sensitivity of different sampling approaches and quantify an unbiased estimate of the probability of detection. We conducted field experiments in the intertidal zone of New England and New York to test the sensitivity of two sampling approaches (quadrat vs. total area search, TAS), given different target characteristics (mobile vs. sessile). Using logistic regression we built detection curves for each sampling approach that related the sampling intensity and the density of targets to the probability of detection. The TAS approach reduced the probability of false negatives and detected targets faster than the quadrat approach. Mobility of targets increased the time to detection but did not affect detection success. Finally, we interpreted two years of presence-absence data on the distribution of the Asian shore crab (Hemigrapsus sanguineus) in New England and New York, using our probability model for false negatives. The type of experimental approach in this paper can help to reduce false negatives and increase our ability to detect species at low densities by refining sampling approaches, which can guide conservation strategies and management decisions in various areas of ecology such as conservation biology and invasion ecology.

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

A Box-Cox normal model for response times.

Science.gov (United States)

Klein Entink, R H; van der Linden, W J; Fox, J-P

2009-11-01

The log-transform has been a convenient choice in response time modelling on test items. However, motivated by a dataset of the Medical College Admission Test where the lognormal model violated the normality assumption, the possibilities of the broader class of Box-Cox transformations for response time modelling are investigated. After an introduction and an outline of a broader framework for analysing responses and response times simultaneously, the performance of a Box-Cox normal model for describing response times is investigated using simulation studies and a real data example. A transformation-invariant implementation of the deviance information criterium (DIC) is developed that allows for comparing model fit between models with different transformation parameters. Showing an enhanced description of the shape of the response time distributions, its application in an educational measurement context is discussed at length.

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.

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.

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

Science.gov (United States)

Christy, M.T.; Yackel Adams, A.A.; Rodda, G.H.; Savidge, J.A.; Tyrrell, C.L.

2010-01-01

For most ecologists, detection probability (p) is a nuisance variable that must be modelled to estimate the state variable of interest (i.e. survival, abundance, or occupancy). However, in the realm of invasive species control, the rate of detection and removal is the rate-limiting step for management of this pervasive environmental problem. For strategic planning of an eradication (removal of every individual), one must identify the least likely individual to be removed, and determine the probability of removing it. To evaluate visual searching as a control tool for populations of the invasive brown treesnake Boiga irregularis, we designed a mark-recapture study to evaluate detection probability as a function of time, gender, size, body condition, recent detection history, residency status, searcher team and environmental covariates. We evaluated these factors using 654 captures resulting from visual detections of 117 snakes residing in a 5-ha semi-forested enclosure on Guam, fenced to prevent immigration and emigration of snakes but not their prey. Visual detection probability was low overall (= 0??07 per occasion) but reached 0??18 under optimal circumstances. Our results supported sex-specific differences in detectability that were a quadratic function of size, with both small and large females having lower detection probabilities than males of those sizes. There was strong evidence for individual periodic changes in detectability of a few days duration, roughly doubling detection probability (comparing peak to non-elevated detections). Snakes in poor body condition had estimated mean detection probabilities greater than snakes with high body condition. Search teams with high average detection rates exhibited detection probabilities about twice that of search teams with low average detection rates. Surveys conducted with bright moonlight and strong wind gusts exhibited moderately decreased probabilities of detecting snakes. Synthesis and applications. By

The N'ormal Distribution

Indian Academy of Sciences (India)

An optimal way of choosing sample size in an opinion poll is indicated using the normal distribution. Introduction. In this article, the ubiquitous normal distribution is intro- duced as a convenient approximation for computing bino- mial probabilities for large values of n. Stirling's formula. • and DeMoivre-Laplace theorem ...

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....

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....

On the Probability of Occurrence of Clusters in Abelian Sandpile Model

OpenAIRE

Moradi, M.; Rouhani, S.

2004-01-01

We have performed extensive simulations on the Abelian Sandpile Model (ASM) on square lattice. We have estimated the probability of observation of many clusters. Some are in good agreement with previous analytical results, while some show discrepancies between simulation and analytical results.

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

Science.gov (United States)

Bojin, Sorin; Paulescu, Marius; Badescu, Viorel

2017-12-01

This paper is focused on modeling the morphological properties of the cloud fields in terms of the probability of a clear line of sight (PCLOS). PCLOS is defined as the probability that a line of sight between observer and a given point of the celestial vault goes freely without intersecting a cloud. A variety of PCLOS models assuming the cloud shape hemisphere, semi-ellipsoid and ellipsoid are tested. The effective parameters (cloud aspect ratio and absolute cloud fraction) are extracted from high-resolution series of sunshine number measurements. The performance of the PCLOS models is evaluated from the perspective of their ability in retrieving the point cloudiness. The advantages and disadvantages of the tested models are discussed, aiming to a simplified parameterization of PCLOS models.

Normal people working in normal organizations with normal equipment: system safety and cognition in a mid-air collision.

Science.gov (United States)

de Carvalho, Paulo Victor Rodrigues; Gomes, José Orlando; Huber, Gilbert Jacob; Vidal, Mario Cesar

2009-05-01

A fundamental challenge in improving the safety of complex systems is to understand how accidents emerge in normal working situations, with equipment functioning normally in normally structured organizations. We present a field study of the en route mid-air collision between a commercial carrier and an executive jet, in the clear afternoon Amazon sky in which 154 people lost their lives, that illustrates one response to this challenge. Our focus was on how and why the several safety barriers of a well structured air traffic system melted down enabling the occurrence of this tragedy, without any catastrophic component failure, and in a situation where everything was functioning normally. We identify strong consistencies and feedbacks regarding factors of system day-to-day functioning that made monitoring and awareness difficult, and the cognitive strategies that operators have developed to deal with overall system behavior. These findings emphasize the active problem-solving behavior needed in air traffic control work, and highlight how the day-to-day functioning of the system can jeopardize such behavior. An immediate consequence is that safety managers and engineers should review their traditional safety approach and accident models based on equipment failure probability, linear combinations of failures, rules and procedures, and human errors, to deal with complex patterns of coincidence possibilities, unexpected links, resonance among system functions and activities, and system cognition.

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.

New component-based normalization method to correct PET system models

International Nuclear Information System (INIS)

Kinouchi, Shoko; Miyoshi, Yuji; Suga, Mikio; Yamaya, Taiga; Yoshida, Eiji; Nishikido, Fumihiko; Tashima, Hideaki

2011-01-01

Normalization correction is necessary to obtain high-quality reconstructed images in positron emission tomography (PET). There are two basic types of normalization methods: the direct method and component-based methods. The former method suffers from the problem that a huge count number in the blank scan data is required. Therefore, the latter methods have been proposed to obtain high statistical accuracy normalization coefficients with a small count number in the blank scan data. In iterative image reconstruction methods, on the other hand, the quality of the obtained reconstructed images depends on the system modeling accuracy. Therefore, the normalization weighing approach, in which normalization coefficients are directly applied to the system matrix instead of a sinogram, has been proposed. In this paper, we propose a new component-based normalization method to correct system model accuracy. In the proposed method, two components are defined and are calculated iteratively in such a way as to minimize errors of system modeling. To compare the proposed method and the direct method, we applied both methods to our small OpenPET prototype system. We achieved acceptable statistical accuracy of normalization coefficients while reducing the count number of the blank scan data to one-fortieth that required in the direct method. (author)

Normal tissue complication probability (NTCP), the clinician,s perspective

International Nuclear Information System (INIS)

Yeoh, E.K.

2011-01-01

Full text: 3D radiation treatment planning has enabled dose distributions to be related to the volume of normal tissues irradiated. The dose volume histograms thus derived have been utilized to set NTCP dose constraints to facilitate optimization of treatment planning. However, it is not widely appreciated that a number of important variables other than DYH's which determine NTCP in the individual patient. These variables will be discussed under the headings of patient and treatment related as well as tumour related factors. Patient related factors include age, co-morbidities such as connective tissue disease and diabetes mellitus, previous tissue/organ damage, tissue architectural organization (parallel or serial), regional tissue/organ and individual tissue/organ radiosensitivities as well as the development of severe acute toxicity. Treatment related variables which need to be considered include dose per fraction (if not the conventional 1.8012.00 Gy/fraction, particularly for IMRT), number of fractions and total dose, dose rate (particularly if combined with brachytherapy) and concurrent chemotherapy or other biological dose modifiers. Tumour related factors which impact on NTCP include infiltration of normal tissue/organ usually at presentation leading to compromised function but also with recurrent disease after radiation therapy as well as variable tumour radiosensitivities between and within tumour types. Whilst evaluation of DYH data is a useful guide in the choice of treatment plan, the current state of knowledge requires the clinician to make an educated judgement based on a consideration of the other factors.

Location Prediction Based on Transition Probability Matrices Constructing from Sequential Rules for Spatial-Temporal K-Anonymity Dataset

Science.gov (United States)

Liu, Zhao; Zhu, Yunhong; Wu, Chenxue

2016-01-01

Spatial-temporal k-anonymity has become a mainstream approach among techniques for protection of users’ privacy in location-based services (LBS) applications, and has been applied to several variants such as LBS snapshot queries and continuous queries. Analyzing large-scale spatial-temporal anonymity sets may benefit several LBS applications. In this paper, we propose two location prediction methods based on transition probability matrices constructing from sequential rules for spatial-temporal k-anonymity dataset. First, we define single-step sequential rules mined from sequential spatial-temporal k-anonymity datasets generated from continuous LBS queries for multiple users. We then construct transition probability matrices from mined single-step sequential rules, and normalize the transition probabilities in the transition matrices. Next, we regard a mobility model for an LBS requester as a stationary stochastic process and compute the n-step transition probability matrices by raising the normalized transition probability matrices to the power n. Furthermore, we propose two location prediction methods: rough prediction and accurate prediction. The former achieves the probabilities of arriving at target locations along simple paths those include only current locations, target locations and transition steps. By iteratively combining the probabilities for simple paths with n steps and the probabilities for detailed paths with n-1 steps, the latter method calculates transition probabilities for detailed paths with n steps from current locations to target locations. Finally, we conduct extensive experiments, and correctness and flexibility of our proposed algorithm have been verified. PMID:27508502

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.

The Influence of Normalization Weight in Population Pharmacokinetic Covariate Models.

Science.gov (United States)

Goulooze, Sebastiaan C; Völler, Swantje; Välitalo, Pyry A J; Calvier, Elisa A M; Aarons, Leon; Krekels, Elke H J; Knibbe, Catherijne A J

2018-03-23

In covariate (sub)models of population pharmacokinetic models, most covariates are normalized to the median value; however, for body weight, normalization to 70 kg or 1 kg is often applied. In this article, we illustrate the impact of normalization weight on the precision of population clearance (CL pop ) parameter estimates. The influence of normalization weight (70, 1 kg or median weight) on the precision of the CL pop estimate, expressed as relative standard error (RSE), was illustrated using data from a pharmacokinetic study in neonates with a median weight of 2.7 kg. In addition, a simulation study was performed to show the impact of normalization to 70 kg in pharmacokinetic studies with paediatric or obese patients. The RSE of the CL pop parameter estimate in the neonatal dataset was lowest with normalization to median weight (8.1%), compared with normalization to 1 kg (10.5%) or 70 kg (48.8%). Typical clearance (CL) predictions were independent of the normalization weight used. Simulations showed that the increase in RSE of the CL pop estimate with 70 kg normalization was highest in studies with a narrow weight range and a geometric mean weight away from 70 kg. When, instead of normalizing with median weight, a weight outside the observed range is used, the RSE of the CL pop estimate will be inflated, and should therefore not be used for model selection. Instead, established mathematical principles can be used to calculate the RSE of the typical CL (CL TV ) at a relevant weight to evaluate the precision of CL predictions.

The effect of 6 and 15 MV on intensity-modulated radiation therapy prostate cancer treatment: plan evaluation, tumour control probability and normal tissue complication probability analysis, and the theoretical risk of secondary induced malignancies

Science.gov (United States)

Hussein, M; Aldridge, S; Guerrero Urbano, T; Nisbet, A

2012-01-01

Objective The aim of this study was to investigate the effect of 6 and 15-MV photon energies on intensity-modulated radiation therapy (IMRT) prostate cancer treatment plan outcome and to compare the theoretical risks of secondary induced malignancies. Methods Separate prostate cancer IMRT plans were prepared for 6 and 15-MV beams. Organ-equivalent doses were obtained through thermoluminescent dosemeter measurements in an anthropomorphic Aldersen radiation therapy human phantom. The neutron dose contribution at 15 MV was measured using polyallyl-diglycol-carbonate neutron track etch detectors. Risk coefficients from the International Commission on Radiological Protection Report 103 were used to compare the risk of fatal secondary induced malignancies in out-of-field organs and tissues for 6 and 15 MV. For the bladder and the rectum, a comparative evaluation of the risk using three separate models was carried out. Dose–volume parameters for the rectum, bladder and prostate planning target volume were evaluated, as well as normal tissue complication probability (NTCP) and tumour control probability calculations. Results There is a small increased theoretical risk of developing a fatal cancer from 6 MV compared with 15 MV, taking into account all the organs. Dose–volume parameters for the rectum and bladder show that 15 MV results in better volume sparing in the regions below 70 Gy, but the volume exposed increases slightly beyond this in comparison with 6 MV, resulting in a higher NTCP for the rectum of 3.6% vs 3.0% (p=0.166). Conclusion The choice to treat using IMRT at 15 MV should not be excluded, but should be based on risk vs benefit while considering the age and life expectancy of the patient together with the relative risk of radiation-induced cancer and NTCPs. PMID:22010028

Advection-diffusion model for normal grain growth and the stagnation of normal grain growth in thin films

International Nuclear Information System (INIS)

Lou, C.

2002-01-01

An advection-diffusion model has been set up to describe normal grain growth. In this model grains are divided into different groups according to their topological classes (number of sides of a grain). Topological transformations are modelled by advective and diffusive flows governed by advective and diffusive coefficients respectively, which are assumed to be proportional to topological classes. The ordinary differential equations governing self-similar time-independent grain size distribution can be derived analytically from continuity equations. It is proved that the time-independent distributions obtained by solving the ordinary differential equations have the same form as the time-dependent distributions obtained by solving the continuity equations. The advection-diffusion model is extended to describe the stagnation of normal grain growth in thin films. Grain boundary grooving prevents grain boundaries from moving, and the correlation between neighbouring grains accelerates the stagnation of normal grain growth. After introducing grain boundary grooving and the correlation between neighbouring grains into the model, the grain size distribution is close to a lognormal distribution, which is usually found in experiments. A vertex computer simulation of normal grain growth has also been carried out to make a cross comparison with the advection-diffusion model. The result from the simulation did not verify the assumption that the advective and diffusive coefficients are proportional to topological classes. Instead, we have observed that topological transformations usually occur on certain topological classes. This suggests that the advection-diffusion model can be improved by making a more realistic assumption on topological transformations. (author)

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

Normal tissue complication probability: Does simultaneous integrated boost intensity-modulated radiotherapy score over other techniques in treatment of prostate adenocarcinoma

Directory of Open Access Journals (Sweden)

Jothy Basu K

2009-01-01

Full Text Available Aim: The main objective of this study was to analyze the radiobiological effect of different treatment strategies on high-risk prostate adenocarcinoma. Materials and Methods: Ten cases of high-risk prostate adenocarcinoma were selected for this dosimetric study. Four different treatment strategies used for treating prostate cancer were compared. Conventional four-field box technique covering prostate and nodal volumes followed by three-field conformal boost (3D + 3DCRT, four-field box technique followed by intensity-modulated radiotherapy (IMRT boost (3D + IMRT, IMRT followed by IMRT boost (IMRT + IMRT, and simultaneous integrated boost IMRT (SIBIMRT were compared in terms of tumor control probability (TCP and normal tissue complication probability (NTCP. The dose prescription except for SIBIMRT was 45 Gy in 25 fractions for the prostate and nodal volumes in the initial phase and 27 Gy in 15 fractions for the prostate in the boost phase. For SIBIMRT, equivalent doses were calculated using biologically equivalent dose assuming the α/β ratio of 1.5 Gy with a dose prescription of 60.75 Gy for the gross tumor volume (GTV and 45 Gy for the clinical target volume in 25 fractions. IMRT plans were made with 15-MV equispaced seven coplanar fields. NTCP was calculated using the Lyman-Kutcher-Burman (LKB model. Results: An NTCP of 10.7 ± 0.99%, 8.36 ± 0.66%, 6.72 ± 0.85%, and 1.45 ± 0.11% for the bladder and 14.9 ± 0.99%, 14.04 ± 0.66%, 11.38 ± 0.85%, 5.12 ± 0.11% for the rectum was seen with 3D + 3DCRT, 3D + IMRT, IMRT + IMRT, and SIBIMRT respectively. Conclusions: SIBIMRT had the least NTCP over all other strategies with a reduced treatment time (3 weeks less. It should be the technique of choice for dose escalation in prostate carcinoma.

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.

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

Science.gov (United States)

Kwasniok, Frank

2013-11-01

A time series analysis method for predicting the probability density of a dynamical system is proposed. A nonstationary parametric model of the probability density is estimated from data within a maximum likelihood framework and then extrapolated to forecast the future probability density and explore the system for critical transitions or tipping points. A full systematic account of parameter uncertainty is taken. The technique is generic, independent of the underlying dynamics of the system. The method is verified on simulated data and then applied to prediction of Arctic sea-ice extent.

Robust mislabel logistic regression without modeling mislabel probabilities.

Science.gov (United States)

Hung, Hung; Jou, Zhi-Yu; Huang, Su-Yun

2018-03-01

Logistic regression is among the most widely used statistical methods for linear discriminant analysis. In many applications, we only observe possibly mislabeled responses. Fitting a conventional logistic regression can then lead to biased estimation. One common resolution is to fit a mislabel logistic regression model, which takes into consideration of mislabeled responses. Another common method is to adopt a robust M-estimation by down-weighting suspected instances. In this work, we propose a new robust mislabel logistic regression based on γ-divergence. Our proposal possesses two advantageous features: (1) It does not need to model the mislabel probabilities. (2) The minimum γ-divergence estimation leads to a weighted estimating equation without the need to include any bias correction term, that is, it is automatically bias-corrected. These features make the proposed γ-logistic regression more robust in model fitting and more intuitive for model interpretation through a simple weighting scheme. Our method is also easy to implement, and two types of algorithms are included. Simulation studies and the Pima data application are presented to demonstrate the performance of γ-logistic regression. © 2017, The International Biometric Society.

Posterior Probability Matching and Human Perceptual Decision Making.

Directory of Open Access Journals (Sweden)

Richard F Murray

2015-06-01

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

Failure probability under parameter uncertainty.

Science.gov (United States)

Gerrard, R; Tsanakas, A

2011-05-01

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

Application of the Unbounded Probability Distribution of the Johnson System for Floods Estimation

Directory of Open Access Journals (Sweden)

Campos-Aranda Daniel Francisco

2015-09-01

Full Text Available Floods designs constitute a key to estimate the sizing of new water works and to review the hydrological security of existing ones. The most reliable method for estimating their magnitudes associated with certain return periods is to fit a probabilistic model to available records of maximum annual flows. Since such model is at first unknown, several models need to be tested in order to select the most appropriate one according to an arbitrary statistical index, commonly the standard error of fit. Several probability distributions have shown versatility and consistency of results when processing floods records and therefore, its application has been established as a norm or precept. The Johnson System has three families of distributions, one of which is the Log–Normal model with three parameters of fit, which is also the border between the bounded distributions and those with no upper limit. These families of distributions have four adjustment parameters and converge to the standard normal distribution, so that their predictions are obtained with such a model. Having contrasted the three probability distributions established by precept in 31 historical records of hydrological events, the Johnson system is applied to such data. The results of the unbounded distribution of the Johnson system (SJU are compared to the optimal results from the three distributions. It was found that the predictions of the SJU distribution are similar to those obtained with the other models in the low return periods ( 1000 years. Because of its theoretical support, the SJU model is recommended in flood estimation.

The perception of probability.

Science.gov (United States)

Gallistel, C R; Krishan, Monika; Liu, Ye; Miller, Reilly; Latham, Peter E

2014-01-01

We present a computational model to explain the results from experiments in which subjects estimate the hidden probability parameter of a stepwise nonstationary Bernoulli process outcome by outcome. The model captures the following results qualitatively and quantitatively, with only 2 free parameters: (a) Subjects do not update their estimate after each outcome; they step from one estimate to another at irregular intervals. (b) The joint distribution of step widths and heights cannot be explained on the assumption that a threshold amount of change must be exceeded in order for them to indicate a change in their perception. (c) The mapping of observed probability to the median perceived probability is the identity function over the full range of probabilities. (d) Precision (how close estimates are to the best possible estimate) is good and constant over the full range. (e) Subjects quickly detect substantial changes in the hidden probability parameter. (f) The perceived probability sometimes changes dramatically from one observation to the next. (g) Subjects sometimes have second thoughts about a previous change perception, after observing further outcomes. (h) The frequency with which they perceive changes moves in the direction of the true frequency over sessions. (Explaining this finding requires 2 additional parametric assumptions.) The model treats the perception of the current probability as a by-product of the construction of a compact encoding of the experienced sequence in terms of its change points. It illustrates the why and the how of intermittent Bayesian belief updating and retrospective revision in simple perception. It suggests a reinterpretation of findings in the recent literature on the neurobiology of decision making. (PsycINFO Database Record (c) 2014 APA, all rights reserved).

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

International Nuclear Information System (INIS)

Tercariol, Cesar Augusto Sangaletti; Kiipper, Felipe de Moura; Martinez, Alexandre Souto

2007-01-01

Consider that the coordinates of N points are randomly generated along the edges of a d-dimensional hypercube (random point problem). The probability P (d,N) m,n that an arbitrary point is the mth nearest neighbour to its own nth nearest neighbour (Cox probabilities) plays an important role in spatial statistics. Also, it has been useful in the description of physical processes in disordered media. Here we propose a simpler derivation of Cox probabilities, where we stress the role played by the system dimensionality d. In the limit d → ∞, the distances between pair of points become independent (random link model) and closed analytical forms for the neighbourhood probabilities are obtained both for the thermodynamic limit and finite-size system. Breaking the distance symmetry constraint drives us to the random map model, for which the Cox probabilities are obtained for two cases: whether a point is its own nearest neighbour or not

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.

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...

A Box-Cox normal model for response times

NARCIS (Netherlands)

Klein Entink, R.H.; Fox, J.P.; Linden, W.J. van der

2009-01-01

The log-transform has been a convenient choice in response time modelling on test items. However, motivated by a dataset of the Medical College Admission Test where the lognormal model violated the normality assumption, the possibilities of the broader class of Box–Cox transformations for response

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)

A Bernstein-Von Mises Theorem for discrete probability distributions

OpenAIRE

Boucheron, S.; Gassiat, E.

2008-01-01

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

A framework for analysis of abortive colony size distributions using a model of branching processes in irradiated normal human fibroblasts.

Science.gov (United States)

Sakashita, Tetsuya; Hamada, Nobuyuki; Kawaguchi, Isao; Ouchi, Noriyuki B; Hara, Takamitsu; Kobayashi, Yasuhiko; Saito, Kimiaki

2013-01-01

Clonogenicity gives important information about the cellular reproductive potential following ionizing irradiation, but an abortive colony that fails to continue to grow remains poorly characterized. It was recently reported that the fraction of abortive colonies increases with increasing dose. Thus, we set out to investigate the production kinetics of abortive colonies using a model of branching processes. We firstly plotted the experimentally determined colony size distribution of abortive colonies in irradiated normal human fibroblasts, and found the linear relationship on the log-linear or log-log plot. By applying the simple model of branching processes to the linear relationship, we found the persistent reproductive cell death (RCD) over several generations following irradiation. To verify the estimated probability of RCD, abortive colony size distribution (≤ 15 cells) and the surviving fraction were simulated by the Monte Carlo computational approach for colony expansion. Parameters estimated from the log-log fit demonstrated the good performance in both simulations than those from the log-linear fit. Radiation-induced RCD, i.e. excess probability, lasted over 16 generations and mainly consisted of two components in the early (probability over 5 generations, whereas abortive colony size distribution was robust against it. These results suggest that, whereas short-term RCD is critical to the abortive colony size distribution, long-lasting RCD is important for the dose response of the surviving fraction. Our present model provides a single framework for understanding the behavior of primary cell colonies in culture following irradiation.

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.

Optimizing Probability of Detection Point Estimate Demonstration

Science.gov (United States)

Koshti, Ajay M.

2017-01-01

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

Modified Normal Demand Distributions in (R,S)-Inventory Models

NARCIS (Netherlands)

Strijbosch, L.W.G.; Moors, J.J.A.

2003-01-01

To model demand, the normal distribution is by far the most popular; the disadvantage that it takes negative values is taken for granted.This paper proposes two modi.cations of the normal distribution, both taking non-negative values only.Safety factors and order-up-to-levels for the familiar (R,

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…

Decisions under risk in Parkinson's disease: preserved evaluation of probability and magnitude.

Science.gov (United States)

Sharp, Madeleine E; Viswanathan, Jayalakshmi; McKeown, Martin J; Appel-Cresswell, Silke; Stoessl, A Jon; Barton, Jason J S

2013-11-01

Unmedicated Parkinson's disease patients tend to be risk-averse while dopaminergic treatment causes a tendency to take risks. While dopamine agonists may result in clinically apparent impulse control disorders, treatment with levodopa also causes shift in behaviour associated with an enhanced response to rewards. Two important determinants in decision-making are how subjects perceive the magnitude and probability of outcomes. Our objective was to determine if patients with Parkinson's disease on or off levodopa showed differences in their perception of value when making decisions under risk. The Vancouver Gambling task presents subjects with a choice between one prospect with larger outcome and a second with higher probability. Eighteen age-matched controls and eighteen patients with Parkinson's disease before and after levodopa were tested. In the Gain Phase subjects chose between one prospect with higher probability and another with larger reward to maximize their gains. In the Loss Phase, subjects played to minimize their losses. Patients with Parkinson's disease, on or off levodopa, were similar to controls when evaluating gains. However, in the Loss Phase before levodopa, they were more likely to avoid the prospect with lower probability but larger loss, as indicated by the steeper slope of their group psychometric function (t(24) = 2.21, p = 0.04). Modelling with prospect theory suggested that this was attributable to a 28% overestimation of the magnitude of loss, rather than an altered perception of its probability. While pre-medicated patients with Parkinson's disease show risk-aversion for large losses, patients on levodopa have normal perception of magnitude and probability for both loss and gain. The finding of accurate and normally biased decisions under risk in medicated patients with PD is important because it indicates that, if there is indeed anomalous risk-seeking behaviour in such a cohort, it may derive from abnormalities in components of

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.

A model for the analysis of a normal evolution scenarios for a deep geological granite repository for high-level radioactive waste

International Nuclear Information System (INIS)

Cormenzana Lopez, J.L.; Cunado, M.A.; Lopez, M.T.

1996-01-01

The methodology usually used to evaluate the behaviour of deep geological repositories for high-level radioactive wastes comprises three phases: Identification of factors (processes, characteristics and events) that can affect the repository. Generation of scenarios. In general, a normal evolution scenario (Reference Scenario) and various disruptive scenarios (earthquake, human intrusion, etc) are considered. Evaluation of the behaviour of the repository in each scenario. The normal evolution scenario taking into account all factors with a high probability of occurrence is the first to be analysed. The performance assessment of behaviour being carried out by ENRESA for the AGP Granite has led to the identification of 63 of these factors. To analyse repository behaviour in the normal evolution scenario, it is necessary to first of all create an integrated model of the global system. This is a qualitative model including the 63 factors identified. For a global view of a such a complex system, it is very useful to graphically display the relationship between factors in an Influence Diagram. This paper shows the Influence Diagram used in the analysis of the AGP Granite Reference Scenario. (Author)

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.

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

Science.gov (United States)

Bailey, Larissa L.; Reid, Janice A.; Forsman, Eric D.; Nichols, James D.

2009-01-01

Barred owls (Strix varia) have recently expanded their range and now encompass the entire range of the northern spotted owl (Strix occidentalis caurina). This expansion has led to two important issues of concern for management of northern spotted owls: (1) possible competitive interactions between the two species that could contribute to population declines of northern spotted owls, and (2) possible changes in vocalization behavior and detection probabilities of northern spotted owls induced by presence of barred owls. We used a two-species occupancy model to investigate whether there was evidence of competitive exclusion between the two species at study locations in Oregon, USA. We simultaneously estimated detection probabilities for both species and determined if the presence of one species influenced the detection of the other species. Model selection results and associated parameter estimates provided no evidence that barred owls excluded spotted owls from territories. We found strong evidence that detection probabilities differed for the two species, with higher probabilities for northern spotted owls that are the object of current surveys. Non-detection of barred owls is very common in surveys for northern spotted owls, and detection of both owl species was negatively influenced by the presence of the congeneric species. Our results suggest that analyses directed at hypotheses of barred owl effects on demographic or occupancy vital rates of northern spotted owls need to deal adequately with imperfect and variable detection probabilities for both species.

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

Science.gov (United States)

Zeng, Xiangxiang; Ding, Ningxiang; Rodríguez-Patón, Alfonso; Zou, Quan

2017-12-28

Accurately predicting pathogenic human genes has been challenging in recent research. Considering extensive gene-disease data verified by biological experiments, we can apply computational methods to perform accurate predictions with reduced time and expenses. We propose a probability-based collaborative filtering model (PCFM) to predict pathogenic human genes. Several kinds of data sets, containing data of humans and data of other nonhuman species, are integrated in our model. Firstly, on the basis of a typical latent factorization model, we propose model I with an average heterogeneous regularization. Secondly, we develop modified model II with personal heterogeneous regularization to enhance the accuracy of aforementioned models. In this model, vector space similarity or Pearson correlation coefficient metrics and data on related species are also used. We compared the results of PCFM with the results of four state-of-arts approaches. The results show that PCFM performs better than other advanced approaches. PCFM model can be leveraged for predictions of disease genes, especially for new human genes or diseases with no known relationships.

A diagnostic strategy for pulmonary embolism based on standardised pretest probability and perfusion lung scanning: a management study

International Nuclear Information System (INIS)

Miniati, Massimo; Monti, Simonetta; Bauleo, Carolina; Scoscia, Elvio; Tonelli, Lucia; Dainelli, Alba; Catapano, Giosue; Formichi, Bruno; Di Ricco, Giorgio; Prediletto, Renato; Carrozzi, Laura; Marini, Carlo

2003-01-01

Pulmonary embolism remains a challenging diagnostic problem. We developed a simple diagnostic strategy based on combination of assessment of the pretest probability with perfusion lung scan results to reduce the need for pulmonary angiography. We studied 390 consecutive patients (78% in-patients) with suspected pulmonary embolism. The pretest probability was rated low ( 10%, ≤50%), moderately high (>50%, ≤90%) or high (>90%) according to a structured clinical model. Perfusion lung scans were independently assigned to one of four categories: normal; near-normal; abnormal, suggestive of pulmonary embolism (wedge-shaped perfusion defects); abnormal, not suggestive of pulmonary embolism (perfusion defects other than wedge shaped). Pulmonary embolism was diagnosed in patients with abnormal scans suggestive of pulmonary embolism and moderately high or high pretest probability. Patients with normal or near-normal scans and those with abnormal scans not suggestive of pulmonary embolism and low pretest probability were deemed not to have pulmonary embolism. All other patients were allocated to pulmonary angiography. Patients in whom pulmonary embolism was excluded were left untreated. All patients were followed up for 1 year. Pulmonary embolism was diagnosed non-invasively in 132 patients (34%), and excluded in 191 (49%). Pulmonary angiography was required in 67 patients (17%). The prevalence of pulmonary embolism was 41% (n=160). Patients in whom pulmonary embolism was excluded had a thrombo-embolic risk of 0.4% (95% confidence interval: 0.0%-2.8%). Our strategy permitted a non-invasive diagnosis or exclusion of pulmonary embolism in 83% of the cases (95% confidence interval: 79%-86%), and appeared to be safe. (orig.)

Schema Design and Normalization Algorithm for XML Databases Model

Directory of Open Access Journals (Sweden)

Samir Abou El-Seoud

2009-06-01

Full Text Available In this paper we study the problem of schema design and normalization in XML databases model. We show that, like relational databases, XML documents may contain redundant information, and this redundancy may cause update anomalies. Furthermore, such problems are caused by certain functional dependencies among paths in the document. Based on our research works, in which we presented the functional dependencies and normal forms of XML Schema, we present the decomposition algorithm for converting any XML Schema into normalized one, that satisfies X-BCNF.

Notes on power of normality tests of error terms in regression models

International Nuclear Information System (INIS)

Střelec, Luboš

2015-01-01

Normality is one of the basic assumptions in applying statistical procedures. For example in linear regression most of the inferential procedures are based on the assumption of normality, i.e. the disturbance vector is assumed to be normally distributed. Failure to assess non-normality of the error terms may lead to incorrect results of usual statistical inference techniques such as t-test or F-test. Thus, error terms should be normally distributed in order to allow us to make exact inferences. As a consequence, normally distributed stochastic errors are necessary in order to make a not misleading inferences which explains a necessity and importance of robust tests of normality. Therefore, the aim of this contribution is to discuss normality testing of error terms in regression models. In this contribution, we introduce the general RT class of robust tests for normality, and present and discuss the trade-off between power and robustness of selected classical and robust normality tests of error terms in regression models

Notes on power of normality tests of error terms in regression models

Energy Technology Data Exchange (ETDEWEB)

Střelec, Luboš [Department of Statistics and Operation Analysis, Faculty of Business and Economics, Mendel University in Brno, Zemědělská 1, Brno, 61300 (Czech Republic)

2015-03-10

Normality is one of the basic assumptions in applying statistical procedures. For example in linear regression most of the inferential procedures are based on the assumption of normality, i.e. the disturbance vector is assumed to be normally distributed. Failure to assess non-normality of the error terms may lead to incorrect results of usual statistical inference techniques such as t-test or F-test. Thus, error terms should be normally distributed in order to allow us to make exact inferences. As a consequence, normally distributed stochastic errors are necessary in order to make a not misleading inferences which explains a necessity and importance of robust tests of normality. Therefore, the aim of this contribution is to discuss normality testing of error terms in regression models. In this contribution, we introduce the general RT class of robust tests for normality, and present and discuss the trade-off between power and robustness of selected classical and robust normality tests of error terms in regression models.

Introduction to probability with statistical applications

CERN Document Server

Schay, Géza

2016-01-01

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

Probable alpha and 14C cluster emission from hyper Ac nuclei

International Nuclear Information System (INIS)

Santhosh, K.P.

2013-01-01

A systematic study on the probability for the emission of 4 He and 14 C cluster from hyper Λ 207-234 Ac and non-strange normal 207-234 Ac nuclei are performed for the first time using our fission model, the Coulomb and proximity potential model (CPPM). The predicted half lives show that hyper Λ 207-234 Ac nuclei are unstable against 4 He emission and 14 C emission from hyper Λ 217-228 Ac are favorable for measurement. Our study also show that hyper Λ 207-234 Ac are stable against hyper Λ 4 He and Λ 14 C emission. The role of neutron shell closure (N = 126) in hyper Λ 214 Fr daughter and role of proton/neutron shell closure (Z ∼ 82, N = 126) in hyper Λ 210 Bi daughter are also revealed. As hyper-nuclei decays to normal nuclei by mesonic/non-mesonic decay and since most of the predicted half lives for 4 He and 14 C emission from normal Ac nuclei are favourable for measurement, we presume that alpha and 14 C cluster emission from hyper Ac nuclei can be detected in laboratory in a cascade (two-step) process. (orig.)

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.

Normal Tissue Complication Probability Analysis of Acute Gastrointestinal Toxicity in Cervical Cancer Patients Undergoing Intensity Modulated Radiation Therapy and Concurrent Cisplatin

International Nuclear Information System (INIS)

Simpson, Daniel R.; Song, William Y.; Moiseenko, Vitali; Rose, Brent S.; Yashar, Catheryn M.; Mundt, Arno J.; Mell, Loren K.

2012-01-01

Purpose: To test the hypothesis that increased bowel radiation dose is associated with acute gastrointestinal (GI) toxicity in cervical cancer patients undergoing concurrent chemotherapy and intensity-modulated radiation therapy (IMRT), using a previously derived normal tissue complication probability (NTCP) model. Methods: Fifty patients with Stage I–III cervical cancer undergoing IMRT and concurrent weekly cisplatin were analyzed. Acute GI toxicity was graded using the Radiation Therapy Oncology Group scale, excluding upper GI events. A logistic model was used to test correlations between acute GI toxicity and bowel dosimetric parameters. The primary objective was to test the association between Grade ≥2 GI toxicity and the volume of bowel receiving ≥45 Gy (V 45 ) using the logistic model. Results: Twenty-three patients (46%) had Grade ≥2 GI toxicity. The mean (SD) V 45 was 143 mL (99). The mean V 45 values for patients with and without Grade ≥2 GI toxicity were 176 vs. 115 mL, respectively. Twenty patients (40%) had V 45 >150 mL. The proportion of patients with Grade ≥2 GI toxicity with and without V 45 >150 mL was 65% vs. 33% (p = 0.03). Logistic model parameter estimates V50 and γ were 161 mL (95% confidence interval [CI] 60–399) and 0.31 (95% CI 0.04–0.63), respectively. On multivariable logistic regression, increased V 45 was associated with an increased odds of Grade ≥2 GI toxicity (odds ratio 2.19 per 100 mL, 95% CI 1.04–4.63, p = 0.04). Conclusions: Our results support the hypothesis that increasing bowel V 45 is correlated with increased GI toxicity in cervical cancer patients undergoing IMRT and concurrent cisplatin. Reducing bowel V 45 could reduce the risk of Grade ≥2 GI toxicity by approximately 50% per 100 mL of bowel spared.

Exponential model normalization for electrical capacitance tomography with external electrodes under gap permittivity conditions

International Nuclear Information System (INIS)

Baidillah, Marlin R; Takei, Masahiro

2017-01-01

A nonlinear normalization model which is called exponential model for electrical capacitance tomography (ECT) with external electrodes under gap permittivity conditions has been developed. The exponential model normalization is proposed based on the inherently nonlinear relationship characteristic between the mixture permittivity and the measured capacitance due to the gap permittivity of inner wall. The parameters of exponential equation are derived by using an exponential fitting curve based on the simulation and a scaling function is added to adjust the experiment system condition. The exponential model normalization was applied to two dimensional low and high contrast dielectric distribution phantoms by using simulation and experimental studies. The proposed normalization model has been compared with other normalization models i.e. Parallel, Series, Maxwell and Böttcher models. Based on the comparison of image reconstruction results, the exponential model is reliable to predict the nonlinear normalization of measured capacitance in term of low and high contrast dielectric distribution. (paper)

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

Optimization of continuous ranked probability score using PSO

Directory of Open Access Journals (Sweden)

Seyedeh Atefeh Mohammadi

2015-07-01

Full Text Available Weather forecast has been a major concern in various industries such as agriculture, aviation, maritime, tourism, transportation, etc. A good weather prediction may reduce natural disasters and unexpected events. This paper presents an empirical investigation to predict weather temperature using continuous ranked probability score (CRPS. The mean and standard deviation of normal density function are linear combination of the components of ensemble system. The resulted optimization model has been solved using particle swarm optimization (PSO and the results are compared with Broyden–Fletcher–Goldfarb–Shanno (BFGS method. The preliminary results indicate that the proposed PSO provides better results in terms of root-mean-square deviation criteria than the alternative BFGS method.

A probable new type of osteopenic bone disease

Energy Technology Data Exchange (ETDEWEB)

Widhe, Torulf L. [Department of Orthopaedics, Huddinge University Hospital (Sweden)

2002-06-01

A probable new type of osteopenic bone disease in two sisters and one female cousin is described. In infancy, the radiological findings were osteopenia, coxa vara, periosteal cloaking, bowing of the long bones, and flaring of the metaphyses. During growth, spinal pathology developed with compression of the vertebral bodies and scoliosis in one girl and kyphosis in another. All three children had genu valgum and two developed severe S-shaped bowing of the tibiae. Growth was stunted. Inheritance of this disorder is probably recessive. Type I and III collagen biosynthesis was normal. This condition is probably a hitherto undescribed form of osteogenesis imperfecta type III or a new bone disease. (orig.)

A probable new type of osteopenic bone disease

International Nuclear Information System (INIS)

Widhe, Torulf L.

2002-01-01

A probable new type of osteopenic bone disease in two sisters and one female cousin is described. In infancy, the radiological findings were osteopenia, coxa vara, periosteal cloaking, bowing of the long bones, and flaring of the metaphyses. During growth, spinal pathology developed with compression of the vertebral bodies and scoliosis in one girl and kyphosis in another. All three children had genu valgum and two developed severe S-shaped bowing of the tibiae. Growth was stunted. Inheritance of this disorder is probably recessive. Type I and III collagen biosynthesis was normal. This condition is probably a hitherto undescribed form of osteogenesis imperfecta type III or a new bone disease. (orig.)

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

NARCIS (Netherlands)

Tang, Q.

2004-01-01

This paper investigates the ultimate ruin probability of a discrete time risk model with a positive constant interest rate. Under the assumption that the gross loss of the company within one year is subexponentially distributed, a simple asymptotic relation for the ruin probability is derived and

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

International Nuclear Information System (INIS)

Adamovich, Igor V.

2014-01-01

A three-dimensional, nonperturbative, semiclassical analytic model of vibrational energy transfer in collisions between a rotating diatomic molecule and an atom, and between two rotating diatomic molecules (Forced Harmonic Oscillator–Free Rotation model) has been extended to incorporate rotational relaxation and coupling between vibrational, translational, and rotational energy transfer. The model is based on analysis of semiclassical trajectories of rotating molecules interacting by a repulsive exponential atom-to-atom potential. The model predictions are compared with the results of three-dimensional close-coupled semiclassical trajectory calculations using the same potential energy surface. The comparison demonstrates good agreement between analytic and numerical probabilities of rotational and vibrational energy transfer processes, over a wide range of total collision energies, rotational energies, and impact parameter. The model predicts probabilities of single-quantum and multi-quantum vibrational-rotational transitions and is applicable up to very high collision energies and quantum numbers. Closed-form analytic expressions for these transition probabilities lend themselves to straightforward incorporation into DSMC nonequilibrium flow codes

Probability Theory Plus Noise: Descriptive Estimation and Inferential Judgment.

Science.gov (United States)

Costello, Fintan; Watts, Paul

2018-01-01

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

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

Science.gov (United States)

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

2017-07-01

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

Log-normal frailty models fitted as Poisson generalized linear mixed models.

Science.gov (United States)

Hirsch, Katharina; Wienke, Andreas; Kuss, Oliver

2016-12-01

The equivalence of a survival model with a piecewise constant baseline hazard function and a Poisson regression model has been known since decades. As shown in recent studies, this equivalence carries over to clustered survival data: A frailty model with a log-normal frailty term can be interpreted and estimated as a generalized linear mixed model with a binary response, a Poisson likelihood, and a specific offset. Proceeding this way, statistical theory and software for generalized linear mixed models are readily available for fitting frailty models. This gain in flexibility comes at the small price of (1) having to fix the number of pieces for the baseline hazard in advance and (2) having to "explode" the data set by the number of pieces. In this paper we extend the simulations of former studies by using a more realistic baseline hazard (Gompertz) and by comparing the model under consideration with competing models. Furthermore, the SAS macro %PCFrailty is introduced to apply the Poisson generalized linear mixed approach to frailty models. The simulations show good results for the shared frailty model. Our new %PCFrailty macro provides proper estimates, especially in case of 4 events per piece. The suggested Poisson generalized linear mixed approach for log-normal frailty models based on the %PCFrailty macro provides several advantages in the analysis of clustered survival data with respect to more flexible modelling of fixed and random effects, exact (in the sense of non-approximate) maximum likelihood estimation, and standard errors and different types of confidence intervals for all variance parameters. Copyright © 2016 Elsevier Ireland Ltd. All rights reserved.

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

Normal Brain-Skull Development with Hybrid Deformable VR Models Simulation.

Science.gov (United States)

Jin, Jing; De Ribaupierre, Sandrine; Eagleson, Roy

2016-01-01

This paper describes a simulation framework for a clinical application involving skull-brain co-development in infants, leading to a platform for craniosynostosis modeling. Craniosynostosis occurs when one or more sutures are fused early in life, resulting in an abnormal skull shape. Surgery is required to reopen the suture and reduce intracranial pressure, but is difficult without any predictive model to assist surgical planning. We aim to study normal brain-skull growth by computer simulation, which requires a head model and appropriate mathematical methods for brain and skull growth respectively. On the basis of our previous model, we further specified suture model into fibrous and cartilaginous sutures and develop algorithm for skull extension. We evaluate the resulting simulation by comparison with datasets of cases and normal growth.

Probability based calibration of pressure coefficients

DEFF Research Database (Denmark)

Hansen, Svend Ole; Pedersen, Marie Louise; Sørensen, John Dalsgaard

2015-01-01

Normally, a consistent basis for calculating partial factors focuses on a homogeneous reliability index neither depending on which material the structure is constructed of nor the ratio between the permanent and variable actions acting on the structure. Furthermore, the reliability index should n...... the characteristic shape coefficients are based on mean values as specified in background documents to the Eurocodes. Importance of hidden safeties judging the reliability is discussed for wind actions on low-rise structures....... not depend on the type of variable action. A probability based calibration of pressure coefficients have been carried out using pressure measurements on the standard CAARC building modelled on scale of 1:383. The extreme pressures measured on the CAARC building model in the wind tunnel have been fitted.......3, the Eurocode partial factor of 1.5 for variable actions agrees well with the inherent uncertainties of wind actions when the pressure coefficients are determined using wind tunnel test results. The increased bias and uncertainty when pressure coefficients mainly are based on structural codes lead to a larger...

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)

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.

Bayesian Option Pricing Using Mixed Normal Heteroskedasticity Models

DEFF Research Database (Denmark)

Rombouts, Jeroen V.K.; Stentoft, Lars Peter

While stochastic volatility models improve on the option pricing error when compared to the Black-Scholes-Merton model, mispricings remain. This paper uses mixed normal heteroskedasticity models to price options. Our model allows for significant negative skewness and time varying higher order...... moments of the risk neutral distribution. Parameter inference using Gibbs sampling is explained and we detail how to compute risk neutral predictive densities taking into account parameter uncertainty. When forecasting out-of-sample options on the S&P 500 index, substantial improvements are found compared...

Linking probabilities of off-lattice self-avoiding polygons and the effects of excluded volume

International Nuclear Information System (INIS)

Hirayama, Naomi; Deguchi, Tetsuo; Tsurusaki, Kyoichi

2009-01-01

We evaluate numerically the probability of linking, i.e. the probability of a given pair of self-avoiding polygons (SAPs) being entangled and forming a nontrivial link type L. In the simulation we generate pairs of SAPs of N spherical segments of radius r d such that they have no overlaps among the segments and each of the SAPs has the trivial knot type. We evaluate the probability of a self-avoiding pair of SAPs forming a given link type L for various link types with fixed distance R between the centers of mass of the two SAPs. We define normalized distance r by r=R/R g,0 1 where R g,0 1 denotes the square root of the mean square radius of gyration of SAP of the trivial knot 0 1 . We introduce formulae expressing the linking probability as a function of normalized distance r, which gives good fitting curves with respect to χ 2 values. We also investigate the dependence of linking probabilities on the excluded-volume parameter r d and the number of segments, N. Quite interestingly, the graph of linking probability versus normalized distance r shows no N-dependence at a particular value of the excluded volume parameter, r d = 0.2

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.

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...

A Model for the representation of Speech Signals in Normal and Impaired Ears

DEFF Research Database (Denmark)

Christiansen, Thomas Ulrich

2004-01-01

hearing was modelled as a combination of outer- and inner hair cell loss. The percentage of dead inner hair cells was calculated based on a new computational method relating auditory nerve fibre thresholds to behavioural thresholds. Finally, a model of the entire auditory nerve fibre population......A model of human auditory periphery, ranging from the outer ear to the auditory nerve, was developed. The model consists of the following components: outer ear transfer function, middle ear transfer function, basilar membrane velocity, inner hair cell receptor potential, inner hair cell probability...... of neurotransmitter release and auditory nerve fibre refractoriness. The model builds on previously published models, however, parameters for basilar membrane velocity and inner hair cell probability of neurotransmitter release were successfully fitted to model data from psychophysical and physiological data...

Predicting Cumulative Incidence Probability by Direct Binomial Regression

DEFF Research Database (Denmark)

Scheike, Thomas H.; Zhang, Mei-Jie

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

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

Science.gov (United States)

Vita, Aida Carvalho; Kataoka, Verônica Yumi

2014-01-01

The objective of this paper is to discuss how blind students learn basic concepts of probability using the tactile model proposed by Vita (2012). Among the activities were part of the teaching sequence "Jefferson's Random Walk", in which students built a tree diagram (using plastic trays, foam cards, and toys), and pictograms in 3D…

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.

Cell kinetical aspect of normal tissue damages in relation to radiosensitivity of cells, especially from the points of LQ model

International Nuclear Information System (INIS)

Tsubouchi, Susumu; Oohara, Hiroshi.

1989-01-01

Several points on the early and late radiation induced-normal tissue damages in terms of LQ model in multifractionation experiments of isoeffect were discussed from two fractors, (1) dose-responses of cell survivals or of tissue damages and (2) principles of the model. Application of the model to the both early and late tissue damages was fairly difficult in several tissues and several experimental conditions. In early damages, cell survival curve of single irradiation did not always fit to LQ model and further more incomlete repair as well as repopulation in multifractionation experiment contradicted the model especially in low dose fractionation. In late damages, the damages themselves did not express directly cell survival but probably indicate the degree of functional cell damage at the level of 10 -1 . As most isoeffects in early damages were taken at the level of 10 -3 , the comparison of two results from early and late tissue damages indicated the lack of coordinations both conceptionally and experimentally. (author)

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.

SMPLNORM: A simple model for obtaining the joint probabilities of two flows and the level that depends on them. SMPLNORM: Un modele simple pour obtenir les probabilites conjointes de deux debits et le niveau qui en depend

Energy Technology Data Exchange (ETDEWEB)

Bruneau, P. (Hydro-Quebec, Montreal, PQ (Canada)); Ashkar, F. (Moncton Univ., NB (Canada)); Bobee, B. (Inst. National de la Recherche Scientifique, Saint-Foy, PQ (Canada))

1994-01-01

Most bivariate models assume the same type of marginal distribution, with two parameters, for two variables. The disadvantage of these models for hydrologic flow studies is that it is often difficult to make adjustments for observed flows. A complete example is presented of the application flexibility of the SMPLNORM program, which calculates the joint probability of two variables, Q1 and Q2, with marginal distributions that have three parameters. The program can also provide the probability of nonexceedence of a third variable H, mathematically related to the first two variables. Two applications are discussed, in which Q1 and Q2 are the flows of two rivers controlling the variable H, which is a water level in both cases. Theoretically, this model could also be applied to other types of variables. The proposed model is based on the hypothesis that a Box-Cox type of power transformation could reduce the marginal distributions of Q1 and Q2 to a normal distribution. One of the main conclusions of the study addresses the importance of taking into account the correlation between Q1 and Q2 to obtain a valid estimate of H. 11 refs., 14 figs., 7 tabs.

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

International Nuclear Information System (INIS)

Stacey, W.M.

1992-12-01

A new computational model for neutral particle transport in the outer regions of a diverted tokamak plasma chamber is presented. The model is based on the calculation of transmission and escape probabilities using first-flight integral transport theory and the balancing of fluxes across the surfaces bounding the various regions. The geometrical complexity of the problem is included in precomputed probabilities which depend only on the mean free path of the region

Expected utility with lower probabilities

DEFF Research Database (Denmark)

Hendon, Ebbe; Jacobsen, Hans Jørgen; Sloth, Birgitte

1994-01-01

An uncertain and not just risky situation may be modeled using so-called belief functions assigning lower probabilities to subsets of outcomes. In this article we extend the von Neumann-Morgenstern expected utility theory from probability measures to belief functions. We use this theory...

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

Log-Normal Turbulence Dissipation in Global Ocean Models

Science.gov (United States)

Pearson, Brodie; Fox-Kemper, Baylor

2018-03-01

Data from turbulent numerical simulations of the global ocean demonstrate that the dissipation of kinetic energy obeys a nearly log-normal distribution even at large horizontal scales O (10 km ) . As the horizontal scales of resolved turbulence are larger than the ocean is deep, the Kolmogorov-Yaglom theory for intermittency in 3D homogeneous, isotropic turbulence cannot apply; instead, the down-scale potential enstrophy cascade of quasigeostrophic turbulence should. Yet, energy dissipation obeys approximate log-normality—robustly across depths, seasons, regions, and subgrid schemes. The distribution parameters, skewness and kurtosis, show small systematic departures from log-normality with depth and subgrid friction schemes. Log-normality suggests that a few high-dissipation locations dominate the integrated energy and enstrophy budgets, which should be taken into account when making inferences from simplified models and inferring global energy budgets from sparse observations.

Identification of Patient Benefit From Proton Therapy for Advanced Head and Neck Cancer Patients Based on Individual and Subgroup Normal Tissue Complication Probability Analysis

International Nuclear Information System (INIS)

Jakobi, Annika; Bandurska-Luque, Anna; Stützer, Kristin; Haase, Robert; Löck, Steffen; Wack, Linda-Jacqueline; Mönnich, David; Thorwarth, Daniela

2015-01-01

Purpose: The purpose of this study was to determine, by treatment plan comparison along with normal tissue complication probability (NTCP) modeling, whether a subpopulation of patients with head and neck squamous cell carcinoma (HNSCC) could be identified that would gain substantial benefit from proton therapy in terms of NTCP. Methods and Materials: For 45 HNSCC patients, intensity modulated radiation therapy (IMRT) was compared to intensity modulated proton therapy (IMPT). Physical dose distributions were evaluated as well as the resulting NTCP values, using modern models for acute mucositis, xerostomia, aspiration, dysphagia, laryngeal edema, and trismus. Patient subgroups were defined based on primary tumor location. Results: Generally, IMPT reduced the NTCP values while keeping similar target coverage for all patients. Subgroup analyses revealed a higher individual reduction of swallowing-related side effects by IMPT for patients with tumors in the upper head and neck area, whereas the risk reduction of acute mucositis was more pronounced in patients with tumors in the larynx region. More patients with tumors in the upper head and neck area had a reduction in NTCP of more than 10%. Conclusions: Subgrouping can help to identify patients who may benefit more than others from the use of IMPT and, thus, can be a useful tool for a preselection of patients in the clinic where there are limited PT resources. Because the individual benefit differs within a subgroup, the relative merits should additionally be evaluated by individual treatment plan comparisons

Identification of Patient Benefit From Proton Therapy for Advanced Head and Neck Cancer Patients Based on Individual and Subgroup Normal Tissue Complication Probability Analysis

Energy Technology Data Exchange (ETDEWEB)

Jakobi, Annika, E-mail: Annika.Jakobi@OncoRay.de [OncoRay-National Center for Radiation Research in Oncology, Faculty of Medicine and University Hospital Carl Gustav Carus, Technische Universität Dresden, Helmholtz-Zentrum Dresden-Rossendorf, Dresden (Germany); Bandurska-Luque, Anna [OncoRay-National Center for Radiation Research in Oncology, Faculty of Medicine and University Hospital Carl Gustav Carus, Technische Universität Dresden, Helmholtz-Zentrum Dresden-Rossendorf, Dresden (Germany); Department of Radiation Oncology, Faculty of Medicine and University Hospital Carl Gustav Carus, Technische Universität Dresden, Dresden (Germany); Stützer, Kristin; Haase, Robert; Löck, Steffen [OncoRay-National Center for Radiation Research in Oncology, Faculty of Medicine and University Hospital Carl Gustav Carus, Technische Universität Dresden, Helmholtz-Zentrum Dresden-Rossendorf, Dresden (Germany); Wack, Linda-Jacqueline [Section for Biomedical Physics, University Hospital for Radiation Oncology, Eberhard Karls Universät Tübingen (Germany); Mönnich, David [Section for Biomedical Physics, University Hospital for Radiation Oncology, Eberhard Karls Universät Tübingen (Germany); German Cancer Research Center, Heidelberg (Germany); German Cancer Consortium, Tübingen (Germany); Thorwarth, Daniela [Section for Biomedical Physics, University Hospital for Radiation Oncology, Eberhard Karls Universät Tübingen (Germany); and others

2015-08-01

Purpose: The purpose of this study was to determine, by treatment plan comparison along with normal tissue complication probability (NTCP) modeling, whether a subpopulation of patients with head and neck squamous cell carcinoma (HNSCC) could be identified that would gain substantial benefit from proton therapy in terms of NTCP. Methods and Materials: For 45 HNSCC patients, intensity modulated radiation therapy (IMRT) was compared to intensity modulated proton therapy (IMPT). Physical dose distributions were evaluated as well as the resulting NTCP values, using modern models for acute mucositis, xerostomia, aspiration, dysphagia, laryngeal edema, and trismus. Patient subgroups were defined based on primary tumor location. Results: Generally, IMPT reduced the NTCP values while keeping similar target coverage for all patients. Subgroup analyses revealed a higher individual reduction of swallowing-related side effects by IMPT for patients with tumors in the upper head and neck area, whereas the risk reduction of acute mucositis was more pronounced in patients with tumors in the larynx region. More patients with tumors in the upper head and neck area had a reduction in NTCP of more than 10%. Conclusions: Subgrouping can help to identify patients who may benefit more than others from the use of IMPT and, thus, can be a useful tool for a preselection of patients in the clinic where there are limited PT resources. Because the individual benefit differs within a subgroup, the relative merits should additionally be evaluated by individual treatment plan comparisons.

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

Estimation of value at risk and conditional value at risk using normal mixture distributions model

Science.gov (United States)

Kamaruzzaman, Zetty Ain; Isa, Zaidi

2013-04-01

Normal mixture distributions model has been successfully applied in financial time series analysis. In this paper, we estimate the return distribution, value at risk (VaR) and conditional value at risk (CVaR) for monthly and weekly rates of returns for FTSE Bursa Malaysia Kuala Lumpur Composite Index (FBMKLCI) from July 1990 until July 2010 using the two component univariate normal mixture distributions model. First, we present the application of normal mixture distributions model in empirical finance where we fit our real data. Second, we present the application of normal mixture distributions model in risk analysis where we apply the normal mixture distributions model to evaluate the value at risk (VaR) and conditional value at risk (CVaR) with model validation for both risk measures. The empirical results provide evidence that using the two components normal mixture distributions model can fit the data well and can perform better in estimating value at risk (VaR) and conditional value at risk (CVaR) where it can capture the stylized facts of non-normality and leptokurtosis in returns distribution.

[{sup 123}]FP-CIT SPECT scans initially rated as normal became abnormal over time in patients with probable dementia with Lewy bodies

Energy Technology Data Exchange (ETDEWEB)

Zande, J.J. van der; Scheltens, P.; Lemstra, A.W. [VU Medical Center Alzheimer Center, Amsterdam (Netherlands); Booij, J. [Academic Medical Center, Department of Nuclear Medicine, Amsterdam (Netherlands); Raijmakers, P.G.H.M. [VU Medical Center, Department of Nuclear Medicine, Amsterdam (Netherlands)

2016-06-15

Decreased striatal dopamine transporter (DAT) binding on SPECT imaging is a strong biomarker for the diagnosis of dementia with Lewy bodies (DLB). There is still a lot of uncertainty about patients meeting the clinical criteria for probable DLB who have a normal DAT SPECT scan (DLB/S-). The aim of this study was to describe the clinical and imaging follow-up in these patients, and compare them to DLB patients with abnormal baseline scans (DLB/S+). DLB patients who underwent DAT imaging ([{sup 123}I]FP-CIT SPECT) were selected from the Amsterdam Dementia Cohort. All [{sup 123}I]FP-CIT SPECT scans were evaluated independently by two nuclear medicine physicians and in patients with normal scans follow-up imaging was obtained. We matched DLB/S- patients for age and disease duration to DLB/S+ patients and compared their clinical characteristics. Of 67 [{sup 123}I]FP-CIT SPECT scans, 7 (10.4 %) were rated as normal. In five DLB/S- patients, a second [{sup 123}I]FP-CIT SPECT was performed (after on average 1.5 years) and these scans were all abnormal. No significant differences in clinical characteristics were found at baseline. DLB/S- patients could be expected to have a better MMSE score after 1 year. This study was the first to investigate DLB patients with the initial [{sup 123}I]FP-CIT SPECT scan rated as normal and subsequent scans during disease progression rated as abnormal. We hypothesize that DLB/S- scans could represent a relatively rare DLB subtype with possibly a different severity or spread of alpha-synuclein pathology (''neocortical predominant subtype''). In clinical practice, if an alternative diagnosis is not imminent in a DLB/S- patient, repeating [{sup 123}I]FP-CIT SPECT should be considered. (orig.)

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.

Presenting Thin Media Models Affects Women's Choice of Diet or Normal Snacks

Science.gov (United States)

Krahe, Barbara; Krause, Christina

2010-01-01

Our study explored the influence of thin- versus normal-size media models and of self-reported restrained eating behavior on women's observed snacking behavior. Fifty female undergraduates saw a set of advertisements for beauty products showing either thin or computer-altered normal-size female models, allegedly as part of a study on effective…

Assessment of risks of accidents and normal operation at nuclear power plants

International Nuclear Information System (INIS)

Savolainen, Ilkka; Vuori, Seppo.

1977-01-01

A probabilistic assessment model for the analysis of risks involved in the operation of nuclear power plants is described. With the computer code ARANO it is possible to estimate the health and economic consequences of reactor accidents both in probabilistic and deterministic sense. In addition the code is applicable to the calculation of individual and collective doses caused by the releases during normal operation. The estimation of release probabilities and magnitudes is not included in the model. (author)

Option Pricing with Asymmetric Heteroskedastic Normal Mixture Models

DEFF Research Database (Denmark)

Rombouts, Jeroen V.K.; Stentoft, Lars

This paper uses asymmetric heteroskedastic normal mixture models to fit return data and to price options. The models can be estimated straightforwardly by maximum likelihood, have high statistical fit when used on S&P 500 index return data, and allow for substantial negative skewness and time...... varying higher order moments of the risk neutral distribution. When forecasting out-of-sample a large set of index options between 1996 and 2009, substantial improvements are found compared to several benchmark models in terms of dollar losses and the ability to explain the smirk in implied volatilities...

Estimating Recovery Failure Probabilities in Off-normal Situations from Full-Scope Simulator Data

Energy Technology Data Exchange (ETDEWEB)

Kim, Yochan; Park, Jinkyun; Kim, Seunghwan; Choi, Sun Yeong; Jung, Wondea [Korea Atomic Research Institute, Daejeon (Korea, Republic of)

2016-10-15

As part of this effort, KAERI developed the Human Reliability data EXtraction (HuREX) framework and is collecting full-scope simulator-based human reliability data into the OPERA (Operator PErformance and Reliability Analysis) database. In this study, with the series of estimation research for HEPs or PSF effects, significant information for a quantitative HRA analysis, recovery failure probabilities (RFPs), were produced from the OPERA database. Unsafe acts can occur at any time in safety-critical systems and the operators often manage the systems by discovering their errors and eliminating or mitigating them. To model the recovery processes or recovery strategies, there were several researches that categorize the recovery behaviors. Because the recent human error trends are required to be considered during a human reliability analysis, Jang et al. can be seen as an essential effort of the data collection. However, since the empirical results regarding soft controls were produced from a controlled laboratory environment with student participants, it is necessary to analyze a wide range of operator behaviors using full-scope simulators. This paper presents the statistics related with human error recovery behaviors obtained from the full-scope simulations that in-site operators participated in. In this study, the recovery effects by shift changes or technical support centers were not considered owing to a lack of simulation data.

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

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...

An Efficient Simulation Scheme of the Outage Probability with Co-Channel Interference

KAUST Repository

Rached, Nadhir B.

2016-03-28

© 2015 IEEE. The outage probability (OP) of the signal-to-interference-plus-noise ratio (SINR) is an important metric used to evaluate the performance of wireless communication systems operating over fading channels. One major difficulty toward assessing the OP is that, in most of the realistic scenarios, closed-form expressions cannot be derived. This is for instance the case of Log-normal fading environments, in which evaluating the OP of the SINR amounts to computing the probability that a sum of correlated Log-normal variates exceeds a given threshold. Since such a probability is not known to admit a closed-form expression, it has thus far been evaluated by several approximation techniques, the accuracies of which are unfortunately not guaranteed in the interesting region of small outage probabilities. For these regions, simulation techniques based on variance reduction algorithms can represent a good alternative, being well-recognized to be quick and highly accurate for estimating rare event probabilities. This constitutes the major motivation behind our work. More specifically, we propose an efficient importance sampling approach which is based on a covariance matrix scaling technique and illustrate its computational gain over naive Monte Carlo simulations through some selected simulation results.

Perhitungan Iuran Normal Program Pensiun dengan Asumsi Suku Bunga Mengikuti Model Vasicek

Directory of Open Access Journals (Sweden)

I Nyoman Widana

2017-12-01

Full Text Available Labor has a very important role for national development. One way to optimize their productivity is to guarantee a certainty to earn income after retirement. Therefore the government and the private sector must have a program that can ensure the sustainability of this financial support. One option is a pension plan. The purpose of this study is to calculate the  normal cost  with the interest rate assumed to follow the Vasicek model and analyze the normal contribution of the pension program participants. Vasicek model is used to match with  the actual conditions. The method used in this research is the Projected Unit Credit Method and the Entry Age Normal method. The data source of this research is lecturers of FMIPA Unud. In addition, secondary data is also used in the form of the interest  rate of Bank Indonesia for the period of January 2006-December 2015. The results of this study indicate that  the older the age of the participants, when starting the pension program, the greater the first year normal cost  and the smaller the benefit which he or she  will get. Then, normal cost with constant interest rate  greater than normal cost with Vasicek interest rate. This occurs because the Vasicek model predicts interest between 4.8879%, up to 6.8384%. While constant interest is only 4.25%.  In addition, using normal cost that proportional to salary, it is found that the older the age of the participants the greater the proportion of the salary for normal cost.

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...

External validation of a normal tissue complication probability model for radiation-induced hypothyroidism in an independent cohort

DEFF Research Database (Denmark)

Rønjom, Marianne F; Brink, Carsten; Bentzen, Søren M

2015-01-01

blood tests in the validation cohort relative to the original cohort. However, Pearson's correlation coefficients between model and clinical outcome were high: r = 0.97 estimated by the original model versus the original cohort, and r = 0.97 estimated by the original model versus the new cohort....... CONCLUSION: Dmean and Vthyroid were significant predictors of RIHT in both cohorts. The original NTCP model demonstrated external validity owing to high Pearson's correlation coefficients between estimated and observed incidence rates of RIHT in the original as well as in the validation cohort. This model...

Mathematical models of tumour and normal tissue response

International Nuclear Information System (INIS)

Jones, B.; Dale, R.G.; Charing Cross Group of Hospitals, London

1999-01-01

The historical application of mathematics in the natural sciences and in radiotherapy is compared. The various forms of mathematical models and their limitations are discussed. The Linear Quadratic (LQ) model can be modified to include (i) radiobiological parameter changes that occur during fractionated radiotherapy, (ii) situations such as focal forms of radiotherapy, (iii) normal tissue responses, and (iv) to allow for the process of optimization. The inclusion of a variable cell loss factor in the LQ model repopulation term produces a more flexible clonogenic doubling time, which can simulate the phenomenon of 'accelerated repopulation'. Differential calculus can be applied to the LQ model after elimination of the fraction number integers. The optimum dose per fraction (maximum cell kill relative to a given normal tissue fractionation sensitivity) is then estimated from the clonogen doubling times and the radiosensitivity parameters (or α/β ratios). Economic treatment optimization is described. Tumour volume studies during or following teletherapy are used to optimize brachytherapy. The radiation responses of both individual tumours and tumour populations (by random sampling 'Monte-Carlo' techniques from statistical ranges of radiobiological and physical parameters) can be estimated. Computerized preclinical trials can be used to guide choice of dose fractionation scheduling in clinical trials. The potential impact of gene and other biological therapies on the results of radical radiotherapy are testable. New and experimentally testable hypotheses are generated from limited clinical data by exploratory modelling exercises. (orig.)

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

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

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

Bladder cancer mapping in Libya based on standardized morbidity ratio and log-normal model

Science.gov (United States)

Alhdiri, Maryam Ahmed; Samat, Nor Azah; Mohamed, Zulkifley

2017-05-01

Disease mapping contains a set of statistical techniques that detail maps of rates based on estimated mortality, morbidity, and prevalence. A traditional approach to measure the relative risk of the disease is called Standardized Morbidity Ratio (SMR). It is the ratio of an observed and expected number of accounts in an area, which has the greatest uncertainty if the disease is rare or if geographical area is small. Therefore, Bayesian models or statistical smoothing based on Log-normal model are introduced which might solve SMR problem. This study estimates the relative risk for bladder cancer incidence in Libya from 2006 to 2007 based on the SMR and log-normal model, which were fitted to data using WinBUGS software. This study starts with a brief review of these models, starting with the SMR method and followed by the log-normal model, which is then applied to bladder cancer incidence in Libya. All results are compared using maps and tables. The study concludes that the log-normal model gives better relative risk estimates compared to the classical method. The log-normal model has can overcome the SMR problem when there is no observed bladder cancer in an area.

Dosimetric precision requirements and quantities for characterizing the response of tumors and normal tissues

Energy Technology Data Exchange (ETDEWEB)

Brahme, A [Karolinska Inst., Stockholm (Sweden). Dept. of Radiation Physics

1996-08-01

Based on simple radiobiological models the effect of the distribution of absorbed dose in therapy beams on the radiation response of tumor and normal tissue volumes are investigated. Under the assumption that the dose variation in the treated volume is small it is shown that the response of the tissue to radiation is determined mainly by the mean dose to the tumor or normal tissue volume in question. Quantitative expressions are also given for the increased probability of normal tissue complications and the decreased probability of tumor control as a function of increasing dose variations around the mean dose level to these tissues. When the dose variations are large the minimum tumor dose (to cm{sup 3} size volumes) will generally be better related to tumor control and the highest dose to significant portions of normal tissue correlates best to complications. In order not to lose more than one out of 20 curable patients (95% of highest possible treatment outcome) the required accuracy in the dose distribution delivered to the target volume should be 2.5% (1{sigma}) for a mean dose response gradient {gamma} in the range 2 - 3. For more steeply responding tumors and normal tissues even stricter requirements may be desirable. (author). 15 refs, 6 figs.

Modelling growth curves of Nigerian indigenous normal feather ...

African Journals Online (AJOL)

This study was conducted to predict the growth curve parameters using Bayesian Gompertz and logistic models and also to compare the two growth function in describing the body weight changes across age in Nigerian indigenous normal feather chicken. Each chick was wing-tagged at day old and body weights were ...

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.

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

Science.gov (United States)

Wehling, Paul; LaBudde, Robert A; Brunelle, Sharon L; Nelson, Maria T

2011-01-01

A statistical model is presented for use in validation of qualitative methods. This model, termed Probability of Detection (POD), harmonizes the statistical concepts and parameters between quantitative and qualitative method validation. POD characterizes method response with respect to concentration as a continuous variable. The POD model provides a tool for graphical representation of response curves for qualitative methods. In addition, the model allows comparisons between candidate and reference methods, and provides calculations of repeatability, reproducibility, and laboratory effects from collaborative study data. Single laboratory study and collaborative study examples are given.

The average baboon brain: MRI templates and tissue probability maps from 89 individuals.

Science.gov (United States)

Love, Scott A; Marie, Damien; Roth, Muriel; Lacoste, Romain; Nazarian, Bruno; Bertello, Alice; Coulon, Olivier; Anton, Jean-Luc; Meguerditchian, Adrien

2016-05-15

The baboon (Papio) brain is a remarkable model for investigating the brain. The current work aimed at creating a population-average baboon (Papio anubis) brain template and its left/right hemisphere symmetric version from a large sample of T1-weighted magnetic resonance images collected from 89 individuals. Averaging the prior probability maps output during the segmentation of each individual also produced the first baboon brain tissue probability maps for gray matter, white matter and cerebrospinal fluid. The templates and the tissue probability maps were created using state-of-the-art, freely available software tools and are being made freely and publicly available: http://www.nitrc.org/projects/haiko89/ or http://lpc.univ-amu.fr/spip.php?article589. It is hoped that these images will aid neuroimaging research of the baboon by, for example, providing a modern, high quality normalization target and accompanying standardized coordinate system as well as probabilistic priors that can be used during tissue segmentation. Copyright © 2016 Elsevier Inc. All rights reserved.

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

Science.gov (United States)

Yang, Ziheng; Zhu, Tianqi

2018-02-20

The Bayesian method is noted to produce spuriously high posterior probabilities for phylogenetic trees in analysis of large datasets, but the precise reasons for this overconfidence are unknown. In general, the performance of Bayesian selection of misspecified models is poorly understood, even though this is of great scientific interest since models are never true in real data analysis. Here we characterize the asymptotic behavior of Bayesian model selection and show that when the competing models are equally wrong, Bayesian model selection exhibits surprising and polarized behaviors in large datasets, supporting one model with full force while rejecting the others. If one model is slightly less wrong than the other, the less wrong model will eventually win when the amount of data increases, but the method may become overconfident before it becomes reliable. We suggest that this extreme behavior may be a major factor for the spuriously high posterior probabilities for evolutionary trees. The philosophical implications of our results to the application of Bayesian model selection to evaluate opposing scientific hypotheses are yet to be explored, as are the behaviors of non-Bayesian methods in similar situations.

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

Science.gov (United States)

Du, Xiaosong; Leifsson, Leifur; Grandin, Robert; Meeker, William; Roberts, Ronald; Song, Jiming

2018-04-01

Probability of detection (POD) is widely used for measuring reliability of nondestructive testing (NDT) systems. Typically, POD is determined experimentally, while it can be enhanced by utilizing physics-based computational models in combination with model-assisted POD (MAPOD) methods. With the development of advanced physics-based methods, such as ultrasonic NDT testing, the empirical information, needed for POD methods, can be reduced. However, performing accurate numerical simulations can be prohibitively time-consuming, especially as part of stochastic analysis. In this work, stochastic surrogate models for computational physics-based measurement simulations are developed for cost savings of MAPOD methods while simultaneously ensuring sufficient accuracy. The stochastic surrogate is used to propagate the random input variables through the physics-based simulation model to obtain the joint probability distribution of the output. The POD curves are then generated based on those results. Here, the stochastic surrogates are constructed using non-intrusive polynomial chaos (NIPC) expansions. In particular, the NIPC methods used are the quadrature, ordinary least-squares (OLS), and least-angle regression sparse (LARS) techniques. The proposed approach is demonstrated on the ultrasonic testing simulation of a flat bottom hole flaw in an aluminum block. The results show that the stochastic surrogates have at least two orders of magnitude faster convergence on the statistics than direct Monte Carlo sampling (MCS). Moreover, the evaluation of the stochastic surrogate models is over three orders of magnitude faster than the underlying simulation model for this case, which is the UTSim2 model.

Probability distributions in conservative energy exchange models of multiple interacting agents

International Nuclear Information System (INIS)

Scafetta, Nicola; West, Bruce J

2007-01-01

Herein we study energy exchange models of multiple interacting agents that conserve energy in each interaction. The models differ regarding the rules that regulate the energy exchange and boundary effects. We find a variety of stochastic behaviours that manifest energy equilibrium probability distributions of different types and interaction rules that yield not only the exponential distributions such as the familiar Maxwell-Boltzmann-Gibbs distribution of an elastically colliding ideal particle gas, but also uniform distributions, truncated exponential distributions, Gaussian distributions, Gamma distributions, inverse power law distributions, mixed exponential and inverse power law distributions, and evolving distributions. This wide variety of distributions should be of value in determining the underlying mechanisms generating the statistical properties of complex phenomena including those to be found in complex chemical reactions

Predicting the probability of slip in gait: methodology and distribution study.

Science.gov (United States)

Gragg, Jared; Yang, James

2016-01-01

The likelihood of a slip is related to the available and required friction for a certain activity, here gait. Classical slip and fall analysis presumed that a walking surface was safe if the difference between the mean available and required friction coefficients exceeded a certain threshold. Previous research was dedicated to reformulating the classical slip and fall theory to include the stochastic variation of the available and required friction when predicting the probability of slip in gait. However, when predicting the probability of a slip, previous researchers have either ignored the variation in the required friction or assumed the available and required friction to be normally distributed. Also, there are no published results that actually give the probability of slip for various combinations of required and available frictions. This study proposes a modification to the equation for predicting the probability of slip, reducing the previous equation from a double-integral to a more convenient single-integral form. Also, a simple numerical integration technique is provided to predict the probability of slip in gait: the trapezoidal method. The effect of the random variable distributions on the probability of slip is also studied. It is shown that both the required and available friction distributions cannot automatically be assumed as being normally distributed. The proposed methods allow for any combination of distributions for the available and required friction, and numerical results are compared to analytical solutions for an error analysis. The trapezoidal method is shown to be highly accurate and efficient. The probability of slip is also shown to be sensitive to the input distributions of the required and available friction. Lastly, a critical value for the probability of slip is proposed based on the number of steps taken by an average person in a single day.

A GMM-Based Test for Normal Disturbances of the Heckman Sample Selection Model

Directory of Open Access Journals (Sweden)

Michael Pfaffermayr

2014-10-01

Full Text Available The Heckman sample selection model relies on the assumption of normal and homoskedastic disturbances. However, before considering more general, alternative semiparametric models that do not need the normality assumption, it seems useful to test this assumption. Following Meijer and Wansbeek (2007, the present contribution derives a GMM-based pseudo-score LM test on whether the third and fourth moments of the disturbances of the outcome equation of the Heckman model conform to those implied by the truncated normal distribution. The test is easy to calculate and in Monte Carlo simulations it shows good performance for sample sizes of 1000 or larger.

Reflectance spectrometry of normal and bruised human skins: experiments and modeling

International Nuclear Information System (INIS)

Kim, Oleg; Alber, Mark; McMurdy, John; Lines, Collin; Crawford, Gregory; Duffy, Susan

2012-01-01

A stochastic photon transport model in multilayer skin tissue combined with reflectance spectroscopy measurements is used to study normal and bruised skins. The model is shown to provide a very good approximation to both normal and bruised real skin tissues by comparing experimental and simulated reflectance spectra. The sensitivity analysis of the skin reflectance spectrum to variations of skin layer thicknesses, blood oxygenation parameter and concentrations of main chromophores is performed to optimize model parameters. The reflectance spectrum of a developed bruise in a healthy adult is simulated, and the concentrations of bilirubin, blood volume fraction and blood oxygenation parameter are determined for different times as the bruise progresses. It is shown that bilirubin and blood volume fraction reach their peak values at 80 and 55 h after contusion, respectively, and the oxygenation parameter is lower than its normal value during 80 h after contusion occurred. The obtained time correlations of chromophore concentrations in developing contusions are shown to be consistent with previous studies. The developed model uses a detailed seven-layer skin approximation for contusion and allows one to obtain more biologically relevant results than those obtained with previous models using one- to three-layer skin approximations. A combination of modeling with spectroscopy measurements provides a new tool for detailed biomedical studies of human skin tissue and for age determination of contusions. (paper)

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.

Negative probability in the framework of combined probability

OpenAIRE

Burgin, Mark

2013-01-01

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

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

Science.gov (United States)

Stirk, Emily R; Lythe, Grant; van den Berg, Hugo A; Hurst, Gareth A D; Molina-París, Carmen

2010-04-01

The limiting conditional probability distribution (LCD) has been much studied in the field of mathematical biology, particularly in the context of epidemiology and the persistence of epidemics. However, it has not yet been applied to the immune system. One of the characteristic features of the T cell repertoire is its diversity. This diversity declines in old age, whence the concepts of extinction and persistence are also relevant to the immune system. In this paper we model T cell repertoire maintenance by means of a continuous-time birth and death process on the positive integers, where the origin is an absorbing state. We show that eventual extinction is guaranteed. The late-time behaviour of the process before extinction takes place is modelled by the LCD, which we prove always exists for the process studied here. In most cases, analytic expressions for the LCD cannot be computed but the probability distribution may be approximated by means of the stationary probability distributions of two related processes. We show how these approximations are related to the LCD of the original process and use them to study the LCD in two special cases. We also make use of the large N expansion to derive a further approximation to the LCD. The accuracy of the various approximations is then analysed. (c) 2009 Elsevier Inc. All rights reserved.

Fundamentals of applied probability and random processes

CERN Document Server

Ibe, Oliver

2014-01-01

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

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

Directory of Open Access Journals (Sweden)

R. Ragab

2001-01-01

Full Text Available This paper addresses the issue of "what reservoir storage capacity is required to maintain a yield with a given probability of failure?". It is an important issue in terms of construction and cost. HYDROMED offers a solution based on the modified Gould probability matrix method. This method has the advantage of sampling all years data without reference to the sequence and is therefore particularly suitable for catchments with patchy data. In the HYDROMED model, the probability of failure is calculated on a monthly basis. The model has been applied to the El-Gouazine catchment in Tunisia using a long rainfall record from Kairouan together with the estimated Hortonian runoff, class A pan evaporation data and estimated abstraction data. Generally, the probability of failure differed from winter to summer. Generally, the probability of failure approaches zero when the reservoir capacity is 500,000 m3. The 25% probability of failure (75% success is achieved with a reservoir capacity of 58,000 m3 in June and 95,000 m3 in January. The probability of failure for a 240,000 m3 capacity reservoir (closer to storage capacity of El-Gouazine 233,000 m3, is approximately 5% in November, December and January, 3% in March, and 1.1% in May and June. Consequently there is no high risk of El-Gouazine being unable to meet its requirements at a capacity of 233,000 m3. Subsequently the benefit, in terms of probability of failure, by increasing the reservoir volume of El-Gouazine to greater than the 250,000 m3 is not high. This is important for the design engineers and the funding organizations. However, the analysis is based on the existing water abstraction policy, absence of siltation rate data and on the assumption that the present climate will prevail during the lifetime of the reservoir. Should these conditions change, a new analysis should be carried out. Keywords: HYDROMED, reservoir, storage capacity, probability of failure, Mediterranean

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

International Nuclear Information System (INIS)

Halliwell, J. J.

2009-01-01

In the quantization of simple cosmological models (minisuperspace models) described by the Wheeler-DeWitt equation, an important step is the construction, from the wave function, of a probability distribution answering various questions of physical interest, such as the probability of the system entering a given region of configuration space at any stage in its entire history. A standard but heuristic procedure is to use the flux of (components of) the wave function in a WKB approximation. This gives sensible semiclassical results but lacks an underlying operator formalism. In this paper, we address the issue of constructing probability distributions linked to the Wheeler-DeWitt equation using the decoherent histories approach to quantum theory. The key step is the construction of class operators characterizing questions of physical interest. Taking advantage of a recent decoherent histories analysis of the arrival time problem in nonrelativistic quantum mechanics, we show that the appropriate class operators in quantum cosmology are readily constructed using a complex potential. The class operator for not entering a region of configuration space is given by the S matrix for scattering off a complex potential localized in that region. We thus derive the class operators for entering one or more regions in configuration space. The class operators commute with the Hamiltonian, have a sensible classical limit, and are closely related to an intersection number operator. The definitions of class operators given here handle the key case in which the underlying classical system has multiple crossings of the boundaries of the regions of interest. We show that oscillatory WKB solutions to the Wheeler-DeWitt equation give approximate decoherence of histories, as do superpositions of WKB solutions, as long as the regions of configuration space are sufficiently large. The corresponding probabilities coincide, in a semiclassical approximation, with standard heuristic procedures

Characteristic length of the knotting probability revisited

International Nuclear Information System (INIS)

Uehara, Erica; Deguchi, Tetsuo

2015-01-01

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

Precipitation intensity probability distribution modelling for hydrological and construction design purposes

International Nuclear Information System (INIS)

Koshinchanov, Georgy; Dimitrov, Dobri

2008-01-01

The characteristics of rainfall intensity are important for many purposes, including design of sewage and drainage systems, tuning flood warning procedures, etc. Those estimates are usually statistical estimates of the intensity of precipitation realized for certain period of time (e.g. 5, 10 min., etc) with different return period (e.g. 20, 100 years, etc). The traditional approach in evaluating the mentioned precipitation intensities is to process the pluviometer's records and fit probability distribution to samples of intensities valid for certain locations ore regions. Those estimates further become part of the state regulations to be used for various economic activities. Two problems occur using the mentioned approach: 1. Due to various factors the climate conditions are changed and the precipitation intensity estimates need regular update; 2. As far as the extremes of the probability distribution are of particular importance for the practice, the methodology of the distribution fitting needs specific attention to those parts of the distribution. The aim of this paper is to make review of the existing methodologies for processing the intensive rainfalls and to refresh some of the statistical estimates for the studied areas. The methodologies used in Bulgaria for analyzing the intensive rainfalls and produce relevant statistical estimates: - The method of the maximum intensity, used in the National Institute of Meteorology and Hydrology to process and decode the pluviometer's records, followed by distribution fitting for each precipitation duration period; - As the above, but with separate modeling of probability distribution for the middle and high probability quantiles. - Method is similar to the first one, but with a threshold of 0,36 mm/min of intensity; - Another method proposed by the Russian hydrologist G. A. Aleksiev for regionalization of estimates over some territory, improved and adapted by S. Gerasimov for Bulgaria; - Next method is considering only

A heteroscedastic generalized linear model with a non-normal speed factor for responses and response times.

Science.gov (United States)

Molenaar, Dylan; Bolsinova, Maria

2017-05-01

In generalized linear modelling of responses and response times, the observed response time variables are commonly transformed to make their distribution approximately normal. A normal distribution for the transformed response times is desirable as it justifies the linearity and homoscedasticity assumptions in the underlying linear model. Past research has, however, shown that the transformed response times are not always normal. Models have been developed to accommodate this violation. In the present study, we propose a modelling approach for responses and response times to test and model non-normality in the transformed response times. Most importantly, we distinguish between non-normality due to heteroscedastic residual variances, and non-normality due to a skewed speed factor. In a simulation study, we establish parameter recovery and the power to separate both effects. In addition, we apply the model to a real data set. © 2017 The Authors. British Journal of Mathematical and Statistical Psychology published by John Wiley & Sons Ltd on behalf of British Psychological Society.

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.

Increase in tumor control and normal tissue complication probabilities in advanced head-and-neck cancer for dose-escalated intensity-modulated photon and proton therapy

Directory of Open Access Journals (Sweden)

Annika eJakobi

2015-11-01

Full Text Available Introduction:Presently used radio-chemotherapy regimens result in moderate local control rates for patients with advanced head and neck squamous cell carcinoma (HNSCC. Dose escalation (DE may be an option to improve patient outcome, but may also increase the risk of toxicities in healthy tissue. The presented treatment planning study evaluated the feasibility of two DE levels for advanced HNSCC patients, planned with either intensity-modulated photon therapy (IMXT or proton therapy (IMPT.Materials and Methods:For 45 HNSCC patients, IMXT and IMPT treatment plans were created including DE via a simultaneous integrated boost (SIB in the high-risk volume, while maintaining standard fractionation with 2 Gy per fraction in the remaining target volume. Two DE levels for the SIB were compared: 2.3 Gy and 2.6 Gy. Treatment plan evaluation included assessment of tumor control probabilities (TCP and normal tissue complication probabilities (NTCP.Results:An increase of approximately 10% in TCP was estimated between the DE levels. A pronounced high-dose rim surrounding the SIB volume was identified in IMXT treatment. Compared to IMPT, this extra dose slightly increased the TCP values and to a larger extent the NTCP values. For both modalities, the higher DE level led only to a small increase in NTCP values (mean differences < 2% in all models, except for the risk of aspiration, which increased on average by 8% and 6% with IMXT and IMPT, respectively, but showed a considerable patient dependence. Conclusions:Both DE levels appear applicable to patients with IMXT and IMPT since all calculated NTCP values, except for one, increased only little for the higher DE level. The estimated TCP increase is of relevant magnitude. The higher DE schedule needs to be investigated carefully in the setting of a prospective clinical trial, especially regarding toxicities caused by high local doses that lack a sound dose response description, e.g., ulcers.

Multifractals embedded in short time series: An unbiased estimation of probability moment

Science.gov (United States)

Qiu, Lu; Yang, Tianguang; Yin, Yanhua; Gu, Changgui; Yang, Huijie

2016-12-01

An exact estimation of probability moments is the base for several essential concepts, such as the multifractals, the Tsallis entropy, and the transfer entropy. By means of approximation theory we propose a new method called factorial-moment-based estimation of probability moments. Theoretical prediction and computational results show that it can provide us an unbiased estimation of the probability moments of continuous order. Calculations on probability redistribution model verify that it can extract exactly multifractal behaviors from several hundred recordings. Its powerfulness in monitoring evolution of scaling behaviors is exemplified by two empirical cases, i.e., the gait time series for fast, normal, and slow trials of a healthy volunteer, and the closing price series for Shanghai stock market. By using short time series with several hundred lengths, a comparison with the well-established tools displays significant advantages of its performance over the other methods. The factorial-moment-based estimation can evaluate correctly the scaling behaviors in a scale range about three generations wider than the multifractal detrended fluctuation analysis and the basic estimation. The estimation of partition function given by the wavelet transform modulus maxima has unacceptable fluctuations. Besides the scaling invariance focused in the present paper, the proposed factorial moment of continuous order can find its various uses, such as finding nonextensive behaviors of a complex system and reconstructing the causality relationship network between elements of a complex system.

Factors influencing reporting and harvest probabilities in North American geese

Science.gov (United States)

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

2009-01-01

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

The return period analysis of natural disasters with statistical modeling of bivariate joint probability distribution.

Science.gov (United States)

Li, Ning; Liu, Xueqin; Xie, Wei; Wu, Jidong; Zhang, Peng

2013-01-01

New features of natural disasters have been observed over the last several years. The factors that influence the disasters' formation mechanisms, regularity of occurrence and main characteristics have been revealed to be more complicated and diverse in nature than previously thought. As the uncertainty involved increases, the variables need to be examined further. This article discusses the importance and the shortage of multivariate analysis of natural disasters and presents a method to estimate the joint probability of the return periods and perform a risk analysis. Severe dust storms from 1990 to 2008 in Inner Mongolia were used as a case study to test this new methodology, as they are normal and recurring climatic phenomena on Earth. Based on the 79 investigated events and according to the dust storm definition with bivariate, the joint probability distribution of severe dust storms was established using the observed data of maximum wind speed and duration. The joint return periods of severe dust storms were calculated, and the relevant risk was analyzed according to the joint probability. The copula function is able to simulate severe dust storm disasters accurately. The joint return periods generated are closer to those observed in reality than the univariate return periods and thus have more value in severe dust storm disaster mitigation, strategy making, program design, and improvement of risk management. This research may prove useful in risk-based decision making. The exploration of multivariate analysis methods can also lay the foundation for further applications in natural disaster risk analysis. © 2012 Society for Risk Analysis.

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

From explicit to implicit normal mode initialization of a limited-area model

Energy Technology Data Exchange (ETDEWEB)

Bijlsma, S.J.

2013-02-15

In this note the implicit normal mode initialization of a limited-area model is discussed from a different point of view. To that end it is shown that the equations describing the explicit normal mode initialization applied to the shallow water equations in differentiated form on the sphere can readily be derived in normal mode space if the model equations are separable, but only in the case of stationary Rossby modes can be transformed into the implicit equations in physical space. This is a consequence of the simple relations between the components of the different modes in that case. In addition a simple eigenvalue problem is given for the frequencies of the gravity waves. (orig.)

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

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

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 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)

Population Synthesis Models for Normal Galaxies with Dusty Disks

Directory of Open Access Journals (Sweden)

Kyung-Won Suh

2003-09-01

Full Text Available To investigate the SEDs of galaxies considering the dust extinction processes in the galactic disks, we present the population synthesis models for normal galaxies with dusty disks. We use PEGASE (Fioc & Rocca-Volmerange 1997 to model them with standard input parameters for stars and new dust parameters. We find that the model results are strongly dependent on the dust parameters as well as other parameters (e.g. star formation history. We compare the model results with the observations and discuss about the possible explanations. We find that the dust opacity functions derived from studies of asymptotic giant branch stars are useful for modeling a galaxy with a dusty disk.

Bayesian modeling and inference for diagnostic accuracy and probability of disease based on multiple diagnostic biomarkers with and without a perfect reference standard.

Science.gov (United States)

Jafarzadeh, S Reza; Johnson, Wesley O; Gardner, Ian A

2016-03-15

The area under the receiver operating characteristic (ROC) curve (AUC) is used as a performance metric for quantitative tests. Although multiple biomarkers may be available for diagnostic or screening purposes, diagnostic accuracy is often assessed individually rather than in combination. In this paper, we consider the interesting problem of combining multiple biomarkers for use in a single diagnostic criterion with the goal of improving the diagnostic accuracy above that of an individual biomarker. The diagnostic criterion created from multiple biomarkers is based on the predictive probability of disease, conditional on given multiple biomarker outcomes. If the computed predictive probability exceeds a specified cutoff, the corresponding subject is allocated as 'diseased'. This defines a standard diagnostic criterion that has its own ROC curve, namely, the combined ROC (cROC). The AUC metric for cROC, namely, the combined AUC (cAUC), is used to compare the predictive criterion based on multiple biomarkers to one based on fewer biomarkers. A multivariate random-effects model is proposed for modeling multiple normally distributed dependent scores. Bayesian methods for estimating ROC curves and corresponding (marginal) AUCs are developed when a perfect reference standard is not available. In addition, cAUCs are computed to compare the accuracy of different combinations of biomarkers for diagnosis. The methods are evaluated using simulations and are applied to data for Johne's disease (paratuberculosis) in cattle. Copyright © 2015 John Wiley & Sons, Ltd.

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

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

Directory of Open Access Journals (Sweden)

Samy Ismail Elmahdy

2016-01-01

Full Text Available In the current study, Penang Island, which is one of the several mountainous areas in Malaysia that is often subjected to landslide hazard, was chosen for further investigation. A multi-criteria Evaluation and the spatial probability weighted approach and model builder was applied to map and analyse landslides in Penang Island. A set of automated algorithms was used to construct new essential geological and morphometric thematic maps from remote sensing data. The maps were ranked using the weighted probability spatial model based on their contribution to the landslide hazard. Results obtained showed that sites at an elevation of 100–300 m, with steep slopes of 10°–37° and slope direction (aspect in the E and SE directions were areas of very high and high probability for the landslide occurrence; the total areas were 21.393 km2 (11.84% and 58.690 km2 (32.48%, respectively. The obtained map was verified by comparing variogram models of the mapped and the occurred landslide locations and showed a strong correlation with the locations of occurred landslides, indicating that the proposed method can successfully predict the unpredictable landslide hazard. The method is time and cost effective and can be used as a reference for geological and geotechnical engineers.

Computer modeling the boron compound factor in normal brain tissue

International Nuclear Information System (INIS)

Gavin, P.R.; Huiskamp, R.; Wheeler, F.J.; Griebenow, M.L.

1993-01-01

The macroscopic distribution of borocaptate sodium (Na 2 B 12 H 11 SH or BSH) in normal tissues has been determined and can be accurately predicted from the blood concentration. The compound para-borono-phenylalanine (p-BPA) has also been studied in dogs and normal tissue distribution has been determined. The total physical dose required to reach a biological isoeffect appears to increase directly as the proportion of boron capture dose increases. This effect, together with knowledge of the macrodistribution, led to estimates of the influence of the microdistribution of the BSH compound. This paper reports a computer model that was used to predict the compound factor for BSH and p-BPA and, hence, the equivalent radiation in normal tissues. The compound factor would need to be calculated for other compounds with different distributions. This information is needed to design appropriate normal tissue tolerance studies for different organ systems and/or different boron compounds

Joint probabilities and quantum cognition

International Nuclear Information System (INIS)

Acacio de Barros, J.

2012-01-01

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

Joint probabilities and quantum cognition

Energy Technology Data Exchange (ETDEWEB)

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

2012-12-18

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

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

Directory of Open Access Journals (Sweden)

Richard R Stein

2015-07-01

Full Text Available Maximum entropy-based inference methods have been successfully used to infer direct interactions from biological datasets such as gene expression data or sequence ensembles. Here, we review undirected pairwise maximum-entropy probability models in two categories of data types, those with continuous and categorical random variables. As a concrete example, we present recently developed inference methods from the field of protein contact prediction and show that a basic set of assumptions leads to similar solution strategies for inferring the model parameters in both variable types. These parameters reflect interactive couplings between observables, which can be used to predict global properties of the biological system. Such methods are applicable to the important problems of protein 3-D structure prediction and association of gene-gene networks, and they enable potential applications to the analysis of gene alteration patterns and to protein design.

Probability

CERN Document Server

Shiryaev, A N

1996-01-01

This book contains a systematic treatment of probability from the ground up, starting with intuitive ideas and gradually developing more sophisticated subjects, such as random walks, martingales, Markov chains, ergodic theory, weak convergence of probability measures, stationary stochastic processes, and the Kalman-Bucy filter Many examples are discussed in detail, and there are a large number of exercises The book is accessible to advanced undergraduates and can be used as a text for self-study This new edition contains substantial revisions and updated references The reader will find a deeper study of topics such as the distance between probability measures, metrization of weak convergence, and contiguity of probability measures Proofs for a number of some important results which were merely stated in the first edition have been added The author included new material on the probability of large deviations, and on the central limit theorem for sums of dependent random variables

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

Science.gov (United States)

Tan, Elcin

A new physically-based methodology for probable maximum precipitation (PMP) estimation is developed over the American River Watershed (ARW) using the Weather Research and Forecast (WRF-ARW) model. A persistent moisture flux convergence pattern, called Pineapple Express, is analyzed for 42 historical extreme precipitation events, and it is found that Pineapple Express causes extreme precipitation over the basin of interest. An average correlation between moisture flux convergence and maximum precipitation is estimated as 0.71 for 42 events. The performance of the WRF model is verified for precipitation by means of calibration and independent validation of the model. The calibration procedure is performed only for the first ranked flood event 1997 case, whereas the WRF model is validated for 42 historical cases. Three nested model domains are set up with horizontal resolutions of 27 km, 9 km, and 3 km over the basin of interest. As a result of Chi-square goodness-of-fit tests, the hypothesis that "the WRF model can be used in the determination of PMP over the ARW for both areal average and point estimates" is accepted at the 5% level of significance. The sensitivities of model physics options on precipitation are determined using 28 microphysics, atmospheric boundary layer, and cumulus parameterization schemes combinations. It is concluded that the best triplet option is Thompson microphysics, Grell 3D ensemble cumulus, and YSU boundary layer (TGY), based on 42 historical cases, and this TGY triplet is used for all analyses of this research. Four techniques are proposed to evaluate physically possible maximum precipitation using the WRF: 1. Perturbations of atmospheric conditions; 2. Shift in atmospheric conditions; 3. Replacement of atmospheric conditions among historical events; and 4. Thermodynamically possible worst-case scenario creation. Moreover, climate change effect on precipitation is discussed by emphasizing temperature increase in order to determine the

Currents, HF Radio-derived, Monterey Bay, Normal Model, Zonal, EXPERIMENTAL

Data.gov (United States)

National Oceanic and Atmospheric Administration, Department of Commerce — The data is the zonal component of ocean surface currents derived from High Frequency Radio-derived measurements, with missing values filled in by a normal model....

Estimating structural equation models with non-normal variables by using transformations

NARCIS (Netherlands)

Montfort, van K.; Mooijaart, A.; Meijerink, F.

2009-01-01

We discuss structural equation models for non-normal variables. In this situation the maximum likelihood and the generalized least-squares estimates of the model parameters can give incorrect estimates of the standard errors and the associated goodness-of-fit chi-squared statistics. If the sample

Understanding the implementation of complex interventions in health care: the normalization process model

Directory of Open Access Journals (Sweden)

Rogers Anne

2007-09-01

Full Text Available Abstract Background The Normalization Process Model is a theoretical model that assists in explaining the processes by which complex interventions become routinely embedded in health care practice. It offers a framework for process evaluation and also for comparative studies of complex interventions. It focuses on the factors that promote or inhibit the routine embedding of complex interventions in health care practice. Methods A formal theory structure is used to define the model, and its internal causal relations and mechanisms. The model is broken down to show that it is consistent and adequate in generating accurate description, systematic explanation, and the production of rational knowledge claims about the workability and integration of complex interventions. Results The model explains the normalization of complex interventions by reference to four factors demonstrated to promote or inhibit the operationalization and embedding of complex interventions (interactional workability, relational integration, skill-set workability, and contextual integration. Conclusion The model is consistent and adequate. Repeated calls for theoretically sound process evaluations in randomized controlled trials of complex interventions, and policy-makers who call for a proper understanding of implementation processes, emphasize the value of conceptual tools like the Normalization Process Model.

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

DEFF Research Database (Denmark)

Lühr, Armin; Löck, Steffen; Jakobi, Annika

2017-01-01

PURPOSE: Objectives of this work are (1) to derive a general clinically relevant approach to model tumor control probability (TCP) for spatially variable risk of failure and (2) to demonstrate its applicability by estimating TCP for patients planned for photon and proton irradiation. METHODS AND ...

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

International Nuclear Information System (INIS)

Bovy, Jo; Hogg, David W.; Weaver, Benjamin A.; Myers, Adam D.; Hennawi, Joseph F.; McMahon, Richard G.; Schiminovich, David; Sheldon, Erin S.; Brinkmann, Jon; Schneider, Donald P.

2012-01-01

We describe a technique for simultaneously classifying and estimating the redshift of quasars. It can separate quasars from stars in arbitrary redshift ranges, estimate full posterior distribution functions for the redshift, and naturally incorporate flux uncertainties, missing data, and multi-wavelength photometry. We build models of quasars in flux-redshift space by applying the extreme deconvolution technique to estimate the underlying density. By integrating this density over redshift, one can obtain quasar flux densities in different redshift ranges. This approach allows for efficient, consistent, and fast classification and photometric redshift estimation. This is achieved by combining the speed obtained by choosing simple analytical forms as the basis of our density model with the flexibility of non-parametric models through the use of many simple components with many parameters. We show that this technique is competitive with the best photometric quasar classification techniques—which are limited to fixed, broad redshift ranges and high signal-to-noise ratio data—and with the best photometric redshift techniques when applied to broadband optical data. We demonstrate that the inclusion of UV and NIR data significantly improves photometric quasar-star separation and essentially resolves all of the redshift degeneracies for quasars inherent to the ugriz filter system, even when included data have a low signal-to-noise ratio. For quasars spectroscopically confirmed by the SDSS 84% and 97% of the objects with Galaxy Evolution Explorer UV and UKIDSS NIR data have photometric redshifts within 0.1 and 0.3, respectively, of the spectroscopic redshift; this amounts to about a factor of three improvement over ugriz-only photometric redshifts. Our code to calculate quasar probabilities and redshift probability distributions is publicly available.

Modeling the probability distribution of positional errors incurred by residential address geocoding

Directory of Open Access Journals (Sweden)

Mazumdar Soumya

2007-01-01

Full Text Available Abstract Background The assignment of a point-level geocode to subjects' residences is an important data assimilation component of many geographic public health studies. Often, these assignments are made by a method known as automated geocoding, which attempts to match each subject's address to an address-ranged street segment georeferenced within a streetline database and then interpolate the position of the address along that segment. Unfortunately, this process results in positional errors. Our study sought to model the probability distribution of positional errors associated with automated geocoding and E911 geocoding. Results Positional errors were determined for 1423 rural addresses in Carroll County, Iowa as the vector difference between each 100%-matched automated geocode and its true location as determined by orthophoto and parcel information. Errors were also determined for 1449 60%-matched geocodes and 2354 E911 geocodes. Huge (> 15 km outliers occurred among the 60%-matched geocoding errors; outliers occurred for the other two types of geocoding errors also but were much smaller. E911 geocoding was more accurate (median error length = 44 m than 100%-matched automated geocoding (median error length = 168 m. The empirical distributions of positional errors associated with 100%-matched automated geocoding and E911 geocoding exhibited a distinctive Greek-cross shape and had many other interesting features that were not capable of being fitted adequately by a single bivariate normal or t distribution. However, mixtures of t distributions with two or three components fit the errors very well. Conclusion Mixtures of bivariate t distributions with few components appear to be flexible enough to fit many positional error datasets associated with geocoding, yet parsimonious enough to be feasible for nascent applications of measurement-error methodology to spatial epidemiology.

Methods for Reducing Normal Tissue Complication Probabilities in Oropharyngeal Cancer: Dose Reduction or Planning Target Volume Elimination

Energy Technology Data Exchange (ETDEWEB)

Samuels, Stuart E.; Eisbruch, Avraham; Vineberg, Karen; Lee, Jae; Lee, Choonik; Matuszak, Martha M.; Ten Haken, Randall K.; Brock, Kristy K., E-mail: kbrock@med.umich.edu

2016-11-01

Purpose: Strategies to reduce the toxicities of head and neck radiation (ie, dysphagia [difficulty swallowing] and xerostomia [dry mouth]) are currently underway. However, the predicted benefit of dose and planning target volume (PTV) reduction strategies is unknown. The purpose of the present study was to compare the normal tissue complication probabilities (NTCP) for swallowing and salivary structures in standard plans (70 Gy [P70]), dose-reduced plans (60 Gy [P60]), and plans eliminating the PTV margin. Methods and Materials: A total of 38 oropharyngeal cancer (OPC) plans were analyzed. Standard organ-sparing volumetric modulated arc therapy plans (P70) were created and then modified by eliminating the PTVs and treating the clinical tumor volumes (CTVs) only (C70) or maintaining the PTV but reducing the dose to 60 Gy (P60). NTCP dose models for the pharyngeal constrictors, glottis/supraglottic larynx, parotid glands (PGs), and submandibular glands (SMGs) were analyzed. The minimal clinically important benefit was defined as a mean change in NTCP of >5%. The P70 NTCP thresholds and overlap percentages of the organs at risk with the PTVs (56-59 Gy, vPTV{sub 56}) were evaluated to identify the predictors for NTCP improvement. Results: With the P60 plans, only the ipsilateral PG (iPG) benefited (23.9% vs 16.2%; P<.01). With the C70 plans, only the iPG (23.9% vs 17.5%; P<.01) and contralateral SMG (cSMG) (NTCP 32.1% vs 22.9%; P<.01) benefited. An iPG NTCP threshold of 20% and 30% predicted NTCP benefits for the P60 and C70 plans, respectively (P<.001). A cSMG NTCP threshold of 30% predicted for an NTCP benefit with the C70 plans (P<.001). Furthermore, for the iPG, a vPTV{sub 56} >13% predicted benefit with P60 (P<.001) and C70 (P=.002). For the cSMG, a vPTV{sub 56} >22% predicted benefit with C70 (P<.01). Conclusions: PTV elimination and dose-reduction lowered the NTCP of the iPG, and PTV elimination lowered the NTCP of the cSMG. NTCP thresholds and the

Subjective Probabilities for State-Dependent Continuous Utility

NARCIS (Netherlands)

P.P. Wakker (Peter)

1987-01-01

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

Contributions to quantum probability

International Nuclear Information System (INIS)

Fritz, Tobias

2010-01-01

Chapter 1: On the existence of quantum representations for two dichotomic measurements. Under which conditions do outcome probabilities of measurements possess a quantum-mechanical model? This kind of problem is solved here for the case of two dichotomic von Neumann measurements which can be applied repeatedly to a quantum system with trivial dynamics. The solution uses methods from the theory of operator algebras and the theory of moment problems. The ensuing conditions reveal surprisingly simple relations between certain quantum-mechanical probabilities. It also shown that generally, none of these relations holds in general probabilistic models. This result might facilitate further experimental discrimination between quantum mechanics and other general probabilistic theories. Chapter 2: Possibilistic Physics. I try to outline a framework for fundamental physics where the concept of probability gets replaced by the concept of possibility. Whereas a probabilistic theory assigns a state-dependent probability value to each outcome of each measurement, a possibilistic theory merely assigns one of the state-dependent labels ''possible to occur'' or ''impossible to occur'' to each outcome of each measurement. It is argued that Spekkens' combinatorial toy theory of quantum mechanics is inconsistent in a probabilistic framework, but can be regarded as possibilistic. Then, I introduce the concept of possibilistic local hidden variable models and derive a class of possibilistic Bell inequalities which are violated for the possibilistic Popescu-Rohrlich boxes. The chapter ends with a philosophical discussion on possibilistic vs. probabilistic. It can be argued that, due to better falsifiability properties, a possibilistic theory has higher predictive power than a probabilistic one. Chapter 3: The quantum region for von Neumann measurements with postselection. It is determined under which conditions a probability distribution on a finite set can occur as the outcome

Electrofishing capture probability of smallmouth bass in streams

Science.gov (United States)

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

2007-01-01

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

Method of normal coordinates in the formulation of a system with dissipation: The harmonic oscillator

International Nuclear Information System (INIS)

Mshelia, E.D.

1994-07-01

The method of normal coordinates of the theory of vibrations is used in decoupling the motion of n oscillators (1 ≤ n ≤4) representing intrinsic degrees of freedom coupled to collective motion in a quantum mechanical model that allows the determination of the probability for energy transfer from collective to intrinsic excitations in a dissipative system. (author). 21 refs

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

Science.gov (United States)

de Uña-Álvarez, Jacobo; Meira-Machado, Luís

2015-06-01

Multi-state models are often used for modeling complex event history data. In these models the estimation of the transition probabilities is of particular interest, since they allow for long-term predictions of the process. These quantities have been traditionally estimated by the Aalen-Johansen estimator, which is consistent if the process is Markov. Several non-Markov estimators have been proposed in the recent literature, and their superiority with respect to the Aalen-Johansen estimator has been proved in situations in which the Markov condition is strongly violated. However, the existing estimators have the drawback of requiring that the support of the censoring distribution contains the support of the lifetime distribution, which is not often the case. In this article, we propose two new methods for estimating the transition probabilities in the progressive illness-death model. Some asymptotic results are derived. The proposed estimators are consistent regardless the Markov condition and the referred assumption about the censoring support. We explore the finite sample behavior of the estimators through simulations. The main conclusion of this piece of research is that the proposed estimators are much more efficient than the existing non-Markov estimators in most cases. An application to a clinical trial on colon cancer is included. Extensions to progressive processes beyond the three-state illness-death model are discussed. © 2015, The International Biometric Society.

A hydroclimatological approach to predicting regional landslide probability using Landlab

Directory of Open Access Journals (Sweden)

R. Strauch

2018-02-01

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

A hydroclimatological approach to predicting regional landslide probability using Landlab

Science.gov (United States)

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

2018-02-01

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

Fundamentals of applied probability and random processes

CERN Document Server

Ibe, Oliver

2005-01-01

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

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

Science.gov (United States)

Karim, Mohammad Ehsanul; Platt, Robert W

2017-06-15

Correct specification of the inverse probability weighting (IPW) model is necessary for consistent inference from a marginal structural Cox model (MSCM). In practical applications, researchers are typically unaware of the true specification of the weight model. Nonetheless, IPWs are commonly estimated using parametric models, such as the main-effects logistic regression model. In practice, assumptions underlying such models may not hold and data-adaptive statistical learning methods may provide an alternative. Many candidate statistical learning approaches are available in the literature. However, the optimal approach for a given dataset is impossible to predict. Super learner (SL) has been proposed as a tool for selecting an optimal learner from a set of candidates using cross-validation. In this study, we evaluate the usefulness of a SL in estimating IPW in four different MSCM simulation scenarios, in which we varied the specification of the true weight model specification (linear and/or additive). Our simulations show that, in the presence of weight model misspecification, with a rich and diverse set of candidate algorithms, SL can generally offer a better alternative to the commonly used statistical learning approaches in terms of MSE as well as the coverage probabilities of the estimated effect in an MSCM. The findings from the simulation studies guided the application of the MSCM in a multiple sclerosis cohort from British Columbia, Canada (1995-2008), to estimate the impact of beta-interferon treatment in delaying disability progression. Copyright © 2017 John Wiley & Sons, Ltd. Copyright © 2017 John Wiley & Sons, Ltd.

Upper Bounds for Ruin Probability with Stochastic Investment Return

Institute of Scientific and Technical Information of China (English)

ZHANG Lihong

2005-01-01

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

Condition monitoring with wind turbine SCADA data using Neuro-Fuzzy normal behavior models

DEFF Research Database (Denmark)

Schlechtingen, Meik; Santos, Ilmar

2012-01-01

System (ANFIS) models are employed to learn the normal behavior in a training phase, where the component condition can be considered healthy. In the application phase the trained models are applied to predict the target signals, e.g. temperatures, pressures, currents, power output, etc. The behavior......This paper presents the latest research results of a project that focuses on normal behavior models for condition monitoring of wind turbines and their components, via ordinary Supervisory Control And Data Acquisition (SCADA) data. In this machine learning approach Adaptive Neuro-Fuzzy Interference...... of the prediction error is used as an indicator for normal and abnormal behavior, with respect to the learned behavior. The advantage of this approach is that the prediction error is widely decoupled from the typical fluctuations of the SCADA data caused by the different turbine operational modes. To classify...