Meta-analysis of Gaussian individual patient data: Two-stage or not two-stage?

Science.gov (United States)

Morris, Tim P; Fisher, David J; Kenward, Michael G; Carpenter, James R

2018-04-30

Quantitative evidence synthesis through meta-analysis is central to evidence-based medicine. For well-documented reasons, the meta-analysis of individual patient data is held in higher regard than aggregate data. With access to individual patient data, the analysis is not restricted to a "two-stage" approach (combining estimates and standard errors) but can estimate parameters of interest by fitting a single model to all of the data, a so-called "one-stage" analysis. There has been debate about the merits of one- and two-stage analysis. Arguments for one-stage analysis have typically noted that a wider range of models can be fitted and overall estimates may be more precise. The two-stage side has emphasised that the models that can be fitted in two stages are sufficient to answer the relevant questions, with less scope for mistakes because there are fewer modelling choices to be made in the two-stage approach. For Gaussian data, we consider the statistical arguments for flexibility and precision in small-sample settings. Regarding flexibility, several of the models that can be fitted only in one stage may not be of serious interest to most meta-analysis practitioners. Regarding precision, we consider fixed- and random-effects meta-analysis and see that, for a model making certain assumptions, the number of stages used to fit this model is irrelevant; the precision will be approximately equal. Meta-analysts should choose modelling assumptions carefully. Sometimes relevant models can only be fitted in one stage. Otherwise, meta-analysts are free to use whichever procedure is most convenient to fit the identified model. © 2018 The Authors. Statistics in Medicine Published by John Wiley & Sons Ltd.

A Risk-Based Interval Two-Stage Programming Model for Agricultural System Management under Uncertainty

Directory of Open Access Journals (Sweden)

Ye Xu

2016-01-01

Full Text Available Nonpoint source (NPS pollution caused by agricultural activities is main reason that water quality in watershed becomes worse, even leading to deterioration. Moreover, pollution control is accompanied with revenue’s fall for agricultural system. How to design and generate a cost-effective and environmentally friendly agricultural production pattern is a critical issue for local managers. In this study, a risk-based interval two-stage programming model (RBITSP was developed. Compared to general ITSP model, significant contribution made by RBITSP model was that it emphasized importance of financial risk under various probabilistic levels, rather than only being concentrated on expected economic benefit, where risk is expressed as the probability of not meeting target profit under each individual scenario realization. This way effectively avoided solutions’ inaccuracy caused by traditional expected objective function and generated a variety of solutions through adjusting weight coefficients, which reflected trade-off between system economy and reliability. A case study of agricultural production management with the Tai Lake watershed was used to demonstrate superiority of proposed model. Obtained results could be a base for designing land-structure adjustment patterns and farmland retirement schemes and realizing balance of system benefit, system-failure risk, and water-body protection.

Probabilistic Modeling of Wind Turbine Drivetrain Components

DEFF Research Database (Denmark)

Rafsanjani, Hesam Mirzaei

Wind energy is one of several energy sources in the world and a rapidly growing industry in the energy sector. When placed in offshore or onshore locations, wind turbines are exposed to wave excitations, highly dynamic wind loads and/or the wakes from other wind turbines. Therefore, most components...... in a wind turbine experience highly dynamic and time-varying loads. These components may fail due to wear or fatigue, and this can lead to unplanned shutdown repairs that are very costly. The design by deterministic methods using safety factors is generally unable to account for the many uncertainties. Thus......, a reliability assessment should be based on probabilistic methods where stochastic modeling of failures is performed. This thesis focuses on probabilistic models and the stochastic modeling of the fatigue life of the wind turbine drivetrain. Hence, two approaches are considered for stochastic modeling...

Probabilistic reasoning for assembly-based 3D modeling

KAUST Repository

Chaudhuri, Siddhartha

2011-01-01

Assembly-based modeling is a promising approach to broadening the accessibility of 3D modeling. In assembly-based modeling, new models are assembled from shape components extracted from a database. A key challenge in assembly-based modeling is the identification of relevant components to be presented to the user. In this paper, we introduce a probabilistic reasoning approach to this problem. Given a repository of shapes, our approach learns a probabilistic graphical model that encodes semantic and geometric relationships among shape components. The probabilistic model is used to present components that are semantically and stylistically compatible with the 3D model that is being assembled. Our experiments indicate that the probabilistic model increases the relevance of presented components. © 2011 ACM.

Formulation of probabilistic models of protein structure in atomic detail using the reference ratio method

DEFF Research Database (Denmark)

Valentin, Jan B.; Andreetta, Christian; Boomsma, Wouter

2014-01-01

We propose a method to formulate probabilistic models of protein structure in atomic detail, for a given amino acid sequence, based on Bayesian principles, while retaining a close link to physics. We start from two previously developed probabilistic models of protein structure on a local length s....... The results indicate that the proposed method and the probabilistic models show considerable promise for probabilistic protein structure prediction and related applications. © 2013 Wiley Periodicals, Inc....

Integration of Advanced Probabilistic Analysis Techniques with Multi-Physics Models

Energy Technology Data Exchange (ETDEWEB)

Cetiner, Mustafa Sacit; none,; Flanagan, George F. [ORNL; Poore III, Willis P. [ORNL; Muhlheim, Michael David [ORNL

2014-07-30

An integrated simulation platform that couples probabilistic analysis-based tools with model-based simulation tools can provide valuable insights for reactive and proactive responses to plant operating conditions. The objective of this work is to demonstrate the benefits of a partial implementation of the Small Modular Reactor (SMR) Probabilistic Risk Assessment (PRA) Detailed Framework Specification through the coupling of advanced PRA capabilities and accurate multi-physics plant models. Coupling a probabilistic model with a multi-physics model will aid in design, operations, and safety by providing a more accurate understanding of plant behavior. This represents the first attempt at actually integrating these two types of analyses for a control system used for operations, on a faster than real-time basis. This report documents the development of the basic communication capability to exchange data with the probabilistic model using Reliability Workbench (RWB) and the multi-physics model using Dymola. The communication pathways from injecting a fault (i.e., failing a component) to the probabilistic and multi-physics models were successfully completed. This first version was tested with prototypic models represented in both RWB and Modelica. First, a simple event tree/fault tree (ET/FT) model was created to develop the software code to implement the communication capabilities between the dynamic-link library (dll) and RWB. A program, written in C#, successfully communicates faults to the probabilistic model through the dll. A systems model of the Advanced Liquid-Metal Reactor–Power Reactor Inherently Safe Module (ALMR-PRISM) design developed under another DOE project was upgraded using Dymola to include proper interfaces to allow data exchange with the control application (ConApp). A program, written in C+, successfully communicates faults to the multi-physics model. The results of the example simulation were successfully plotted.

Fleet Planning Decision-Making: Two-Stage Optimization with Slot Purchase

Directory of Open Access Journals (Sweden)

Lay Eng Teoh

2016-01-01

Full Text Available Essentially, strategic fleet planning is vital for airlines to yield a higher profit margin while providing a desired service frequency to meet stochastic demand. In contrast to most studies that did not consider slot purchase which would affect the service frequency determination of airlines, this paper proposes a novel approach to solve the fleet planning problem subject to various operational constraints. A two-stage fleet planning model is formulated in which the first stage selects the individual operating route that requires slot purchase for network expansions while the second stage, in the form of probabilistic dynamic programming model, determines the quantity and type of aircraft (with the corresponding service frequency to meet the demand profitably. By analyzing an illustrative case study (with 38 international routes, the results show that the incorporation of slot purchase in fleet planning is beneficial to airlines in achieving economic and social sustainability. The developed model is practically viable for airlines not only to provide a better service quality (via a higher service frequency to meet more demand but also to obtain a higher revenue and profit margin, by making an optimal slot purchase and fleet planning decision throughout the long-term planning horizon.

On A Two-Stage Supply Chain Model In The Manufacturing Industry ...

African Journals Online (AJOL)

We model a two-stage supply chain where the upstream stage (stage 2) always meet demand from the downstream stage (stage 1).Demand is stochastic hence shortages will occasionally occur at stage 2. Stage 2 must fill these shortages by expediting using overtime production and/or backordering. We derive optimal ...

A Two Stage Solution Procedure for Production Planning System with Advance Demand Information

Science.gov (United States)

Ueno, Nobuyuki; Kadomoto, Kiyotaka; Hasuike, Takashi; Okuhara, Koji

We model for ‘Naiji System’ which is a unique corporation technique between a manufacturer and suppliers in Japan. We propose a two stage solution procedure for a production planning problem with advance demand information, which is called ‘Naiji’. Under demand uncertainty, this model is formulated as a nonlinear stochastic programming problem which minimizes the sum of production cost and inventory holding cost subject to a probabilistic constraint and some linear production constraints. By the convexity and the special structure of correlation matrix in the problem where inventory for different periods is not independent, we propose a solution procedure with two stages which are named Mass Customization Production Planning & Management System (MCPS) and Variable Mesh Neighborhood Search (VMNS) based on meta-heuristics. It is shown that the proposed solution procedure is available to get a near optimal solution efficiently and practical for making a good master production schedule in the suppliers.

A probabilistic model of RNA conformational space

DEFF Research Database (Denmark)

Frellsen, Jes; Moltke, Ida; Thiim, Martin

2009-01-01

efficient sampling of RNA conformations in continuous space, and with associated probabilities. We show that the model captures several key features of RNA structure, such as its rotameric nature and the distribution of the helix lengths. Furthermore, the model readily generates native-like 3-D......, the discrete nature of the fragments necessitates the use of carefully tuned, unphysical energy functions, and their non-probabilistic nature impairs unbiased sampling. We offer a solution to the sampling problem that removes these important limitations: a probabilistic model of RNA structure that allows......The increasing importance of non-coding RNA in biology and medicine has led to a growing interest in the problem of RNA 3-D structure prediction. As is the case for proteins, RNA 3-D structure prediction methods require two key ingredients: an accurate energy function and a conformational sampling...

Modeling and control of an unstable system using probabilistic fuzzy inference system

Directory of Open Access Journals (Sweden)

Sozhamadevi N.

2015-09-01

Full Text Available A new type Fuzzy Inference System is proposed, a Probabilistic Fuzzy Inference system which model and minimizes the effects of statistical uncertainties. The blend of two different concepts, degree of truth and probability of truth in a unique framework leads to this new concept. This combination is carried out both in Fuzzy sets and Fuzzy rules, which gives rise to Probabilistic Fuzzy Sets and Probabilistic Fuzzy Rules. Introducing these probabilistic elements, a distinctive probabilistic fuzzy inference system is developed and this involves fuzzification, inference and output processing. This integrated approach accounts for all of the uncertainty like rule uncertainties and measurement uncertainties present in the systems and has led to the design which performs optimally after training. In this paper a Probabilistic Fuzzy Inference System is applied for modeling and control of a highly nonlinear, unstable system and also proved its effectiveness.

Probabilistic reasoning with graphical security models

NARCIS (Netherlands)

Kordy, Barbara; Pouly, Marc; Schweitzer, Patrick

This work provides a computational framework for meaningful probabilistic evaluation of attack–defense scenarios involving dependent actions. We combine the graphical security modeling technique of attack–defense trees with probabilistic information expressed in terms of Bayesian networks. In order

Probabilistic Modeling of Timber Structures

DEFF Research Database (Denmark)

Köhler, J.D.; Sørensen, John Dalsgaard; Faber, Michael Havbro

2005-01-01

The present paper contains a proposal for the probabilistic modeling of timber material properties. It is produced in the context of the Probabilistic Model Code (PMC) of the Joint Committee on Structural Safety (JCSS) and of the COST action E24 'Reliability of Timber Structures'. The present...... proposal is based on discussions and comments from participants of the COST E24 action and the members of the JCSS. The paper contains a description of the basic reference properties for timber strength parameters and ultimate limit state equations for components and connections. The recommended...

A probabilistic graphical model based stochastic input model construction

International Nuclear Information System (INIS)

Wan, Jiang; Zabaras, Nicholas

2014-01-01

Model reduction techniques have been widely used in modeling of high-dimensional stochastic input in uncertainty quantification tasks. However, the probabilistic modeling of random variables projected into reduced-order spaces presents a number of computational challenges. Due to the curse of dimensionality, the underlying dependence relationships between these random variables are difficult to capture. In this work, a probabilistic graphical model based approach is employed to learn the dependence by running a number of conditional independence tests using observation data. Thus a probabilistic model of the joint PDF is obtained and the PDF is factorized into a set of conditional distributions based on the dependence structure of the variables. The estimation of the joint PDF from data is then transformed to estimating conditional distributions under reduced dimensions. To improve the computational efficiency, a polynomial chaos expansion is further applied to represent the random field in terms of a set of standard random variables. This technique is combined with both linear and nonlinear model reduction methods. Numerical examples are presented to demonstrate the accuracy and efficiency of the probabilistic graphical model based stochastic input models. - Highlights: • Data-driven stochastic input models without the assumption of independence of the reduced random variables. • The problem is transformed to a Bayesian network structure learning problem. • Examples are given in flows in random media

Probabilistic Modeling of the Renal Stone Formation Module

Science.gov (United States)

Best, Lauren M.; Myers, Jerry G.; Goodenow, Debra A.; McRae, Michael P.; Jackson, Travis C.

2013-01-01

The Integrated Medical Model (IMM) is a probabilistic tool, used in mission planning decision making and medical systems risk assessments. The IMM project maintains a database of over 80 medical conditions that could occur during a spaceflight, documenting an incidence rate and end case scenarios for each. In some cases, where observational data are insufficient to adequately define the inflight medical risk, the IMM utilizes external probabilistic modules to model and estimate the event likelihoods. One such medical event of interest is an unpassed renal stone. Due to a high salt diet and high concentrations of calcium in the blood (due to bone depletion caused by unloading in the microgravity environment) astronauts are at a considerable elevated risk for developing renal calculi (nephrolithiasis) while in space. Lack of observed incidences of nephrolithiasis has led HRP to initiate the development of the Renal Stone Formation Module (RSFM) to create a probabilistic simulator capable of estimating the likelihood of symptomatic renal stone presentation in astronauts on exploration missions. The model consists of two major parts. The first is the probabilistic component, which utilizes probability distributions to assess the range of urine electrolyte parameters and a multivariate regression to transform estimated crystal density and size distributions to the likelihood of the presentation of nephrolithiasis symptoms. The second is a deterministic physical and chemical model of renal stone growth in the kidney developed by Kassemi et al. The probabilistic component of the renal stone model couples the input probability distributions describing the urine chemistry, astronaut physiology, and system parameters with the physical and chemical outputs and inputs to the deterministic stone growth model. These two parts of the model are necessary to capture the uncertainty in the likelihood estimate. The model will be driven by Monte Carlo simulations, continuously

Review of models for use in probabilistic assessments of the disposal of high level radioactive wastes on or beneath the seabed

International Nuclear Information System (INIS)

Hooper, A.G.; Gibson, A.E.

1985-08-01

The report describes a review of computer models applicable to probabilistic assessments of the ocean disposal of vitrified high level waste. Computer models were identified and each evaluated against a common set of criteria. The review covers each stage of the chain of radionuclide transport: canister deterioration and leaching, migration through the bottom sediments, dispersion in the ocean, suspended sediment effects, biological aspects and uptake by man. The models identified are generally at a relatively early stage of development and documentation was often only of a general nature. These overall systems models and sub-models considered to be most suitable for probabilistic assessments were identified and areas of further development identified. (author)

Pipe fracture evaluations for leak-rate detection: Probabilistic models

International Nuclear Information System (INIS)

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

1993-01-01

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

HMM_Model-Checker pour la vérification probabiliste HMM_Model ...

African Journals Online (AJOL)

ASSIA

probabiliste –Télescope Hubble. Abstract. Probabilistic verification for embedded systems continues to attract more and more followers in the research community. Given a probabilistic model, a formula of temporal logic, describing a property of a system and an exploration algorithm to check whether the property is satisfied ...

Probabilistic Modeling and Risk Assessment of Cable Icing

DEFF Research Database (Denmark)

Roldsgaard, Joan Hee

This dissertation addresses the issues related to icing of structures with special emphasis on bridge cables. Cable supported bridges in cold climate suffers for ice accreting on the cables, this poses three different undesirable situations. Firstly the changed shape of the cable due to ice...... preliminary framework is modified for assessing the probability of occurrence of in-cloud and precipitation icing and its duration. Different probabilistic models are utilized for the representation of the meteorological variables and their appropriateness is evaluated both through goodness-of-fit tests...... are influencing the two icing mechanisms and their duration. The model is found to be more sensitive to changes in the discretization levels of the input variables. Thirdly the developed operational probabilistic framework for the assessment of the expected number of occurrences of ice/snow accretion on bridge...

Probabilistic, multi-variate flood damage modelling using random forests and Bayesian networks

Science.gov (United States)

Kreibich, Heidi; Schröter, Kai

2015-04-01

Decisions on flood risk management and adaptation are increasingly based on risk analyses. Such analyses are associated with considerable uncertainty, even more if changes in risk due to global change are expected. Although uncertainty analysis and probabilistic approaches have received increased attention recently, they are hardly applied in flood damage assessments. Most of the damage models usually applied in standard practice have in common that complex damaging processes are described by simple, deterministic approaches like stage-damage functions. This presentation will show approaches for probabilistic, multi-variate flood damage modelling on the micro- and meso-scale and discuss their potential and limitations. Reference: Merz, B.; Kreibich, H.; Lall, U. (2013): Multi-variate flood damage assessment: a tree-based data-mining approach. NHESS, 13(1), 53-64. Schröter, K., Kreibich, H., Vogel, K., Riggelsen, C., Scherbaum, F., Merz, B. (2014): How useful are complex flood damage models? - Water Resources Research, 50, 4, p. 3378-3395.

Probabilistic Load Models for Simulating the Impact of Load Management

DEFF Research Database (Denmark)

Chen, Peiyuan; Bak-Jensen, Birgitte; Chen, Zhe

2009-01-01

. It is concluded that the AR(12) model is favored with limited measurement data and that the joint-normal model may provide better results with a large data set. Both models can be applied in general to model load time series and used in time-sequential simulation of distribution system planning.......This paper analyzes a distribution system load time series through autocorrelation coefficient, power spectral density, probabilistic distribution and quantile value. Two probabilistic load models, i.e. the joint-normal model and the autoregressive model of order 12 (AR(12)), are proposed...... to simulate the impact of load management. The joint-normal model is superior in modeling the tail region of the hourly load distribution and implementing the change of hourly standard deviation. Whereas the AR(12) model requires much less parameter and is superior in modeling the autocorrelation...

Accelerated uncertainty propagation in two-level probabilistic studies under monotony

International Nuclear Information System (INIS)

Limbourg, Philipp; Rocquigny, Etienne de; Andrianov, Guennadi

2010-01-01

Double-level probabilistic uncertainty models that separate aleatory and epistemic components enjoy significant interest in risk assessment. But the expensive computational costs associated with calculations of rare failure probabilities are still a large obstacle in practice. Computing accurately a risk lower than 10 -3 with 95% epistemic confidence usually requires 10 7 -10 8 runs in a brute-force double Monte Carlo. For single-level probabilistic studies, FORM (First Order Reliability Analysis) is a classical recipe allowing fast approximation of failure probabilities while MRM (Monotonous Reliability Method) recently proved an attractive robust alternative under monotony. This paper extends these methods to double-level probabilistic models through two novel algorithms designed to compute a set of failure probabilities or an aleatory risk level with an epistemic confidence quantile. The first, L2-FORM (level-2 FORM), allows a rapid approximation of the failure probabilities through a combination of FORM with new ideas to use similarity between computations. L2-MRM (level-2 MRM), a quadrature approach, provides 100%-guaranteed error bounds on the results. Experiments on three flood prediction problems showed that both algorithms approximate a set of 500 failure probabilities of 10 -3 -10 -2 or derived 95% epistemic quantiles with a total of only 500-1000 function evaluations, outperforming importance sampling, iterative FORM and regression splines metamodels.

Applying a probabilistic seismic-petrophysical inversion and two different rock-physics models for reservoir characterization in offshore Nile Delta

Science.gov (United States)

Aleardi, Mattia

2018-01-01

We apply a two-step probabilistic seismic-petrophysical inversion for the characterization of a clastic, gas-saturated, reservoir located in offshore Nile Delta. In particular, we discuss and compare the results obtained when two different rock-physics models (RPMs) are employed in the inversion. The first RPM is an empirical, linear model directly derived from the available well log data by means of an optimization procedure. The second RPM is a theoretical, non-linear model based on the Hertz-Mindlin contact theory. The first step of the inversion procedure is a Bayesian linearized amplitude versus angle (AVA) inversion in which the elastic properties, and the associated uncertainties, are inferred from pre-stack seismic data. The estimated elastic properties constitute the input to the second step that is a probabilistic petrophysical inversion in which we account for the noise contaminating the recorded seismic data and the uncertainties affecting both the derived rock-physics models and the estimated elastic parameters. In particular, a Gaussian mixture a-priori distribution is used to properly take into account the facies-dependent behavior of petrophysical properties, related to the different fluid and rock properties of the different litho-fluid classes. In the synthetic and in the field data tests, the very minor differences between the results obtained by employing the two RPMs, and the good match between the estimated properties and well log information, confirm the applicability of the inversion approach and the suitability of the two different RPMs for reservoir characterization in the investigated area.

Probabilistic transport models for fusion

International Nuclear Information System (INIS)

Milligen, B.Ph. van; Carreras, B.A.; Lynch, V.E.; Sanchez, R.

2005-01-01

A generalization of diffusive (Fickian) transport is considered, in which particle motion is described by probability distributions. We design a simple model that includes a critical mechanism to switch between two transport channels, and show that it exhibits various interesting characteristics, suggesting that the ideas of probabilistic transport might provide a framework for the description of a range of unusual transport phenomena observed in fusion plasmas. The model produces power degradation and profile consistency, as well as a scaling of the confinement time with system size reminiscent of the gyro-Bohm/Bohm scalings observed in fusion plasmas, and rapid propagation of disturbances. In the present work we show how this model may also produce on-axis peaking of the profiles with off-axis fuelling. It is important to note that the fluid limit of a simple model like this, characterized by two transport channels, does not correspond to the usual (Fickian) transport models commonly used for modelling transport in fusion plasmas, and behaves in a fundamentally different way. (author)

Analytic Bayesian solution of the two-stage poisson-type problem in probabilistic risk analysis

International Nuclear Information System (INIS)

Frohner, F.H.

1985-01-01

The basic purpose of probabilistic risk analysis is to make inferences about the probabilities of various postulated events, with an account of all relevant information such as prior knowledge and operating experience with the specific system under study, as well as experience with other similar systems. Estimation of the failure rate of a Poisson-type system leads to an especially simple Bayesian solution in closed form if the prior probabilty implied by the invariance properties of the problem is properly taken into account. This basic simplicity persists if a more realistic prior, representing order of magnitude knowledge of the rate parameter, is employed instead. Moreover, the more realistic prior allows direct incorporation of experience gained from other similar systems, without need to postulate a statistical model for an underlying ensemble. The analytic formalism is applied to actual nuclear reactor data

Transitive probabilistic CLIR models.

NARCIS (Netherlands)

Kraaij, W.; de Jong, Franciska M.G.

2004-01-01

Transitive translation could be a useful technique to enlarge the number of supported language pairs for a cross-language information retrieval (CLIR) system in a cost-effective manner. The paper describes several setups for transitive translation based on probabilistic translation models. The

Two-stage residual inclusion estimation: addressing endogeneity in health econometric modeling.

Science.gov (United States)

Terza, Joseph V; Basu, Anirban; Rathouz, Paul J

2008-05-01

The paper focuses on two estimation methods that have been widely used to address endogeneity in empirical research in health economics and health services research-two-stage predictor substitution (2SPS) and two-stage residual inclusion (2SRI). 2SPS is the rote extension (to nonlinear models) of the popular linear two-stage least squares estimator. The 2SRI estimator is similar except that in the second-stage regression, the endogenous variables are not replaced by first-stage predictors. Instead, first-stage residuals are included as additional regressors. In a generic parametric framework, we show that 2SRI is consistent and 2SPS is not. Results from a simulation study and an illustrative example also recommend against 2SPS and favor 2SRI. Our findings are important given that there are many prominent examples of the application of inconsistent 2SPS in the recent literature. This study can be used as a guide by future researchers in health economics who are confronted with endogeneity in their empirical work.

Comparison of Two Probabilistic Fatigue Damage Assessment Approaches Using Prognostic Performance Metrics

Directory of Open Access Journals (Sweden)

Xuefei Guan

2011-01-01

Full Text Available In this paper, two probabilistic prognosis updating schemes are compared. One is based on the classical Bayesian approach and the other is based on newly developed maximum relative entropy (MRE approach. The algorithm performance of the two models is evaluated using a set of recently developed prognostics-based metrics. Various uncertainties from measurements, modeling, and parameter estimations are integrated into the prognosis framework as random input variables for fatigue damage of materials. Measures of response variables are then used to update the statistical distributions of random variables and the prognosis results are updated using posterior distributions. Markov Chain Monte Carlo (MCMC technique is employed to provide the posterior samples for model updating in the framework. Experimental data are used to demonstrate the operation of the proposed probabilistic prognosis methodology. A set of prognostics-based metrics are employed to quantitatively evaluate the prognosis performance and compare the proposed entropy method with the classical Bayesian updating algorithm. In particular, model accuracy, precision, robustness and convergence are rigorously evaluated in addition to the qualitative visual comparison. Following this, potential development and improvement for the prognostics-based metrics are discussed in detail.

Failure probabilistic model of CNC lathes

International Nuclear Information System (INIS)

Wang Yiqiang; Jia Yazhou; Yu Junyi; Zheng Yuhua; Yi Shangfeng

1999-01-01

A field failure analysis of computerized numerical control (CNC) lathes is described. Field failure data was collected over a period of two years on approximately 80 CNC lathes. A coding system to code failure data was devised and a failure analysis data bank of CNC lathes was established. The failure position and subsystem, failure mode and cause were analyzed to indicate the weak subsystem of a CNC lathe. Also, failure probabilistic model of CNC lathes was analyzed by fuzzy multicriteria comprehensive evaluation

Adaptive Urban Stormwater Management Using a Two-stage Stochastic Optimization Model

Science.gov (United States)

Hung, F.; Hobbs, B. F.; McGarity, A. E.

2014-12-01

In many older cities, stormwater results in combined sewer overflows (CSOs) and consequent water quality impairments. Because of the expense of traditional approaches for controlling CSOs, cities are considering the use of green infrastructure (GI) to reduce runoff and pollutants. Examples of GI include tree trenches, rain gardens, green roofs, and rain barrels. However, the cost and effectiveness of GI are uncertain, especially at the watershed scale. We present a two-stage stochastic extension of the Stormwater Investment Strategy Evaluation (StormWISE) model (A. McGarity, JWRPM, 2012, 111-24) to explicitly model and optimize these uncertainties in an adaptive management framework. A two-stage model represents the immediate commitment of resources ("here & now") followed by later investment and adaptation decisions ("wait & see"). A case study is presented for Philadelphia, which intends to extensively deploy GI over the next two decades (PWD, "Green City, Clean Water - Implementation and Adaptive Management Plan," 2011). After first-stage decisions are made, the model updates the stochastic objective and constraints (learning). We model two types of "learning" about GI cost and performance. One assumes that learning occurs over time, is automatic, and does not depend on what has been done in stage one (basic model). The other considers learning resulting from active experimentation and learning-by-doing (advanced model). Both require expert probability elicitations, and learning from research and monitoring is modelled by Bayesian updating (as in S. Jacobi et al., JWRPM, 2013, 534-43). The model allocates limited financial resources to GI investments over time to achieve multiple objectives with a given reliability. Objectives include minimizing construction and O&M costs; achieving nutrient, sediment, and runoff volume targets; and community concerns, such as aesthetics, CO2 emissions, heat islands, and recreational values. CVaR (Conditional Value at Risk) and

Model checking optimal finite-horizon control for probabilistic gene regulatory networks.

Science.gov (United States)

Wei, Ou; Guo, Zonghao; Niu, Yun; Liao, Wenyuan

2017-12-14

Probabilistic Boolean networks (PBNs) have been proposed for analyzing external control in gene regulatory networks with incorporation of uncertainty. A context-sensitive PBN with perturbation (CS-PBNp), extending a PBN with context-sensitivity to reflect the inherent biological stability and random perturbations to express the impact of external stimuli, is considered to be more suitable for modeling small biological systems intervened by conditions from the outside. In this paper, we apply probabilistic model checking, a formal verification technique, to optimal control for a CS-PBNp that minimizes the expected cost over a finite control horizon. We first describe a procedure of modeling a CS-PBNp using the language provided by a widely used probabilistic model checker PRISM. We then analyze the reward-based temporal properties and the computation in probabilistic model checking; based on the analysis, we provide a method to formulate the optimal control problem as minimum reachability reward properties. Furthermore, we incorporate control and state cost information into the PRISM code of a CS-PBNp such that automated model checking a minimum reachability reward property on the code gives the solution to the optimal control problem. We conduct experiments on two examples, an apoptosis network and a WNT5A network. Preliminary experiment results show the feasibility and effectiveness of our approach. The approach based on probabilistic model checking for optimal control avoids explicit computation of large-size state transition relations associated with PBNs. It enables a natural depiction of the dynamics of gene regulatory networks, and provides a canonical form to formulate optimal control problems using temporal properties that can be automated solved by leveraging the analysis power of underlying model checking engines. This work will be helpful for further utilization of the advances in formal verification techniques in system biology.

Metabolic level recognition of progesterone in dairy Holstein cows using probabilistic models

Directory of Open Access Journals (Sweden)

Ludmila N. Turino

2014-05-01

Full Text Available Administration of exogenous progesterone is widely used in hormonal protocols for estrous (resynchronization of dairy cattle without regarding pharmacological issues for dose calculation. This happens because it is difficult to estimate the metabolic level of progesterone for each individual cow before administration. In the present contribution, progesterone pharmacokinetics has been determined in lactating Holstein cows with different milk production yields. A Bayesian approach has been implemented to build two probabilistic progesterone pharmacokinetic models for high and low yield dairy cows. Such models are based on a one-compartment Hill structure. Posterior probabilistic models have been structurally set up and parametric probability density functions have been empirically estimated. Moreover, a global sensitivity analysis has been done to know sensitivity profile of each model. Finally, posterior probabilistic models have adequately recognized cow’s progesterone metabolic level in a validation set when Kullback-Leibler based indices were used. These results suggest that milk yield may be a good index for estimating pharmacokinetic level of progesterone.

Probabilistic predictive modelling of carbon nanocomposites for medical implants design.

Science.gov (United States)

Chua, Matthew; Chui, Chee-Kong

2015-04-01

Modelling of the mechanical properties of carbon nanocomposites based on input variables like percentage weight of Carbon Nanotubes (CNT) inclusions is important for the design of medical implants and other structural scaffolds. Current constitutive models for the mechanical properties of nanocomposites may not predict well due to differences in conditions, fabrication techniques and inconsistencies in reagents properties used across industries and laboratories. Furthermore, the mechanical properties of the designed products are not deterministic, but exist as a probabilistic range. A predictive model based on a modified probabilistic surface response algorithm is proposed in this paper to address this issue. Tensile testing of three groups of different CNT weight fractions of carbon nanocomposite samples displays scattered stress-strain curves, with the instantaneous stresses assumed to vary according to a normal distribution at a specific strain. From the probabilistic density function of the experimental data, a two factors Central Composite Design (CCD) experimental matrix based on strain and CNT weight fraction input with their corresponding stress distribution was established. Monte Carlo simulation was carried out on this design matrix to generate a predictive probabilistic polynomial equation. The equation and method was subsequently validated with more tensile experiments and Finite Element (FE) studies. The method was subsequently demonstrated in the design of an artificial tracheal implant. Our algorithm provides an effective way to accurately model the mechanical properties in implants of various compositions based on experimental data of samples. Copyright © 2015 Elsevier Ltd. All rights reserved.

A probabilistic model of RNA conformational space

DEFF Research Database (Denmark)

Frellsen, Jes; Moltke, Ida; Thiim, Martin

2009-01-01

, the discrete nature of the fragments necessitates the use of carefully tuned, unphysical energy functions, and their non-probabilistic nature impairs unbiased sampling. We offer a solution to the sampling problem that removes these important limitations: a probabilistic model of RNA structure that allows...... conformations for 9 out of 10 test structures, solely using coarse-grained base-pairing information. In conclusion, the method provides a theoretical and practical solution for a major bottleneck on the way to routine prediction and simulation of RNA structure and dynamics in atomic detail.......The increasing importance of non-coding RNA in biology and medicine has led to a growing interest in the problem of RNA 3-D structure prediction. As is the case for proteins, RNA 3-D structure prediction methods require two key ingredients: an accurate energy function and a conformational sampling...

Formulation of probabilistic models of protein structure in atomic detail using the reference ratio method.

Science.gov (United States)

Valentin, Jan B; Andreetta, Christian; Boomsma, Wouter; Bottaro, Sandro; Ferkinghoff-Borg, Jesper; Frellsen, Jes; Mardia, Kanti V; Tian, Pengfei; Hamelryck, Thomas

2014-02-01

We propose a method to formulate probabilistic models of protein structure in atomic detail, for a given amino acid sequence, based on Bayesian principles, while retaining a close link to physics. We start from two previously developed probabilistic models of protein structure on a local length scale, which concern the dihedral angles in main chain and side chains, respectively. Conceptually, this constitutes a probabilistic and continuous alternative to the use of discrete fragment and rotamer libraries. The local model is combined with a nonlocal model that involves a small number of energy terms according to a physical force field, and some information on the overall secondary structure content. In this initial study we focus on the formulation of the joint model and the evaluation of the use of an energy vector as a descriptor of a protein's nonlocal structure; hence, we derive the parameters of the nonlocal model from the native structure without loss of generality. The local and nonlocal models are combined using the reference ratio method, which is a well-justified probabilistic construction. For evaluation, we use the resulting joint models to predict the structure of four proteins. The results indicate that the proposed method and the probabilistic models show considerable promise for probabilistic protein structure prediction and related applications. Copyright © 2013 Wiley Periodicals, Inc.

Efficient probabilistic model checking on general purpose graphic processors

NARCIS (Netherlands)

Bosnacki, D.; Edelkamp, S.; Sulewski, D.; Pasareanu, C.S.

2009-01-01

We present algorithms for parallel probabilistic model checking on general purpose graphic processing units (GPGPUs). For this purpose we exploit the fact that some of the basic algorithms for probabilistic model checking rely on matrix vector multiplication. Since this kind of linear algebraic

Probabilistic Models for Solar Particle Events

Science.gov (United States)

Adams, James H., Jr.; Dietrich, W. F.; Xapsos, M. A.; Welton, A. M.

2009-01-01

Probabilistic Models of Solar Particle Events (SPEs) are used in space mission design studies to provide a description of the worst-case radiation environment that the mission must be designed to tolerate.The models determine the worst-case environment using a description of the mission and a user-specified confidence level that the provided environment will not be exceeded. This poster will focus on completing the existing suite of models by developing models for peak flux and event-integrated fluence elemental spectra for the Z>2 elements. It will also discuss methods to take into account uncertainties in the data base and the uncertainties resulting from the limited number of solar particle events in the database. These new probabilistic models are based on an extensive survey of SPE measurements of peak and event-integrated elemental differential energy spectra. Attempts are made to fit the measured spectra with eight different published models. The model giving the best fit to each spectrum is chosen and used to represent that spectrum for any energy in the energy range covered by the measurements. The set of all such spectral representations for each element is then used to determine the worst case spectrum as a function of confidence level. The spectral representation that best fits these worst case spectra is found and its dependence on confidence level is parameterized. This procedure creates probabilistic models for the peak and event-integrated spectra.

Probabilistic Model Development

Science.gov (United States)

Adam, James H., Jr.

2010-01-01

Objective: Develop a Probabilistic Model for the Solar Energetic Particle Environment. Develop a tool to provide a reference solar particle radiation environment that: 1) Will not be exceeded at a user-specified confidence level; 2) Will provide reference environments for: a) Peak flux; b) Event-integrated fluence; and c) Mission-integrated fluence. The reference environments will consist of: a) Elemental energy spectra; b) For protons, helium and heavier ions.

Modelling of Two-Stage Methane Digestion With Pretreatment of Biomass

Science.gov (United States)

Dychko, A.; Remez, N.; Opolinskyi, I.; Kraychuk, S.; Ostapchuk, N.; Yevtieieva, L.

2018-04-01

Systems of anaerobic digestion should be used for processing of organic waste. Managing the process of anaerobic recycling of organic waste requires reliable predicting of biogas production. Development of mathematical model of process of organic waste digestion allows determining the rate of biogas output at the two-stage process of anaerobic digestion considering the first stage. Verification of Konto's model, based on the studied anaerobic processing of organic waste, is implemented. The dependencies of biogas output and its rate from time are set and may be used to predict the process of anaerobic processing of organic waste.

A probabilistic approach to the management of multi-stage multicriteria process

Directory of Open Access Journals (Sweden)

Yu. V. Bugaev

2017-01-01

Full Text Available Currently, any production process is viewed as the primary means of profit and competitiveness, in other words, becomes the dominant process approach. In this approach, the final product production appears network of interconnected processing steps during which the conversion of inputs into outputs, with a stable, accurate executable, high process most efficiently and cost-effectively provides a planned quality. An example is the organization of bread production. For the modern period is characterized by the classical recovery technology that allows to improve the palatability of bread, enhance its flavor, longer-lasting freshness. Baking is a process to be controlled in order to obtain the required quality parameters of the final product. One of the new and promising methods of quality management processes is a probabilistic method to determine the increase in the probability of release of quality products within the resources allocated for measures to improve the quality level. The paper was applied a quality management concept is based on a probabilistic approach for the multi-step process, which consists in the fact that as one of the main criteria adopted by the probability of release of high-quality products. However, it is obvious that the implementation of certain measures for its improvement requires the connection of certain resources that, first of all, is inevitably associated with certain cash costs. Thus, we arrive at an optimal control problem, which has at least two criteria - probability qualitative completion of the process, which should be maximized and the total costs of the corrective measures that need to be minimized. The authors of the idealized model of optimal control has been developed for the case when a single event affects only a single step. a special case of vector Uorshall-Floyd algorithm was used to optimize the structure of a multi-step process. The use of vector optimization on graphs allowed the authors to

ISSUES ASSOCIATED WITH PROBABILISTIC FAILURE MODELING OF DIGITAL SYSTEMS

International Nuclear Information System (INIS)

CHU, T.L.; MARTINEZ-GURIDI, G.; LIHNER, J.; OVERLAND, D.

2004-01-01

The current U.S. Nuclear Regulatory Commission (NRC) licensing process of instrumentation and control (I and C) systems is based on deterministic requirements, e.g., single failure criteria, and defense in depth and diversity. Probabilistic considerations can be used as supplements to the deterministic process. The National Research Council has recommended development of methods for estimating failure probabilities of digital systems, including commercial off-the-shelf (COTS) equipment, for use in probabilistic risk assessment (PRA). NRC staff has developed informal qualitative and quantitative requirements for PRA modeling of digital systems. Brookhaven National Laboratory (BNL) has performed a review of the-state-of-the-art of the methods and tools that can potentially be used to model digital systems. The objectives of this paper are to summarize the review, discuss the issues associated with probabilistic modeling of digital systems, and identify potential areas of research that would enhance the state of the art toward a satisfactory modeling method that could be integrated with a typical probabilistic risk assessment

Design considerations for single-stage and two-stage pneumatic pellet injectors

International Nuclear Information System (INIS)

Gouge, M.J.; Combs, S.K.; Fisher, P.W.; Milora, S.L.

1988-09-01

Performance of single-stage pneumatic pellet injectors is compared with several models for one-dimensional, compressible fluid flow. Agreement is quite good for models that reflect actual breech chamber geometry and incorporate nonideal effects such as gas friction. Several methods of improving the performance of single-stage pneumatic pellet injectors in the near term are outlined. The design and performance of two-stage pneumatic pellet injectors are discussed, and initial data from the two-stage pneumatic pellet injector test facility at Oak Ridge National Laboratory are presented. Finally, a concept for a repeating two-stage pneumatic pellet injector is described. 27 refs., 8 figs., 3 tabs

A two-phase inspection model for a single component system with three-stage degradation

International Nuclear Information System (INIS)

Wang, Huiying; Wang, Wenbin; Peng, Rui

2017-01-01

This paper presents a two-phase inspection schedule and an age-based replacement policy for a single plant item contingent on a three-stage degradation process. The two phase inspection schedule can be observed in practice. The three stages are defined as the normal working stage, low-grade defective stage and critical defective stage. When an inspection detects that an item is in the low-grade defective stage, we may delay the preventive replacement action if the time to the age-based replacement is less than or equal to a threshold level. However, if it is above this threshold level, the item will be replaced immediately. If the item is found in the critical defective stage, it is replaced immediately. A hybrid bee colony algorithm is developed to find the optimal solution for the proposed model which has multiple decision variables. A numerical example is conducted to show the efficiency of this algorithm, and simulations are conducted to verify the correctness of the model. - Highlights: • A two-phase inspection model is studied. • The failure process has three stages. • The delayed replacement is considered.

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

Directory of Open Access Journals (Sweden)

A. D. Khomonenko

2016-07-01

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

Probabilistic Model for Fatigue Crack Growth in Welded Bridge Details

DEFF Research Database (Denmark)

Toft, Henrik Stensgaard; Sørensen, John Dalsgaard; Yalamas, Thierry

2013-01-01

In the present paper a probabilistic model for fatigue crack growth in welded steel details in road bridges is presented. The probabilistic model takes the influence of bending stresses in the joints into account. The bending stresses can either be introduced by e.g. misalignment or redistribution...... of stresses in the structure. The fatigue stress ranges are estimated from traffic measurements and a generic bridge model. Based on the probabilistic models for the resistance and load the reliability is estimated for a typical welded steel detail. The results show that large misalignments in the joints can...

Probabilistic escalation modelling

Energy Technology Data Exchange (ETDEWEB)

Korneliussen, G.; Eknes, M.L.; Haugen, K.; Selmer-Olsen, S. [Det Norske Veritas, Oslo (Norway)

1997-12-31

This paper describes how structural reliability methods may successfully be applied within quantitative risk assessment (QRA) as an alternative to traditional event tree analysis. The emphasis is on fire escalation in hydrocarbon production and processing facilities. This choice was made due to potential improvements over current QRA practice associated with both the probabilistic approach and more detailed modelling of the dynamics of escalating events. The physical phenomena important for the events of interest are explicitly modelled as functions of time. Uncertainties are represented through probability distributions. The uncertainty modelling enables the analysis to be simple when possible and detailed when necessary. The methodology features several advantages compared with traditional risk calculations based on event trees. (Author)

Undecidability of model-checking branching-time properties of stateless probabilistic pushdown process

OpenAIRE

Lin, T.

2014-01-01

In this paper, we settle a problem in probabilistic verification of infinite--state process (specifically, {\\it probabilistic pushdown process}). We show that model checking {\\it stateless probabilistic pushdown process} (pBPA) against {\\it probabilistic computational tree logic} (PCTL) is undecidable.

A two stage data envelopment analysis model with undesirable output

Science.gov (United States)

Shariff Adli Aminuddin, Adam; Izzati Jaini, Nur; Mat Kasim, Maznah; Nawawi, Mohd Kamal Mohd

2017-09-01

The dependent relationship among the decision making units (DMU) is usually assumed to be non-existent in the development of Data Envelopment Analysis (DEA) model. The dependency can be represented by the multi-stage DEA model, where the outputs from the precedent stage will be the inputs for the latter stage. The multi-stage DEA model evaluate both the efficiency score for each stages and the overall efficiency of the whole process. The existing multi stage DEA models do not focus on the integration with the undesirable output, in which the higher input will generate lower output unlike the normal desirable output. This research attempts to address the inclusion of such undesirable output and investigate the theoretical implication and potential application towards the development of multi-stage DEA model.

Probabilistic risk assessment of the effect of acidified seawater on development stages of sea urchin (Strongylocentrotus droebachiensis).

Science.gov (United States)

Chen, Wei-Yu; Lin, Hsing-Chieh

2018-05-01

Growing evidence indicates that ocean acidification has a significant impact on calcifying marine organisms. However, there is a lack of exposure risk assessments for aquatic organisms under future environmentally relevant ocean acidification scenarios. The objective of this study was to investigate the probabilistic effects of acidified seawater on the life-stage response dynamics of fertilization, larvae growth, and larvae mortality of the green sea urchin (Strongylocentrotus droebachiensis). We incorporated the regulation of primary body cavity (PBC) pH in response to seawater pH into the assessment by constructing an explicit model to assess effective life-stage response dynamics to seawater or PBC pH levels. The likelihood of exposure to ocean acidification was also evaluated by addressing the uncertainties of the risk characterization. For unsuccessful fertilization, the estimated 50% effect level of seawater acidification (EC50 SW ) was 0.55 ± 0.014 (mean ± SE) pH units. This life stage was more sensitive than growth inhibition and mortality, for which the EC50 values were 1.13 and 1.03 pH units, respectively. The estimated 50% effect levels of PBC pH (EC50 PBC ) were 0.99 ± 0.05 and 0.88 ± 0.006 pH units for growth inhibition and mortality, respectively. We also predicted the probability distributions for seawater and PBC pH levels in 2100. The level of unsuccessful fertilization had 50 and 90% probability risks of 5.07-24.51 (95% CI) and 0-6.95%, respectively. We conclude that this probabilistic risk analysis model is parsimonious enough to quantify the multiple vulnerabilities of the green sea urchin while addressing the systemic effects of ocean acidification. This study found a high potential risk of acidification affecting the fertilization of the green sea urchin, whereas there was no evidence for adverse effects on growth and mortality resulting from exposure to the predicted acidified environment.

PERIODIC REVIEW SYSTEM FOR INVENTORY REPLENISHMENT CONTROL FOR A TWO-ECHELON LOGISTICS NETWORK UNDER DEMAND UNCERTAINTY: A TWO-STAGE STOCHASTIC PROGRAMING APPROACH

Directory of Open Access Journals (Sweden)

P.S.A. Cunha

Full Text Available ABSTRACT Here, we propose a novel methodology for replenishment and control systems for inventories of two-echelon logistics networks using a two-stage stochastic programming, considering periodic review and uncertain demands. In addition, to achieve better customer services, we introduce a variable rationing rule to address quantities of the item in short. The devised models are reformulated into their deterministic equivalent, resulting in nonlinear mixed-integer programming models, which are then approximately linearized. To deal with the uncertain nature of the item demand levels, we apply a Monte Carlo simulation-based method to generate finite and discrete sets of scenarios. Moreover, the proposed approach does not require restricted assumptions to the behavior of the probabilistic phenomena, as does several existing methods in the literature. Numerical experiments with the proposed approach for randomly generated instances of the problem show results with errors around 1%.

An Enhanced Preventive Maintenance Optimization Model Based on a Three-Stage Failure Process

Directory of Open Access Journals (Sweden)

Ruifeng Yang

2015-01-01

Full Text Available Nuclear power plants are highly complex systems and the issues related to their safety are of primary importance. Probabilistic safety assessment is regarded as the most widespread methodology for studying the safety of nuclear power plants. As maintenance is one of the most important factors for affecting the reliability and safety, an enhanced preventive maintenance optimization model based on a three-stage failure process is proposed. Preventive maintenance is still a dominant maintenance policy due to its easy implementation. In order to correspond to the three-color scheme commonly used in practice, the lifetime of system before failure is divided into three stages, namely, normal, minor defective, and severe defective stages. When the minor defective stage is identified, two measures are considered for comparison: one is that halving the inspection interval only when the minor defective stage is identified at the first time; the other one is that if only identifying the minor defective stage, the subsequent inspection interval is halved. Maintenance is implemented immediately once the severe defective stage is identified. Minimizing the expected cost per unit time is our objective function to optimize the inspection interval. Finally, a numerical example is presented to illustrate the effectiveness of the proposed models.

Probabilistic language models in cognitive neuroscience: Promises and pitfalls.

Science.gov (United States)

Armeni, Kristijan; Willems, Roel M; Frank, Stefan L

2017-12-01

Cognitive neuroscientists of language comprehension study how neural computations relate to cognitive computations during comprehension. On the cognitive part of the equation, it is important that the computations and processing complexity are explicitly defined. Probabilistic language models can be used to give a computationally explicit account of language complexity during comprehension. Whereas such models have so far predominantly been evaluated against behavioral data, only recently have the models been used to explain neurobiological signals. Measures obtained from these models emphasize the probabilistic, information-processing view of language understanding and provide a set of tools that can be used for testing neural hypotheses about language comprehension. Here, we provide a cursory review of the theoretical foundations and example neuroimaging studies employing probabilistic language models. We highlight the advantages and potential pitfalls of this approach and indicate avenues for future research. Copyright © 2017 Elsevier Ltd. All rights reserved.

Fatigue modelling according to the JCSS Probabilistic model code

NARCIS (Netherlands)

Vrouwenvelder, A.C.W.M.

2007-01-01

The Joint Committee on Structural Safety is working on a Model Code for full probabilistic design. The code consists out of three major parts: Basis of design, Load Models and Models for Material and Structural Properties. The code is intended as the operational counter part of codes like ISO,

Unified Probabilistic Models for Face Recognition from a Single Example Image per Person

Institute of Scientific and Technical Information of China (English)

Pin Liao; Li Shen

2004-01-01

This paper presents a new technique of unified probabilistic models for face recognition from only one single example image per person. The unified models, trained on an obtained training set with multiple samples per person, are used to recognize facial images from another disjoint database with a single sample per person. Variations between facial images are modeled as two unified probabilistic models: within-class variations and between-class variations. Gaussian Mixture Models are used to approximate the distributions of the two variations and exploit a classifier combination method to improve the performance. Extensive experimental results on the ORL face database and the authors' database (the ICT-JDL database) including totally 1,750facial images of 350 individuals demonstrate that the proposed technique, compared with traditional eigenface method and some well-known traditional algorithms, is a significantly more effective and robust approach for face recognition.

A probabilistic model for US nuclear power construction times

International Nuclear Information System (INIS)

Shash, A.A.H.

1988-01-01

Construction time for nuclear power plants is an important element in planning for resources to meet future load demands. Analysis of actual versus estimated construction times for past US nuclear power plants indicates that utilities have continuously underestimated their power plants' construction durations. The analysis also indicates that the actual average construction time has been increasing upward, and the actual durations of power plants permitted to construct in the same year varied substantially. This study presents two probabilistic models for nuclear power construction time for use by the nuclear industry as estimating tool. The study also presents a detailed explanation of the factors that are responsible for increasing and varying nuclear power construction times. Observations on 91 complete nuclear units were involved in three interdependent analyses in the process of explanation and derivation of the probabilistic models. The historical data was first utilized in the data envelopment analysis (DEA) for the purpose of obtaining frontier index measures for project management achievement in building nuclear power plants

Does a more sophisticated storm erosion model improve probabilistic erosion estimates?

NARCIS (Netherlands)

Ranasinghe, R.W.M.R.J.B.; Callaghan, D.; Roelvink, D.

2013-01-01

The dependency between the accuracy/uncertainty of storm erosion exceedance estimates obtained via a probabilistic model and the level of sophistication of the structural function (storm erosion model) embedded in the probabilistic model is assessed via the application of Callaghan et al.'s (2008)

Probabilistic Electricity Price Forecasting Models by Aggregation of Competitive Predictors

Directory of Open Access Journals (Sweden)

Claudio Monteiro

2018-04-01

Full Text Available This article presents original probabilistic price forecasting meta-models (PPFMCP models, by aggregation of competitive predictors, for day-ahead hourly probabilistic price forecasting. The best twenty predictors of the EEM2016 EPF competition are used to create ensembles of hourly spot price forecasts. For each hour, the parameter values of the probability density function (PDF of a Beta distribution for the output variable (hourly price can be directly obtained from the expected and variance values associated to the ensemble for such hour, using three aggregation strategies of predictor forecasts corresponding to three PPFMCP models. A Reliability Indicator (RI and a Loss function Indicator (LI are also introduced to give a measure of uncertainty of probabilistic price forecasts. The three PPFMCP models were satisfactorily applied to the real-world case study of the Iberian Electricity Market (MIBEL. Results from PPFMCP models showed that PPFMCP model 2, which uses aggregation by weight values according to daily ranks of predictors, was the best probabilistic meta-model from a point of view of mean absolute errors, as well as of RI and LI. PPFMCP model 1, which uses the averaging of predictor forecasts, was the second best meta-model. PPFMCP models allow evaluations of risk decisions based on the price to be made.

A generative, probabilistic model of local protein structure

DEFF Research Database (Denmark)

Boomsma, Wouter; Mardia, Kanti V.; Taylor, Charles C.

2008-01-01

Despite significant progress in recent years, protein structure prediction maintains its status as one of the prime unsolved problems in computational biology. One of the key remaining challenges is an efficient probabilistic exploration of the structural space that correctly reflects the relative...... conformational stabilities. Here, we present a fully probabilistic, continuous model of local protein structure in atomic detail. The generative model makes efficient conformational sampling possible and provides a framework for the rigorous analysis of local sequence-structure correlations in the native state...

Mastering probabilistic graphical models using Python

CERN Document Server

Ankan, Ankur

2015-01-01

If you are a researcher or a machine learning enthusiast, or are working in the data science field and have a basic idea of Bayesian learning or probabilistic graphical models, this book will help you to understand the details of graphical models and use them in your data science problems.

A Probabilistic Typhoon Risk Model for Vietnam

Science.gov (United States)

Haseemkunju, A.; Smith, D. F.; Brolley, J. M.

2017-12-01

Annually, the coastal Provinces of low-lying Mekong River delta region in the southwest to the Red River Delta region in Northern Vietnam is exposed to severe wind and flood risk from landfalling typhoons. On average, about two to three tropical cyclones with a maximum sustained wind speed of >=34 knots make landfall along the Vietnam coast. Recently, Typhoon Wutip (2013) crossed Central Vietnam as a category 2 typhoon causing significant damage to properties. As tropical cyclone risk is expected to increase with increase in exposure and population growth along the coastal Provinces of Vietnam, insurance/reinsurance, and capital markets need a comprehensive probabilistic model to assess typhoon risk in Vietnam. In 2017, CoreLogic has expanded the geographical coverage of its basin-wide Western North Pacific probabilistic typhoon risk model to estimate the economic and insured losses from landfalling and by-passing tropical cyclones in Vietnam. The updated model is based on 71 years (1945-2015) of typhoon best-track data and 10,000 years of a basin-wide simulated stochastic tracks covering eight countries including Vietnam. The model is capable of estimating damage from wind, storm surge and rainfall flooding using vulnerability models, which relate typhoon hazard to building damageability. The hazard and loss models are validated against past historical typhoons affecting Vietnam. Notable typhoons causing significant damage in Vietnam are Lola (1993), Frankie (1996), Xangsane (2006), and Ketsana (2009). The central and northern coastal provinces of Vietnam are more vulnerable to wind and flood hazard, while typhoon risk in the southern provinces are relatively low.

An Individual-based Probabilistic Model for Fish Stock Simulation

Directory of Open Access Journals (Sweden)

Federico Buti

2010-08-01

Full Text Available We define an individual-based probabilistic model of a sole (Solea solea behaviour. The individual model is given in terms of an Extended Probabilistic Discrete Timed Automaton (EPDTA, a new formalism that is introduced in the paper and that is shown to be interpretable as a Markov decision process. A given EPDTA model can be probabilistically model-checked by giving a suitable translation into syntax accepted by existing model-checkers. In order to simulate the dynamics of a given population of soles in different environmental scenarios, an agent-based simulation environment is defined in which each agent implements the behaviour of the given EPDTA model. By varying the probabilities and the characteristic functions embedded in the EPDTA model it is possible to represent different scenarios and to tune the model itself by comparing the results of the simulations with real data about the sole stock in the North Adriatic sea, available from the recent project SoleMon. The simulator is presented and made available for its adaptation to other species.

Numerical simulation of brain tumor growth model using two-stage ...

African Journals Online (AJOL)

In the recent years, the study of glioma growth to be an active field of research Mathematical models that describe the proliferation and diffusion properties of the growth have been developed by many researchers. In this work, the performance analysis of two-stage Gauss-Seidel (TSGS) method to solve the glioma growth ...

Staged decision making based on probabilistic forecasting

Science.gov (United States)

Booister, Nikéh; Verkade, Jan; Werner, Micha; Cranston, Michael; Cumiskey, Lydia; Zevenbergen, Chris

2016-04-01

flood event management, the more damage can be reduced. And with decisions based on probabilistic forecasts, partial decisions can be made earlier in time (with a lower probability) and can be scaled up or down later in time when there is more certainty; whether the event takes place or not. Partial decisions are often more cheap, or shorten the final mitigation-time at the moment when there is more certainty. The proposed method is tested on Stonehaven, on the Carron River in Scotland. Decisions to implement demountable defences in the town are currently made based on a very short lead-time due to the absence of certainty. Application showed that staged decision making is possible and gives the decision maker more time to respond to a situation. The decision maker is able to take a lower regret decision with higher uncertainty and less related negative consequences. Although it is not possible to quantify intangible effects, it is part of the analysis to reduce these effects. Above all, the proposed approach has shown to be a possible improvement in economic terms and opens up possibilities of more flexible and robust decision making.

Biological sequence analysis: probabilistic models of proteins and nucleic acids

National Research Council Canada - National Science Library

Durbin, Richard

1998-01-01

... analysis methods are now based on principles of probabilistic modelling. Examples of such methods include the use of probabilistically derived score matrices to determine the significance of sequence alignments, the use of hidden Markov models as the basis for profile searches to identify distant members of sequence families, and the inference...

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.

Probabilistic Teleportation of an Arbitrary Two-Particle State and Its Quantum Circuits

Institute of Scientific and Technical Information of China (English)

GUO Zhan-Ying; FANG Jian-Xing; ZHU Shi-Qun; QIAN Xue-Min

2006-01-01

Two simple schemes for probabilistic teleportation of an arbitrary unknown two-particle state using a non-maximally entangled EPR pair and a non-maximally entangled GHZ state as quantum channels are proposed.After receiving Alice's Bell state measurement results, Bob performs a collective unitary transformation on his inherent particles without introducing the auxiliary qubit. The original state can be probabilistically teleported. Meanwhile,quantum circuits for realization of successful teleportation are also presented.

Probabilistically modeling lava flows with MOLASSES

Science.gov (United States)

Richardson, J. A.; Connor, L.; Connor, C.; Gallant, E.

2017-12-01

Modeling lava flows through Cellular Automata methods enables a computationally inexpensive means to quickly forecast lava flow paths and ultimate areal extents. We have developed a lava flow simulator, MOLASSES, that forecasts lava flow inundation over an elevation model from a point source eruption. This modular code can be implemented in a deterministic fashion with given user inputs that will produce a single lava flow simulation. MOLASSES can also be implemented in a probabilistic fashion where given user inputs define parameter distributions that are randomly sampled to create many lava flow simulations. This probabilistic approach enables uncertainty in input data to be expressed in the model results and MOLASSES outputs a probability map of inundation instead of a determined lava flow extent. Since the code is comparatively fast, we use it probabilistically to investigate where potential vents are located that may impact specific sites and areas, as well as the unconditional probability of lava flow inundation of sites or areas from any vent. We have validated the MOLASSES code to community-defined benchmark tests and to the real world lava flows at Tolbachik (2012-2013) and Pico do Fogo (2014-2015). To determine the efficacy of the MOLASSES simulator at accurately and precisely mimicking the inundation area of real flows, we report goodness of fit using both model sensitivity and the Positive Predictive Value, the latter of which is a Bayesian posterior statistic. Model sensitivity is often used in evaluating lava flow simulators, as it describes how much of the lava flow was successfully modeled by the simulation. We argue that the positive predictive value is equally important in determining how good a simulator is, as it describes the percentage of the simulation space that was actually inundated by lava.

On the robustness of two-stage estimators

KAUST Repository

Zhelonkin, Mikhail

2012-04-01

The aim of this note is to provide a general framework for the analysis of the robustness properties of a broad class of two-stage models. We derive the influence function, the change-of-variance function, and the asymptotic variance of a general two-stage M-estimator, and provide their interpretations. We illustrate our results in the case of the two-stage maximum likelihood estimator and the two-stage least squares estimator. © 2011.

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.

Probabilistic Decision Graphs - Combining Verification and AI Techniques for Probabilistic Inference

DEFF Research Database (Denmark)

Jaeger, Manfred

2004-01-01

We adopt probabilistic decision graphs developed in the field of automated verification as a tool for probabilistic model representation and inference. We show that probabilistic inference has linear time complexity in the size of the probabilistic decision graph, that the smallest probabilistic ...

Probabilistic Failure Analysis of Bone Using a Finite Element Model of Mineral-Collagen Composites

OpenAIRE

Dong, X. Neil; Guda, Teja; Millwater, Harry R.; Wang, Xiaodu

2008-01-01

Microdamage accumulation is a major pathway for energy dissipation during the post-yield deformation of bone. In this study, a two-dimensional probabilistic finite element model of a mineral-collagen composite was developed to investigate the influence of the tissue and ultrastructural properties of bone on the evolution of microdamage from an initial defect in tension. The probabilistic failure analyses indicated that the microdamage progression would be along the plane of the initial defect...

A reliability model of the Angra 1 power system by the device of stages optimized by genetic algorithms

International Nuclear Information System (INIS)

Crossetti, Patricia Guimaraes

2006-01-01

This thesis proposes a probabilistic model to perform the reliability analysis of nuclear power plant systems under aging. This work analyses the Angra 1 power system. Systems subject to aging consist of components whose failure rates are not all constant, thus generating Non-Markovian models. Genetic algorithms were used for optimizing the application of the device of stages. Two approaches were used in the optimization, MCEF and MCEV. The results obtained for the Angra 1 power system show that the probability of a station blackout is negligible. (author)

Competing probabilistic models for catch-effort relationships in wildlife censuses

Energy Technology Data Exchange (ETDEWEB)

Skalski, J.R.; Robson, D.S.; Matsuzaki, C.L.

1983-01-01

Two probabilistic models are presented for describing the chance that an animal is captured during a wildlife census, as a function of trapping effort. The models in turn are used to propose relationships between sampling intensity and catch-per-unit-effort (C.P.U.E.) that were field tested on small mammal populations. Capture data suggests a model of diminshing C.P.U.E. with increasing levels of trapping intensity. The catch-effort model is used to illustrate optimization procedures in the design of mark-recapture experiments for censusing wild populations. 14 references, 2 tables.

Two-Stage Fuzzy Portfolio Selection Problem with Transaction Costs

Directory of Open Access Journals (Sweden)

Yanju Chen

2015-01-01

Full Text Available This paper studies a two-period portfolio selection problem. The problem is formulated as a two-stage fuzzy portfolio selection model with transaction costs, in which the future returns of risky security are characterized by possibility distributions. The objective of the proposed model is to achieve the maximum utility in terms of the expected value and variance of the final wealth. Given the first-stage decision vector and a realization of fuzzy return, the optimal value expression of the second-stage programming problem is derived. As a result, the proposed two-stage model is equivalent to a single-stage model, and the analytical optimal solution of the two-stage model is obtained, which helps us to discuss the properties of the optimal solution. Finally, some numerical experiments are performed to demonstrate the new modeling idea and the effectiveness. The computational results provided by the proposed model show that the more risk-averse investor will invest more wealth in the risk-free security. They also show that the optimal invested amount in risky security increases as the risk-free return decreases and the optimal utility increases as the risk-free return increases, whereas the optimal utility increases as the transaction costs decrease. In most instances the utilities provided by the proposed two-stage model are larger than those provided by the single-stage model.

A coupling model for the two-stage core calculation method with subchannel analysis for boiling water reactors

International Nuclear Information System (INIS)

Mitsuyasu, Takeshi; Aoyama, Motoo; Yamamoto, Akio

2017-01-01

Highlights: • A coupling model of the two-stage core calculation with subchannel analysis. • BWR fuel assembly parameters are assumed and verified. • The model was evaluated for heterogeneous problems. - Abstract: The two-stage core analysis method is widely used for BWR core analysis. The purpose of this study is to develop a core analysis model coupled with subchannel analysis within the two-stage calculation scheme using an assembly-based thermal-hydraulics calculation in the core analysis. The model changes the 2D lattice physics scheme, and couples with 3D subchannel analysis which evaluates the thermal-hydraulics characteristics within the coolant flow area divided as some subchannel regions. In order to couple with these two analyses, some BWR fuel assembly parameters are assumed and verified. The developed model is evaluated for the heterogeneous problem with and without a control rod. The present model is especially effective for the control rod inserted condition. The present model can incorporate the subchannel effect into the current two-stage core calculation method.

Frequency analysis of a two-stage planetary gearbox using two different methodologies

Science.gov (United States)

Feki, Nabih; Karray, Maha; Khabou, Mohamed Tawfik; Chaari, Fakher; Haddar, Mohamed

2017-12-01

This paper is focused on the characterization of the frequency content of vibration signals issued from a two-stage planetary gearbox. To achieve this goal, two different methodologies are adopted: the lumped-parameter modeling approach and the phenomenological modeling approach. The two methodologies aim to describe the complex vibrations generated by a two-stage planetary gearbox. The phenomenological model describes directly the vibrations as measured by a sensor fixed outside the fixed ring gear with respect to an inertial reference frame, while results from a lumped-parameter model are referenced with respect to a rotating frame and then transferred into an inertial reference frame. Two different case studies of the two-stage planetary gear are adopted to describe the vibration and the corresponding spectra using both models. Each case presents a specific geometry and a specific spectral structure.

Probabilistic migration modelling focused on functional barrier efficiency and low migration concepts in support of risk assessment.

Science.gov (United States)

Brandsch, Rainer

2017-10-01

Migration modelling provides reliable migration estimates from food-contact materials (FCM) to food or food simulants based on mass-transfer parameters like diffusion and partition coefficients related to individual materials. In most cases, mass-transfer parameters are not readily available from the literature and for this reason are estimated with a given uncertainty. Historically, uncertainty was accounted for by introducing upper limit concepts first, turning out to be of limited applicability due to highly overestimated migration results. Probabilistic migration modelling gives the possibility to consider uncertainty of the mass-transfer parameters as well as other model inputs. With respect to a functional barrier, the most important parameters among others are the diffusion properties of the functional barrier and its thickness. A software tool that accepts distribution as inputs and is capable of applying Monte Carlo methods, i.e., random sampling from the input distributions of the relevant parameters (i.e., diffusion coefficient and layer thickness), predicts migration results with related uncertainty and confidence intervals. The capabilities of probabilistic migration modelling are presented in the view of three case studies (1) sensitivity analysis, (2) functional barrier efficiency and (3) validation by experimental testing. Based on the predicted migration by probabilistic migration modelling and related exposure estimates, safety evaluation of new materials in the context of existing or new packaging concepts is possible. Identifying associated migration risk and potential safety concerns in the early stage of packaging development is possible. Furthermore, dedicated material selection exhibiting required functional barrier efficiency under application conditions becomes feasible. Validation of the migration risk assessment by probabilistic migration modelling through a minimum of dedicated experimental testing is strongly recommended.

Two-dimensional probabilistic inversion of plane-wave electromagnetic data: Methodology, model constraints and joint inversion with electrical resistivity data

NARCIS (Netherlands)

Rosas-Carbajal, M.; Linde, N.; Kalscheuer, T.; Vrugt, J.A.

2014-01-01

Probabilistic inversion methods based on Markov chain Monte Carlo (MCMC) simulation are well suited to quantify parameter and model uncertainty of nonlinear inverse problems. Yet, application of such methods to CPU-intensive forward models can be a daunting task, particularly if the parameter space

A two-stage stochastic programming model for the optimal design of distributed energy systems

International Nuclear Information System (INIS)

Zhou, Zhe; Zhang, Jianyun; Liu, Pei; Li, Zheng; Georgiadis, Michael C.; Pistikopoulos, Efstratios N.

2013-01-01

Highlights: ► The optimal design of distributed energy systems under uncertainty is studied. ► A stochastic model is developed using genetic algorithm and Monte Carlo method. ► The proposed system possesses inherent robustness under uncertainty. ► The inherent robustness is due to energy storage facilities and grid connection. -- Abstract: A distributed energy system is a multi-input and multi-output energy system with substantial energy, economic and environmental benefits. The optimal design of such a complex system under energy demand and supply uncertainty poses significant challenges in terms of both modelling and corresponding solution strategies. This paper proposes a two-stage stochastic programming model for the optimal design of distributed energy systems. A two-stage decomposition based solution strategy is used to solve the optimization problem with genetic algorithm performing the search on the first stage variables and a Monte Carlo method dealing with uncertainty in the second stage. The model is applied to the planning of a distributed energy system in a hotel. Detailed computational results are presented and compared with those generated by a deterministic model. The impacts of demand and supply uncertainty on the optimal design of distributed energy systems are systematically investigated using proposed modelling framework and solution approach.

An inexact mixed risk-aversion two-stage stochastic programming model for water resources management under uncertainty.

Science.gov (United States)

Li, W; Wang, B; Xie, Y L; Huang, G H; Liu, L

2015-02-01

Uncertainties exist in the water resources system, while traditional two-stage stochastic programming is risk-neutral and compares the random variables (e.g., total benefit) to identify the best decisions. To deal with the risk issues, a risk-aversion inexact two-stage stochastic programming model is developed for water resources management under uncertainty. The model was a hybrid methodology of interval-parameter programming, conditional value-at-risk measure, and a general two-stage stochastic programming framework. The method extends on the traditional two-stage stochastic programming method by enabling uncertainties presented as probability density functions and discrete intervals to be effectively incorporated within the optimization framework. It could not only provide information on the benefits of the allocation plan to the decision makers but also measure the extreme expected loss on the second-stage penalty cost. The developed model was applied to a hypothetical case of water resources management. Results showed that that could help managers generate feasible and balanced risk-aversion allocation plans, and analyze the trade-offs between system stability and economy.

Modelling probabilistic fatigue crack propagation rates for a mild structural steel

Directory of Open Access Journals (Sweden)

J.A.F.O. Correia

2015-01-01

Full Text Available A class of fatigue crack growth models based on elastic–plastic stress–strain histories at the crack tip region and local strain-life damage models have been proposed in literature. The fatigue crack growth is regarded as a process of continuous crack initializations over successive elementary material blocks, which may be governed by smooth strain-life damage data. Some approaches account for the residual stresses developing at the crack tip in the actual crack driving force assessment, allowing mean stresses and loading sequential effects to be modelled. An extension of the fatigue crack propagation model originally proposed by Noroozi et al. (2005 to derive probabilistic fatigue crack propagation data is proposed, in particular concerning the derivation of probabilistic da/dN-ΔK-R fields. The elastic-plastic stresses at the vicinity of the crack tip, computed using simplified formulae, are compared with the stresses computed using an elasticplastic finite element analyses for specimens considered in the experimental program proposed to derive the fatigue crack propagation data. Using probabilistic strain-life data available for the S355 structural mild steel, probabilistic crack propagation fields are generated, for several stress ratios, and compared with experimental fatigue crack propagation data. A satisfactory agreement between the predicted probabilistic fields and experimental data is observed.

Probabilistic Teleportation of an Arbitrary Three-Level Two-Particle State and Classical Communication Cost

Institute of Scientific and Technical Information of China (English)

DAIHong-Yi; KUANGLe-Man; LICheng-Zu

2005-01-01

We propose a scheme to probabilistically teleport an unknown arbitrary three-level two-particle state by using two partial entangled two-particle states of three-level as the quantum channel. The classical communication cost required in the ideal probabilistic teleportation process is also calculated. This scheme can be directly generalized to teleport an unknown and arbitrary three-level K-particle state by using K partial entangled two-particle states of three-level as the quantum channel.

Probabilistic inversion for chicken processing lines

International Nuclear Information System (INIS)

Cooke, Roger M.; Nauta, Maarten; Havelaar, Arie H.; Fels, Ine van der

2006-01-01

We discuss an application of probabilistic inversion techniques to a model of campylobacter transmission in chicken processing lines. Such techniques are indicated when we wish to quantify a model which is new and perhaps unfamiliar to the expert community. In this case there are no measurements for estimating model parameters, and experts are typically unable to give a considered judgment. In such cases, experts are asked to quantify their uncertainty regarding variables which can be predicted by the model. The experts' distributions (after combination) are then pulled back onto the parameter space of the model, a process termed 'probabilistic inversion'. This study illustrates two such techniques, iterative proportional fitting (IPF) and PARmeter fitting for uncertain models (PARFUM). In addition, we illustrate how expert judgement on predicted observable quantities in combination with probabilistic inversion may be used for model validation and/or model criticism

Maximum likelihood estimation of signal detection model parameters for the assessment of two-stage diagnostic strategies.

Science.gov (United States)

Lirio, R B; Dondériz, I C; Pérez Abalo, M C

1992-08-01

The methodology of Receiver Operating Characteristic curves based on the signal detection model is extended to evaluate the accuracy of two-stage diagnostic strategies. A computer program is developed for the maximum likelihood estimation of parameters that characterize the sensitivity and specificity of two-stage classifiers according to this extended methodology. Its use is briefly illustrated with data collected in a two-stage screening for auditory defects.

Sensitivity Analysis in Two-Stage DEA

Directory of Open Access Journals (Sweden)

Athena Forghani

2015-07-01

Full Text Available Data envelopment analysis (DEA is a method for measuring the efficiency of peer decision making units (DMUs which uses a set of inputs to produce a set of outputs. In some cases, DMUs have a two-stage structure, in which the first stage utilizes inputs to produce outputs used as the inputs of the second stage to produce final outputs. One important issue in two-stage DEA is the sensitivity of the results of an analysis to perturbations in the data. The current paper looks into combined model for two-stage DEA and applies the sensitivity analysis to DMUs on the entire frontier. In fact, necessary and sufficient conditions for preserving a DMU's efficiency classiffication are developed when various data changes are applied to all DMUs.

Sensitivity Analysis in Two-Stage DEA

Directory of Open Access Journals (Sweden)

Athena Forghani

2015-12-01

Full Text Available Data envelopment analysis (DEA is a method for measuring the efficiency of peer decision making units (DMUs which uses a set of inputs to produce a set of outputs. In some cases, DMUs have a two-stage structure, in which the first stage utilizes inputs to produce outputs used as the inputs of the second stage to produce final outputs. One important issue in two-stage DEA is the sensitivity of the results of an analysis to perturbations in the data. The current paper looks into combined model for two-stage DEA and applies the sensitivity analysis to DMUs on the entire frontier. In fact, necessary and sufficient conditions for preserving a DMU's efficiency classiffication are developed when various data changes are applied to all DMUs.

Systems analysis approach to probabilistic modeling of fault trees

International Nuclear Information System (INIS)

Bartholomew, R.J.; Qualls, C.R.

1985-01-01

A method of probabilistic modeling of fault tree logic combined with stochastic process theory (Markov modeling) has been developed. Systems are then quantitatively analyzed probabilistically in terms of their failure mechanisms including common cause/common mode effects and time dependent failure and/or repair rate effects that include synergistic and propagational mechanisms. The modeling procedure results in a state vector set of first order, linear, inhomogeneous, differential equations describing the time dependent probabilities of failure described by the fault tree. The solutions of this Failure Mode State Variable (FMSV) model are cumulative probability distribution functions of the system. A method of appropriate synthesis of subsystems to form larger systems is developed and applied to practical nuclear power safety systems

Building fast well-balanced two-stage numerical schemes for a model of two-phase flows

Science.gov (United States)

Thanh, Mai Duc

2014-06-01

We present a set of well-balanced two-stage schemes for an isentropic model of two-phase flows arisen from the modeling of deflagration-to-detonation transition in granular materials. The first stage is to absorb the source term in nonconservative form into equilibria. Then in the second stage, these equilibria will be composed into a numerical flux formed by using a convex combination of the numerical flux of a stable Lax-Friedrichs-type scheme and the one of a higher-order Richtmyer-type scheme. Numerical schemes constructed in such a way are expected to get the interesting property: they are fast and stable. Tests show that the method works out until the parameter takes on the value CFL, and so any value of the parameter between zero and this value is expected to work as well. All the schemes in this family are shown to capture stationary waves and preserves the positivity of the volume fractions. The special values of the parameter 0,1/2,1/(1+CFL), and CFL in this family define the Lax-Friedrichs-type, FAST1, FAST2, and FAST3 schemes, respectively. These schemes are shown to give a desirable accuracy. The errors and the CPU time of these schemes and the Roe-type scheme are calculated and compared. The constructed schemes are shown to be well-balanced and faster than the Roe-type scheme.

Performance analysis of chi models using discrete-time probabilistic reward graphs

NARCIS (Netherlands)

Trcka, N.; Georgievska, S.; Markovski, J.; Andova, S.; Vink, de E.P.

2008-01-01

We propose the model of discrete-time probabilistic reward graphs (DTPRGs) for performance analysis of systems exhibiting discrete deterministic time delays and probabilistic behavior, via their interpretation as discrete-time Markov reward chains, full-fledged platform for qualitative and

E-Area LLWF Vadose Zone Model: Probabilistic Model for Estimating Subsided-Area Infiltration Rates

Energy Technology Data Exchange (ETDEWEB)

Dyer, J. [Savannah River Site (SRS), Aiken, SC (United States). Savannah River National Lab. (SRNL); Flach, G. [Savannah River Site (SRS), Aiken, SC (United States). Savannah River National Lab. (SRNL)

2017-12-12

A probabilistic model employing a Monte Carlo sampling technique was developed in Python to generate statistical distributions of the upslope-intact-area to subsided-area ratio (Area_UAi/Area_SAi) for closure cap subsidence scenarios that differ in assumed percent subsidence and the total number of intact plus subsided compartments. The plan is to use this model as a component in the probabilistic system model for the E-Area Performance Assessment (PA), contributing uncertainty in infiltration estimates.

Generalized outcome-based strategy classification: comparing deterministic and probabilistic choice models.

Science.gov (United States)

Hilbig, Benjamin E; Moshagen, Morten

2014-12-01

Model comparisons are a vital tool for disentangling which of several strategies a decision maker may have used--that is, which cognitive processes may have governed observable choice behavior. However, previous methodological approaches have been limited to models (i.e., decision strategies) with deterministic choice rules. As such, psychologically plausible choice models--such as evidence-accumulation and connectionist models--that entail probabilistic choice predictions could not be considered appropriately. To overcome this limitation, we propose a generalization of Bröder and Schiffer's (Journal of Behavioral Decision Making, 19, 361-380, 2003) choice-based classification method, relying on (1) parametric order constraints in the multinomial processing tree framework to implement probabilistic models and (2) minimum description length for model comparison. The advantages of the generalized approach are demonstrated through recovery simulations and an experiment. In explaining previous methods and our generalization, we maintain a nontechnical focus--so as to provide a practical guide for comparing both deterministic and probabilistic choice models.

Probabilistic Radiological Performance Assessment Modeling and Uncertainty

Science.gov (United States)

Tauxe, J.

2004-12-01

A generic probabilistic radiological Performance Assessment (PA) model is presented. The model, built using the GoldSim systems simulation software platform, concerns contaminant transport and dose estimation in support of decision making with uncertainty. Both the U.S. Nuclear Regulatory Commission (NRC) and the U.S. Department of Energy (DOE) require assessments of potential future risk to human receptors of disposal of LLW. Commercially operated LLW disposal facilities are licensed by the NRC (or agreement states), and the DOE operates such facilities for disposal of DOE-generated LLW. The type of PA model presented is probabilistic in nature, and hence reflects the current state of knowledge about the site by using probability distributions to capture what is expected (central tendency or average) and the uncertainty (e.g., standard deviation) associated with input parameters, and propagating through the model to arrive at output distributions that reflect expected performance and the overall uncertainty in the system. Estimates of contaminant release rates, concentrations in environmental media, and resulting doses to human receptors well into the future are made by running the model in Monte Carlo fashion, with each realization representing a possible combination of input parameter values. Statistical summaries of the results can be compared to regulatory performance objectives, and decision makers are better informed of the inherently uncertain aspects of the model which supports their decision-making. While this information may make some regulators uncomfortable, they must realize that uncertainties which were hidden in a deterministic analysis are revealed in a probabilistic analysis, and the chance of making a correct decision is now known rather than hoped for. The model includes many typical features and processes that would be part of a PA, but is entirely fictitious. This does not represent any particular site and is meant to be a generic example. A

Using Structured Knowledge Representation for Context-Sensitive Probabilistic Modeling

National Research Council Canada - National Science Library

Sakhanenko, Nikita A; Luger, George F

2008-01-01

We propose a context-sensitive probabilistic modeling system (COSMOS) that reasons about a complex, dynamic environment through a series of applications of smaller, knowledge-focused models representing contextually relevant information...

Developing an event-tree probabilistic tsunami inundation model for NE Atlantic coasts: Application to case studies

Science.gov (United States)

Omira, Rachid; Baptista, Maria Ana; Matias, Luis

2015-04-01

This study constitutes the first assessment of probabilistic tsunami inundation in the NE Atlantic region, using an event-tree approach. It aims to develop a probabilistic tsunami inundation approach for the NE Atlantic coast with an application to two test sites of ASTARTE project, Tangier-Morocco and Sines-Portugal. Only tsunamis of tectonic origin are considered here, taking into account near-, regional- and far-filed sources. The multidisciplinary approach, proposed here, consists of an event-tree method that gathers seismic hazard assessment, tsunami numerical modelling, and statistical methods. It presents also a treatment of uncertainties related to source location and tidal stage in order to derive the likelihood of tsunami flood occurrence and exceedance of a specific near-shore wave height during a given return period. We derive high-resolution probabilistic maximum wave heights and flood distributions for both test-sites Tangier and Sines considering 100-, 500-, and 1000-year return periods. We find that the probability that a maximum wave height exceeds 1 m somewhere along the Sines coasts reaches about 55% for 100-year return period, and is up to 100% for 1000-year return period. Along Tangier coast, the probability of inundation occurrence (flow depth > 0m) is up to 45% for 100-year return period and reaches 96% in some near-shore costal location for 500-year return period. Acknowledgements: This work is funded by project ASTARTE - Assessment, STrategy And Risk Reduction for Tsunamis in Europe. Grant 603839, 7th FP (ENV.2013.6.4-3 ENV.2013.6.4-3).

Probabilistic cloning with supplementary information contained in the quantum states of two auxiliary systems

International Nuclear Information System (INIS)

Li, Lvjun; Qiu, Daowen

2007-01-01

In probabilistic cloning with two auxiliary systems, we consider and compare three different protocols for the success probabilities of cloning. We show that, in certain circumstances, it may increase the success probability to add an auxiliary system to the probabilistic cloning machine having one auxiliary system, but we always can find another cloning machine with one auxiliary system having the same success probability as that with two auxiliary systems

Utility-free heuristic models of two-option choice can mimic predictions of utility-stage models under many conditions

Science.gov (United States)

Piantadosi, Steven T.; Hayden, Benjamin Y.

2015-01-01

Economists often model choices as if decision-makers assign each option a scalar value variable, known as utility, and then select the option with the highest utility. It remains unclear whether as-if utility models describe real mental and neural steps in choice. Although choices alone cannot prove the existence of a utility stage, utility transformations are often taken to provide the most parsimonious or psychologically plausible explanation for choice data. Here, we show that it is possible to mathematically transform a large set of common utility-stage two-option choice models (specifically ones in which dimensions are can be decomposed into additive functions) into a heuristic model (specifically, a dimensional prioritization heuristic) that has no utility computation stage. We then show that under a range of plausible assumptions, both classes of model predict similar neural responses. These results highlight the difficulties in using neuroeconomic data to infer the existence of a value stage in choice. PMID:25914613

Utility-free heuristic models of two-option choice can mimic predictions of utility-stage models under many conditions

Directory of Open Access Journals (Sweden)

Steven T Piantadosi

2015-04-01

Full Text Available Economists often model choices as if decision-makers assign each option a scalar value variable, known as utility, and then select the option with the highest utility. It remains unclear whether as-if utility models describe real mental and neural steps in choice. Although choices alone cannot prove the existence of a utility stage in choice, utility transformations are often taken to provide the most parsimonious or psychologically plausible explanation for choice data. Here, we show that it is possible to mathematically transform a large set of common utility-stage two-option choice models (specifically ones in which dimensions are linearly separable into a psychologically plausible heuristic model (specifically, a dimensional prioritization heuristic that has no utility computation stage. We then show that under a range of plausible assumptions, both classes of model predict similar neural responses. These results highlight the difficulties in using neuroeconomic data to infer the existence of a value stage in choice.

Assessing vanadium and arsenic exposure of people living near a petrochemical complex with two-stage dispersion models

International Nuclear Information System (INIS)

Chio, Chia-Pin; Yuan, Tzu-Hsuen; Shie, Ruei-Hao; Chan, Chang-Chuan

2014-01-01

Highlights: • Two-stage dispersion models can estimate exposures to hazardous air pollutants. • Spatial distribution of V levels is derived for sources without known emission rates. • A distance-to-source gradient is found for V levels from a petrochemical complex. • Two-stage dispersion is useful for modeling air pollution in resource-limited areas. - Abstract: The goal of this study is to demonstrate that it is possible to construct a two-stage dispersion model empirically for the purpose of estimating air pollution levels in the vicinity of petrochemical plants. We studied oil refineries and coal-fired power plants in the No. 6 Naphtha Cracking Complex, an area of 2,603-ha situated on the central west coast of Taiwan. The pollutants targeted were vanadium (V) from oil refineries and arsenic (As) from coal-fired power plants. We applied a backward fitting method to determine emission rates of V and As, with 192 PM 10 filters originally collected between 2009 and 2012. Our first-stage model estimated emission rates of V and As (median and 95% confidence intervals at 0.0202 (0.0040–0.1063) and 0.1368 (0.0398–0.4782) g/s, respectively. In our second stage model, the predicted zone-average concentrations showed a strong correlation with V, but a poor correlation with As. Our findings show that two-stage dispersion models are relatively precise for estimating V levels at residents’ addresses near the petrochemical complex, but they did not work as well for As levels. In conclusion, our model-based approach can be widely used for modeling exposure to air pollution from industrial areas in countries with limited resources

Toward a Probabilistic Phenological Model for Wheat Growing Degree Days (GDD)

Science.gov (United States)

Rahmani, E.; Hense, A.

2017-12-01

Are there deterministic relations between phenological and climate parameters? The answer is surely `No'. This answer motivated us to solve the problem through probabilistic theories. Thus, we developed a probabilistic phenological model which has the advantage of giving additional information in terms of uncertainty. To that aim, we turned to a statistical analysis named survival analysis. Survival analysis deals with death in biological organisms and failure in mechanical systems. In survival analysis literature, death or failure is considered as an event. By event, in this research we mean ripening date of wheat. We will assume only one event in this special case. By time, we mean the growing duration from sowing to ripening as lifetime for wheat which is a function of GDD. To be more precise we will try to perform the probabilistic forecast for wheat ripening. The probability value will change between 0 and 1. Here, the survivor function gives the probability that the not ripened wheat survives longer than a specific time or will survive to the end of its lifetime as a ripened crop. The survival function at each station is determined by fitting a normal distribution to the GDD as the function of growth duration. Verification of the models obtained is done using CRPS skill score (CRPSS). The positive values of CRPSS indicate the large superiority of the probabilistic phonologic survival model to the deterministic models. These results demonstrate that considering uncertainties in modeling are beneficial, meaningful and necessary. We believe that probabilistic phenological models have the potential to help reduce the vulnerability of agricultural production systems to climate change thereby increasing food security.

A two-stage stochastic rule-based model to determine pre-assembly buffer content

Science.gov (United States)

Gunay, Elif Elcin; Kula, Ufuk

2018-01-01

This study considers instant decision-making needs of the automobile manufactures for resequencing vehicles before final assembly (FA). We propose a rule-based two-stage stochastic model to determine the number of spare vehicles that should be kept in the pre-assembly buffer to restore the altered sequence due to paint defects and upstream department constraints. First stage of the model decides the spare vehicle quantities, where the second stage model recovers the scrambled sequence respect to pre-defined rules. The problem is solved by sample average approximation (SAA) algorithm. We conduct a numerical study to compare the solutions of heuristic model with optimal ones and provide following insights: (i) as the mismatch between paint entrance and scheduled sequence decreases, the rule-based heuristic model recovers the scrambled sequence as good as the optimal resequencing model, (ii) the rule-based model is more sensitive to the mismatch between the paint entrance and scheduled sequences for recovering the scrambled sequence, (iii) as the defect rate increases, the difference in recovery effectiveness between rule-based heuristic and optimal solutions increases, (iv) as buffer capacity increases, the recovery effectiveness of the optimization model outperforms heuristic model, (v) as expected the rule-based model holds more inventory than the optimization model.

Hourly cooling load forecasting using time-indexed ARX models with two-stage weighted least squares regression

International Nuclear Information System (INIS)

Guo, Yin; Nazarian, Ehsan; Ko, Jeonghan; Rajurkar, Kamlakar

2014-01-01

Highlights: • Developed hourly-indexed ARX models for robust cooling-load forecasting. • Proposed a two-stage weighted least-squares regression approach. • Considered the effect of outliers as well as trend of cooling load and weather patterns. • Included higher order terms and day type patterns in the forecasting models. • Demonstrated better accuracy compared with some ARX and ANN models. - Abstract: This paper presents a robust hourly cooling-load forecasting method based on time-indexed autoregressive with exogenous inputs (ARX) models, in which the coefficients are estimated through a two-stage weighted least squares regression. The prediction method includes a combination of two separate time-indexed ARX models to improve prediction accuracy of the cooling load over different forecasting periods. The two-stage weighted least-squares regression approach in this study is robust to outliers and suitable for fast and adaptive coefficient estimation. The proposed method is tested on a large-scale central cooling system in an academic institution. The numerical case studies show the proposed prediction method performs better than some ANN and ARX forecasting models for the given test data set

GENERALISED MODEL BASED CONFIDENCE INTERVALS IN TWO STAGE CLUSTER SAMPLING

Directory of Open Access Journals (Sweden)

Christopher Ouma Onyango

2010-09-01

Full Text Available Chambers and Dorfman (2002 constructed bootstrap confidence intervals in model based estimation for finite population totals assuming that auxiliary values are available throughout a target population and that the auxiliary values are independent. They also assumed that the cluster sizes are known throughout the target population. We now extend to two stage sampling in which the cluster sizes are known only for the sampled clusters, and we therefore predict the unobserved part of the population total. Jan and Elinor (2008 have done similar work, but unlike them, we use a general model, in which the auxiliary values are not necessarily independent. We demonstrate that the asymptotic properties of our proposed estimator and its coverage rates are better than those constructed under the model assisted local polynomial regression model.

Evaluating bacterial gene-finding HMM structures as probabilistic logic programs.

Science.gov (United States)

Mørk, Søren; Holmes, Ian

2012-03-01

Probabilistic logic programming offers a powerful way to describe and evaluate structured statistical models. To investigate the practicality of probabilistic logic programming for structure learning in bioinformatics, we undertook a simplified bacterial gene-finding benchmark in PRISM, a probabilistic dialect of Prolog. We evaluate Hidden Markov Model structures for bacterial protein-coding gene potential, including a simple null model structure, three structures based on existing bacterial gene finders and two novel model structures. We test standard versions as well as ADPH length modeling and three-state versions of the five model structures. The models are all represented as probabilistic logic programs and evaluated using the PRISM machine learning system in terms of statistical information criteria and gene-finding prediction accuracy, in two bacterial genomes. Neither of our implementations of the two currently most used model structures are best performing in terms of statistical information criteria or prediction performances, suggesting that better-fitting models might be achievable. The source code of all PRISM models, data and additional scripts are freely available for download at: http://github.com/somork/codonhmm. Supplementary data are available at Bioinformatics online.

Generative probabilistic models extend the scope of inferential structure determination

DEFF Research Database (Denmark)

Olsson, Simon; Boomsma, Wouter; Frellsen, Jes

2011-01-01

demonstrate that the use of generative probabilistic models instead of physical forcefields in the Bayesian formalism is not only conceptually attractive, but also improves precision and efficiency. Our results open new vistas for the use of sophisticated probabilistic models of biomolecular structure......Conventional methods for protein structure determination from NMR data rely on the ad hoc combination of physical forcefields and experimental data, along with heuristic determination of free parameters such as weight of experimental data relative to a physical forcefield. Recently, a theoretically...

Application of a probabilistic model of rainfall-induced shallow landslides to complex hollows

NARCIS (Netherlands)

Talebi, A.; Uijlenhoet, R.; Troch, P.A.

2008-01-01

Recently, D'Odorico and Fagherazzi (2003) proposed "A probabilistic model of rainfall-triggered shallow landslides in hollows" (Water Resour. Res., 39, 2003). Their model describes the long-term evolution of colluvial deposits through a probabilistic soil mass balance at a point. Further building

Impact of two-stage turbocharging architectures on pumping losses of automotive engines based on an analytical model

International Nuclear Information System (INIS)

Galindo, J.; Serrano, J.R.; Climent, H.; Varnier, O.

2010-01-01

Present work presents an analytical study of two-stage turbocharging configuration performance. The aim of this work is to understand the influence of different two-stage-architecture parameters to optimize the use of exhaust manifold gases energy and to aid decision making process. An analytical model giving the relationship between global compression ratio and global expansion ratio is developed as a function of basic engine and turbocharging system parameters. Having an analytical solution, the influence of different variables, such as expansion ratio between HP and LP turbine, intercooler efficiency, turbochargers efficiency, cooling fluid temperature and exhaust temperature are studied independently. Engine simulations with proposed analytical model have been performed to analyze the influence of these different parameters on brake thermal efficiency and pumping mean effective pressure. The results obtained show the overall performance of the two-stage system for the whole operative range and characterize the optimum control of the elements for each operative condition. The model was also used to compare single-stage and two-stage architectures performance for the same engine operative conditions. Benefits and limits in terms of breathing capabilities and brake thermal efficiency of each type of system have been presented and analyzed.

Probabilistic Modelling of Robustness and Resilience of Power Grid Systems

DEFF Research Database (Denmark)

Qin, Jianjun; Sansavini, Giovanni; Nielsen, Michael Havbro Faber

2017-01-01

The present paper proposes a framework for the modeling and analysis of resilience of networked power grid systems. A probabilistic systems model is proposed based on the JCSS Probabilistic Model Code (JCSS, 2001) and deterministic engineering systems modeling techniques such as the DC flow model...... cascading failure event scenarios (Nan and Sansavini, 2017). The concept of direct and indirect consequences proposed by the Joint Committee on Structural Safety (JCSS, 2008) is utilized to model the associated consequences. To facilitate a holistic modeling of robustness and resilience, and to identify how...... these characteristics may be optimized these characteristics, the power grid system is finally interlinked with its fundamental interdependent systems, i.e. a societal model, a regulatory system and control feedback loops. The proposed framework is exemplified with reference to optimal decision support for resilience...

Probabilistic analysis of fires in nuclear plants

International Nuclear Information System (INIS)

Unione, A.; Teichmann, T.

1985-01-01

The aim of this paper is to describe a multilevel (i.e., staged) probabilistic analysis of fire risks in nuclear plants (as part of a general PRA) which maximizes the benefits of the FRA (fire risk assessment) in a cost effective way. The approach uses several stages of screening, physical modeling of clearly dominant risk contributors, searches for direct (e.g., equipment dependences) and secondary (e.g., fire induced internal flooding) interactions, and relies on lessons learned and available data from and surrogate FRAs. The general methodology is outlined. 6 figs., 10 tabs

Financial Markets Analysis by Probabilistic Fuzzy Modelling

NARCIS (Netherlands)

J.H. van den Berg (Jan); W.-M. van den Bergh (Willem-Max); U. Kaymak (Uzay)

2003-01-01

textabstractFor successful trading in financial markets, it is important to develop financial models where one can identify different states of the market for modifying one???s actions. In this paper, we propose to use probabilistic fuzzy systems for this purpose. We concentrate on Takagi???Sugeno

Financial markets analysis by probabilistic fuzzy modelling

NARCIS (Netherlands)

Berg, van den J.; Kaymak, U.; Bergh, van den W.M.

2003-01-01

For successful trading in financial markets, it is important to develop financial models where one can identify different states of the market for modifying one???s actions. In this paper, we propose to use probabilistic fuzzy systems for this purpose. We concentrate on Takagi???Sugeno (TS)

MODELING PROBABILISTIC CONFLICT OF TECHNOLOGICAL SYSTEMS

Directory of Open Access Journals (Sweden)

D. B. Desyatov

2015-01-01

Full Text Available Recently for the study of conflict increasingly used method of mathematical optical modeling. Its importance stems from the fact that experimental research such conflicts rather time-consuming and complex. However, existing approaches to the study of conflict do not take into account the stochastic nature of the systems, suffers from conceptual incompleteness. There is a need to develop models, algorithms and principles, in order to assess the conflict, to choose conflict resolution to ensure that not the worst of conditions. For stochastic technological systems as a utility function, we consider the probability of achieving a given objective. We assume that some system S1 is in conflict with the system S2, (SR2R К SR1R, if q(SR1R,SR2Rtwo ways: Definition 1. Between A and b is observed probabilistic conflict of the first kind (А К1 B, if P(A/Bprobabilistic conflict of the second kind (А К2 B, if P(A/B

Probabilistic risk assessment methodology

International Nuclear Information System (INIS)

Shinaishin, M.A.

1988-06-01

The objective of this work is to provide the tools necessary for clear identification of: the purpose of a Probabilistic Risk Study, the bounds and depth of the study, the proper modeling techniques to be used, the failure modes contributing to the analysis, the classical and baysian approaches for manipulating data necessary for quantification, ways for treating uncertainties, and available computer codes that may be used in performing such probabilistic analysis. In addition, it provides the means for measuring the importance of a safety feature to maintaining a level of risk at a Nuclear Power Plant and the worth of optimizing a safety system in risk reduction. In applying these techniques so that they accommodate our national resources and needs it was felt that emphasis should be put on the system reliability analysis level of PRA. Objectives of such studies could include: comparing systems' designs of the various vendors in the bedding stage, and performing grid reliability and human performance analysis using national specific data. (author)

Probabilistic risk assessment methodology

Energy Technology Data Exchange (ETDEWEB)

Shinaishin, M A

1988-06-15

The objective of this work is to provide the tools necessary for clear identification of: the purpose of a Probabilistic Risk Study, the bounds and depth of the study, the proper modeling techniques to be used, the failure modes contributing to the analysis, the classical and baysian approaches for manipulating data necessary for quantification, ways for treating uncertainties, and available computer codes that may be used in performing such probabilistic analysis. In addition, it provides the means for measuring the importance of a safety feature to maintaining a level of risk at a Nuclear Power Plant and the worth of optimizing a safety system in risk reduction. In applying these techniques so that they accommodate our national resources and needs it was felt that emphasis should be put on the system reliability analysis level of PRA. Objectives of such studies could include: comparing systems' designs of the various vendors in the bedding stage, and performing grid reliability and human performance analysis using national specific data. (author)

Probabilistic forecasting of the solar irradiance with recursive ARMA and GARCH models

DEFF Research Database (Denmark)

David, M.; Ramahatana, F.; Trombe, Pierre-Julien

2016-01-01

Forecasting of the solar irradiance is a key feature in order to increase the penetration rate of solar energy into the energy grids. Indeed, the anticipation of the fluctuations of the solar renewables allows a better management of the production means of electricity and a better operation...... sky index show some similarities with that of financial time series. The aim of this paper is to assess the performances of a commonly used combination of two linear models (ARMA and GARCH) in econometrics in order to provide probabilistic forecasts of solar irradiance. In addition, a recursive...... regarding the statistical distribution of the error, the reliability of the probabilistic forecasts stands in the same order of magnitude as other works done in the field of solar forecasting....

Review of probabilistic models of the strength of composite materials

International Nuclear Information System (INIS)

Sutherland, L.S.; Guedes Soares, C.

1997-01-01

The available literature concerning probabilistic models describing the strength of composite materials has been reviewed to highlight the important aspects of this behaviour which will be of interest to the modelling and analysis of a complex system. The success with which these theories have been used to predict experimental results has been discussed. Since the brittle reinforcement phase largely controls the strength of composites, the probabilistic theories used to describe the strength of brittle materials, fibres and bundles of fibres have been detailed. The use of these theories to predict the strength of composite materials has been considered, along with further developments incorporating the damage accumulation observed in the failure of such materials. Probabilistic theories of the strength of short-fibre composites have been outlined. Emphasis has been placed throughout on straightforward engineering explanations of these theories and how they may be used, rather than providing comprehensive statistical descriptions

Probabilistic modeling of crack networks in thermal fatigue

International Nuclear Information System (INIS)

Malesys, N.

2007-11-01

Thermal superficial crack networks have been detected in mixing zone of cooling system in nuclear power plants. Numerous experimental works have already been led to characterize initiation and propagation of these cracks. The random aspect of initiation led to propose a probabilistic model for the formation and propagation of crack networks in thermal fatigue. In a first part, uniaxial mechanical test were performed on smooth and slightly notched specimens in order to characterize the initiation of multiple cracks, their arrest due to obscuration and the coalescence phenomenon by recovery of amplification stress zones. In a second time, the probabilistic model was established under two assumptions: the continuous cracks initiation on surface, described by a Poisson point process law with threshold, and the shielding phenomenon which prohibits the initiation or the propagation of a crack if this one is in the relaxation stress zone of another existing crack. The crack propagation is assumed to follow a Paris' law based on the computation of stress intensity factors at the top and the bottom of crack. The evolution of multiaxial cracks on the surface can be followed thanks to three quantities: the shielding probability, comparable to a damage variable of the structure, the initiated crack density, representing the total number of cracks per unit surface which can be compared to experimental observations, and the propagating crack density, representing the number per unit surface of active cracks in the network. The crack sizes distribution is also computed by the model allowing an easier comparison with experimental results. (author)

Probabilistic Logical Characterization

DEFF Research Database (Denmark)

Hermanns, Holger; Parma, Augusto; Segala, Roberto

2011-01-01

Probabilistic automata exhibit both probabilistic and non-deterministic choice. They are therefore a powerful semantic foundation for modeling concurrent systems with random phenomena arising in many applications ranging from artificial intelligence, security, systems biology to performance...... modeling. Several variations of bisimulation and simulation relations have proved to be useful as means to abstract and compare different automata. This paper develops a taxonomy of logical characterizations of these relations on image-finite and image-infinite probabilistic automata....

Evaluation of seismic reliability of steel moment resisting frames rehabilitated by concentric braces with probabilistic models

Directory of Open Access Journals (Sweden)

Fateme Rezaei

2017-08-01

Full Text Available Probability of structure failure which has been designed by "deterministic methods" can be more than the one which has been designed in similar situation using probabilistic methods and models considering "uncertainties". The main purpose of this research was to evaluate the seismic reliability of steel moment resisting frames rehabilitated with concentric braces by probabilistic models. To do so, three-story and nine-story steel moment resisting frames were designed based on resistant criteria of Iranian code and then they were rehabilitated based on controlling drift limitations by concentric braces. Probability of frames failure was evaluated by probabilistic models of magnitude, location of earthquake, ground shaking intensity in the area of the structure, probabilistic model of building response (based on maximum lateral roof displacement and probabilistic methods. These frames were analyzed under subcrustal source by sampling probabilistic method "Risk Tools" (RT. Comparing the exceedance probability of building response curves (or selected points on it of the three-story and nine-story model frames (before and after rehabilitation, seismic response of rehabilitated frames, was reduced and their reliability was improved. Also the main effective variables in reducing the probability of frames failure were determined using sensitivity analysis by FORM probabilistic method. The most effective variables reducing the probability of frames failure are  in the magnitude model, ground shaking intensity model error and magnitude model error

Propagating Water Quality Analysis Uncertainty Into Resource Management Decisions Through Probabilistic Modeling

Science.gov (United States)

Gronewold, A. D.; Wolpert, R. L.; Reckhow, K. H.

2007-12-01

Most probable number (MPN) and colony-forming-unit (CFU) are two estimates of fecal coliform bacteria concentration commonly used as measures of water quality in United States shellfish harvesting waters. The MPN is the maximum likelihood estimate (or MLE) of the true fecal coliform concentration based on counts of non-sterile tubes in serial dilution of a sample aliquot, indicating bacterial metabolic activity. The CFU is the MLE of the true fecal coliform concentration based on the number of bacteria colonies emerging on a growth plate after inoculation from a sample aliquot. Each estimating procedure has intrinsic variability and is subject to additional uncertainty arising from minor variations in experimental protocol. Several versions of each procedure (using different sized aliquots or different numbers of tubes, for example) are in common use, each with its own levels of probabilistic and experimental error and uncertainty. It has been observed empirically that the MPN procedure is more variable than the CFU procedure, and that MPN estimates are somewhat higher on average than CFU estimates, on split samples from the same water bodies. We construct a probabilistic model that provides a clear theoretical explanation for the observed variability in, and discrepancy between, MPN and CFU measurements. We then explore how this variability and uncertainty might propagate into shellfish harvesting area management decisions through a two-phased modeling strategy. First, we apply our probabilistic model in a simulation-based analysis of future water quality standard violation frequencies under alternative land use scenarios, such as those evaluated under guidelines of the total maximum daily load (TMDL) program. Second, we apply our model to water quality data from shellfish harvesting areas which at present are closed (either conditionally or permanently) to shellfishing, to determine if alternative laboratory analysis procedures might have led to different

Approximating methods for intractable probabilistic models: Applications in neuroscience

DEFF Research Database (Denmark)

Højen-Sørensen, Pedro

2002-01-01

This thesis investigates various methods for carrying out approximate inference in intractable probabilistic models. By capturing the relationships between random variables, the framework of graphical models hints at which sets of random variables pose a problem to the inferential step. The appro...

Accuracy of the One-Stage and Two-Stage Impression Techniques: A Comparative Analysis.

Science.gov (United States)

Jamshidy, Ladan; Mozaffari, Hamid Reza; Faraji, Payam; Sharifi, Roohollah

2016-01-01

Introduction . One of the main steps of impression is the selection and preparation of an appropriate tray. Hence, the present study aimed to analyze and compare the accuracy of one- and two-stage impression techniques. Materials and Methods . A resin laboratory-made model, as the first molar, was prepared by standard method for full crowns with processed preparation finish line of 1 mm depth and convergence angle of 3-4°. Impression was made 20 times with one-stage technique and 20 times with two-stage technique using an appropriate tray. To measure the marginal gap, the distance between the restoration margin and preparation finish line of plaster dies was vertically determined in mid mesial, distal, buccal, and lingual (MDBL) regions by a stereomicroscope using a standard method. Results . The results of independent test showed that the mean value of the marginal gap obtained by one-stage impression technique was higher than that of two-stage impression technique. Further, there was no significant difference between one- and two-stage impression techniques in mid buccal region, but a significant difference was reported between the two impression techniques in MDL regions and in general. Conclusion . The findings of the present study indicated higher accuracy for two-stage impression technique than for the one-stage impression technique.

A probabilistic maintenance model for diesel engines

Science.gov (United States)

Pathirana, Shan; Abeygunawardane, Saranga Kumudu

2018-02-01

In this paper, a probabilistic maintenance model is developed for inspection based preventive maintenance of diesel engines based on the practical model concepts discussed in the literature. Developed model is solved using real data obtained from inspection and maintenance histories of diesel engines and experts' views. Reliability indices and costs were calculated for the present maintenance policy of diesel engines. A sensitivity analysis is conducted to observe the effect of inspection based preventive maintenance on the life cycle cost of diesel engines.

Probabilistic models and machine learning in structural bioinformatics

DEFF Research Database (Denmark)

Hamelryck, Thomas

2009-01-01

. Recently, probabilistic models and machine learning methods based on Bayesian principles are providing efficient and rigorous solutions to challenging problems that were long regarded as intractable. In this review, I will highlight some important recent developments in the prediction, analysis...

Probabilistic Role Models and the Guarded Fragment

DEFF Research Database (Denmark)

Jaeger, Manfred

2004-01-01

We propose a uniform semantic framework for interpreting probabilistic concept subsumption and probabilistic role quantification through statistical sampling distributions. This general semantic principle serves as the foundation for the development of a probabilistic version of the guarded fragm...... fragment of first-order logic. A characterization of equivalence in that logic in terms of bisimulations is given....

Probabilistic role models and the guarded fragment

DEFF Research Database (Denmark)

Jaeger, Manfred

2006-01-01

We propose a uniform semantic framework for interpreting probabilistic concept subsumption and probabilistic role quantification through statistical sampling distributions. This general semantic principle serves as the foundation for the development of a probabilistic version of the guarded fragm...... fragment of first-order logic. A characterization of equivalence in that logic in terms of bisimulations is given....

Probabilistic Compositional Models: solution of an equivalence problem

Czech Academy of Sciences Publication Activity Database

Kratochvíl, Václav

2013-01-01

Roč. 54, č. 5 (2013), s. 590-601 ISSN 0888-613X R&D Projects: GA ČR GA13-20012S Institutional support: RVO:67985556 Keywords : Probabilistic model * Compositional model * Independence * Equivalence Subject RIV: BA - General Mathematics Impact factor: 1.977, year: 2013 http://library.utia.cas.cz/separaty/2013/MTR/kratochvil-0391079.pdf

Probabilistic power generation planning with environmental consideration for Lebanon

International Nuclear Information System (INIS)

Karaki, S.H.; Chaaban, F.B.; Tarhini, K.A.

2000-01-01

Full text.This paper describes a software tool for generation expansion planning based on dynamic programming, probabilistic production simulation, and environmental assessment. The aim is to determine the units needed to expand a given system in order to minimize either the cost or the environmental impact or some weighed function of the two. The problem of generation expansion planning is solved in stages using Tunnel Dynamic Programming (TDP) with Heuristic rules to limit the number of options analyzed. The production costing methodology is based on combining a probabilistic generation model known as the capacity outage table (COT) with the load duration curve (LDC) of the system to deduce a risk model from which the expected energy not supplied (EENS) is estimated. The generation model is built recursively using an efficient numerical convolution procedure and is combined at each step with the LDC to calculate the expected energy produced by each unit, its corresponding production cost and related environmental emissions. The estimation of the air effluents is conducted based on the fuel type, the heat rate and teh energy produced by each unit. The program can model hydro-electric units as well as energy limited units, under economical and environmental load dispatches. The work is concluded by case studies to illustrate the capabilities of the model and to examine the impact of various technical, economic and environmental parameters on the proposed plans

A range of complex probabilistic models for RNA secondary structure prediction that includes the nearest-neighbor model and more.

Science.gov (United States)

Rivas, Elena; Lang, Raymond; Eddy, Sean R

2012-02-01

The standard approach for single-sequence RNA secondary structure prediction uses a nearest-neighbor thermodynamic model with several thousand experimentally determined energy parameters. An attractive alternative is to use statistical approaches with parameters estimated from growing databases of structural RNAs. Good results have been reported for discriminative statistical methods using complex nearest-neighbor models, including CONTRAfold, Simfold, and ContextFold. Little work has been reported on generative probabilistic models (stochastic context-free grammars [SCFGs]) of comparable complexity, although probabilistic models are generally easier to train and to use. To explore a range of probabilistic models of increasing complexity, and to directly compare probabilistic, thermodynamic, and discriminative approaches, we created TORNADO, a computational tool that can parse a wide spectrum of RNA grammar architectures (including the standard nearest-neighbor model and more) using a generalized super-grammar that can be parameterized with probabilities, energies, or arbitrary scores. By using TORNADO, we find that probabilistic nearest-neighbor models perform comparably to (but not significantly better than) discriminative methods. We find that complex statistical models are prone to overfitting RNA structure and that evaluations should use structurally nonhomologous training and test data sets. Overfitting has affected at least one published method (ContextFold). The most important barrier to improving statistical approaches for RNA secondary structure prediction is the lack of diversity of well-curated single-sequence RNA secondary structures in current RNA databases.

Probabilistic Teleportation of an Arbitrary Two-Atom State in Cavity QED

Institute of Scientific and Technical Information of China (English)

LIU Jin-Ming

2007-01-01

We propose a scheme for the teleportation of an arbitrary two-atom state by using two pairs of two-atom nonmaximally entangled states as the quantum channel in cavity QED.It is shown that no matter whether the arbitrary two-atom pure state to be teleported is entangled or not,our teleportation scheme can always be probabilistically realized.The success probability of teleportation is determined by the smaller coefficients of the two initially entangled atom pairs.

Comparative effectiveness of one-stage versus two-stage basilic vein transposition arteriovenous fistulas.

Science.gov (United States)

Ghaffarian, Amir A; Griffin, Claire L; Kraiss, Larry W; Sarfati, Mark R; Brooke, Benjamin S

2018-02-01

Basilic vein transposition (BVT) fistulas may be performed as either a one-stage or two-stage operation, although there is debate as to which technique is superior. This study was designed to evaluate the comparative clinical efficacy and cost-effectiveness of one-stage vs two-stage BVT. We identified all patients at a single large academic hospital who had undergone creation of either a one-stage or two-stage BVT between January 2007 and January 2015. Data evaluated included patient demographics, comorbidities, medication use, reasons for abandonment, and interventions performed to maintain patency. Costs were derived from the literature, and effectiveness was expressed in quality-adjusted life-years (QALYs). We analyzed primary and secondary functional patency outcomes as well as survival during follow-up between one-stage and two-stage BVT procedures using multivariate Cox proportional hazards models and Kaplan-Meier analysis with log-rank tests. The incremental cost-effectiveness ratio was used to determine cost savings. We identified 131 patients in whom 57 (44%) one-stage BVT and 74 (56%) two-stage BVT fistulas were created among 8 different vascular surgeons during the study period that each performed both procedures. There was no significant difference in the mean age, male gender, white race, diabetes, coronary disease, or medication profile among patients undergoing one- vs two-stage BVT. After fistula transposition, the median follow-up time was 8.3 months (interquartile range, 3-21 months). Primary patency rates of one-stage BVT were 56% at 12-month follow-up, whereas primary patency rates of two-stage BVT were 72% at 12-month follow-up. Patients undergoing two-stage BVT also had significantly higher rates of secondary functional patency at 12 months (57% for one-stage BVT vs 80% for two-stage BVT) and 24 months (44% for one-stage BVT vs 73% for two-stage BVT) of follow-up (P < .001 using log-rank test). However, there was no significant difference

Probabilistic teleportation of an arbitrary pure state of two atoms

Institute of Scientific and Technical Information of China (English)

Yang Zhen-Biao; Wu Huai-Zhi; Su Wan-Jun

2007-01-01

In the context of microwave cavity QED, this paper proposes a new scheme for teleportation of an arbitrary pure state of two atoms. The scheme is very different from the previous ones which achieve the integrated state measurement,it deals in a probabilistic but simplified way. In the scheme, no additional atoms are involved and thus only two atoms are required to be detected. The scheme can also be used for the teleportation of arbitrary pure states of many atoms or two-mode cavities.

Accuracy of the One-Stage and Two-Stage Impression Techniques: A Comparative Analysis

Directory of Open Access Journals (Sweden)

Ladan Jamshidy

2016-01-01

Full Text Available Introduction. One of the main steps of impression is the selection and preparation of an appropriate tray. Hence, the present study aimed to analyze and compare the accuracy of one- and two-stage impression techniques. Materials and Methods. A resin laboratory-made model, as the first molar, was prepared by standard method for full crowns with processed preparation finish line of 1 mm depth and convergence angle of 3-4°. Impression was made 20 times with one-stage technique and 20 times with two-stage technique using an appropriate tray. To measure the marginal gap, the distance between the restoration margin and preparation finish line of plaster dies was vertically determined in mid mesial, distal, buccal, and lingual (MDBL regions by a stereomicroscope using a standard method. Results. The results of independent test showed that the mean value of the marginal gap obtained by one-stage impression technique was higher than that of two-stage impression technique. Further, there was no significant difference between one- and two-stage impression techniques in mid buccal region, but a significant difference was reported between the two impression techniques in MDL regions and in general. Conclusion. The findings of the present study indicated higher accuracy for two-stage impression technique than for the one-stage impression technique.

Integrating probabilistic models of perception and interactive neural networks: a historical and tutorial review.

Science.gov (United States)

McClelland, James L

2013-01-01

This article seeks to establish a rapprochement between explicitly Bayesian models of contextual effects in perception and neural network models of such effects, particularly the connectionist interactive activation (IA) model of perception. The article is in part an historical review and in part a tutorial, reviewing the probabilistic Bayesian approach to understanding perception and how it may be shaped by context, and also reviewing ideas about how such probabilistic computations may be carried out in neural networks, focusing on the role of context in interactive neural networks, in which both bottom-up and top-down signals affect the interpretation of sensory inputs. It is pointed out that connectionist units that use the logistic or softmax activation functions can exactly compute Bayesian posterior probabilities when the bias terms and connection weights affecting such units are set to the logarithms of appropriate probabilistic quantities. Bayesian concepts such the prior, likelihood, (joint and marginal) posterior, probability matching and maximizing, and calculating vs. sampling from the posterior are all reviewed and linked to neural network computations. Probabilistic and neural network models are explicitly linked to the concept of a probabilistic generative model that describes the relationship between the underlying target of perception (e.g., the word intended by a speaker or other source of sensory stimuli) and the sensory input that reaches the perceiver for use in inferring the underlying target. It is shown how a new version of the IA model called the multinomial interactive activation (MIA) model can sample correctly from the joint posterior of a proposed generative model for perception of letters in words, indicating that interactive processing is fully consistent with principled probabilistic computation. Ways in which these computations might be realized in real neural systems are also considered.

Quantitative Analysis of Probabilistic Models of Software Product Lines with Statistical Model Checking

DEFF Research Database (Denmark)

ter Beek, Maurice H.; Legay, Axel; Lluch Lafuente, Alberto

2015-01-01

We investigate the suitability of statistical model checking techniques for analysing quantitative properties of software product line models with probabilistic aspects. For this purpose, we enrich the feature-oriented language FLAN with action rates, which specify the likelihood of exhibiting pa...

On the logical specification of probabilistic transition models

CSIR Research Space (South Africa)

Rens, G

2013-05-01

Full Text Available We investigate the requirements for specifying the behaviors of actions in a stochastic domain. That is, we propose how to write sentences in a logical language to capture a model of probabilistic transitions due to the execution of actions of some...

A Probabilistic Model of Meter Perception: Simulating Enculturation

Directory of Open Access Journals (Sweden)

Bastiaan van der Weij

2017-05-01

Full Text Available Enculturation is known to shape the perception of meter in music but this is not explicitly accounted for by current cognitive models of meter perception. We hypothesize that the induction of meter is a result of predictive coding: interpreting onsets in a rhythm relative to a periodic meter facilitates prediction of future onsets. Such prediction, we hypothesize, is based on previous exposure to rhythms. As such, predictive coding provides a possible explanation for the way meter perception is shaped by the cultural environment. Based on this hypothesis, we present a probabilistic model of meter perception that uses statistical properties of the relation between rhythm and meter to infer meter from quantized rhythms. We show that our model can successfully predict annotated time signatures from quantized rhythmic patterns derived from folk melodies. Furthermore, we show that by inferring meter, our model improves prediction of the onsets of future events compared to a similar probabilistic model that does not infer meter. Finally, as a proof of concept, we demonstrate how our model can be used in a simulation of enculturation. From the results of this simulation, we derive a class of rhythms that are likely to be interpreted differently by enculturated listeners with different histories of exposure to rhythms.

Convolution product construction of interactions in probabilistic physical models

International Nuclear Information System (INIS)

Ratsimbarison, H.M.; Raboanary, R.

2007-01-01

This paper aims to give a probabilistic construction of interactions which may be relevant for building physical theories such as interacting quantum field theories. We start with the path integral definition of partition function in quantum field theory which recall us the probabilistic nature of this physical theory. From a Gaussian law considered as free theory, an interacting theory is constructed by nontrivial convolution product between the free theory and an interacting term which is also a probability law. The resulting theory, again a probability law, exhibits two proprieties already present in nowadays theories of interactions such as Gauge theory : the interaction term does not depend on the free term, and two different free theories can be implemented with the same interaction.

A methodology for acquiring qualitative knowledge for probabilistic graphical models

DEFF Research Database (Denmark)

Kjærulff, Uffe Bro; Madsen, Anders L.

2004-01-01

We present a practical and general methodology that simplifies the task of acquiring and formulating qualitative knowledge for constructing probabilistic graphical models (PGMs). The methodology efficiently captures and communicates expert knowledge, and has significantly eased the model...

Validation analysis of probabilistic models of dietary exposure to food additives.

Science.gov (United States)

Gilsenan, M B; Thompson, R L; Lambe, J; Gibney, M J

2003-10-01

The validity of a range of simple conceptual models designed specifically for the estimation of food additive intakes using probabilistic analysis was assessed. Modelled intake estimates that fell below traditional conservative point estimates of intake and above 'true' additive intakes (calculated from a reference database at brand level) were considered to be in a valid region. Models were developed for 10 food additives by combining food intake data, the probability of an additive being present in a food group and additive concentration data. Food intake and additive concentration data were entered as raw data or as a lognormal distribution, and the probability of an additive being present was entered based on the per cent brands or the per cent eating occasions within a food group that contained an additive. Since the three model components assumed two possible modes of input, the validity of eight (2(3)) model combinations was assessed. All model inputs were derived from the reference database. An iterative approach was employed in which the validity of individual model components was assessed first, followed by validation of full conceptual models. While the distribution of intake estimates from models fell below conservative intakes, which assume that the additive is present at maximum permitted levels (MPLs) in all foods in which it is permitted, intake estimates were not consistently above 'true' intakes. These analyses indicate the need for more complex models for the estimation of food additive intakes using probabilistic analysis. Such models should incorporate information on market share and/or brand loyalty.

Non-probabilistic defect assessment for structures with cracks based on interval model

International Nuclear Information System (INIS)

Dai, Qiao; Zhou, Changyu; Peng, Jian; Chen, Xiangwei; He, Xiaohua

2013-01-01

Highlights: • Non-probabilistic approach is introduced to defect assessment. • Definition and establishment of IFAC are put forward. • Determination of assessment rectangle is proposed. • Solution of non-probabilistic reliability index is presented. -- Abstract: Traditional defect assessment methods conservatively treat uncertainty of parameters as safety factors, while the probabilistic method is based on the clear understanding of detailed statistical information of parameters. In this paper, the non-probabilistic approach is introduced to the failure assessment diagram (FAD) to propose a non-probabilistic defect assessment method for structures with cracks. This novel defect assessment method contains three critical processes: establishment of the interval failure assessment curve (IFAC), determination of the assessment rectangle, and solution of the non-probabilistic reliability degree. Based on the interval theory, uncertain parameters such as crack sizes, material properties and loads are considered as interval variables. As a result, the failure assessment curve (FAC) will vary in a certain range, which is defined as IFAC. And the assessment point will vary within a rectangle zone which is defined as an assessment rectangle. Based on the interval model, the establishment of IFAC and the determination of the assessment rectangle are presented. Then according to the interval possibility degree method, the non-probabilistic reliability degree of IFAC can be determined. Meanwhile, in order to clearly introduce the non-probabilistic defect assessment method, a numerical example for the assessment of a pipe with crack is given. In addition, the assessment result of the proposed method is compared with that of the traditional probabilistic method, which confirms that this non-probabilistic defect assessment can reasonably resolve the practical problem with interval variables

Non-probabilistic defect assessment for structures with cracks based on interval model

Energy Technology Data Exchange (ETDEWEB)

Dai, Qiao; Zhou, Changyu, E-mail: changyu_zhou@163.com; Peng, Jian; Chen, Xiangwei; He, Xiaohua

2013-09-15

Highlights: • Non-probabilistic approach is introduced to defect assessment. • Definition and establishment of IFAC are put forward. • Determination of assessment rectangle is proposed. • Solution of non-probabilistic reliability index is presented. -- Abstract: Traditional defect assessment methods conservatively treat uncertainty of parameters as safety factors, while the probabilistic method is based on the clear understanding of detailed statistical information of parameters. In this paper, the non-probabilistic approach is introduced to the failure assessment diagram (FAD) to propose a non-probabilistic defect assessment method for structures with cracks. This novel defect assessment method contains three critical processes: establishment of the interval failure assessment curve (IFAC), determination of the assessment rectangle, and solution of the non-probabilistic reliability degree. Based on the interval theory, uncertain parameters such as crack sizes, material properties and loads are considered as interval variables. As a result, the failure assessment curve (FAC) will vary in a certain range, which is defined as IFAC. And the assessment point will vary within a rectangle zone which is defined as an assessment rectangle. Based on the interval model, the establishment of IFAC and the determination of the assessment rectangle are presented. Then according to the interval possibility degree method, the non-probabilistic reliability degree of IFAC can be determined. Meanwhile, in order to clearly introduce the non-probabilistic defect assessment method, a numerical example for the assessment of a pipe with crack is given. In addition, the assessment result of the proposed method is compared with that of the traditional probabilistic method, which confirms that this non-probabilistic defect assessment can reasonably resolve the practical problem with interval variables.

A comprehensive probabilistic analysis model of oil pipelines network based on Bayesian network

Science.gov (United States)

Zhang, C.; Qin, T. X.; Jiang, B.; Huang, C.

2018-02-01

Oil pipelines network is one of the most important facilities of energy transportation. But oil pipelines network accident may result in serious disasters. Some analysis models for these accidents have been established mainly based on three methods, including event-tree, accident simulation and Bayesian network. Among these methods, Bayesian network is suitable for probabilistic analysis. But not all the important influencing factors are considered and the deployment rule of the factors has not been established. This paper proposed a probabilistic analysis model of oil pipelines network based on Bayesian network. Most of the important influencing factors, including the key environment condition and emergency response are considered in this model. Moreover, the paper also introduces a deployment rule for these factors. The model can be used in probabilistic analysis and sensitive analysis of oil pipelines network accident.

Two-stage model of development of heterogeneous uranium-lead systems in zircon

International Nuclear Information System (INIS)

Mel'nikov, N.N.; Zevchenkov, O.A.

1985-01-01

Behaviour of isotope systems of multiphase zircons at their two-stage distortion is considered. The results of calculations testify to the fact that linear correlations on the diagram with concordance can be explained including two-stage discovery of U-Pb systems of cogenetic zircons if zircon is considered physically heterogeneous and losing in its different part different ratios of accumulated radiogenic lead. ''Metamorphism ages'' obtained by these two-stage opening zircons are intermediate, and they not have geochronological significance while ''crystallization ages'' remain rather close to real ones. Two-stage opening zircons in some cases can be diagnosed by discordance of their crystal component

Probabilistic design framework for sustainable repari and rehabilitation of civil infrastructure

DEFF Research Database (Denmark)

Lepech, Michael; Geiker, Mette Rica; Stang, Henrik

2011-01-01

This paper presents a probabilistic-based framework for the design of civil infrastructure repair and rehabilitation to achieve targeted improvements in sustainability indicators. The framework consists of two types of models: (i) service life prediction models combining one or several deteriorat......This paper presents a probabilistic-based framework for the design of civil infrastructure repair and rehabilitation to achieve targeted improvements in sustainability indicators. The framework consists of two types of models: (i) service life prediction models combining one or several...

CFD modeling of two-stage ignition in a rapid compression machine: Assessment of zero-dimensional approach

Energy Technology Data Exchange (ETDEWEB)

Mittal, Gaurav [Department of Mechanical Engineering, The University of Akron, Akron, OH 44325 (United States); Raju, Mandhapati P. [General Motor R and D Tech Center, Warren, MI 48090 (United States); Sung, Chih-Jen [Department of Mechanical Engineering, University of Connecticut, Storrs, CT 06269 (United States)

2010-07-15

In modeling rapid compression machine (RCM) experiments, zero-dimensional approach is commonly used along with an associated heat loss model. The adequacy of such approach has not been validated for hydrocarbon fuels. The existence of multi-dimensional effects inside an RCM due to the boundary layer, roll-up vortex, non-uniform heat release, and piston crevice could result in deviation from the zero-dimensional assumption, particularly for hydrocarbons exhibiting two-stage ignition and strong thermokinetic interactions. The objective of this investigation is to assess the adequacy of zero-dimensional approach in modeling RCM experiments under conditions of two-stage ignition and negative temperature coefficient (NTC) response. Computational fluid dynamics simulations are conducted for n-heptane ignition in an RCM and the validity of zero-dimensional approach is assessed through comparisons over the entire NTC region. Results show that the zero-dimensional model based on the approach of 'adiabatic volume expansion' performs very well in adequately predicting the first-stage ignition delays, although quantitative discrepancy for the prediction of the total ignition delays and pressure rise in the first-stage ignition is noted even when the roll-up vortex is suppressed and a well-defined homogeneous core is retained within an RCM. Furthermore, the discrepancy is pressure dependent and decreases as compressed pressure is increased. Also, as ignition response becomes single-stage at higher compressed temperatures, discrepancy from the zero-dimensional simulations reduces. Despite of some quantitative discrepancy, the zero-dimensional modeling approach is deemed satisfactory from the viewpoint of the ignition delay simulation. (author)

Optimization and evaluation of probabilistic-logic sequence models

DEFF Research Database (Denmark)

Christiansen, Henning; Lassen, Ole Torp

to, in principle, Turing complete languages. In general, such models are computationally far to complex for direct use, so optimization by pruning and approximation are needed. % The first steps are made towards a methodology for optimizing such models by approximations using auxiliary models......Analysis of biological sequence data demands more and more sophisticated and fine-grained models, but these in turn introduce hard computational problems. A class of probabilistic-logic models is considered, which increases the expressibility from HMM's and SCFG's regular and context-free languages...

Probabilistic Modeling of the Fatigue Crack Growth Rate for Ni-base Alloy X-750

International Nuclear Information System (INIS)

Yoon, J.Y.; Nam, H.O.; Hwang, I.S.; Lee, T.H.

2012-01-01

Extending the operating life of existing nuclear power plants (NPP's) beyond 60 years. Many aging problems of passive components such as PWSCC, IASCC, FAC and Corrosion Fatigue; Safety analysis: Deterministic analysis + Probabilistic analysis; Many uncertainties of parameters or relationship in general probabilistic analysis such as probabilistic safety assessment (PSA); Bayesian inference: Decreasing uncertainties by updating unknown parameter; Ensuring the reliability of passive components (e.g. pipes) as well as active components (e.g. valve, pump) in NPP's; Developing probabilistic model for failures; Updating the fatigue crack growth rate (FCGR)

A preventive maintenance model with a two-level inspection policy based on a three-stage failure process

International Nuclear Information System (INIS)

Wang, Wenbin; Zhao, Fei; Peng, Rui

2014-01-01

Inspection is always an important preventive maintenance (PM) activity and can have different depths and cover all or part of plant systems. This paper introduces a two-level inspection policy model for a single component plant system based on a three-stage failure process. Such a failure process divides the system′s life into three stages: good, minor defective and severe defective stages. The first level of inspection, the minor inspection, can only identify the minor defective stage with a certain probability, but can always reveal the severe defective stage. The major inspection can however identify both defective stages perfectly. Once the system is found to be in the minor defective stage, a shortened inspection interval is adopted. If however the system is found to be in the severe defective stage, we may delay the maintenance action if the time to the next planned PM window is less than a threshold level, but otherwise, replace immediately. This corresponds to the well adopted maintenance policy in practice such as periodic inspections with planned PMs. A numerical example is presented to demonstrate the proposed model by comparing with other models. - Highlights: • The system′s deterioration goes through a three-stage process, namely, normal, minor defective and severe defective. • Two levels of inspections are proposed, e.g., minor and major inspections. • Once the minor defective stage is found, instead of taking a maintenance action, a shortened inspection interval is recommended. • When the severe defective stage is found, we delay the maintenance according to the threshold to the next PM. • The decision variables are the inspection intervals and the threshold to PM

Trait-Dependent Biogeography: (Re)Integrating Biology into Probabilistic Historical Biogeographical Models.

Science.gov (United States)

Sukumaran, Jeet; Knowles, L Lacey

2018-04-20

The development of process-based probabilistic models for historical biogeography has transformed the field by grounding it in modern statistical hypothesis testing. However, most of these models abstract away biological differences, reducing species to interchangeable lineages. We present here the case for reintegration of biology into probabilistic historical biogeographical models, allowing a broader range of questions about biogeographical processes beyond ancestral range estimation or simple correlation between a trait and a distribution pattern, as well as allowing us to assess how inferences about ancestral ranges themselves might be impacted by differential biological traits. We show how new approaches to inference might cope with the computational challenges resulting from the increased complexity of these trait-based historical biogeographical models. Copyright © 2018 Elsevier Ltd. All rights reserved.

On the use of data and judgment in probabilistic risk and safety analysis

International Nuclear Information System (INIS)

Kaplan, S.

1986-01-01

This paper reviews the line of thought of a nuclear plant probabilistic risk analysis (PRA) identifying the points where data and judgement enter. At the ''bottom'' of the process, data and judgment are combined, using one and two stage Bayesian methods, to express what is known about the element of variables. Higher in the process, we see the use of judgment in identifying scenarios and developing almost models and specifying initiating event categories. Finally, we discuss the judgments involved in deciding to do a PRA and in applying the results. (orig.)

A two-stage storage routing model for green roof runoff detention.

Science.gov (United States)

Vesuviano, Gianni; Sonnenwald, Fred; Stovin, Virginia

2014-01-01

Green roofs have been adopted in urban drainage systems to control the total quantity and volumetric flow rate of runoff. Modern green roof designs are multi-layered, their main components being vegetation, substrate and, in almost all cases, a separate drainage layer. Most current hydrological models of green roofs combine the modelling of the separate layers into a single process; these models have limited predictive capability for roofs not sharing the same design. An adaptable, generic, two-stage model for a system consisting of a granular substrate over a hard plastic 'egg box'-style drainage layer and fibrous protection mat is presented. The substrate and drainage layer/protection mat are modelled separately by previously verified sub-models. Controlled storm events are applied to a green roof system in a rainfall simulator. The time-series modelled runoff is compared to the monitored runoff for each storm event. The modelled runoff profiles are accurate (mean Rt(2) = 0.971), but further characterization of the substrate component is required for the model to be generically applicable to other roof configurations with different substrate.

A two-stage value chain model for vegetable marketing chain efficiency evaluation: A transaction cost approach

OpenAIRE

Lu Hualiang

2006-01-01

We applied a two-stage value chain model to investigate the effects of input application and occasional transaction costs on vegetable marketing chain efficiencies with a farm household-level data set. In the first stage, the production efficiencies with the combination of resource endowments, capital and managerial inputs, and production techniques were evaluated; then at the second stage, the marketing technical efficiencies were determined under the marketing value of the vegetables for th...

Probabilistic Data Modeling and Querying for Location-Based Data Warehouses

DEFF Research Database (Denmark)

Timko, Igor; Dyreson, Curtis E.; Pedersen, Torben Bach

Motivated by the increasing need to handle complex, dynamic, uncertain multidimensional data in location-based warehouses, this paper proposes a novel probabilistic data model that can address the complexities of such data. The model provides a foundation for handling complex hierarchical and unc...

Probabilistic Data Modeling and Querying for Location-Based Data Warehouses

DEFF Research Database (Denmark)

Timko, Igor; Dyreson, Curtis E.; Pedersen, Torben Bach

2005-01-01

Motivated by the increasing need to handle complex, dynamic, uncertain multidimensional data in location-based warehouses, this paper proposes a novel probabilistic data model that can address the complexities of such data. The model provides a foundation for handling complex hierarchical and unc...

Time Alignment as a Necessary Step in the Analysis of Sleep Probabilistic Curves

Science.gov (United States)

Rošt'áková, Zuzana; Rosipal, Roman

2018-02-01

Sleep can be characterised as a dynamic process that has a finite set of sleep stages during the night. The standard Rechtschaffen and Kales sleep model produces discrete representation of sleep and does not take into account its dynamic structure. In contrast, the continuous sleep representation provided by the probabilistic sleep model accounts for the dynamics of the sleep process. However, analysis of the sleep probabilistic curves is problematic when time misalignment is present. In this study, we highlight the necessity of curve synchronisation before further analysis. Original and in time aligned sleep probabilistic curves were transformed into a finite dimensional vector space, and their ability to predict subjects' age or daily measures is evaluated. We conclude that curve alignment significantly improves the prediction of the daily measures, especially in the case of the S2-related sleep states or slow wave sleep.

Probabilistic Graphical Models for the Analysis and Synthesis of Musical Audio

Science.gov (United States)

Hoffmann, Matthew Douglas

Content-based Music Information Retrieval (MIR) systems seek to automatically extract meaningful information from musical audio signals. This thesis applies new and existing generative probabilistic models to several content-based MIR tasks: timbral similarity estimation, semantic annotation and retrieval, and latent source discovery and separation. In order to estimate how similar two songs sound to one another, we employ a Hierarchical Dirichlet Process (HDP) mixture model to discover a shared representation of the distribution of timbres in each song. Comparing songs under this shared representation yields better query-by-example retrieval quality and scalability than previous approaches. To predict what tags are likely to apply to a song (e.g., "rap," "happy," or "driving music"), we develop the Codeword Bernoulli Average (CBA) model, a simple and fast mixture-of-experts model. Despite its simplicity, CBA performs at least as well as state-of-the-art approaches at automatically annotating songs and finding to what songs in a database a given tag most applies. Finally, we address the problem of latent source discovery and separation by developing two Bayesian nonparametric models, the Shift-Invariant HDP and Gamma Process NMF. These models allow us to discover what sounds (e.g. bass drums, guitar chords, etc.) are present in a song or set of songs and to isolate or suppress individual source. These models' ability to decide how many latent sources are necessary to model the data is particularly valuable in this application, since it is impossible to guess a priori how many sounds will appear in a given song or set of songs. Once they have been fit to data, probabilistic models can also be used to drive the synthesis of new musical audio, both for creative purposes and to qualitatively diagnose what information a model does and does not capture. We also adapt the SIHDP model to create new versions of input audio with arbitrary sample sets, for example, to create

Probabilistic modelling and analysis of stand-alone hybrid power systems

International Nuclear Information System (INIS)

Lujano-Rojas, Juan M.; Dufo-López, Rodolfo; Bernal-Agustín, José L.

2013-01-01

As a part of the Hybrid Intelligent Algorithm, a model based on an ANN (artificial neural network) has been proposed in this paper to represent hybrid system behaviour considering the uncertainty related to wind speed and solar radiation, battery bank lifetime, and fuel prices. The Hybrid Intelligent Algorithm suggests a combination of probabilistic analysis based on a Monte Carlo simulation approach and artificial neural network training embedded in a genetic algorithm optimisation model. The installation of a typical hybrid system was analysed. Probabilistic analysis was used to generate an input–output dataset of 519 samples that was later used to train the ANNs to reduce the computational effort required. The generalisation ability of the ANNs was measured in terms of RMSE (Root Mean Square Error), MBE (Mean Bias Error), MAE (Mean Absolute Error), and R-squared estimators using another data group of 200 samples. The results obtained from the estimation of the expected energy not supplied, the probability of a determined reliability level, and the estimation of expected value of net present cost show that the presented model is able to represent the main characteristics of a typical hybrid power system under uncertain operating conditions. - Highlights: • This paper presents a probabilistic model for stand-alone hybrid power system. • The model considers the main sources of uncertainty related to renewable resources. • The Hybrid Intelligent Algorithm has been applied to represent hybrid system behaviour. • The installation of a typical hybrid system was analysed. • The results obtained from the study case validate the presented model

A Probabilistic Model of Social Working Memory for Information Retrieval in Social Interactions.

Science.gov (United States)

Li, Liyuan; Xu, Qianli; Gan, Tian; Tan, Cheston; Lim, Joo-Hwee

2018-05-01

Social working memory (SWM) plays an important role in navigating social interactions. Inspired by studies in psychology, neuroscience, cognitive science, and machine learning, we propose a probabilistic model of SWM to mimic human social intelligence for personal information retrieval (IR) in social interactions. First, we establish a semantic hierarchy as social long-term memory to encode personal information. Next, we propose a semantic Bayesian network as the SWM, which integrates the cognitive functions of accessibility and self-regulation. One subgraphical model implements the accessibility function to learn the social consensus about IR-based on social information concept, clustering, social context, and similarity between persons. Beyond accessibility, one more layer is added to simulate the function of self-regulation to perform the personal adaptation to the consensus based on human personality. Two learning algorithms are proposed to train the probabilistic SWM model on a raw dataset of high uncertainty and incompleteness. One is an efficient learning algorithm of Newton's method, and the other is a genetic algorithm. Systematic evaluations show that the proposed SWM model is able to learn human social intelligence effectively and outperforms the baseline Bayesian cognitive model. Toward real-world applications, we implement our model on Google Glass as a wearable assistant for social interaction.

Two-stage stochastic programming model for the regional-scale electricity planning under demand uncertainty

International Nuclear Information System (INIS)

Huang, Yun-Hsun; Wu, Jung-Hua; Hsu, Yu-Ju

2016-01-01

Traditional electricity supply planning models regard the electricity demand as a deterministic parameter and require the total power output to satisfy the aggregate electricity demand. But in today's world, the electric system planners are facing tremendously complex environments full of uncertainties, where electricity demand is a key source of uncertainty. In addition, electricity demand patterns are considerably different for different regions. This paper developed a multi-region optimization model based on two-stage stochastic programming framework to incorporate the demand uncertainty. Furthermore, the decision tree method and Monte Carlo simulation approach are integrated into the model to simplify electricity demands in the form of nodes and determine the values and probabilities. The proposed model was successfully applied to a real case study (i.e. Taiwan's electricity sector) to show its applicability. Detail simulation results were presented and compared with those generated by a deterministic model. Finally, the long-term electricity development roadmap at a regional level could be provided on the basis of our simulation results. - Highlights: • A multi-region, two-stage stochastic programming model has been developed. • The decision tree and Monte Carlo simulation are integrated into the framework. • Taiwan's electricity sector is used to illustrate the applicability of the model. • The results under deterministic and stochastic cases are shown for comparison. • Optimal portfolios of regional generation technologies can be identified.

Two-stage Lagrangian modeling of ignition processes in ignition quality tester and constant volume combustion chambers

KAUST Repository

Alfazazi, Adamu; Kuti, Olawole Abiola; Naser, Nimal; Chung, Suk-Ho; Sarathy, Mani

2016-01-01

The ignition characteristics of isooctane and n-heptane in an ignition quality tester (IQT) were simulated using a two-stage Lagrangian (TSL) model, which is a zero-dimensional (0-D) reactor network method. The TSL model was also used to simulate

Probabilistic Modelling of Timber Material Properties

DEFF Research Database (Denmark)

Nielsen, Michael Havbro Faber; Köhler, Jochen; Sørensen, John Dalsgaard

2001-01-01

The probabilistic modeling of timber material characteristics is considered with special emphasis to the modeling of the effect of different quality control and selection procedures used as means for grading of timber in the production line. It is shown how statistical models may be established...... on the basis of the same type of information which is normally collected as a part of the quality control procedures and furthermore, how the efficiency of different control procedures may be compared. The tail behavior of the probability distributions of timber material characteristics play an important role...... such that they may readily be applied in structural reliability analysis and the format appears to be appropriate for codification purposes of quality control and selection for grading procedures...

Event-Based Media Enrichment Using an Adaptive Probabilistic Hypergraph Model.

Science.gov (United States)

Liu, Xueliang; Wang, Meng; Yin, Bao-Cai; Huet, Benoit; Li, Xuelong

2015-11-01

Nowadays, with the continual development of digital capture technologies and social media services, a vast number of media documents are captured and shared online to help attendees record their experience during events. In this paper, we present a method combining semantic inference and multimodal analysis for automatically finding media content to illustrate events using an adaptive probabilistic hypergraph model. In this model, media items are taken as vertices in the weighted hypergraph and the task of enriching media to illustrate events is formulated as a ranking problem. In our method, each hyperedge is constructed using the K-nearest neighbors of a given media document. We also employ a probabilistic representation, which assigns each vertex to a hyperedge in a probabilistic way, to further exploit the correlation among media data. Furthermore, we optimize the hypergraph weights in a regularization framework, which is solved as a second-order cone problem. The approach is initiated by seed media and then used to rank the media documents using a transductive inference process. The results obtained from validating the approach on an event dataset collected from EventMedia demonstrate the effectiveness of the proposed approach.

Probabilistic Modelling of Information Propagation in Wireless Mobile Ad-Hoc Network

DEFF Research Database (Denmark)

Schiøler, Henrik; Hansen, Martin Bøgsted; Schwefel, Hans-Peter

2005-01-01

In this paper the dynamics of broadcasting wireless ad-hoc networks is studied through probabilistic modelling. A randomized transmission discipline is assumed in accordance with existing MAC definitions such as WLAN with Decentralized Coordination or IEEE-802.15.4. Message reception is assumed...... to be governed by node power-down policies and is equivalently assumed to be randomized. Altogether randomization facilitates a probabilistic model in the shape of an integro-differential equation governing the propagation of information, where brownian node mobility may be accounted for by including an extra...... diffusion term. The established model is analyzed for transient behaviour and a travelling wave solution facilitates expressions for propagation speed as well as parametrized analysis of network reliability and node power consumption. Applications of the developed models for node localization and network...

Economic Dispatch for Microgrid Containing Electric Vehicles via Probabilistic Modeling: Preprint

Energy Technology Data Exchange (ETDEWEB)

Yao, Yin; Gao, Wenzhong; Momoh, James; Muljadi, Eduard

2016-02-11

In this paper, an economic dispatch model with probabilistic modeling is developed for a microgrid. The electric power supply in a microgrid consists of conventional power plants and renewable energy power plants, such as wind and solar power plants. Because of the fluctuation in the output of solar and wind power plants, an empirical probabilistic model is developed to predict their hourly output. According to different characteristics of wind and solar power plants, the parameters for probabilistic distribution are further adjusted individually for both. On the other hand, with the growing trend in plug-in electric vehicles (PHEVs), an integrated microgrid system must also consider the impact of PHEVs. The charging loads from PHEVs as well as the discharging output via the vehicle-to-grid (V2G) method can greatly affect the economic dispatch for all of the micro energy sources in a microgrid. This paper presents an optimization method for economic dispatch in a microgrid considering conventional power plants, renewable power plants, and PHEVs. The simulation results reveal that PHEVs with V2G capability can be an indispensable supplement in a modern microgrid.

Two-stage precipitation of plutonium trifluoride

International Nuclear Information System (INIS)

Luerkens, D.W.

1984-04-01

Plutonium trifluoride was precipitated using a two-stage precipitation system. A series of precipitation experiments identified the significant process variables affecting precipitate characteristics. A mathematical precipitation model was developed which was based on the formation of plutonium fluoride complexes. The precipitation model relates all process variables, in a single equation, to a single parameter that can be used to control particle characteristics

Probabilistic assessment of nuclear safety and safeguards

International Nuclear Information System (INIS)

Higson, D.J.

1987-01-01

Nuclear reactor accidents and diversions of materials from the nuclear fuel cycle are perceived by many people as particularly serious threats to society. Probabilistic assessment is a rational approach to the evaluation of both threats, and may provide a basis for decisions on appropriate actions to control them. Probabilistic method have become standard tools used in the analysis of safety, but there are disagreements on the criteria to be applied when assessing the results of analysis. Probabilistic analysis and assessment of the effectiveness of nuclear material safeguards are still at an early stage of development. (author)

Comparison of Four Probabilistic Models (CARES, Calendex, ConsEspo, SHEDS) to Estimate Aggregate Residential Exposures to Pesticides

Science.gov (United States)

Two deterministic models (US EPA’s Office of Pesticide Programs Residential Standard Operating Procedures (OPP Residential SOPs) and Draft Protocol for Measuring Children’s Non-Occupational Exposure to Pesticides by all Relevant Pathways (Draft Protocol)) and four probabilistic mo...

Survey of probabilistic methods in safety and risk assessment for nuclear power plant licensing

International Nuclear Information System (INIS)

1984-04-01

After an overview about the goals and general methods of probabilistic approaches in nuclear safety the main features of probabilistic safety or risk assessment (PRA) methods are discussed. Mostly in practical applications not a full-fledged PRA is applied but rather various levels of analysis leading from unavailability assessment of systems over the more complex analysis of the probable core damage stages up to the assessment of the overall health effects on the total population from a certain practice. The various types of application are discussed in relation to their limitation and benefits for different stages of design or operation of nuclear power plants. This gives guidance for licensing staff to judge the usefulness of the various methods for their licensing decisions. Examples of the application of probabilistic methods in several countries are given. Two appendices on reliability analysis and on containment and consequence analysis provide some more details on these subjects. (author)

A note on probabilistic models over strings: the linear algebra approach.

Science.gov (United States)

Bouchard-Côté, Alexandre

2013-12-01

Probabilistic models over strings have played a key role in developing methods that take into consideration indels as phylogenetically informative events. There is an extensive literature on using automata and transducers on phylogenies to do inference on these probabilistic models, in which an important theoretical question is the complexity of computing the normalization of a class of string-valued graphical models. This question has been investigated using tools from combinatorics, dynamic programming, and graph theory, and has practical applications in Bayesian phylogenetics. In this work, we revisit this theoretical question from a different point of view, based on linear algebra. The main contribution is a set of results based on this linear algebra view that facilitate the analysis and design of inference algorithms on string-valued graphical models. As an illustration, we use this method to give a new elementary proof of a known result on the complexity of inference on the "TKF91" model, a well-known probabilistic model over strings. Compared to previous work, our proving method is easier to extend to other models, since it relies on a novel weak condition, triangular transducers, which is easy to establish in practice. The linear algebra view provides a concise way of describing transducer algorithms and their compositions, opens the possibility of transferring fast linear algebra libraries (for example, based on GPUs), as well as low rank matrix approximation methods, to string-valued inference problems.

Fully probabilistic design of hierarchical Bayesian models

Czech Academy of Sciences Publication Activity Database

Quinn, A.; Kárný, Miroslav; Guy, Tatiana Valentine

2016-01-01

Roč. 369, č. 1 (2016), s. 532-547 ISSN 0020-0255 R&D Projects: GA ČR GA13-13502S Institutional support: RVO:67985556 Keywords : Fully probabilistic design * Ideal distribution * Minimum cross-entropy principle * Bayesian conditioning * Kullback-Leibler divergence * Bayesian nonparametric modelling Subject RIV: BB - Applied Statistics, Operational Research Impact factor: 4.832, year: 2016 http://library.utia.cas.cz/separaty/2016/AS/karny-0463052.pdf

a Probabilistic Embedding Clustering Method for Urban Structure Detection

Science.gov (United States)

Lin, X.; Li, H.; Zhang, Y.; Gao, L.; Zhao, L.; Deng, M.

2017-09-01

Urban structure detection is a basic task in urban geography. Clustering is a core technology to detect the patterns of urban spatial structure, urban functional region, and so on. In big data era, diverse urban sensing datasets recording information like human behaviour and human social activity, suffer from complexity in high dimension and high noise. And unfortunately, the state-of-the-art clustering methods does not handle the problem with high dimension and high noise issues concurrently. In this paper, a probabilistic embedding clustering method is proposed. Firstly, we come up with a Probabilistic Embedding Model (PEM) to find latent features from high dimensional urban sensing data by "learning" via probabilistic model. By latent features, we could catch essential features hidden in high dimensional data known as patterns; with the probabilistic model, we can also reduce uncertainty caused by high noise. Secondly, through tuning the parameters, our model could discover two kinds of urban structure, the homophily and structural equivalence, which means communities with intensive interaction or in the same roles in urban structure. We evaluated the performance of our model by conducting experiments on real-world data and experiments with real data in Shanghai (China) proved that our method could discover two kinds of urban structure, the homophily and structural equivalence, which means clustering community with intensive interaction or under the same roles in urban space.

A PROBABILISTIC EMBEDDING CLUSTERING METHOD FOR URBAN STRUCTURE DETECTION

Directory of Open Access Journals (Sweden)

X. Lin

2017-09-01

Full Text Available Urban structure detection is a basic task in urban geography. Clustering is a core technology to detect the patterns of urban spatial structure, urban functional region, and so on. In big data era, diverse urban sensing datasets recording information like human behaviour and human social activity, suffer from complexity in high dimension and high noise. And unfortunately, the state-of-the-art clustering methods does not handle the problem with high dimension and high noise issues concurrently. In this paper, a probabilistic embedding clustering method is proposed. Firstly, we come up with a Probabilistic Embedding Model (PEM to find latent features from high dimensional urban sensing data by “learning” via probabilistic model. By latent features, we could catch essential features hidden in high dimensional data known as patterns; with the probabilistic model, we can also reduce uncertainty caused by high noise. Secondly, through tuning the parameters, our model could discover two kinds of urban structure, the homophily and structural equivalence, which means communities with intensive interaction or in the same roles in urban structure. We evaluated the performance of our model by conducting experiments on real-world data and experiments with real data in Shanghai (China proved that our method could discover two kinds of urban structure, the homophily and structural equivalence, which means clustering community with intensive interaction or under the same roles in urban space.

A Two-Stage Queue Model to Optimize Layout of Urban Drainage System considering Extreme Rainstorms

OpenAIRE

He, Xinhua; Hu, Wenfa

2017-01-01

Extreme rainstorm is a main factor to cause urban floods when urban drainage system cannot discharge stormwater successfully. This paper investigates distribution feature of rainstorms and draining process of urban drainage systems and uses a two-stage single-counter queue method M/M/1→M/D/1 to model urban drainage system. The model emphasizes randomness of extreme rainstorms, fuzziness of draining process, and construction and operation cost of drainage system. Its two objectives are total c...

A Decision-making Model for a Two-stage Production-delivery System in SCM Environment

Science.gov (United States)

Feng, Ding-Zhong; Yamashiro, Mitsuo

A decision-making model is developed for an optimal production policy in a two-stage production-delivery system that incorporates a fixed quantity supply of finished goods to a buyer at a fixed interval of time. First, a general cost model is formulated considering both supplier (of raw materials) and buyer (of finished products) sides. Then an optimal solution to the problem is derived on basis of the cost model. Using the proposed model and its optimal solution, one can determine optimal production lot size for each stage, optimal number of transportation for semi-finished goods, and optimal quantity of semi-finished goods transported each time to meet the lumpy demand of consumers. Also, we examine the sensitivity of raw materials ordering and production lot size to changes in ordering cost, transportation cost and manufacturing setup cost. A pragmatic computation approach for operational situations is proposed to solve integer approximation solution. Finally, we give some numerical examples.

The Gain-Loss Model: A Probabilistic Skill Multimap Model for Assessing Learning Processes

Science.gov (United States)

Robusto, Egidio; Stefanutti, Luca; Anselmi, Pasquale

2010-01-01

Within the theoretical framework of knowledge space theory, a probabilistic skill multimap model for assessing learning processes is proposed. The learning process of a student is modeled as a function of the student's knowledge and of an educational intervention on the attainment of specific skills required to solve problems in a knowledge…

Modeling two-stage bunch compression with wakefields: Macroscopic properties and microbunching instability

Directory of Open Access Journals (Sweden)

R. A. Bosch

2008-09-01

Full Text Available In a two-stage compression and acceleration system, where each stage compresses a chirped bunch in a magnetic chicane, wakefields affect high-current bunches. The longitudinal wakes affect the macroscopic energy and current profiles of the compressed bunch and cause microbunching at short wavelengths. For macroscopic wavelengths, impedance formulas and tracking simulations show that the wakefields can be dominated by the resistive impedance of coherent edge radiation. For this case, we calculate the minimum initial bunch length that can be compressed without producing an upright tail in phase space and associated current spike. Formulas are also obtained for the jitter in the bunch arrival time downstream of the compressors that results from the bunch-to-bunch variation of current, energy, and chirp. Microbunching may occur at short wavelengths where the longitudinal space-charge wakes dominate or at longer wavelengths dominated by edge radiation. We model this range of wavelengths with frequency-dependent impedance before and after each stage of compression. The growth of current and energy modulations is described by analytic gain formulas that agree with simulations.

Probabilistic Survivability Versus Time Modeling

Science.gov (United States)

Joyner, James J., Sr.

2016-01-01

This presentation documents Kennedy Space Center's Independent Assessment work completed on three assessments for the Ground Systems Development and Operations (GSDO) Program to assist the Chief Safety and Mission Assurance Officer during key programmatic reviews and provided the GSDO Program with analyses of how egress time affects the likelihood of astronaut and ground worker survival during an emergency. For each assessment, a team developed probability distributions for hazard scenarios to address statistical uncertainty, resulting in survivability plots over time. The first assessment developed a mathematical model of probabilistic survivability versus time to reach a safe location using an ideal Emergency Egress System at Launch Complex 39B (LC-39B); the second used the first model to evaluate and compare various egress systems under consideration at LC-39B. The third used a modified LC-39B model to determine if a specific hazard decreased survivability more rapidly than other events during flight hardware processing in Kennedy's Vehicle Assembly Building.

Two-Stage orders sequencing system for mixed-model assembly

Science.gov (United States)

Zemczak, M.; Skolud, B.; Krenczyk, D.

2015-11-01

In the paper, the authors focus on the NP-hard problem of orders sequencing, formulated similarly to Car Sequencing Problem (CSP). The object of the research is the assembly line in an automotive industry company, on which few different models of products, each in a certain number of versions, are assembled on the shared resources, set in a line. Such production type is usually determined as a mixed-model production, and arose from the necessity of manufacturing customized products on the basis of very specific orders from single clients. The producers are nowadays obliged to provide each client the possibility to determine a huge amount of the features of the product they are willing to buy, as the competition in the automotive market is large. Due to the previously mentioned nature of the problem (NP-hard), in the given time period only satisfactory solutions are sought, as the optimal solution method has not yet been found. Most of the researchers that implemented inaccurate methods (e.g. evolutionary algorithms) to solving sequencing problems dropped the research after testing phase, as they were not able to obtain reproducible results, and met problems while determining the quality of the received solutions. Therefore a new approach to solving the problem, presented in this paper as a sequencing system is being developed. The sequencing system consists of a set of determined rules, implemented into computer environment. The system itself works in two stages. First of them is connected with the determination of a place in the storage buffer to which certain production orders should be sent. In the second stage of functioning, precise sets of sequences are determined and evaluated for certain parts of the storage buffer under certain criteria.

One-stage and two-stage penile buccal mucosa urethroplasty

Directory of Open Access Journals (Sweden)

G. Barbagli

2016-03-01

Full Text Available The paper provides the reader with the detailed description of current techniques of one-stage and two-stage penile buccal mucosa urethroplasty. The paper provides the reader with the preoperative patient evaluation paying attention to the use of diagnostic tools. The one-stage penile urethroplasty using buccal mucosa graft with the application of glue is preliminary showed and discussed. Two-stage penile urethroplasty is then reported. A detailed description of first-stage urethroplasty according Johanson technique is reported. A second-stage urethroplasty using buccal mucosa graft and glue is presented. Finally postoperative course and follow-up are addressed.

One- and two-stage Arrhenius models for pharmaceutical shelf life prediction.

Science.gov (United States)

Fan, Zhewen; Zhang, Lanju

2015-01-01

One of the most challenging aspects of the pharmaceutical development is the demonstration and estimation of chemical stability. It is imperative that pharmaceutical products be stable for two or more years. Long-term stability studies are required to support such shelf life claim at registration. However, during drug development to facilitate formulation and dosage form selection, an accelerated stability study with stressed storage condition is preferred to quickly obtain a good prediction of shelf life under ambient storage conditions. Such a prediction typically uses Arrhenius equation that describes relationship between degradation rate and temperature (and humidity). Existing methods usually rely on the assumption of normality of the errors. In addition, shelf life projection is usually based on confidence band of a regression line. However, the coverage probability of a method is often overlooked or under-reported. In this paper, we introduce two nonparametric bootstrap procedures for shelf life estimation based on accelerated stability testing, and compare them with a one-stage nonlinear Arrhenius prediction model. Our simulation results demonstrate that one-stage nonlinear Arrhenius method has significant lower coverage than nominal levels. Our bootstrap method gave better coverage and led to a shelf life prediction closer to that based on long-term stability data.

From sub-source to source: Interpreting results of biological trace investigations using probabilistic models

NARCIS (Netherlands)

Oosterman, W.T.; Kokshoorn, B.; Maaskant-van Wijk, P.A.; de Zoete, J.

2015-01-01

The current method of reporting a putative cell type is based on a non-probabilistic assessment of test results by the forensic practitioner. Additionally, the association between donor and cell type in mixed DNA profiles can be exceedingly complex. We present a probabilistic model for

Probabilistic model for sterilization of food

International Nuclear Information System (INIS)

Chepurko, V.V.; Malinovskij, O.V.

1986-01-01

The probabilistic model for radiation sterilization is proposed based on the followng suppositions: (1) initial contamination of a volume unit of the sterilized product m is described by the distribution of the probabilities q(m), (2) inactivation of the population from m of microorganisms is approximated by Bernoulli test scheme, and (3) contamination of unit of the sterilized product is independent. The possibility of approximation q(m) by Poisson distribution is demonstrated. The diagrams are presented permitting to evaluate the dose which provides the defined reliability of sterilization of food for chicken-gnotobionts

Architecture for Integrated Medical Model Dynamic Probabilistic Risk Assessment

Science.gov (United States)

Jaworske, D. A.; Myers, J. G.; Goodenow, D.; Young, M.; Arellano, J. D.

2016-01-01

Probabilistic Risk Assessment (PRA) is a modeling tool used to predict potential outcomes of a complex system based on a statistical understanding of many initiating events. Utilizing a Monte Carlo method, thousands of instances of the model are considered and outcomes are collected. PRA is considered static, utilizing probabilities alone to calculate outcomes. Dynamic Probabilistic Risk Assessment (dPRA) is an advanced concept where modeling predicts the outcomes of a complex system based not only on the probabilities of many initiating events, but also on a progression of dependencies brought about by progressing down a time line. Events are placed in a single time line, adding each event to a queue, as managed by a planner. Progression down the time line is guided by rules, as managed by a scheduler. The recently developed Integrated Medical Model (IMM) summarizes astronaut health as governed by the probabilities of medical events and mitigation strategies. Managing the software architecture process provides a systematic means of creating, documenting, and communicating a software design early in the development process. The software architecture process begins with establishing requirements and the design is then derived from the requirements.

Modelling of Two-Stage Anaerobic Treating Wastewater from a Molasses-Based Ethanol Distillery with the IWA Anaerobic Digestion Model No.1

Directory of Open Access Journals (Sweden)

Kittikhun Taruyanon

2010-03-01

Full Text Available This paper presents the application of ADM1 model to simulate the dynamic behaviour of a two-stage anaerobic treatment process treating the wastewater generated from the ethanol distillery process. The laboratory-scale process comprised an anaerobic continuous stirred tank reactor (CSTR and an upflow anaerobic sludge blanket (UASB connecting in series, was used to treat wastewater from the ethanol distillery process. The CSTR and UASB hydraulic retention times (HRT were 12 and 70 hours, respectively. The model was developed based on ADM1 basic structure and implemented with the simulation software AQUASIM. The simulated results were compared with measured data obtained from using the laboratory-scale two-stage anaerobic treatment process to treat wastewater. The sensitivity analysis identified maximum specific uptake rate (km and half-saturation constant (Ks of acetate degrader and sulfate reducing bacteria as the kinetic parameters which highly affected the process behaviour, which were further estimated. The study concluded that the model could predict the dynamic behaviour of a two-stage anaerobic treatment process treating the ethanol distillery process wastewater with varying strength of influents with reasonable accuracy.

Two-Stage Fuzzy Portfolio Selection Problem with Transaction Costs

OpenAIRE

Chen, Yanju; Wang, Ye

2015-01-01

This paper studies a two-period portfolio selection problem. The problem is formulated as a two-stage fuzzy portfolio selection model with transaction costs, in which the future returns of risky security are characterized by possibility distributions. The objective of the proposed model is to achieve the maximum utility in terms of the expected value and variance of the final wealth. Given the first-stage decision vector and a realization of fuzzy return, the optimal value expression of the s...

A Comparison of Two-Stage Approaches for Fitting Nonlinear Ordinary Differential Equation Models with Mixed Effects.

Science.gov (United States)

Chow, Sy-Miin; Bendezú, Jason J; Cole, Pamela M; Ram, Nilam

2016-01-01

Several approaches exist for estimating the derivatives of observed data for model exploration purposes, including functional data analysis (FDA; Ramsay & Silverman, 2005 ), generalized local linear approximation (GLLA; Boker, Deboeck, Edler, & Peel, 2010 ), and generalized orthogonal local derivative approximation (GOLD; Deboeck, 2010 ). These derivative estimation procedures can be used in a two-stage process to fit mixed effects ordinary differential equation (ODE) models. While the performance and utility of these routines for estimating linear ODEs have been established, they have not yet been evaluated in the context of nonlinear ODEs with mixed effects. We compared properties of the GLLA and GOLD to an FDA-based two-stage approach denoted herein as functional ordinary differential equation with mixed effects (FODEmixed) in a Monte Carlo (MC) study using a nonlinear coupled oscillators model with mixed effects. Simulation results showed that overall, the FODEmixed outperformed both the GLLA and GOLD across all the embedding dimensions considered, but a novel use of a fourth-order GLLA approach combined with very high embedding dimensions yielded estimation results that almost paralleled those from the FODEmixed. We discuss the strengths and limitations of each approach and demonstrate how output from each stage of FODEmixed may be used to inform empirical modeling of young children's self-regulation.

Probabilistic disaggregation model with application to natural hazard risk assessment of portfolios

DEFF Research Database (Denmark)

Custer, Rocco; Nishijima, Kazuyoshi

In natural hazard risk assessment, a resolution mismatch between hazard data and aggregated exposure data is often observed. A possible solution to this issue is the disaggregation of exposure data to match the spatial resolution of hazard data. Disaggregation models available in literature...... disaggregation model that considers the uncertainty in the disaggregation, taking basis in the scaled Dirichlet distribution. The proposed probabilistic disaggregation model is applied to a portfolio of residential buildings in the Canton Bern, Switzerland, subject to flood risk. Thereby, the model is verified...... are usually deterministic and make use of auxiliary indicator, such as land cover, to spatially distribute exposures. As the dependence between auxiliary indicator and disaggregated number of exposures is generally imperfect, uncertainty arises in disaggregation. This paper therefore proposes a probabilistic...

A Practical Probabilistic Graphical Modeling Tool for Weighing ...

Science.gov (United States)

Past weight-of-evidence frameworks for adverse ecological effects have provided soft-scoring procedures for judgments based on the quality and measured attributes of evidence. Here, we provide a flexible probabilistic structure for weighing and integrating lines of evidence for ecological risk determinations. Probabilistic approaches can provide both a quantitative weighing of lines of evidence and methods for evaluating risk and uncertainty. The current modeling structure wasdeveloped for propagating uncertainties in measured endpoints and their influence on the plausibility of adverse effects. To illustrate the approach, we apply the model framework to the sediment quality triad using example lines of evidence for sediment chemistry measurements, bioassay results, and in situ infauna diversity of benthic communities using a simplified hypothetical case study. We then combine the three lines evidence and evaluate sensitivity to the input parameters, and show how uncertainties are propagated and how additional information can be incorporated to rapidly update the probability of impacts. The developed network model can be expanded to accommodate additional lines of evidence, variables and states of importance, and different types of uncertainties in the lines of evidence including spatial and temporal as well as measurement errors. We provide a flexible Bayesian network structure for weighing and integrating lines of evidence for ecological risk determinations

Application of probabilistic risk assessment to advanced liquid metal reactor designs

International Nuclear Information System (INIS)

Carroll, W.P.; Temme, M.I.

1987-01-01

The United States Department of Energy (US DOE) has been active in the development and application of probabilistic risk assessment methods within its liquid metal breeder reactor development program for the past eleven years. These methods have been applied to comparative risk evaluations, the selection of design features for reactor concepts, the selection and emphasis of research and development programs, and regulatory discussions. The application of probabilistic methods to reactors which are in the conceptual design stage presents unique data base, modeling, and timing challenges, and excellent opportunities to improve the final design. We provide here the background and insights on the experience which the US DOE liquid metal breeder reactor program has had in its application of probabilistic methods to the Clinch River Breeder Reactor Plant project, the Conceptual Design State of the Large Development Plant, and updates on this design. Plans for future applications of probabilistic risk assessment methods are also discussed. The US DOE is embarking on an innovative design program for liquid metal reactors. (author)

An Empirical Study of Efficiency and Accuracy of Probabilistic Graphical Models

DEFF Research Database (Denmark)

Nielsen, Jens Dalgaard; Jaeger, Manfred

2006-01-01

In this paper we compare Na\\ii ve Bayes (NB) models, general Bayes Net (BN) models and Probabilistic Decision Graph (PDG) models w.r.t. accuracy and efficiency. As the basis for our analysis we use graphs of size vs. likelihood that show the theoretical capabilities of the models. We also measure...

Probabilistic logics and probabilistic networks

CERN Document Server

Haenni, Rolf; Wheeler, Gregory; Williamson, Jon; Andrews, Jill

2014-01-01

Probabilistic Logic and Probabilistic Networks presents a groundbreaking framework within which various approaches to probabilistic logic naturally fit. Additionally, the text shows how to develop computationally feasible methods to mesh with this framework.

A study of probabilistic fatigue crack propagation models in Mg Al Zn alloys under different specimen thickness conditions by using the residual of a random variable

International Nuclear Information System (INIS)

Choi, Seon Soon

2012-01-01

The primary aim of this paper was to evaluate several probabilistic fatigue crack propagation models using the residual of a random variable, and to present the model fit for probabilistic fatigue behavior in Mg Al Zn alloys. The proposed probabilistic models are the probabilistic Paris Erdogan model, probabilistic Walker model, probabilistic Forman model, and probabilistic modified Forman models. These models were prepared by applying a random variable to the empirical fatigue crack propagation models with these names. The best models for describing fatigue crack propagation models with these names. The best models for describing fatigue crack propagation models with these names. The best models for describing fatigue crack propagation models with these names. The best models vor describing fatigue crack propagation behavior in Mg Al Zn alloys were generally the probabilistic Paris Erdogan and probabilistic Walker models. The probabilistic Forman model was a good model only for a specimen with a thickness of 9.45mm

Quantification of Wave Model Uncertainties Used for Probabilistic Reliability Assessments of Wave Energy Converters

DEFF Research Database (Denmark)

Ambühl, Simon; Kofoed, Jens Peter; Sørensen, John Dalsgaard

2015-01-01

Wave models used for site assessments are subjected to model uncertainties, which need to be quantified when using wave model results for probabilistic reliability assessments. This paper focuses on determination of wave model uncertainties. Four different wave models are considered, and validation...... data are collected from published scientific research. The bias and the root-mean-square error, as well as the scatter index, are considered for the significant wave height as well as the mean zero-crossing wave period. Based on an illustrative generic example, this paper presents how the quantified...... uncertainties can be implemented in probabilistic reliability assessments....

Determination of Wave Model Uncertainties used for Probabilistic Reliability Assessments of Wave Energy Devices

DEFF Research Database (Denmark)

Ambühl, Simon; Kofoed, Jens Peter; Sørensen, John Dalsgaard

2014-01-01

Wave models used for site assessments are subject to model uncertainties, which need to be quantified when using wave model results for probabilistic reliability assessments. This paper focuses on determination of wave model uncertainties. Considered are four different wave models and validation...... data is collected from published scientific research. The bias, the root-mean-square error as well as the scatter index are considered for the significant wave height as well as the mean zero-crossing wave period. Based on an illustrative generic example it is shown how the estimated uncertainties can...... be implemented in probabilistic reliability assessments....

Probabilistic seismic hazard assessment for the effect of vertical ground motions on seismic response of highway bridges

Science.gov (United States)

Yilmaz, Zeynep

Typically, the vertical component of the ground motion is not considered explicitly in seismic design of bridges, but in some cases the vertical component can have a significant effect on the structural response. The key question of when the vertical component should be incorporated in design is answered by the probabilistic seismic hazard assessment study incorporating the probabilistic seismic demand models and ground motion models. Nonlinear simulation models with varying configurations of an existing bridge in California were considered in the analytical study. The simulation models were subjected to the set of selected ground motions in two stages: at first, only horizontal components of the motion were applied; while in the second stage the structures were subjected to both horizontal and vertical components applied simultaneously and the ground motions that produced the largest adverse effects on the bridge system were identified. Moment demand in the mid-span and at the support of the longitudinal girder and the axial force demand in the column are found to be significantly affected by the vertical excitations. These response parameters can be modeled using simple ground motion parameters such as horizontal spectral acceleration and vertical spectral acceleration within 5% to 30% error margin depending on the type of the parameter and the period of the structure. For a complete hazard assessment, both of these ground motion parameters explaining the structural behavior should also be modeled. For the horizontal spectral acceleration, Abrahamson and Silva (2008) model was used within many available standard model. A new NGA vertical ground motion model consistent with the horizontal model was constructed. These models are combined in a vector probabilistic seismic hazard analyses. Series of hazard curves developed and presented for different locations in Bay Area for soil site conditions to provide a roadmap for the prediction of these features for future

Towards port sustainability through probabilistic models: Bayesian networks

Directory of Open Access Journals (Sweden)

B. Molina

2018-04-01

Full Text Available It is necessary that a manager of an infrastructure knows relations between variables. Using Bayesian networks, variables can be classified, predicted and diagnosed, being able to estimate posterior probability of the unknown ones based on known ones. The proposed methodology has generated a database with port variables, which have been classified as economic, social, environmental and institutional, as addressed in of smart ports studies made in all Spanish Port System. Network has been developed using an acyclic directed graph, which have let us know relationships in terms of parents and sons. In probabilistic terms, it can be concluded from the constructed network that the most decisive variables for port sustainability are those that are part of the institutional dimension. It has been concluded that Bayesian networks allow modeling uncertainty probabilistically even when the number of variables is high as it occurs in port planning and exploitation.

Probabilistic systems coalgebraically: A survey

Science.gov (United States)

Sokolova, Ana

2011-01-01

We survey the work on both discrete and continuous-space probabilistic systems as coalgebras, starting with how probabilistic systems are modeled as coalgebras and followed by a discussion of their bisimilarity and behavioral equivalence, mentioning results that follow from the coalgebraic treatment of probabilistic systems. It is interesting to note that, for different reasons, for both discrete and continuous probabilistic systems it may be more convenient to work with behavioral equivalence than with bisimilarity. PMID:21998490

Probabilistic Programming (Invited Talk)

OpenAIRE

Yang, Hongseok

2017-01-01

Probabilistic programming refers to the idea of using standard programming constructs for specifying probabilistic models from machine learning and statistics, and employing generic inference algorithms for answering various queries on these models, such as posterior inference and estimation of model evidence. Although this idea itself is not new and was, in fact, explored by several programming-language and statistics researchers in the early 2000, it is only in the last few years that proba...

Probabilistic Modelling of Fatigue Life of Composite Laminates Using Bayesian Inference

DEFF Research Database (Denmark)

Dimitrov, Nikolay Krasimirov; Kiureghian, Armen Der

2014-01-01

A probabilistic model for estimating the fatigue life of laminated composite plates subjected to constant-amplitude or variable-amplitude loading is developed. The model is based on lamina-level input data, making it possible to predict fatigue properties for a wide range of laminate configuratio...

A two-stage preventive maintenance optimization model incorporating two-dimensional extended warranty

International Nuclear Information System (INIS)

Su, Chun; Wang, Xiaolin

2016-01-01

In practice, customers can decide whether to buy an extended warranty or not, at the time of item sale or at the end of the basic warranty. In this paper, by taking into account the moments of customers purchasing two-dimensional extended warranty, the optimization of imperfect preventive maintenance for repairable items is investigated from the manufacturer's perspective. A two-dimensional preventive maintenance strategy is proposed, under which the item is preventively maintained according to a specified age interval or usage interval, whichever occurs first. It is highlighted that when the extended warranty is purchased upon the expiration of the basic warranty, the manufacturer faces a two-stage preventive maintenance optimization problem. Moreover, in the second stage, the possibility of reducing the servicing cost over the extended warranty period is explored by classifying customers on the basis of their usage rates and then providing them with customized preventive maintenance programs. Numerical examples show that offering customized preventive maintenance programs can reduce the manufacturer's warranty cost, while a larger saving in warranty cost comes from encouraging customers to buy the extended warranty at the time of item sale. - Highlights: • A two-dimensional PM strategy is investigated. • Imperfect PM strategy is optimized by considering both two-dimensional BW and EW. • Customers are categorized based on their usage rates throughout the BW period. • Servicing cost of the EW is reduced by offering customized PM programs. • Customers buying the EW at the time of sale is preferred for the manufacturer.

A two-stage predictive model to simultaneous control of trihalomethanes in water treatment plants and distribution systems: adaptability to treatment processes.

Science.gov (United States)

Domínguez-Tello, Antonio; Arias-Borrego, Ana; García-Barrera, Tamara; Gómez-Ariza, José Luis

2017-10-01

The trihalomethanes (TTHMs) and others disinfection by-products (DBPs) are formed in drinking water by the reaction of chlorine with organic precursors contained in the source water, in two consecutive and linked stages, that starts at the treatment plant and continues in second stage along the distribution system (DS) by reaction of residual chlorine with organic precursors not removed. Following this approach, this study aimed at developing a two-stage empirical model for predicting the formation of TTHMs in the water treatment plant and subsequently their evolution along the water distribution system (WDS). The aim of the two-stage model was to improve the predictive capability for a wide range of scenarios of water treatments and distribution systems. The two-stage model was developed using multiple regression analysis from a database (January 2007 to July 2012) using three different treatment processes (conventional and advanced) in the water supply system of Aljaraque area (southwest of Spain). Then, the new model was validated using a recent database from the same water supply system (January 2011 to May 2015). The validation results indicated no significant difference in the predictive and observed values of TTHM (R 2 0.874, analytical variance distribution systems studied, proving the adaptability of the new model to the boundary conditions. Finally the predictive capability of the new model was compared with 17 other models selected from the literature, showing satisfactory results prediction and excellent adaptability to treatment processes.

Global/local methods for probabilistic structural analysis

Science.gov (United States)

Millwater, H. R.; Wu, Y.-T.

1993-04-01

A probabilistic global/local method is proposed to reduce the computational requirements of probabilistic structural analysis. A coarser global model is used for most of the computations with a local more refined model used only at key probabilistic conditions. The global model is used to establish the cumulative distribution function (cdf) and the Most Probable Point (MPP). The local model then uses the predicted MPP to adjust the cdf value. The global/local method is used within the advanced mean value probabilistic algorithm. The local model can be more refined with respect to the g1obal model in terms of finer mesh, smaller time step, tighter tolerances, etc. and can be used with linear or nonlinear models. The basis for this approach is described in terms of the correlation between the global and local models which can be estimated from the global and local MPPs. A numerical example is presented using the NESSUS probabilistic structural analysis program with the finite element method used for the structural modeling. The results clearly indicate a significant computer savings with minimal loss in accuracy.

Optics of two-stage photovoltaic concentrators with dielectric second stages

Science.gov (United States)

Ning, Xiaohui; O'Gallagher, Joseph; Winston, Roland

1987-04-01

Two-stage photovoltaic concentrators with Fresnel lenses as primaries and dielectric totally internally reflecting nonimaging concentrators as secondaries are discussed. The general design principles of such two-stage systems are given. Their optical properties are studied and analyzed in detail using computer ray trace procedures. It is found that the two-stage concentrator offers not only a higher concentration or increased acceptance angle, but also a more uniform flux distribution on the photovoltaic cell than the point focusing Fresnel lens alone. Experimental measurements with a two-stage prototype module are presented and compared to the analytical predictions.

Optics of two-stage photovoltaic concentrators with dielectric second stages.

Science.gov (United States)

Ning, X; O'Gallagher, J; Winston, R

1987-04-01

Two-stage photovoltaic concentrators with Fresnel lenses as primaries and dielectric totally internally reflecting nonimaging concentrators as secondaries are discussed. The general design principles of such two-stage systems are given. Their optical properties are studied and analyzed in detail using computer ray trace procedures. It is found that the two-stage concentrator offers not only a higher concentration or increased acceptance angle, but also a more uniform flux distribution on the photovoltaic cell than the point focusing Fresnel lens alone. Experimental measurements with a two-stage prototype module are presented and compared to the analytical predictions.

Consideration of aging in probabilistic safety assessment

International Nuclear Information System (INIS)

Titina, B.; Cepin, M.

2007-01-01

Probabilistic safety assessment is a standardised tool for assessment of safety of nuclear power plants. It is a complement to the safety analyses. Standard probabilistic models of safety equipment assume component failure rate as a constant. Ageing of systems, structures and components can theoretically be included in new age-dependent probabilistic safety assessment, which generally causes the failure rate to be a function of age. New age-dependent probabilistic safety assessment models, which offer explicit calculation of the ageing effects, are developed. Several groups of components are considered which require their unique models: e.g. operating components e.g. stand-by components. The developed models on the component level are inserted into the models of the probabilistic safety assessment in order that the ageing effects are evaluated for complete systems. The preliminary results show that the lack of necessary data for consideration of ageing causes highly uncertain models and consequently the results. (author)

Assessing uncertainties in global cropland futures using a conditional probabilistic modelling framework

NARCIS (Netherlands)

Engström, Kerstin; Olin, Stefan; Rounsevell, Mark D A; Brogaard, Sara; Van Vuuren, Detlef P.; Alexander, Peter; Murray-Rust, Dave; Arneth, Almut

2016-01-01

We present a modelling framework to simulate probabilistic futures of global cropland areas that are conditional on the SSP (shared socio-economic pathway) scenarios. Simulations are based on the Parsimonious Land Use Model (PLUM) linked with the global dynamic vegetation model LPJ-GUESS

Multiple sequential failure model: A probabilistic approach to quantifying human error dependency

International Nuclear Information System (INIS)

Samanta

1985-01-01

This paper rpesents a probabilistic approach to quantifying human error dependency when multiple tasks are performed. Dependent human failures are dominant contributors to risks from nuclear power plants. An overview of the Multiple Sequential Failure (MSF) model developed and its use in probabilistic risk assessments (PRAs) depending on the available data are discussed. A small-scale psychological experiment was conducted on the nature of human dependency and the interpretation of the experimental data by the MSF model show remarkable accommodation of the dependent failure data. The model, which provides an unique method for quantification of dependent failures in human reliability analysis, can be used in conjunction with any of the general methods currently used for performing the human reliability aspect in PRAs

Can model weighting improve probabilistic projections of climate change?

Energy Technology Data Exchange (ETDEWEB)

Raeisaenen, Jouni; Ylhaeisi, Jussi S. [Department of Physics, P.O. Box 48, University of Helsinki (Finland)

2012-10-15

Recently, Raeisaenen and co-authors proposed a weighting scheme in which the relationship between observable climate and climate change within a multi-model ensemble determines to what extent agreement with observations affects model weights in climate change projection. Within the Third Coupled Model Intercomparison Project (CMIP3) dataset, this scheme slightly improved the cross-validated accuracy of deterministic projections of temperature change. Here the same scheme is applied to probabilistic temperature change projection, under the strong limiting assumption that the CMIP3 ensemble spans the actual modeling uncertainty. Cross-validation suggests that probabilistic temperature change projections may also be improved by this weighting scheme. However, the improvement relative to uniform weighting is smaller in the tail-sensitive logarithmic score than in the continuous ranked probability score. The impact of the weighting on projection of real-world twenty-first century temperature change is modest in most parts of the world. However, in some areas mainly over the high-latitude oceans, the mean of the distribution is substantially changed and/or the distribution is considerably narrowed. The weights of individual models vary strongly with location, so that a model that receives nearly zero weight in some area may still get a large weight elsewhere. Although the details of this variation are method-specific, it suggests that the relative strengths of different models may be difficult to harness by weighting schemes that use spatially uniform model weights. (orig.)

Probabilistic model of random uncertainties in structural dynamics for mis-tuned bladed disks; Modele probabiliste des incertitudes en dynamique des structures pour le desaccordage des roues aubagees

Energy Technology Data Exchange (ETDEWEB)

Capiez-Lernout, E.; Soize, Ch. [Universite de Marne la Vallee, Lab. de Mecanique, 77 (France)

2003-10-01

The mis-tuning of blades is frequently the cause of spatial localizations for the dynamic forced response in turbomachinery industry. The random character of mis-tuning requires the construction of probabilistic models of random uncertainties. A usual parametric probabilistic description considers the mis-tuning through the Young modulus of each blade. This model consists in mis-tuning blade eigenfrequencies, assuming the blade modal shapes unchanged. Recently a new approach known as a non-parametric model of random uncertainties has been introduced for modelling random uncertainties in elasto-dynamics. This paper proposes the construction of a non-parametric model which is coherent with all the uncertainties which characterize mis-tuning. As mis-tuning is a phenomenon which is independent from one blade to another one, the structure is considered as an assemblage of substructures. The mean reduced matrix model required by the non-parametric approach is thus constructed by dynamic sub-structuring. A comparative approach is also needed to study the influence of the non-parametric approach for a usual parametric model adapted to mis-tuning. A numerical example is presented. (authors)

Developing Pavement Distress Deterioration Models for Pavement Management System Using Markovian Probabilistic Process

Directory of Open Access Journals (Sweden)

Promothes Saha

2017-01-01

Full Text Available In the state of Colorado, the Colorado Department of Transportation (CDOT utilizes their pavement management system (PMS to manage approximately 9,100 miles of interstate, highways, and low-volume roads. Three types of deterioration models are currently being used in the existing PMS: site-specific, family, and expert opinion curves. These curves are developed using deterministic techniques. In the deterministic technique, the uncertainties of pavement deterioration related to traffic and weather are not considered. Probabilistic models that take into account the uncertainties result in more accurate curves. In this study, probabilistic models using the discrete-time Markov process were developed for five distress indices: transverse, longitudinal, fatigue, rut, and ride indices, as a case study on low-volume roads. Regression techniques were used to develop the deterioration paths using the predicted distribution of indices estimated from the Markov process. Results indicated that longitudinal, fatigue, and rut indices had very slow deterioration over time, whereas transverse and ride indices showed faster deterioration. The developed deterioration models had the coefficient of determination (R2 above 0.84. As probabilistic models provide more accurate results, it is recommended that these models be used as the family curves in the CDOT PMS for low-volume roads.

Single-stage-to-orbit versus two-stage-two-orbit: A cost perspective

Science.gov (United States)

Hamaker, Joseph W.

1996-03-01

This paper considers the possible life-cycle costs of single-stage-to-orbit (SSTO) and two-stage-to-orbit (TSTO) reusable launch vehicles (RLV's). The analysis parametrically addresses the issue such that the preferred economic choice comes down to the relative complexity of the TSTO compared to the SSTO. The analysis defines the boundary complexity conditions at which the two configurations have equal life-cycle costs, and finally, makes a case for the economic preference of SSTO over TSTO.

Probabilistic assessment of dry transport with burnup credit

International Nuclear Information System (INIS)

Lake, W.H.

2003-01-01

The general concept of probabilistic analysis and its application to the use of burnup credit in spent fuel transport is explored. Discussion of the probabilistic analysis method is presented. The concepts of risk and its perception are introduced, and models are suggested for performing probability and risk estimates. The general probabilistic models are used for evaluating the application of burnup credit for dry spent nuclear fuel transport. Two basic cases are considered. The first addresses the question of the relative likelihood of exceeding an established criticality safety limit with and without burnup credit. The second examines the effect of using burnup credit on the overall risk for dry spent fuel transport. Using reasoned arguments and related failure probability and consequence data analysis is performed to estimate the risks of using burnup credit for dry transport of spent nuclear fuel. (author)

Two-Stage Electricity Demand Modeling Using Machine Learning Algorithms

Directory of Open Access Journals (Sweden)

Krzysztof Gajowniczek

2017-10-01

Full Text Available Forecasting of electricity demand has become one of the most important areas of research in the electric power industry, as it is a critical component of cost-efficient power system management and planning. In this context, accurate and robust load forecasting is supposed to play a key role in reducing generation costs, and deals with the reliability of the power system. However, due to demand peaks in the power system, forecasts are inaccurate and prone to high numbers of errors. In this paper, our contributions comprise a proposed data-mining scheme for demand modeling through peak detection, as well as the use of this information to feed the forecasting system. For this purpose, we have taken a different approach from that of time series forecasting, representing it as a two-stage pattern recognition problem. We have developed a peak classification model followed by a forecasting model to estimate an aggregated demand volume. We have utilized a set of machine learning algorithms to benefit from both accurate detection of the peaks and precise forecasts, as applied to the Polish power system. The key finding is that the algorithms can detect 96.3% of electricity peaks (load value equal to or above the 99th percentile of the load distribution and deliver accurate forecasts, with mean absolute percentage error (MAPE of 3.10% and resistant mean absolute percentage error (r-MAPE of 2.70% for the 24 h forecasting horizon.

Conditional Probabilistic Population Forecasting

OpenAIRE

Sanderson, Warren C.; Scherbov, Sergei; O'Neill, Brian C.; Lutz, Wolfgang

2004-01-01

Since policy-makers often prefer to think in terms of alternative scenarios, the question has arisen as to whether it is possible to make conditional population forecasts in a probabilistic context. This paper shows that it is both possible and useful to make these forecasts. We do this with two different kinds of examples. The first is the probabilistic analog of deterministic scenario analysis. Conditional probabilistic scenario analysis is essential for policy-makers because...

Efficient construction of two-dimensional cluster states with probabilistic quantum gates

International Nuclear Information System (INIS)

Chen Qing; Cheng Jianhua; Wang Kelin; Du Jiangfeng

2006-01-01

We propose an efficient scheme for constructing arbitrary two-dimensional (2D) cluster states using probabilistic entangling quantum gates. In our scheme, the 2D cluster state is constructed with starlike basic units generated from 1D cluster chains. By applying parallel operations, the process of generating 2D (or higher-dimensional) cluster states is significantly accelerated, which provides an efficient way to implement realistic one-way quantum computers

Using ELM-based weighted probabilistic model in the classification of synchronous EEG BCI.

Science.gov (United States)

Tan, Ping; Tan, Guan-Zheng; Cai, Zi-Xing; Sa, Wei-Ping; Zou, Yi-Qun

2017-01-01

Extreme learning machine (ELM) is an effective machine learning technique with simple theory and fast implementation, which has gained increasing interest from various research fields recently. A new method that combines ELM with probabilistic model method is proposed in this paper to classify the electroencephalography (EEG) signals in synchronous brain-computer interface (BCI) system. In the proposed method, the softmax function is used to convert the ELM output to classification probability. The Chernoff error bound, deduced from the Bayesian probabilistic model in the training process, is adopted as the weight to take the discriminant process. Since the proposed method makes use of the knowledge from all preceding training datasets, its discriminating performance improves accumulatively. In the test experiments based on the datasets from BCI competitions, the proposed method is compared with other classification methods, including the linear discriminant analysis, support vector machine, ELM and weighted probabilistic model methods. For comparison, the mutual information, classification accuracy and information transfer rate are considered as the evaluation indicators for these classifiers. The results demonstrate that our method shows competitive performance against other methods.

Probabilistic Modeling of Graded Timber Material Properties

DEFF Research Database (Denmark)

Faber, M. H.; Köhler, J.; Sørensen, John Dalsgaard

2004-01-01

The probabilistic modeling of timber material characteristics is considered with special emphasis to the modeling of the effect of different quality control and selection procedures used as means for quality grading in the production line. It is shown how statistical models may be established...... on the basis of the same type of information which is normally collected as a part of the quality control procedures and furthermore, how the efficiency of different control procedures may be quantified and compared. The tail behavior of the probability distributions of timber material characteristics plays...... such that they may readily be applied in structural reliability analysis and their format appears to be appropriate for codification purposes of quality control and selection for grading procedures....

Two-stage collaborative global optimization design model of the CHPG microgrid

Science.gov (United States)

Liao, Qingfen; Xu, Yeyan; Tang, Fei; Peng, Sicheng; Yang, Zheng

2017-06-01

With the continuous developing of technology and reducing of investment costs, renewable energy proportion in the power grid is becoming higher and higher because of the clean and environmental characteristics, which may need more larger-capacity energy storage devices, increasing the cost. A two-stage collaborative global optimization design model of the combined-heat-power-and-gas (abbreviated as CHPG) microgrid is proposed in this paper, to minimize the cost by using virtual storage without extending the existing storage system. P2G technology is used as virtual multi-energy storage in CHPG, which can coordinate the operation of electric energy network and natural gas network at the same time. Demand response is also one kind of good virtual storage, including economic guide for the DGs and heat pumps in demand side and priority scheduling of controllable loads. Two kinds of storage will coordinate to smooth the high-frequency fluctuations and low-frequency fluctuations of renewable energy respectively, and achieve a lower-cost operation scheme simultaneously. Finally, the feasibility and superiority of proposed design model is proved in a simulation of a CHPG microgrid.

Modeling and analysis of cell membrane systems with probabilistic model checking

Science.gov (United States)

2011-01-01

Background Recently there has been a growing interest in the application of Probabilistic Model Checking (PMC) for the formal specification of biological systems. PMC is able to exhaustively explore all states of a stochastic model and can provide valuable insight into its behavior which are more difficult to see using only traditional methods for system analysis such as deterministic and stochastic simulation. In this work we propose a stochastic modeling for the description and analysis of sodium-potassium exchange pump. The sodium-potassium pump is a membrane transport system presents in all animal cell and capable of moving sodium and potassium ions against their concentration gradient. Results We present a quantitative formal specification of the pump mechanism in the PRISM language, taking into consideration a discrete chemistry approach and the Law of Mass Action aspects. We also present an analysis of the system using quantitative properties in order to verify the pump reversibility and understand the pump behavior using trend labels for the transition rates of the pump reactions. Conclusions Probabilistic model checking can be used along with other well established approaches such as simulation and differential equations to better understand pump behavior. Using PMC we can determine if specific events happen such as the potassium outside the cell ends in all model traces. We can also have a more detailed perspective on its behavior such as determining its reversibility and why its normal operation becomes slow over time. This knowledge can be used to direct experimental research and make it more efficient, leading to faster and more accurate scientific discoveries. PMID:22369714

PBDE exposure from food in Ireland: optimising data exploitation in probabilistic exposure modelling.

Science.gov (United States)

Trudel, David; Tlustos, Christina; Von Goetz, Natalie; Scheringer, Martin; Hungerbühler, Konrad

2011-01-01

Polybrominated diphenyl ethers (PBDEs) are a class of brominated flame retardants added to plastics, polyurethane foam, electronics, textiles, and other products. These products release PBDEs into the indoor and outdoor environment, thus causing human exposure through food and dust. This study models PBDE dose distributions from ingestion of food for Irish adults on congener basis by using two probabilistic and one semi-deterministic method. One of the probabilistic methods was newly developed and is based on summary statistics of food consumption combined with a model generating realistic daily energy supply from food. Median (intermediate) doses of total PBDEs are in the range of 0.4-0.6 ng/kg(bw)/day for Irish adults. The 97.5th percentiles of total PBDE doses lie in a range of 1.7-2.2 ng/kg(bw)/day, which is comparable to doses derived for Belgian and Dutch adults. BDE-47 and BDE-99 were identified as the congeners contributing most to estimated intakes, accounting for more than half of the total doses. The most influential food groups contributing to this intake are lean fish and salmon which together account for about 22-25% of the total doses.

On the robustness of two-stage estimators

KAUST Repository

Zhelonkin, Mikhail; Genton, Marc G.; Ronchetti, Elvezio

2012-01-01

The aim of this note is to provide a general framework for the analysis of the robustness properties of a broad class of two-stage models. We derive the influence function, the change-of-variance function, and the asymptotic variance of a general

Cognitive Development Effects of Teaching Probabilistic Decision Making to Middle School Students

Science.gov (United States)

Mjelde, James W.; Litzenberg, Kerry K.; Lindner, James R.

2011-01-01

This study investigated the comprehension and effectiveness of teaching formal, probabilistic decision-making skills to middle school students. Two specific objectives were to determine (1) if middle school students can comprehend a probabilistic decision-making approach, and (2) if exposure to the modeling approaches improves middle school…

Probabilistic Fatigue Damage Prognosis Using a Surrogate Model Trained Via 3D Finite Element Analysis

Science.gov (United States)

Leser, Patrick E.; Hochhalter, Jacob D.; Newman, John A.; Leser, William P.; Warner, James E.; Wawrzynek, Paul A.; Yuan, Fuh-Gwo

2015-01-01

Utilizing inverse uncertainty quantification techniques, structural health monitoring can be integrated with damage progression models to form probabilistic predictions of a structure's remaining useful life. However, damage evolution in realistic structures is physically complex. Accurately representing this behavior requires high-fidelity models which are typically computationally prohibitive. In the present work, a high-fidelity finite element model is represented by a surrogate model, reducing computation times. The new approach is used with damage diagnosis data to form a probabilistic prediction of remaining useful life for a test specimen under mixed-mode conditions.

Bayesian uncertainty analyses of probabilistic risk models

International Nuclear Information System (INIS)

Pulkkinen, U.

1989-01-01

Applications of Bayesian principles to the uncertainty analyses are discussed in the paper. A short review of the most important uncertainties and their causes is provided. An application of the principle of maximum entropy to the determination of Bayesian prior distributions is described. An approach based on so called probabilistic structures is presented in order to develop a method of quantitative evaluation of modelling uncertainties. The method is applied to a small example case. Ideas for application areas for the proposed method are discussed

A Probabilistic Palimpsest Model of Visual Short-term Memory

Science.gov (United States)

Matthey, Loic; Bays, Paul M.; Dayan, Peter

2015-01-01

Working memory plays a key role in cognition, and yet its mechanisms remain much debated. Human performance on memory tasks is severely limited; however, the two major classes of theory explaining the limits leave open questions about key issues such as how multiple simultaneously-represented items can be distinguished. We propose a palimpsest model, with the occurrent activity of a single population of neurons coding for several multi-featured items. Using a probabilistic approach to storage and recall, we show how this model can account for many qualitative aspects of existing experimental data. In our account, the underlying nature of a memory item depends entirely on the characteristics of the population representation, and we provide analytical and numerical insights into critical issues such as multiplicity and binding. We consider representations in which information about individual feature values is partially separate from the information about binding that creates single items out of multiple features. An appropriate balance between these two types of information is required to capture fully the different types of error seen in human experimental data. Our model provides the first principled account of misbinding errors. We also suggest a specific set of stimuli designed to elucidate the representations that subjects actually employ. PMID:25611204

Probabilistic Modeling and Visualization for Bankruptcy Prediction

DEFF Research Database (Denmark)

Antunes, Francisco; Ribeiro, Bernardete; Pereira, Francisco Camara

2017-01-01

In accounting and finance domains, bankruptcy prediction is of great utility for all of the economic stakeholders. The challenge of accurate assessment of business failure prediction, specially under scenarios of financial crisis, is known to be complicated. Although there have been many successful...... studies on bankruptcy detection, seldom probabilistic approaches were carried out. In this paper we assume a probabilistic point-of-view by applying Gaussian Processes (GP) in the context of bankruptcy prediction, comparing it against the Support Vector Machines (SVM) and the Logistic Regression (LR......). Using real-world bankruptcy data, an in-depth analysis is conducted showing that, in addition to a probabilistic interpretation, the GP can effectively improve the bankruptcy prediction performance with high accuracy when compared to the other approaches. We additionally generate a complete graphical...

Two-stage Lagrangian modeling of ignition processes in ignition quality tester and constant volume combustion chambers

KAUST Repository

Alfazazi, Adamu

2016-08-10

The ignition characteristics of isooctane and n-heptane in an ignition quality tester (IQT) were simulated using a two-stage Lagrangian (TSL) model, which is a zero-dimensional (0-D) reactor network method. The TSL model was also used to simulate the ignition delay of n-dodecane and n-heptane in a constant volume combustion chamber (CVCC), which is archived in the engine combustion network (ECN) library (http://www.ca.sandia.gov/ecn). A detailed chemical kinetic model for gasoline surrogates from the Lawrence Livermore National Laboratory (LLNL) was utilized for the simulation of n-heptane and isooctane. Additional simulations were performed using an optimized gasoline surrogate mechanism from RWTH Aachen University. Validations of the simulated data were also performed with experimental results from an IQT at KAUST. For simulation of n-dodecane in the CVCC, two n-dodecane kinetic models from the literature were utilized. The primary aim of this study is to test the ability of TSL to replicate ignition timings in the IQT and the CVCC. The agreement between the model and the experiment is acceptable except for isooctane in the IQT and n-heptane and n-dodecane in the CVCC. The ability of the simulations to replicate observable trends in ignition delay times with regard to changes in ambient temperature and pressure allows the model to provide insights into the reactions contributing towards ignition. Thus, the TSL model was further employed to investigate the physical and chemical processes responsible for controlling the overall ignition under various conditions. The effects of exothermicity, ambient pressure, and ambient oxygen concentration on first stage ignition were also studied. Increasing ambient pressure and oxygen concentration was found to shorten the overall ignition delay time, but does not affect the timing of the first stage ignition. Additionally, the temperature at the end of the first stage ignition was found to increase at higher ambient pressure

Conditional Probabilistic Population Forecasting

OpenAIRE

Sanderson, W.C.; Scherbov, S.; O'Neill, B.C.; Lutz, W.

2003-01-01

Since policy makers often prefer to think in terms of scenarios, the question has arisen as to whether it is possible to make conditional population forecasts in a probabilistic context. This paper shows that it is both possible and useful to make these forecasts. We do this with two different kinds of examples. The first is the probabilistic analog of deterministic scenario analysis. Conditional probabilistic scenario analysis is essential for policy makers it allows them to answer "what if"...

Conditional probabilistic population forecasting

OpenAIRE

Sanderson, Warren; Scherbov, Sergei; O'Neill, Brian; Lutz, Wolfgang

2003-01-01

Since policy-makers often prefer to think in terms of alternative scenarios, the question has arisen as to whether it is possible to make conditional population forecasts in a probabilistic context. This paper shows that it is both possible and useful to make these forecasts. We do this with two different kinds of examples. The first is the probabilistic analog of deterministic scenario analysis. Conditional probabilistic scenario analysis is essential for policy-makers because it allows them...

A Probabilistic Short-Term Water Demand Forecasting Model Based on the Markov Chain

Directory of Open Access Journals (Sweden)

Francesca Gagliardi

2017-07-01

Full Text Available This paper proposes a short-term water demand forecasting method based on the use of the Markov chain. This method provides estimates of future demands by calculating probabilities that the future demand value will fall within pre-assigned intervals covering the expected total variability. More specifically, two models based on homogeneous and non-homogeneous Markov chains were developed and presented. These models, together with two benchmark models (based on artificial neural network and naïve methods, were applied to three real-life case studies for the purpose of forecasting the respective water demands from 1 to 24 h ahead. The results obtained show that the model based on a homogeneous Markov chain provides more accurate short-term forecasts than the one based on a non-homogeneous Markov chain, which is in line with the artificial neural network model. Both Markov chain models enable probabilistic information regarding the stochastic demand forecast to be easily obtained.

POISSON, Analysis Solution of Poisson Problems in Probabilistic Risk Assessment

International Nuclear Information System (INIS)

Froehner, F.H.

1986-01-01

1 - Description of program or function: Purpose of program: Analytic treatment of two-stage Poisson problem in Probabilistic Risk Assessment. Input: estimated a-priori mean failure rate and error factor of system considered (for calculation of stage-1 prior), number of failures and operating times for similar systems (for calculation of stage-2 prior). Output: a-posteriori probability distributions on linear and logarithmic time scale (on specified time grid) and expectation values of failure rate and error factors are calculated for: - stage-1 a-priori distribution, - stage-1 a-posteriori distribution, - stage-2 a-priori distribution, - stage-2 a-posteriori distribution. 2 - Method of solution: Bayesian approach with conjugate stage-1 prior, improved with experience from similar systems to yield stage-2 prior, and likelihood function from experience with system under study (documentation see below under 10.). 3 - Restrictions on the complexity of the problem: Up to 100 similar systems (including the system considered), arbitrary number of problems (failure types) with same grid

A Smoothing Algorithm for a New Two-Stage Stochastic Model of Supply Chain Based on Sample Average Approximation

OpenAIRE

Liu Yang; Yao Xiong; Xiao-jiao Tong

2017-01-01

We construct a new two-stage stochastic model of supply chain with multiple factories and distributors for perishable product. By introducing a second-order stochastic dominance (SSD) constraint, we can describe the preference consistency of the risk taker while minimizing the expected cost of company. To solve this problem, we convert it into a one-stage stochastic model equivalently; then we use sample average approximation (SAA) method to approximate the expected values of the underlying r...

Probabilistic models for steel corrosion loss and pitting of marine infrastructure

International Nuclear Information System (INIS)

Melchers, R.E.; Jeffrey, R.J.

2008-01-01

With the increasing emphasis on attempting to retain in service ageing infrastructure models for the description and prediction of corrosion losses and for maximum pit depth are of increasing interest. In most cases assessment and prediction will be done in a probabilistic risk assessment framework and this then requires probabilistic corrosion models. Recently, novel models for corrosion loss and maximum pit depth under marine immersion conditions have been developed. The models show that both corrosion loss and pit depth progress in a non-linear fashion with increased exposure time and do so in a non-monotonic manner as a result of the controlling corrosion process changing from oxidation to being influenced by bacterial action. For engineers the importance of this lies in the fact that conventional 'corrosion rates' have no validity, particularly for the long-term corrosion effects as relevant to deteriorated infrastructure. The models are consistent with corrosion science principles as well as current understanding of the considerable influence of bacterial processes on corrosion loss and pitting. The considerable practical implications of this are described

Probabilistic Structural Analysis Methods (PSAM) for select space propulsion system structural components

Science.gov (United States)

Cruse, T. A.

1987-01-01

The objective is the development of several modular structural analysis packages capable of predicting the probabilistic response distribution for key structural variables such as maximum stress, natural frequencies, transient response, etc. The structural analysis packages are to include stochastic modeling of loads, material properties, geometry (tolerances), and boundary conditions. The solution is to be in terms of the cumulative probability of exceedance distribution (CDF) and confidence bounds. Two methods of probability modeling are to be included as well as three types of structural models - probabilistic finite-element method (PFEM); probabilistic approximate analysis methods (PAAM); and probabilistic boundary element methods (PBEM). The purpose in doing probabilistic structural analysis is to provide the designer with a more realistic ability to assess the importance of uncertainty in the response of a high performance structure. Probabilistic Structural Analysis Method (PSAM) tools will estimate structural safety and reliability, while providing the engineer with information on the confidence that should be given to the predicted behavior. Perhaps most critically, the PSAM results will directly provide information on the sensitivity of the design response to those variables which are seen to be uncertain.

Probabilistic Structural Analysis Methods for select space propulsion system structural components (PSAM)

Science.gov (United States)

Cruse, T. A.; Burnside, O. H.; Wu, Y.-T.; Polch, E. Z.; Dias, J. B.

1988-01-01

The objective is the development of several modular structural analysis packages capable of predicting the probabilistic response distribution for key structural variables such as maximum stress, natural frequencies, transient response, etc. The structural analysis packages are to include stochastic modeling of loads, material properties, geometry (tolerances), and boundary conditions. The solution is to be in terms of the cumulative probability of exceedance distribution (CDF) and confidence bounds. Two methods of probability modeling are to be included as well as three types of structural models - probabilistic finite-element method (PFEM); probabilistic approximate analysis methods (PAAM); and probabilistic boundary element methods (PBEM). The purpose in doing probabilistic structural analysis is to provide the designer with a more realistic ability to assess the importance of uncertainty in the response of a high performance structure. Probabilistic Structural Analysis Method (PSAM) tools will estimate structural safety and reliability, while providing the engineer with information on the confidence that should be given to the predicted behavior. Perhaps most critically, the PSAM results will directly provide information on the sensitivity of the design response to those variables which are seen to be uncertain.

A Probabilistic Graphical Model to Detect Chromosomal Domains

Science.gov (United States)

Heermann, Dieter; Hofmann, Andreas; Weber, Eva

To understand the nature of a cell, one needs to understand the structure of its genome. For this purpose, experimental techniques such as Hi-C detecting chromosomal contacts are used to probe the three-dimensional genomic structure. These experiments yield topological information, consistently showing a hierarchical subdivision of the genome into self-interacting domains across many organisms. Current methods for detecting these domains using the Hi-C contact matrix, i.e. a doubly-stochastic matrix, are mostly based on the assumption that the domains are distinct, thus non-overlapping. For overcoming this simplification and for being able to unravel a possible nested domain structure, we developed a probabilistic graphical model that makes no a priori assumptions on the domain structure. Within this approach, the Hi-C contact matrix is analyzed using an Ising like probabilistic graphical model whose coupling constant is proportional to each lattice point (entry in the contact matrix). The results show clear boundaries between identified domains and the background. These domain boundaries are dependent on the coupling constant, so that one matrix yields several clusters of different sizes, which show the self-interaction of the genome on different scales. This work was supported by a Grant from the International Human Frontier Science Program Organization (RGP0014/2014).

Probabilistic modeling of fatigue crack growth in Ti-6Al-4V

International Nuclear Information System (INIS)

Soboyejo, W.O.; Shen, W.; Soboyejo, A.B.O.

2001-01-01

This paper presents the results of a combined experimental and analytical study of the probabilistic nature of fatigue crack growth in Ti-6Al-4V. A simple experimental fracture mechanics framework is presented for the determination of statistical fatigue crack growth parameters from two fatigue tests. The experimental studies show that the variabilities in long fatigue crack growth rate data and the Paris coefficient are well described by the log-normal distributions. The variabilities in the Paris exponent are also shown to be well characterized by a normal distribution. The measured statistical distributions are incorporated into a probabilistic fracture mechanics framework for the estimation of material reliability. The implications of the results are discussed for the probabilistic analysis of fatigue crack growth in engineering components and structures. (orig.)

Understanding onsets of rainfall in Southern Africa using temporal probabilistic modelling

CSIR Research Space (South Africa)

Cheruiyot, D

2010-12-01

Full Text Available This research investigates an alternative approach to automatically evolve the hidden temporal distribution of onset of rainfall directly from multivariate time series (MTS) data in the absence of domain experts. Temporal probabilistic modelling...

A probabilistic approach to crack instability

Science.gov (United States)

Chudnovsky, A.; Kunin, B.

1989-01-01

A probabilistic model of brittle fracture is examined with reference to two-dimensional problems. The model is illustrated by using experimental data obtained for 25 macroscopically identical specimens made of short-fiber-reinforced composites. It is shown that the model proposed here provides a predictive formalism for the probability distributions of critical crack depth, critical loads, and crack arrest depths. It also provides similarity criteria for small-scale testing.

The Terrestrial Investigation Model: A probabilistic risk assessment model for birds exposed to pesticides

Science.gov (United States)

One of the major recommendations of the National Academy of Science to the USEPA, NMFS and USFWS was to utilize probabilistic methods when assessing the risks of pesticides to federally listed endangered and threatened species. The Terrestrial Investigation Model (TIM, version 3....

Turbine stage model

International Nuclear Information System (INIS)

Kazantsev, A.A.

2009-01-01

A model of turbine stage for calculations of NPP turbine department dynamics in real time was developed. The simulation results were compared with manufacturer calculations for NPP low-speed and fast turbines. The comparison results have shown that the model is valid for real time simulation of all modes of turbines operation. The model allows calculating turbine stage parameters with 1% accuracy. It was shown that the developed turbine stage model meets the accuracy requirements if the data of turbine blades setting angles for all turbine stages are available [ru

Probabilistic modelling of the high-pressure arc cathode spot displacement dynamic

International Nuclear Information System (INIS)

Coulombe, Sylvain

2003-01-01

A probabilistic modelling approach for the study of the cathode spot displacement dynamic in high-pressure arc systems is developed in an attempt to interpret the observed voltage fluctuations. The general framework of the model allows to define simple, probabilistic displacement rules, the so-called cathode spot dynamic rules, for various possible surface states (un-arced metal, arced, contaminated) and to study the resulting dynamic of the cathode spot displacements over one or several arc passages. The displacements of the type-A cathode spot (macro-spot) in a magnetically rotating arc using concentric electrodes made up of either clean or contaminated metal surfaces is considered. Experimental observations for this system revealed a 1/f -tilde1 signature in the frequency power spectrum (FPS) of the arc voltage for anchoring arc conditions on the cathode (e.g. clean metal surface), while it shows a 'white noise' signature for conditions favouring a smooth movement (e.g. oxide-contaminated cathode surface). Through an appropriate choice of the local probabilistic displacement rules, the model is able to correctly represent the dynamic behaviours of the type-A cathode spot, including the FPS for the arc elongation (i.e. voltage) and the arc erosion trace formation. The model illustrates that the cathode spot displacements between re-strikes can be seen as a diffusion process with a diffusion constant which depends on the surface structure. A physical interpretation for the jumping probability associated with the re-strike event is given in terms of the electron emission processes across dielectric contaminants present on the cathode surface

Branching bisimulation congruence for probabilistic systems

NARCIS (Netherlands)

Trcka, N.; Georgievska, S.; Aldini, A.; Baier, C.

2008-01-01

The notion of branching bisimulation for the alternating model of probabilistic systems is not a congruence with respect to parallel composition. In this paper we first define another branching bisimulation in the more general model allowing consecutive probabilistic transitions, and we prove that

Tensit - a novel probabilistic simulation tool for safety assessments. Tests and verifications using biosphere models

Energy Technology Data Exchange (ETDEWEB)

Jones, Jakob; Vahlund, Fredrik; Kautsky, Ulrik

2004-06-01

This report documents the verification of a new simulation tool for dose assessment put together in a package under the name Tensit (Technical Nuclide Simulation Tool). The tool is developed to solve differential equation systems describing transport and decay of radionuclides. It is capable of handling both deterministic and probabilistic simulations. The verifications undertaken shows good results. Exceptions exist only where the reference results are unclear. Tensit utilise and connects two separate commercial softwares. The equation solving capability is derived from the Matlab/Simulink software environment to which Tensit adds a library of interconnectable building blocks. Probabilistic simulations are provided through a statistical software named at{sub R}isk that communicates with Matlab/Simulink. More information about these softwares can be found at www.palisade.com and www.mathworks.com. The underlying intention of developing this new tool has been to make available a cost efficient and easy to use means for advanced dose assessment simulations. The mentioned benefits are gained both through the graphical user interface provided by Simulink and at{sub R}isk, and the use of numerical equation solving routines in Matlab. To verify Tensit's numerical correctness, an implementation was done of the biosphere modules for dose assessments used in the earlier safety assessment project SR 97. Acquired probabilistic results for deterministic as well as probabilistic simulations have been compared with documented values. Additional verification has been made both with another simulation tool named AMBER and also against the international test case from PSACOIN named Level 1B. This report documents the models used for verification with equations and parameter values so that the results can be recreated. For a background and a more detailed description of the underlying processes in the models, the reader is referred to the original references. Finally, in the

Tensit - a novel probabilistic simulation tool for safety assessments. Tests and verifications using biosphere models

International Nuclear Information System (INIS)

Jones, Jakob; Vahlund, Fredrik; Kautsky, Ulrik

2004-06-01

This report documents the verification of a new simulation tool for dose assessment put together in a package under the name Tensit (Technical Nuclide Simulation Tool). The tool is developed to solve differential equation systems describing transport and decay of radionuclides. It is capable of handling both deterministic and probabilistic simulations. The verifications undertaken shows good results. Exceptions exist only where the reference results are unclear. Tensit utilise and connects two separate commercial softwares. The equation solving capability is derived from the Matlab/Simulink software environment to which Tensit adds a library of interconnectable building blocks. Probabilistic simulations are provided through a statistical software named at R isk that communicates with Matlab/Simulink. More information about these softwares can be found at www.palisade.com and www.mathworks.com. The underlying intention of developing this new tool has been to make available a cost efficient and easy to use means for advanced dose assessment simulations. The mentioned benefits are gained both through the graphical user interface provided by Simulink and at R isk, and the use of numerical equation solving routines in Matlab. To verify Tensit's numerical correctness, an implementation was done of the biosphere modules for dose assessments used in the earlier safety assessment project SR 97. Acquired probabilistic results for deterministic as well as probabilistic simulations have been compared with documented values. Additional verification has been made both with another simulation tool named AMBER and also against the international test case from PSACOIN named Level 1B. This report documents the models used for verification with equations and parameter values so that the results can be recreated. For a background and a more detailed description of the underlying processes in the models, the reader is referred to the original references. Finally, in the perspective of

Comparisons of single-stage and two-stage approaches to genomic selection.

Science.gov (United States)

Schulz-Streeck, Torben; Ogutu, Joseph O; Piepho, Hans-Peter

2013-01-01

Genomic selection (GS) is a method for predicting breeding values of plants or animals using many molecular markers that is commonly implemented in two stages. In plant breeding the first stage usually involves computation of adjusted means for genotypes which are then used to predict genomic breeding values in the second stage. We compared two classical stage-wise approaches, which either ignore or approximate correlations among the means by a diagonal matrix, and a new method, to a single-stage analysis for GS using ridge regression best linear unbiased prediction (RR-BLUP). The new stage-wise method rotates (orthogonalizes) the adjusted means from the first stage before submitting them to the second stage. This makes the errors approximately independently and identically normally distributed, which is a prerequisite for many procedures that are potentially useful for GS such as machine learning methods (e.g. boosting) and regularized regression methods (e.g. lasso). This is illustrated in this paper using componentwise boosting. The componentwise boosting method minimizes squared error loss using least squares and iteratively and automatically selects markers that are most predictive of genomic breeding values. Results are compared with those of RR-BLUP using fivefold cross-validation. The new stage-wise approach with rotated means was slightly more similar to the single-stage analysis than the classical two-stage approaches based on non-rotated means for two unbalanced datasets. This suggests that rotation is a worthwhile pre-processing step in GS for the two-stage approaches for unbalanced datasets. Moreover, the predictive accuracy of stage-wise RR-BLUP was higher (5.0-6.1%) than that of componentwise boosting.

ToPS: a framework to manipulate probabilistic models of sequence data.

Directory of Open Access Journals (Sweden)

André Yoshiaki Kashiwabara

Full Text Available Discrete Markovian models can be used to characterize patterns in sequences of values and have many applications in biological sequence analysis, including gene prediction, CpG island detection, alignment, and protein profiling. We present ToPS, a computational framework that can be used to implement different applications in bioinformatics analysis by combining eight kinds of models: (i independent and identically distributed process; (ii variable-length Markov chain; (iii inhomogeneous Markov chain; (iv hidden Markov model; (v profile hidden Markov model; (vi pair hidden Markov model; (vii generalized hidden Markov model; and (viii similarity based sequence weighting. The framework includes functionality for training, simulation and decoding of the models. Additionally, it provides two methods to help parameter setting: Akaike and Bayesian information criteria (AIC and BIC. The models can be used stand-alone, combined in Bayesian classifiers, or included in more complex, multi-model, probabilistic architectures using GHMMs. In particular the framework provides a novel, flexible, implementation of decoding in GHMMs that detects when the architecture can be traversed efficiently.

Probabilistic programming in Python using PyMC3

Directory of Open Access Journals (Sweden)

John Salvatier

2016-04-01

Full Text Available Probabilistic programming allows for automatic Bayesian inference on user-defined probabilistic models. Recent advances in Markov chain Monte Carlo (MCMC sampling allow inference on increasingly complex models. This class of MCMC, known as Hamiltonian Monte Carlo, requires gradient information which is often not readily available. PyMC3 is a new open source probabilistic programming framework written in Python that uses Theano to compute gradients via automatic differentiation as well as compile probabilistic programs on-the-fly to C for increased speed. Contrary to other probabilistic programming languages, PyMC3 allows model specification directly in Python code. The lack of a domain specific language allows for great flexibility and direct interaction with the model. This paper is a tutorial-style introduction to this software package.

Determining species expansion and extinction possibilities using probabilistic and graphical models

Directory of Open Access Journals (Sweden)

Chaturvedi Rajesh

2015-03-01

Full Text Available Survival of plant species is governed by a number of functions. The participation of each function in species survival and the impact of the contrary behaviour of the species vary from function to function. The probability of extinction of species varies in all such scenarios and has to be calculated separately. Secondly, species follow different patterns of dispersal and localisation at different stages of occupancy state of the site, therefore, the scenarios of competition for resources with climatic shifts leading to deterioration and loss of biodiversity resulting in extinction needs to be studied. Furthermore, most possible deviations of species from climax community states needs to be calculated before species become extinct due to sudden environmental disruption. Globally, various types of anthropogenic disturbances threaten the diversity of biological systems. The impact of these anthropogenic activities needs to be analysed to identify extinction patterns with respect to these activities. All the analyses mentioned above have been tried to be achieved through probabilistic or graphical models in this study.

An adaptive two-stage dose-response design method for establishing proof of concept.

Science.gov (United States)

Franchetti, Yoko; Anderson, Stewart J; Sampson, Allan R

2013-01-01

We propose an adaptive two-stage dose-response design where a prespecified adaptation rule is used to add and/or drop treatment arms between the stages. We extend the multiple comparison procedures-modeling (MCP-Mod) approach into a two-stage design. In each stage, we use the same set of candidate dose-response models and test for a dose-response relationship or proof of concept (PoC) via model-associated statistics. The stage-wise test results are then combined to establish "global" PoC using a conditional error function. Our simulation studies showed good and more robust power in our design method compared to conventional and fixed designs.

Probabilistic fuel rod analyses using the TRANSURANUS code

Energy Technology Data Exchange (ETDEWEB)

Lassmann, K; O` Carroll, C; Laar, J Van De [CEC Joint Research Centre, Karlsruhe (Germany)

1997-08-01

After more than 25 years of fuel rod modelling research, the basic concepts are well established and the limitations of the specific approaches are known. However, the widely used mechanistic approach leads in many cases to discrepancies between theoretical predictions and experimental evidence indicating that models are not exact and that some of the physical processes encountered are of stochastic nature. To better understand uncertainties and their consequences, the mechanistic approach must therefore be augmented by statistical analyses. In the present paper the basic probabilistic methods are briefly discussed. Two such probabilistic approaches are included in the fuel rod performance code TRANSURANUS: the Monte Carlo method and the Numerical Noise Analysis. These two techniques are compared and their capabilities are demonstrated. (author). 12 refs, 4 figs, 2 tabs.

Probabilistic hypergraph based hash codes for social image search

Institute of Scientific and Technical Information of China (English)

Yi XIE; Hui-min YU; Roland HU

2014-01-01

With the rapid development of the Internet, recent years have seen the explosive growth of social media. This brings great challenges in performing efficient and accurate image retrieval on a large scale. Recent work shows that using hashing methods to embed high-dimensional image features and tag information into Hamming space provides a powerful way to index large collections of social images. By learning hash codes through a spectral graph partitioning algorithm, spectral hashing (SH) has shown promising performance among various hashing approaches. However, it is incomplete to model the relations among images only by pairwise simple graphs which ignore the relationship in a higher order. In this paper, we utilize a probabilistic hypergraph model to learn hash codes for social image retrieval. A probabilistic hypergraph model offers a higher order repre-sentation among social images by connecting more than two images in one hyperedge. Unlike a normal hypergraph model, a probabilistic hypergraph model considers not only the grouping information, but also the similarities between vertices in hy-peredges. Experiments on Flickr image datasets verify the performance of our proposed approach.

Probabilistic machine learning and artificial intelligence.

Science.gov (United States)

Ghahramani, Zoubin

2015-05-28

How can a machine learn from experience? Probabilistic modelling provides a framework for understanding what learning is, and has therefore emerged as one of the principal theoretical and practical approaches for designing machines that learn from data acquired through experience. The probabilistic framework, which describes how to represent and manipulate uncertainty about models and predictions, has a central role in scientific data analysis, machine learning, robotics, cognitive science and artificial intelligence. This Review provides an introduction to this framework, and discusses some of the state-of-the-art advances in the field, namely, probabilistic programming, Bayesian optimization, data compression and automatic model discovery.

Probabilistic machine learning and artificial intelligence

Science.gov (United States)

Ghahramani, Zoubin

2015-05-01

How can a machine learn from experience? Probabilistic modelling provides a framework for understanding what learning is, and has therefore emerged as one of the principal theoretical and practical approaches for designing machines that learn from data acquired through experience. The probabilistic framework, which describes how to represent and manipulate uncertainty about models and predictions, has a central role in scientific data analysis, machine learning, robotics, cognitive science and artificial intelligence. This Review provides an introduction to this framework, and discusses some of the state-of-the-art advances in the field, namely, probabilistic programming, Bayesian optimization, data compression and automatic model discovery.

Reasoning with probabilistic and deterministic graphical models exact algorithms

CERN Document Server

Dechter, Rina

2013-01-01

Graphical models (e.g., Bayesian and constraint networks, influence diagrams, and Markov decision processes) have become a central paradigm for knowledge representation and reasoning in both artificial intelligence and computer science in general. These models are used to perform many reasoning tasks, such as scheduling, planning and learning, diagnosis and prediction, design, hardware and software verification, and bioinformatics. These problems can be stated as the formal tasks of constraint satisfaction and satisfiability, combinatorial optimization, and probabilistic inference. It is well

Probabilistic cellular automata.

Science.gov (United States)

Agapie, Alexandru; Andreica, Anca; Giuclea, Marius

2014-09-01

Cellular automata are binary lattices used for modeling complex dynamical systems. The automaton evolves iteratively from one configuration to another, using some local transition rule based on the number of ones in the neighborhood of each cell. With respect to the number of cells allowed to change per iteration, we speak of either synchronous or asynchronous automata. If randomness is involved to some degree in the transition rule, we speak of probabilistic automata, otherwise they are called deterministic. With either type of cellular automaton we are dealing with, the main theoretical challenge stays the same: starting from an arbitrary initial configuration, predict (with highest accuracy) the end configuration. If the automaton is deterministic, the outcome simplifies to one of two configurations, all zeros or all ones. If the automaton is probabilistic, the whole process is modeled by a finite homogeneous Markov chain, and the outcome is the corresponding stationary distribution. Based on our previous results for the asynchronous case-connecting the probability of a configuration in the stationary distribution to its number of zero-one borders-the article offers both numerical and theoretical insight into the long-term behavior of synchronous cellular automata.

Probabilistic safety assessment model in consideration of human factors based on object-oriented bayesian networks

International Nuclear Information System (INIS)

Zhou Zhongbao; Zhou Jinglun; Sun Quan

2007-01-01

Effect of Human factors on system safety is increasingly serious, which is often ignored in traditional probabilistic safety assessment methods however. A new probabilistic safety assessment model based on object-oriented Bayesian networks is proposed in this paper. Human factors are integrated into the existed event sequence diagrams. Then the classes of the object-oriented Bayesian networks are constructed which are converted to latent Bayesian networks for inference. Finally, the inference results are integrated into event sequence diagrams for probabilistic safety assessment. The new method is applied to the accident of loss of coolant in a nuclear power plant. the results show that the model is not only applicable to real-time situation assessment, but also applicable to situation assessment based certain amount of information. The modeling complexity is kept down and the new method is appropriate to large complex systems due to the thoughts of object-oriented. (authors)

Stochastic Robust Mathematical Programming Model for Power System Optimization

Energy Technology Data Exchange (ETDEWEB)

Liu, Cong; Changhyeok, Lee; Haoyong, Chen; Mehrotra, Sanjay

2016-01-01

This paper presents a stochastic robust framework for two-stage power system optimization problems with uncertainty. The model optimizes the probabilistic expectation of different worst-case scenarios with ifferent uncertainty sets. A case study of unit commitment shows the effectiveness of the proposed model and algorithms.

Uniform and localized corrosion modelling by means of probabilistic cellular automata

International Nuclear Information System (INIS)

Perez-Brokate, Cristian

2016-01-01

Numerical modelling is complementary tool for corrosion prediction. The objective of this work is to develop a corrosion model by means of a probabilistic cellular automata approach at a mesoscopic scale. In this work, we study the morphological evolution and kinetics of corrosion. This model couples electrochemical oxidation and reduction reactions. Regarding kinetics, cellular automata models are able to describe current as a function of the applied potential for a redox reaction on an inert electrode. The inclusion of probabilities allows the description of the stochastic nature of anodic and cathodic reactions. Corrosion morphology has been studied in different context: generalised corrosion, pitting corrosion and corrosion in an occluded environment. a general tendency of two regimes is found. a first regime of uniform corrosion where the anodic and cathodic reactions occur homogeneously over the surface. a second regime of localized corrosion when there is a spatial separation of anodic and cathodic zones, with an increase of anodic reaction rate. (author) [fr

Two-stage robust UC including a novel scenario-based uncertainty model for wind power applications

International Nuclear Information System (INIS)

Álvarez-Miranda, Eduardo; Campos-Valdés, Camilo; Rahmann, Claudia

2015-01-01

Highlights: • Methodological framework for obtaining Robust Unit Commitment (UC) policies. • Wind-power forecast using a revisited bootstrap predictive inference approach. • Novel scenario-based model for wind-power uncertainty. • Efficient modeling framework for obtaining nearly optimal UC policies in reasonable time. • Effective incorporation of wind-power uncertainty in the UC modeling. - Abstract: The complex processes involved in the determination of the availability of power from renewable energy sources, such as wind power, impose great challenges in the forecasting processes carried out by transmission system operators (TSOs). Nowadays, many of these TSOs use operation planning tools that take into account the uncertainty of the wind-power. However, most of these methods typically require strict assumptions about the probabilistic behavior of the forecast error, and usually ignore the dynamic nature of the forecasting process. In this paper a methodological framework to obtain Robust Unit Commitment (UC) policies is presented; such methodology considers a novel scenario-based uncertainty model for wind power applications. The proposed method is composed by three main phases. The first two phases generate a sound wind-power forecast using a bootstrap predictive inference approach. The third phase corresponds to modeling and solving a one-day ahead Robust UC considering the output of the first phase. The performance of proposed approach is evaluated using as case study a new wind farm to be incorporated into the Northern Interconnected System (NIS) of Chile. A projection of wind-based power installation, as well as different characteristic of the uncertain data, are considered in this study

A probabilistic model for component-based shape synthesis

KAUST Repository

Kalogerakis, Evangelos

2012-07-01

We present an approach to synthesizing shapes from complex domains, by identifying new plausible combinations of components from existing shapes. Our primary contribution is a new generative model of component-based shape structure. The model represents probabilistic relationships between properties of shape components, and relates them to learned underlying causes of structural variability within the domain. These causes are treated as latent variables, leading to a compact representation that can be effectively learned without supervision from a set of compatibly segmented shapes. We evaluate the model on a number of shape datasets with complex structural variability and demonstrate its application to amplification of shape databases and to interactive shape synthesis. © 2012 ACM 0730-0301/2012/08-ART55.

Probabilistic risk assessment as an aid to risk management

International Nuclear Information System (INIS)

Garrick, B.J.

1982-01-01

Probabilistic risk assessments are providing important insights into nuclear power plant safety. Their value is two-fold: first as a means of quantifying nuclear plant risk including contributors to risk, and second as an aid to risk management. A risk assessment provides an analytical plant model that can be the basis for performing meaningful decision analyses for controlling safety. It is the aspect of quantitative risk management that makes probabilistic risk assessment an important technical discipline of the future

Mathematical modeling of a continuous alcoholic fermentation process in a two-stage tower reactor cascade with flocculating yeast recycle.

Science.gov (United States)

de Oliveira, Samuel Conceição; de Castro, Heizir Ferreira; Visconti, Alexandre Eliseu Stourdze; Giudici, Reinaldo

2015-03-01

Experiments of continuous alcoholic fermentation of sugarcane juice with flocculating yeast recycle were conducted in a system of two 0.22-L tower bioreactors in series, operated at a range of dilution rates (D 1 = D 2 = 0.27-0.95 h(-1)), constant recycle ratio (α = F R /F = 4.0) and a sugar concentration in the feed stream (S 0) around 150 g/L. The data obtained in these experimental conditions were used to adjust the parameters of a mathematical model previously developed for the single-stage process. This model considers each of the tower bioreactors as a perfectly mixed continuous reactor and the kinetics of cell growth and product formation takes into account the limitation by substrate and the inhibition by ethanol and biomass, as well as the substrate consumption for cellular maintenance. The model predictions agreed satisfactorily with the measurements taken in both stages of the cascade. The major differences with respect to the kinetic parameters previously estimated for a single-stage system were observed for the maximum specific growth rate, for the inhibition constants of cell growth and for the specific rate of substrate consumption for cell maintenance. Mathematical models were validated and used to simulate alternative operating conditions as well as to analyze the performance of the two-stage process against that of the single-stage process.

Probabilistic modelling of security of supply in gas networks and evaluation of new infrastructure

International Nuclear Information System (INIS)

Praks, Pavel; Kopustinskas, Vytis; Masera, Marcelo

2015-01-01

The paper presents a probabilistic model to study security of supply in a gas network. The model is based on Monte-Carlo simulations with graph theory, and is implemented in the software tool ProGasNet. The software allows studying gas networks in various aspects including identification of weakest links and nodes, vulnerability analysis, bottleneck analysis, evaluation of new infrastructure etc. In this paper ProGasNet is applied to a benchmark network based on a real EU gas transmission network of several countries with the purpose of evaluating the security of supply effects of new infrastructure, either under construction, recently completed or under planning. The probabilistic model enables quantitative evaluations by comparing the reliability of gas supply in each consuming node of the network. - Highlights: • A Monte-Carlo algorithm for stochastic flow networks is presented. • Network elements can fail according to a given probabilistic model. • Priority supply pattern of gas transmission networks is assumed. • A real-world EU gas transmission network is presented and analyzed. • A risk ratio is used for security of supply quantification of a new infrastructure.

Chiefly Symmetric: Results on the Scalability of Probabilistic Model Checking for Operating-System Code

Directory of Open Access Journals (Sweden)

Marcus Völp

2012-11-01

Full Text Available Reliability in terms of functional properties from the safety-liveness spectrum is an indispensable requirement of low-level operating-system (OS code. However, with evermore complex and thus less predictable hardware, quantitative and probabilistic guarantees become more and more important. Probabilistic model checking is one technique to automatically obtain these guarantees. First experiences with the automated quantitative analysis of low-level operating-system code confirm the expectation that the naive probabilistic model checking approach rapidly reaches its limits when increasing the numbers of processes. This paper reports on our work-in-progress to tackle the state explosion problem for low-level OS-code caused by the exponential blow-up of the model size when the number of processes grows. We studied the symmetry reduction approach and carried out our experiments with a simple test-and-test-and-set lock case study as a representative example for a wide range of protocols with natural inter-process dependencies and long-run properties. We quickly see a state-space explosion for scenarios where inter-process dependencies are insignificant. However, once inter-process dependencies dominate the picture models with hundred and more processes can be constructed and analysed.

On synchronous parallel computations with independent probabilistic choice

International Nuclear Information System (INIS)

Reif, J.H.

1984-01-01

This paper introduces probabilistic choice to synchronous parallel machine models; in particular parallel RAMs. The power of probabilistic choice in parallel computations is illustrate by parallelizing some known probabilistic sequential algorithms. The authors characterize the computational complexity of time, space, and processor bounded probabilistic parallel RAMs in terms of the computational complexity of probabilistic sequential RAMs. They show that parallelism uniformly speeds up time bounded probabilistic sequential RAM computations by nearly a quadratic factor. They also show that probabilistic choice can be eliminated from parallel computations by introducing nonuniformity

Probabilistic methods used in NUSS

International Nuclear Information System (INIS)

Fischer, J.; Giuliani, P.

1985-01-01

Probabilistic considerations are used implicitly or explicitly in all technical areas. In the NUSS codes and guides the two areas of design and siting are those where more use is made of these concepts. A brief review of the relevant documents in these two areas is made in this paper. It covers the documents where either probabilistic considerations are implied or where probabilistic approaches are recommended in the evaluation of situations and of events. In the siting guides the review mainly covers the area of seismic hydrological and external man-made events analysis, as well as some aspects of meteorological extreme events analysis. Probabilistic methods are recommended in the design guides but they are not made a requirement. There are several reasons for this, mainly lack of reliable data and the absence of quantitative safety limits or goals against which to judge the design analysis. As far as practical, engineering judgement should be backed up by quantitative probabilistic analysis. Examples are given and the concept of design basis as used in NUSS design guides is explained. (author)

Probabilistic Cloning of two Single-Atom States via Thermal Cavity

Science.gov (United States)

Rui, Pin-Shu; Liu, Dao-Jun

2016-12-01

We propose a cavity QED scheme for implementing the 1 → 2 probabilistic quantum cloning (PQC) of two single-atom states. In our scheme, after the to-be-cloned atom and the assistant atom passing through the first cavity, a measurement is carried out on the assistant atom. Based on the measurement outcome we can judge whether the PQC should be continued. If the cloning fails, the other operations are omitted. This makes our scheme economical. If the PQC is continued (with the optimal probability) according to the measurement outcome, two more cavities and some unitary operations are used for achieving the PQC in a deterministic way. Our scheme is insensitive to the decays of the cavities and the atoms.

Probabilistic topic modeling for the analysis and classification of genomic sequences

Science.gov (United States)

2015-01-01

Background Studies on genomic sequences for classification and taxonomic identification have a leading role in the biomedical field and in the analysis of biodiversity. These studies are focusing on the so-called barcode genes, representing a well defined region of the whole genome. Recently, alignment-free techniques are gaining more importance because they are able to overcome the drawbacks of sequence alignment techniques. In this paper a new alignment-free method for DNA sequences clustering and classification is proposed. The method is based on k-mers representation and text mining techniques. Methods The presented method is based on Probabilistic Topic Modeling, a statistical technique originally proposed for text documents. Probabilistic topic models are able to find in a document corpus the topics (recurrent themes) characterizing classes of documents. This technique, applied on DNA sequences representing the documents, exploits the frequency of fixed-length k-mers and builds a generative model for a training group of sequences. This generative model, obtained through the Latent Dirichlet Allocation (LDA) algorithm, is then used to classify a large set of genomic sequences. Results and conclusions We performed classification of over 7000 16S DNA barcode sequences taken from Ribosomal Database Project (RDP) repository, training probabilistic topic models. The proposed method is compared to the RDP tool and Support Vector Machine (SVM) classification algorithm in a extensive set of trials using both complete sequences and short sequence snippets (from 400 bp to 25 bp). Our method reaches very similar results to RDP classifier and SVM for complete sequences. The most interesting results are obtained when short sequence snippets are considered. In these conditions the proposed method outperforms RDP and SVM with ultra short sequences and it exhibits a smooth decrease of performance, at every taxonomic level, when the sequence length is decreased. PMID:25916734

Predicting inpatient clinical order patterns with probabilistic topic models vs conventional order sets.

Science.gov (United States)

Chen, Jonathan H; Goldstein, Mary K; Asch, Steven M; Mackey, Lester; Altman, Russ B

2017-05-01

Build probabilistic topic model representations of hospital admissions processes and compare the ability of such models to predict clinical order patterns as compared to preconstructed order sets. The authors evaluated the first 24 hours of structured electronic health record data for > 10 K inpatients. Drawing an analogy between structured items (e.g., clinical orders) to words in a text document, the authors performed latent Dirichlet allocation probabilistic topic modeling. These topic models use initial clinical information to predict clinical orders for a separate validation set of > 4 K patients. The authors evaluated these topic model-based predictions vs existing human-authored order sets by area under the receiver operating characteristic curve, precision, and recall for subsequent clinical orders. Existing order sets predict clinical orders used within 24 hours with area under the receiver operating characteristic curve 0.81, precision 16%, and recall 35%. This can be improved to 0.90, 24%, and 47% ( P  sets tend to provide nonspecific, process-oriented aid, with usability limitations impairing more precise, patient-focused support. Algorithmic summarization has the potential to breach this usability barrier by automatically inferring patient context, but with potential tradeoffs in interpretability. Probabilistic topic modeling provides an automated approach to detect thematic trends in patient care and generate decision support content. A potential use case finds related clinical orders for decision support. © The Author 2016. Published by Oxford University Press on behalf of the American Medical Informatics Association.

Adaptive and self-averaging Thouless-Anderson-Palmer mean-field theory for probabilistic modeling

DEFF Research Database (Denmark)

Opper, Manfred; Winther, Ole

2001-01-01

We develop a generalization of the Thouless-Anderson-Palmer (TAP) mean-field approach of disorder physics. which makes the method applicable to the computation of approximate averages in probabilistic models for real data. In contrast to the conventional TAP approach, where the knowledge...... of the distribution of couplings between the random variables is required, our method adapts to the concrete set of couplings. We show the significance of the approach in two ways: Our approach reproduces replica symmetric results for a wide class of toy models (assuming a nonglassy phase) with given disorder...... distributions in the thermodynamic limit. On the other hand, simulations on a real data model demonstrate that the method achieves more accurate predictions as compared to conventional TAP approaches....

Comparison of event tree, fault tree and Markov methods for probabilistic safety assessment and application to accident mitigation

International Nuclear Information System (INIS)

James, H.; Harris, M.J.; Hall, S.F.

1992-01-01

Probabilistic safety assessment (PSA) is used extensively in the nuclear industry. The main stages of PSA and the traditional event tree method are described. Focussing on hydrogen explosions, an event tree model is compared to a novel Markov model and a fault tree, and unexpected implication for accident mitigation is revealed. (author)

Probabilistic and sensitivity analysis of Botlek Bridge structures

Directory of Open Access Journals (Sweden)

Králik Juraj

2017-01-01

Full Text Available This paper deals with the probabilistic and sensitivity analysis of the largest movable lift bridge of the world. The bridge system consists of six reinforced concrete pylons and two steel decks 4000 tons weight each connected through ropes with counterweights. The paper focuses the probabilistic and sensitivity analysis as the base of dynamic study in design process of the bridge. The results had a high importance for practical application and design of the bridge. The model and resistance uncertainties were taken into account in LHS simulation method.

Two-Stage Series-Resonant Inverter

Science.gov (United States)

Stuart, Thomas A.

1994-01-01

Two-stage inverter includes variable-frequency, voltage-regulating first stage and fixed-frequency second stage. Lightweight circuit provides regulated power and is invulnerable to output short circuits. Does not require large capacitor across ac bus, like parallel resonant designs. Particularly suitable for use in ac-power-distribution system of aircraft.

Up-gradient transport in a probabilistic transport model

DEFF Research Database (Denmark)

Gavnholt, J.; Juul Rasmussen, J.; Garcia, O.E.

2005-01-01

The transport of particles or heat against the driving gradient is studied by employing a probabilistic transport model with a characteristic particle step length that depends on the local concentration or heat gradient. When this gradient is larger than a prescribed critical value, the standard....... These results supplement recent works by van Milligen [Phys. Plasmas 11, 3787 (2004)], which applied Levy distributed step sizes in the case of supercritical gradients to obtain the up-gradient transport. (c) 2005 American Institute of Physics....

Probabilistic Inference in General Graphical Models through Sampling in Stochastic Networks of Spiking Neurons

Science.gov (United States)

Pecevski, Dejan; Buesing, Lars; Maass, Wolfgang

2011-01-01

An important open problem of computational neuroscience is the generic organization of computations in networks of neurons in the brain. We show here through rigorous theoretical analysis that inherent stochastic features of spiking neurons, in combination with simple nonlinear computational operations in specific network motifs and dendritic arbors, enable networks of spiking neurons to carry out probabilistic inference through sampling in general graphical models. In particular, it enables them to carry out probabilistic inference in Bayesian networks with converging arrows (“explaining away”) and with undirected loops, that occur in many real-world tasks. Ubiquitous stochastic features of networks of spiking neurons, such as trial-to-trial variability and spontaneous activity, are necessary ingredients of the underlying computational organization. We demonstrate through computer simulations that this approach can be scaled up to neural emulations of probabilistic inference in fairly large graphical models, yielding some of the most complex computations that have been carried out so far in networks of spiking neurons. PMID:22219717

Probabilistic inference in general graphical models through sampling in stochastic networks of spiking neurons.

Directory of Open Access Journals (Sweden)

Dejan Pecevski

2011-12-01

Full Text Available An important open problem of computational neuroscience is the generic organization of computations in networks of neurons in the brain. We show here through rigorous theoretical analysis that inherent stochastic features of spiking neurons, in combination with simple nonlinear computational operations in specific network motifs and dendritic arbors, enable networks of spiking neurons to carry out probabilistic inference through sampling in general graphical models. In particular, it enables them to carry out probabilistic inference in Bayesian networks with converging arrows ("explaining away" and with undirected loops, that occur in many real-world tasks. Ubiquitous stochastic features of networks of spiking neurons, such as trial-to-trial variability and spontaneous activity, are necessary ingredients of the underlying computational organization. We demonstrate through computer simulations that this approach can be scaled up to neural emulations of probabilistic inference in fairly large graphical models, yielding some of the most complex computations that have been carried out so far in networks of spiking neurons.

Probabilistic inference in general graphical models through sampling in stochastic networks of spiking neurons.

Science.gov (United States)

Pecevski, Dejan; Buesing, Lars; Maass, Wolfgang

2011-12-01

An important open problem of computational neuroscience is the generic organization of computations in networks of neurons in the brain. We show here through rigorous theoretical analysis that inherent stochastic features of spiking neurons, in combination with simple nonlinear computational operations in specific network motifs and dendritic arbors, enable networks of spiking neurons to carry out probabilistic inference through sampling in general graphical models. In particular, it enables them to carry out probabilistic inference in Bayesian networks with converging arrows ("explaining away") and with undirected loops, that occur in many real-world tasks. Ubiquitous stochastic features of networks of spiking neurons, such as trial-to-trial variability and spontaneous activity, are necessary ingredients of the underlying computational organization. We demonstrate through computer simulations that this approach can be scaled up to neural emulations of probabilistic inference in fairly large graphical models, yielding some of the most complex computations that have been carried out so far in networks of spiking neurons.

Probabilistic evaluation of the Brazilian interconnected power systems; Avaliacao probabilistica do desempenho do sistema interligado brasileiro

Energy Technology Data Exchange (ETDEWEB)

Melo, A C.G.; Mello, J C.O.; Romero, S P; Oliveira, G C [Centro de Pesquisas de Energia Eletrica (CEPEL), Rio de Janeiro, RJ (Brazil); Fontoura Filho, R N [ELETROBRAS, Rio de Janeiro, RJ (Brazil)

1994-12-31

This paper describes the main features of the NH{sub 2} model, developed for the probabilistic evaluation of the adequacy of large scale power systems. The system analysis is carried out through a full set of indicators, including reliability indices and probability distributions of selected variables, such as area interchanges, power flow in circuits, voltage in buses etc. These indicators are calculated in two stages: before and after the introduction of remedial actions. Also, the model yields the representation of system hourly load curve, with uncertainty around the load levels. The flexibility and performance of the NH2 model are illustrated in case studies with a 1400-bus, configuration of the Brazilian system. (author) 12 refs., 11 figs., 6 tabs.

Probabilistic Structural Analysis Program

Science.gov (United States)

Pai, Shantaram S.; Chamis, Christos C.; Murthy, Pappu L. N.; Stefko, George L.; Riha, David S.; Thacker, Ben H.; Nagpal, Vinod K.; Mital, Subodh K.

2010-01-01

NASA/NESSUS 6.2c is a general-purpose, probabilistic analysis program that computes probability of failure and probabilistic sensitivity measures of engineered systems. Because NASA/NESSUS uses highly computationally efficient and accurate analysis techniques, probabilistic solutions can be obtained even for extremely large and complex models. Once the probabilistic response is quantified, the results can be used to support risk-informed decisions regarding reliability for safety-critical and one-of-a-kind systems, as well as for maintaining a level of quality while reducing manufacturing costs for larger-quantity products. NASA/NESSUS has been successfully applied to a diverse range of problems in aerospace, gas turbine engines, biomechanics, pipelines, defense, weaponry, and infrastructure. This program combines state-of-the-art probabilistic algorithms with general-purpose structural analysis and lifting methods to compute the probabilistic response and reliability of engineered structures. Uncertainties in load, material properties, geometry, boundary conditions, and initial conditions can be simulated. The structural analysis methods include non-linear finite-element methods, heat-transfer analysis, polymer/ceramic matrix composite analysis, monolithic (conventional metallic) materials life-prediction methodologies, boundary element methods, and user-written subroutines. Several probabilistic algorithms are available such as the advanced mean value method and the adaptive importance sampling method. NASA/NESSUS 6.2c is structured in a modular format with 15 elements.

Dynamic Modeling and Control Studies of a Two-Stage Bubbling Fluidized Bed Adsorber-Reactor for Solid-Sorbent CO{sub 2} Capture

Energy Technology Data Exchange (ETDEWEB)

Modekurti, Srinivasarao; Bhattacharyya, Debangsu; Zitney, Stephen E.

2013-07-31

A one-dimensional, non-isothermal, pressure-driven dynamic model has been developed for a two-stage bubbling fluidized bed (BFB) adsorber-reactor for solid-sorbent carbon dioxide (CO{sub 2}) capture using Aspen Custom Modeler® (ACM). The BFB model for the flow of gas through a continuous phase of downward moving solids considers three regions: emulsion, bubble, and cloud-wake. Both the upper and lower reactor stages are of overflow-type configuration, i.e., the solids leave from the top of each stage. In addition, dynamic models have been developed for the downcomer that transfers solids between the stages and the exit hopper that removes solids from the bottom of the bed. The models of all auxiliary equipment such as valves and gas distributor have been integrated with the main model of the two-stage adsorber reactor. Using the developed dynamic model, the transient responses of various process variables such as CO{sub 2} capture rate and flue gas outlet temperatures have been studied by simulating typical disturbances such as change in the temperature, flowrate, and composition of the incoming flue gas from pulverized coal-fired power plants. In control studies, the performance of a proportional-integral-derivative (PID) controller, feedback-augmented feedforward controller, and linear model predictive controller (LMPC) are evaluated for maintaining the overall CO{sub 2} capture rate at a desired level in the face of typical disturbances.

Probabilistic wind power forecasting with online model selection and warped gaussian process

International Nuclear Information System (INIS)

Kou, Peng; Liang, Deliang; Gao, Feng; Gao, Lin

2014-01-01

Highlights: • A new online ensemble model for the probabilistic wind power forecasting. • Quantifying the non-Gaussian uncertainties in wind power. • Online model selection that tracks the time-varying characteristic of wind generation. • Dynamically altering the input features. • Recursive update of base models. - Abstract: Based on the online model selection and the warped Gaussian process (WGP), this paper presents an ensemble model for the probabilistic wind power forecasting. This model provides the non-Gaussian predictive distributions, which quantify the non-Gaussian uncertainties associated with wind power. In order to follow the time-varying characteristics of wind generation, multiple time dependent base forecasting models and an online model selection strategy are established, thus adaptively selecting the most probable base model for each prediction. WGP is employed as the base model, which handles the non-Gaussian uncertainties in wind power series. Furthermore, a regime switch strategy is designed to modify the input feature set dynamically, thereby enhancing the adaptiveness of the model. In an online learning framework, the base models should also be time adaptive. To achieve this, a recursive algorithm is introduced, thus permitting the online updating of WGP base models. The proposed model has been tested on the actual data collected from both single and aggregated wind farms

Composite likelihood and two-stage estimation in family studies

DEFF Research Database (Denmark)

Andersen, Elisabeth Anne Wreford

2004-01-01

In this paper register based family studies provide the motivation for linking a two-stage estimation procedure in copula models for multivariate failure time data with a composite likelihood approach. The asymptotic properties of the estimators in both parametric and semi-parametric models are d...

A probabilistic topic model for clinical risk stratification from electronic health records.

Science.gov (United States)

Huang, Zhengxing; Dong, Wei; Duan, Huilong

2015-12-01

Risk stratification aims to provide physicians with the accurate assessment of a patient's clinical risk such that an individualized prevention or management strategy can be developed and delivered. Existing risk stratification techniques mainly focus on predicting the overall risk of an individual patient in a supervised manner, and, at the cohort level, often offer little insight beyond a flat score-based segmentation from the labeled clinical dataset. To this end, in this paper, we propose a new approach for risk stratification by exploring a large volume of electronic health records (EHRs) in an unsupervised fashion. Along this line, this paper proposes a novel probabilistic topic modeling framework called probabilistic risk stratification model (PRSM) based on Latent Dirichlet Allocation (LDA). The proposed PRSM recognizes a patient clinical state as a probabilistic combination of latent sub-profiles, and generates sub-profile-specific risk tiers of patients from their EHRs in a fully unsupervised fashion. The achieved stratification results can be easily recognized as high-, medium- and low-risk, respectively. In addition, we present an extension of PRSM, called weakly supervised PRSM (WS-PRSM) by incorporating minimum prior information into the model, in order to improve the risk stratification accuracy, and to make our models highly portable to risk stratification tasks of various diseases. We verify the effectiveness of the proposed approach on a clinical dataset containing 3463 coronary heart disease (CHD) patient instances. Both PRSM and WS-PRSM were compared with two established supervised risk stratification algorithms, i.e., logistic regression and support vector machine, and showed the effectiveness of our models in risk stratification of CHD in terms of the Area Under the receiver operating characteristic Curve (AUC) analysis. As well, in comparison with PRSM, WS-PRSM has over 2% performance gain, on the experimental dataset, demonstrating that

Two-stage anaerobic digestion of cheese whey

Energy Technology Data Exchange (ETDEWEB)

Lo, K V; Liao, P H

1986-01-01

A two-stage digestion of cheese whey was studied using two anaerobic rotating biological contact reactors. The second-stage reactor receiving partially treated effluent from the first-stage reactor could be operated at a hydraulic retention time of one day. The results indicated that two-stage digestion is a feasible alternative for treating whey. 6 references.

Development of Probabilistic Flood Inundation Mapping For Flooding Induced by Dam Failure

Science.gov (United States)

Tsai, C.; Yeh, J. J. J.

2017-12-01

A primary function of flood inundation mapping is to forecast flood hazards and assess potential losses. However, uncertainties limit the reliability of inundation hazard assessments. Major sources of uncertainty should be taken into consideration by an optimal flood management strategy. This study focuses on the 20km reach downstream of the Shihmen Reservoir in Taiwan. A dam failure induced flood herein provides the upstream boundary conditions of flood routing. The two major sources of uncertainty that are considered in the hydraulic model and the flood inundation mapping herein are uncertainties in the dam break model and uncertainty of the roughness coefficient. The perturbance moment method is applied to a dam break model and the hydro system model to develop probabilistic flood inundation mapping. Various numbers of uncertain variables can be considered in these models and the variability of outputs can be quantified. The probabilistic flood inundation mapping for dam break induced floods can be developed with consideration of the variability of output using a commonly used HEC-RAS model. Different probabilistic flood inundation mappings are discussed and compared. Probabilistic flood inundation mappings are hoped to provide new physical insights in support of the evaluation of concerning reservoir flooded areas.

Probabilistic modeling of the flows and environmental risks of nano-silica

International Nuclear Information System (INIS)

Wang, Yan; Kalinina, Anna; Sun, Tianyin; Nowack, Bernd

2016-01-01

Nano-silica, the engineered nanomaterial with one of the largest production volumes, has a wide range of applications in consumer products and industry. This study aimed to quantify the exposure of nano-silica to the environment and to assess its risk to surface waters. Concentrations were calculated for four environmental (air, soil, surface water, sediments) and two technical compartments (wastewater, solid waste) for the EU and Switzerland using probabilistic material flow modeling. The corresponding median concentration in surface water is predicted to be 0.12 μg/l in the EU (0.053–3.3 μg/l, 15/85% quantiles). The concentrations in sediments in the complete sedimentation scenario were found to be the largest among all environmental compartments, with a median annual increase of 0.43 mg/kg·y in the EU (0.19–12 mg/kg·y, 15/85% quantiles). Moreover, probabilistic species sensitivity distributions (PSSD) were computed and the risk of nano-silica in surface waters was quantified by comparing the predicted environmental concentration (PEC) with the predicted no-effect concentration (PNEC) distribution, which was derived from the cumulative PSSD. This assessment suggests that nano-silica currently poses no risk to aquatic organisms in surface waters. Further investigations are needed to assess the risk of nano-silica in other environmental compartments, which is currently not possible due to a lack of ecotoxicological data. - Highlights: • We quantify the exposure of nano-silica to technical systems and the environment. • The median concentration in surface waters is predicted to be 0.12 μg/L in the EU. • Probabilistic species sensitivity distributions were computed for surface waters. • The risk assessment suggests that nano-silica poses no risk to aquatic organisms.

A logic for inductive probabilistic reasoning

DEFF Research Database (Denmark)

Jaeger, Manfred

2005-01-01

Inductive probabilistic reasoning is understood as the application of inference patterns that use statistical background information to assign (subjective) probabilities to single events. The simplest such inference pattern is direct inference: from '70% of As are Bs" and "a is an A" infer...... that a is a B with probability 0.7. Direct inference is generalized by Jeffrey's rule and the principle of cross-entropy minimization. To adequately formalize inductive probabilistic reasoning is an interesting topic for artificial intelligence, as an autonomous system acting in a complex environment may have...... to base its actions on a probabilistic model of its environment, and the probabilities needed to form this model can often be obtained by combining statistical background information with particular observations made, i.e., by inductive probabilistic reasoning. In this paper a formal framework...

Two stage-type railgun accelerator

International Nuclear Information System (INIS)

Ogino, Mutsuo; Azuma, Kingo.

1995-01-01

The present invention provides a two stage-type railgun accelerator capable of spiking a flying body (ice pellet) formed by solidifying a gaseous hydrogen isotope as a fuel to a thermonuclear reactor at a higher speed into a central portion of plasmas. Namely, the two stage-type railgun accelerator accelerates the flying body spiked from a initial stage accelerator to a portion between rails by Lorentz force generated when electric current is supplied to the two rails by way of a plasma armature. In this case, two sets of solenoids are disposed for compressing the plasma armature in the longitudinal direction of the rails. The first and the second sets of solenoid coils are previously supplied with electric current. After passing of the flying body, the armature formed into plasmas by a gas laser disposed at the back of the flying body is compressed in the longitudinal direction of the rails by a magnetic force of the first and the second sets of solenoid coils to increase the plasma density. A current density is also increased simultaneously. Then, the first solenoid coil current is turned OFF to accelerate the flying body in two stages by the compressed plasma armature. (I.S.)

Probabilistic modelling of the high-pressure arc cathode spot displacement dynamic

CERN Document Server

Coulombe, S

2003-01-01

A probabilistic modelling approach for the study of the cathode spot displacement dynamic in high-pressure arc systems is developed in an attempt to interpret the observed voltage fluctuations. The general framework of the model allows to define simple, probabilistic displacement rules, the so-called cathode spot dynamic rules, for various possible surface states (un-arced metal, arced, contaminated) and to study the resulting dynamic of the cathode spot displacements over one or several arc passages. The displacements of the type-A cathode spot (macro-spot) in a magnetically rotating arc using concentric electrodes made up of either clean or contaminated metal surfaces is considered. Experimental observations for this system revealed a 1/f sup - sup t sup i sup l sup d sup e sup 1 signature in the frequency power spectrum (FPS) of the arc voltage for anchoring arc conditions on the cathode (e.g. clean metal surface), while it shows a 'white noise' signature for conditions favouring a smooth movement (e.g. ox...

Non-ideal magnetohydrodynamic simulations of the two-stage fragmentation model for cluster formation

International Nuclear Information System (INIS)

Bailey, Nicole D.; Basu, Shantanu

2014-01-01

We model molecular cloud fragmentation with thin-disk, non-ideal magnetohydrodynamic simulations that include ambipolar diffusion and partial ionization that transitions from primarily ultraviolet-dominated to cosmic-ray-dominated regimes. These simulations are used to determine the conditions required for star clusters to form through a two-stage fragmentation scenario. Recent linear analyses have shown that the fragmentation length scales and timescales can undergo a dramatic drop across the column density boundary that separates the ultraviolet- and cosmic-ray-dominated ionization regimes. As found in earlier studies, the absence of an ionization drop and regular perturbations leads to a single-stage fragmentation on pc scales in transcritical clouds, so that the nonlinear evolution yields the same fragment sizes as predicted by linear theory. However, we find that a combination of initial transcritical mass-to-flux ratio, evolution through a column density regime in which the ionization drop takes place, and regular small perturbations to the mass-to-flux ratio is sufficient to cause a second stage of fragmentation during the nonlinear evolution. Cores of size ∼0.1 pc are formed within an initial fragment of ∼pc size. Regular perturbations to the mass-to-flux ratio also accelerate the onset of runaway collapse.

Evaluating bacterial gene-finding HMM structures as probabilistic logic programs

DEFF Research Database (Denmark)

Mørk, Søren; Holmes, Ian

2012-01-01

, a probabilistic dialect of Prolog. Results: We evaluate Hidden Markov Model structures for bacterial protein-coding gene potential, including a simple null model structure, three structures based on existing bacterial gene finders and two novel model structures. We test standard versions as well as ADPH length...

Probabilistic Reversible Automata and Quantum Automata

OpenAIRE

Golovkins, Marats; Kravtsev, Maksim

2002-01-01

To study relationship between quantum finite automata and probabilistic finite automata, we introduce a notion of probabilistic reversible automata (PRA, or doubly stochastic automata). We find that there is a strong relationship between different possible models of PRA and corresponding models of quantum finite automata. We also propose a classification of reversible finite 1-way automata.

Optimizing Negotiation Conflict in the Cloud Service Negotiation Framework Using Probabilistic Decision Making Model.

Science.gov (United States)

Rajavel, Rajkumar; Thangarathinam, Mala

2015-01-01

Optimization of negotiation conflict in the cloud service negotiation framework is identified as one of the major challenging issues. This negotiation conflict occurs during the bilateral negotiation process between the participants due to the misperception, aggressive behavior, and uncertain preferences and goals about their opponents. Existing research work focuses on the prerequest context of negotiation conflict optimization by grouping similar negotiation pairs using distance, binary, context-dependent, and fuzzy similarity approaches. For some extent, these approaches can maximize the success rate and minimize the communication overhead among the participants. To further optimize the success rate and communication overhead, the proposed research work introduces a novel probabilistic decision making model for optimizing the negotiation conflict in the long-term negotiation context. This decision model formulates the problem of managing different types of negotiation conflict that occurs during negotiation process as a multistage Markov decision problem. At each stage of negotiation process, the proposed decision model generates the heuristic decision based on the past negotiation state information without causing any break-off among the participants. In addition, this heuristic decision using the stochastic decision tree scenario can maximize the revenue among the participants available in the cloud service negotiation framework.

The management of subsurface uncertainty using probabilistic modeling of life cycle production forecasts and cash flows

International Nuclear Information System (INIS)

Olatunbosun, O. O.

1998-01-01

The subject pertains to the implementation of the full range of subsurface uncertainties in life cycle probabilistic forecasting and its extension to project cash flows using the methodology of probabilities. A new tool has been developed in the probabilistic application of Crystal-Ball which can model reservoir volumetrics, life cycle production forecasts and project cash flows in a single environment. The tool is modular such that the volumetrics and cash flow modules are optional. Production forecasts are often generated by applying a decline equation to single best estimate values of input parameters such as initial potential, decline rate, abandonment rate etc -or sometimes by results of reservoir simulation. This new tool provides a means of implementing the full range of uncertainties and interdependencies of the input parameters into the production forecasts by defining the input parameters as probability density functions, PDFs and performing several iterations to generate an expectation curve forecast. Abandonment rate is implemented in each iteration via a link to an OPEX model. The expectation curve forecast is input into a cash flow model to generate a probabilistic NPV. Base case and sensitivity runs from reservoir simulation can likewise form the basis for a probabilistic production forecast from which a probabilistic cash flow can be generated. A good illustration of the application of this tool is in the modelling of the production forecast for a well that encounters its target reservoirs in OUT/ODT situation and thus has significant uncertainties. The uncertainty in presence and size (if present) of gas cap and dependency between ultimate recovery and initial potential amongst other uncertainties can be easily implemented in the production forecast with this tool. From the expectation curve forecast, a probabilistic NPV can be easily generated. Possible applications of this tool include: i. estimation of range of actual recoverable volumes based

Investigation of Power Losses of Two-Stage Two-Phase Converter with Two-Phase Motor

Directory of Open Access Journals (Sweden)

Michal Prazenica

2011-01-01

Full Text Available The paper deals with determination of losses of two-stage power electronic system with two-phase variable orthogonal output. The simulation is focused on the investigation of losses in the converter during one period in steady-state operation. Modeling and simulation of two matrix converters with R-L load is shown in the paper. The simulation results confirm a very good time-waveform of the phase current and the system seems to be suitable for low-cost application in automotive/aerospace industries and in application with high frequency voltage sources.

Two-stage implant systems.

Science.gov (United States)

Fritz, M E

1999-06-01

Since the advent of osseointegration approximately 20 years ago, there has been a great deal of scientific data developed on two-stage integrated implant systems. Although these implants were originally designed primarily for fixed prostheses in the mandibular arch, they have been used in partially dentate patients, in patients needing overdentures, and in single-tooth restorations. In addition, this implant system has been placed in extraction sites, in bone-grafted areas, and in maxillary sinus elevations. Often, the documentation of these procedures has lagged. In addition, most of the reports use survival criteria to describe results, often providing overly optimistic data. It can be said that the literature describes a true adhesion of the epithelium to the implant similar to adhesion to teeth, that two-stage implants appear to have direct contact somewhere between 50% and 70% of the implant surface, that the microbial flora of the two-stage implant system closely resembles that of the natural tooth, and that the microbiology of periodontitis appears to be closely related to peri-implantitis. In evaluations of the data from implant placement in all of the above-noted situations by means of meta-analysis, it appears that there is a strong case that two-stage dental implants are successful, usually showing a confidence interval of over 90%. It also appears that the mandibular implants are more successful than maxillary implants. Studies also show that overdenture therapy is valid, and that single-tooth implants and implants placed in partially dentate mouths have a success rate that is quite good, although not quite as high as in the fully edentulous dentition. It would also appear that the potential causes of failure in the two-stage dental implant systems are peri-implantitis, placement of implants in poor-quality bone, and improper loading of implants. There are now data addressing modifications of the implant surface to alter the percentage of

Standardized approach for developing probabilistic exposure factor distributions

Energy Technology Data Exchange (ETDEWEB)

Maddalena, Randy L.; McKone, Thomas E.; Sohn, Michael D.

2003-03-01

The effectiveness of a probabilistic risk assessment (PRA) depends critically on the quality of input information that is available to the risk assessor and specifically on the probabilistic exposure factor distributions that are developed and used in the exposure and risk models. Deriving probabilistic distributions for model inputs can be time consuming and subjective. The absence of a standard approach for developing these distributions can result in PRAs that are inconsistent and difficult to review by regulatory agencies. We present an approach that reduces subjectivity in the distribution development process without limiting the flexibility needed to prepare relevant PRAs. The approach requires two steps. First, we analyze data pooled at a population scale to (1) identify the most robust demographic variables within the population for a given exposure factor, (2) partition the population data into subsets based on these variables, and (3) construct archetypal distributions for each subpopulation. Second, we sample from these archetypal distributions according to site- or scenario-specific conditions to simulate exposure factor values and use these values to construct the scenario-specific input distribution. It is envisaged that the archetypal distributions from step 1 will be generally applicable so risk assessors will not have to repeatedly collect and analyze raw data for each new assessment. We demonstrate the approach for two commonly used exposure factors--body weight (BW) and exposure duration (ED)--using data for the U.S. population. For these factors we provide a first set of subpopulation based archetypal distributions along with methodology for using these distributions to construct relevant scenario-specific probabilistic exposure factor distributions.

TWO-PARAMETER IRT MODEL APPLICATION TO ASSESS PROBABILISTIC CHARACTERISTICS OF PROHIBITED ITEMS DETECTION BY AVIATION SECURITY SCREENERS

Directory of Open Access Journals (Sweden)

Alexander K. Volkov

2017-01-01

Full Text Available The modern approaches to the aviation security screeners’ efficiency have been analyzedand, certain drawbacks have been considered. The main drawback is the complexity of ICAO recommendations implementation concerning taking into account of shadow x-ray image complexity factors during preparation and evaluation of prohibited items detection efficiency by aviation security screeners. Х-ray image based factors are the specific properties of the x-ray image that in- fluence the ability to detect prohibited items by aviation security screeners. The most important complexity factors are: geometric characteristics of a prohibited item; view difficulty of prohibited items; superposition of prohibited items byother objects in the bag; bag content complexity; the color similarity of prohibited and usual items in the luggage.The one-dimensional two-parameter IRT model and the related criterion of aviation security screeners’ qualification have been suggested. Within the suggested model the probabilistic detection characteristics of aviation security screeners are considered as functions of such parameters as the difference between level of qualification and level of x-ray images com- plexity, and also between the aviation security screeners’ responsibility and structure of their professional knowledge. On the basis of the given model it is possible to consider two characteristic functions: first of all, characteristic function of qualifica- tion level which describes multi-complexity level of x-ray image interpretation competency of the aviation security screener; secondly, characteristic function of the x-ray image complexity which describes the range of x-ray image interpretation com- petency of the aviation security screeners having various training levels to interpret the x-ray image of a certain level of com- plexity. The suggested complex criterion to assess the level of the aviation security screener qualification allows to evaluate his or

Probabilistic delay differential equation modeling of event-related potentials.

Science.gov (United States)

Ostwald, Dirk; Starke, Ludger

2016-08-01

"Dynamic causal models" (DCMs) are a promising approach in the analysis of functional neuroimaging data due to their biophysical interpretability and their consolidation of functional-segregative and functional-integrative propositions. In this theoretical note we are concerned with the DCM framework for electroencephalographically recorded event-related potentials (ERP-DCM). Intuitively, ERP-DCM combines deterministic dynamical neural mass models with dipole-based EEG forward models to describe the event-related scalp potential time-series over the entire electrode space. Since its inception, ERP-DCM has been successfully employed to capture the neural underpinnings of a wide range of neurocognitive phenomena. However, in spite of its empirical popularity, the technical literature on ERP-DCM remains somewhat patchy. A number of previous communications have detailed certain aspects of the approach, but no unified and coherent documentation exists. With this technical note, we aim to close this gap and to increase the technical accessibility of ERP-DCM. Specifically, this note makes the following novel contributions: firstly, we provide a unified and coherent review of the mathematical machinery of the latent and forward models constituting ERP-DCM by formulating the approach as a probabilistic latent delay differential equation model. Secondly, we emphasize the probabilistic nature of the model and its variational Bayesian inversion scheme by explicitly deriving the variational free energy function in terms of both the likelihood expectation and variance parameters. Thirdly, we detail and validate the estimation of the model with a special focus on the explicit form of the variational free energy function and introduce a conventional nonlinear optimization scheme for its maximization. Finally, we identify and discuss a number of computational issues which may be addressed in the future development of the approach. Copyright © 2016 Elsevier Inc. All rights reserved.

Two-stage revision of septic knee prosthesis with articulating knee spacers yields better infection eradication rate than one-stage or two-stage revision with static spacers.

Science.gov (United States)

Romanò, C L; Gala, L; Logoluso, N; Romanò, D; Drago, L

2012-12-01

The best method for treating chronic periprosthetic knee infection remains controversial. Randomized, comparative studies on treatment modalities are lacking. This systematic review of the literature compares the infection eradication rate after two-stage versus one-stage revision and static versus articulating spacers in two-stage procedures. We reviewed full-text papers and those with an abstract in English published from 1966 through 2011 that reported the success rate of infection eradication after one-stage or two-stage revision with two different types of spacers. In all, 6 original articles reporting the results after one-stage knee exchange arthoplasty (n = 204) and 38 papers reporting on two-stage revision (n = 1,421) were reviewed. The average success rate in the eradication of infection was 89.8% after a two-stage revision and 81.9% after a one-stage procedure at a mean follow-up of 44.7 and 40.7 months, respectively. The average infection eradication rate after a two-stage procedure was slightly, although significantly, higher when an articulating spacer rather than a static spacer was used (91.2 versus 87%). The methodological limitations of this study and the heterogeneous material in the studies reviewed notwithstanding, this systematic review shows that, on average, a two-stage procedure is associated with a higher rate of eradication of infection than one-stage revision for septic knee prosthesis and that articulating spacers are associated with a lower recurrence of infection than static spacers at a comparable mean duration of follow-up. IV.

Probabilistic Routing Based on Two-Hop Information in Delay/Disruption Tolerant Networks

Directory of Open Access Journals (Sweden)

Xu Wang

2015-01-01

Full Text Available We investigate an opportunistic routing protocol in delay/disruption tolerant networks (DTNs where the end-to-end path between source and destination nodes may not exist for most of the time. Probabilistic routing protocol using history of encounters and transitivity (PRoPHET is an efficient history-based routing protocol specifically proposed for DTNs, which only utilizes the delivery predictability of one-hop neighbors to make a decision for message forwarding. In order to further improve the message delivery rate and to reduce the average overhead of PRoPHET, in this paper we propose an improved probabilistic routing algorithm (IPRA, where the history information of contacts for the immediate encounter and two-hop neighbors has been jointly used to make an informed decision for message forwarding. Based on the Opportunistic Networking Environment (ONE simulator, the performance of IPRA has been evaluated via extensive simulations. The results show that IPRA can significantly improve the average delivery rate while achieving a better or comparable performance with respect to average overhead, average delay, and total energy consumption compared with the existing algorithms.

A two-stage constitutive model of X12CrMoWVNbN10-1-1 steel during elevated temperature

Science.gov (United States)

Zhu, Luobei; He, Jianli; Zhang, Ying

2018-02-01

In order to clarify the competition between work hardening (WH) caused by dislocation movements and the dynamic softening result from dynamic recovery (DRV) and dynamic recrystallization (DRX), a new two-stage flow stress model of X12CrMoWVNbN10-1-1 (X12) ferrite heat-resistant steel was established to describe the whole hot deformation behavior. And the parameters were determined by the experimental data operated on a Gleeble-3800 thermo- mechanical simulation. In this constitutive model, a single internal variable dislocation density evolution model is used to describe the influence of WH and DRV to flow stress. The DRX kinetic dynamic model can express accurately the contribution of DRX to the decline of flow stress, which was established on the Avrami equation. Furthermore, The established new model was compared with Fields-Bachofen (F-B) model and experimental data. The results indicate the new two-stage flow stress model can more accurately represent the hot deformation behavior of X12 ferrite heat-resistant steel, and the average error is only 0.0995.

Probabilistic Price Forecasting for Day-Ahead and Intraday Markets: Beyond the Statistical Model

Directory of Open Access Journals (Sweden)

José R. Andrade

2017-10-01

Full Text Available Forecasting the hourly spot price of day-ahead and intraday markets is particularly challenging in electric power systems characterized by high installed capacity of renewable energy technologies. In particular, periods with low and high price levels are difficult to predict due to a limited number of representative cases in the historical dataset, which leads to forecast bias problems and wide forecast intervals. Moreover, these markets also require the inclusion of multiple explanatory variables, which increases the complexity of the model without guaranteeing a forecasting skill improvement. This paper explores information from daily futures contract trading and forecast of the daily average spot price to correct point and probabilistic forecasting bias. It also shows that an adequate choice of explanatory variables and use of simple models like linear quantile regression can lead to highly accurate spot price point and probabilistic forecasts. In terms of point forecast, the mean absolute error was 3.03 €/MWh for day-ahead market and a maximum value of 2.53 €/MWh was obtained for intraday session 6. The probabilistic forecast results show sharp forecast intervals and deviations from perfect calibration below 7% for all market sessions.

Probabilistic Matching of Deidentified Data From a Trauma Registry and a Traumatic Brain Injury Model System Center: A Follow-up Validation Study.

Science.gov (United States)

Kumar, Raj G; Wang, Zhensheng; Kesinger, Matthew R; Newman, Mark; Huynh, Toan T; Niemeier, Janet P; Sperry, Jason L; Wagner, Amy K

2018-04-01

In a previous study, individuals from a single Traumatic Brain Injury Model Systems and trauma center were matched using a novel probabilistic matching algorithm. The Traumatic Brain Injury Model Systems is a multicenter prospective cohort study containing more than 14,000 participants with traumatic brain injury, following them from inpatient rehabilitation to the community over the remainder of their lifetime. The National Trauma Databank is the largest aggregation of trauma data in the United States, including more than 6 million records. Linking these two databases offers a broad range of opportunities to explore research questions not otherwise possible. Our objective was to refine and validate the previous protocol at another independent center. An algorithm generation and validation data set were created, and potential matches were blocked by age, sex, and year of injury; total probabilistic weight was calculated based on of 12 common data fields. Validity metrics were calculated using a minimum probabilistic weight of 3. The positive predictive value was 98.2% and 97.4% and sensitivity was 74.1% and 76.3%, in the algorithm generation and validation set, respectively. These metrics were similar to the previous study. Future work will apply the refined probabilistic matching algorithm to the Traumatic Brain Injury Model Systems and the National Trauma Databank to generate a merged data set for clinical traumatic brain injury research use.

Probabilistic assessments of climate change impacts on durum wheat in the Mediterranean region

Directory of Open Access Journals (Sweden)

R. Ferrise

2011-05-01

Full Text Available Recently, the availability of multi-model ensemble prediction methods has permitted a shift from a scenario-based approach to a risk-based approach in assessing the effects of climate change. This provides more useful information to decision-makers who need probability estimates to assess the seriousness of the projected impacts.

In this study, a probabilistic framework for evaluating the risk of durum wheat yield shortfall over the Mediterranean Basin has been exploited. An artificial neural network, trained to emulate the outputs of a process-based crop growth model, has been adopted to create yield response surfaces which are then overlaid with probabilistic projections of future temperature and precipitation changes in order to estimate probabilistic projections of future yields. The risk is calculated as the relative frequency of projected yields below a selected threshold.

In contrast to previous studies, which suggest that the beneficial effects of elevated atmospheric CO₂ concentration over the next few decades would outweigh the detrimental effects of the early stages of climatic warming and drying, the results of this study are of greater concern.

Risk Management Technologies With Logic and Probabilistic Models

CERN Document Server

Solozhentsev, E D

2012-01-01

This book presents intellectual, innovative, information technologies (I3-technologies) based on logical and probabilistic (LP) risk models. The technologies presented here consider such models for structurally complex systems and processes with logical links and with random events in economics and technology.  The volume describes the following components of risk management technologies: LP-calculus; classes of LP-models of risk and efficiency; procedures for different classes; special software for different classes; examples of applications; methods for the estimation of probabilities of events based on expert information. Also described are a variety of training courses in these topics. The classes of risk models treated here are: LP-modeling, LP-classification, LP-efficiency, and LP-forecasting. Particular attention is paid to LP-models of risk of failure to resolve difficult economic and technical problems. Amongst the  discussed  procedures of I3-technologies  are the construction of  LP-models,...

Two stages of economic development

OpenAIRE

Gong, Gang

2016-01-01

This study suggests that the development process of a less-developed country can be divided into two stages, which demonstrate significantly different properties in areas such as structural endowments, production modes, income distribution, and the forces that drive economic growth. The two stages of economic development have been indicated in the growth theory of macroeconomics and in the various "turning point" theories in development economics, including Lewis's dual economy theory, Kuznet...

Developing an Event-Tree Probabilistic Tsunami Inundation Model for NE Atlantic Coasts: Application to a Case Study

Science.gov (United States)

Omira, R.; Matias, L.; Baptista, M. A.

2016-12-01

This study constitutes a preliminary assessment of probabilistic tsunami inundation in the NE Atlantic region. We developed an event-tree approach to calculate the likelihood of tsunami flood occurrence and exceedance of a specific near-shore wave height for a given exposure time. Only tsunamis of tectonic origin are considered here, taking into account local, regional, and far-field sources. The approach used here consists of an event-tree method that gathers probability models for seismic sources, tsunami numerical modeling, and statistical methods. It also includes a treatment of aleatoric uncertainties related to source location and tidal stage. Epistemic uncertainties are not addressed in this study. The methodology is applied to the coastal test-site of Sines located in the NE Atlantic coast of Portugal. We derive probabilistic high-resolution maximum wave amplitudes and flood distributions for the study test-site considering 100- and 500-year exposure times. We find that the probability that maximum wave amplitude exceeds 1 m somewhere along the Sines coasts reaches about 60 % for an exposure time of 100 years and is up to 97 % for an exposure time of 500 years. The probability of inundation occurrence (flow depth >0 m) varies between 10 % and 57 %, and from 20 % up to 95 % for 100- and 500-year exposure times, respectively. No validation has been performed here with historical tsunamis. This paper illustrates a methodology through a case study, which is not an operational assessment.

Specifying design conservatism: Worst case versus probabilistic analysis

Science.gov (United States)

Miles, Ralph F., Jr.

1993-01-01

Design conservatism is the difference between specified and required performance, and is introduced when uncertainty is present. The classical approach of worst-case analysis for specifying design conservatism is presented, along with the modern approach of probabilistic analysis. The appropriate degree of design conservatism is a tradeoff between the required resources and the probability and consequences of a failure. A probabilistic analysis properly models this tradeoff, while a worst-case analysis reveals nothing about the probability of failure, and can significantly overstate the consequences of failure. Two aerospace examples will be presented that illustrate problems that can arise with a worst-case analysis.

Learning probabilistic models of hydrogen bond stability from molecular dynamics simulation trajectories

KAUST Repository

Chikalov, Igor; Yao, Peggy; Moshkov, Mikhail; Latombe, Jean-Claude

2011-01-01

. The intrinsic strength of an individual H-bond has been studied from an energetic viewpoint, but energy alone may not be a very good predictor.Methods: This paper describes inductive learning methods to train protein-independent probabilistic models of H

Building a high-resolution T2-weighted MR-based probabilistic model of tumor occurrence in the prostate.

Science.gov (United States)

Nagarajan, Mahesh B; Raman, Steven S; Lo, Pechin; Lin, Wei-Chan; Khoshnoodi, Pooria; Sayre, James W; Ramakrishna, Bharath; Ahuja, Preeti; Huang, Jiaoti; Margolis, Daniel J A; Lu, David S K; Reiter, Robert E; Goldin, Jonathan G; Brown, Matthew S; Enzmann, Dieter R

2018-02-19

We present a method for generating a T2 MR-based probabilistic model of tumor occurrence in the prostate to guide the selection of anatomical sites for targeted biopsies and serve as a diagnostic tool to aid radiological evaluation of prostate cancer. In our study, the prostate and any radiological findings within were segmented retrospectively on 3D T2-weighted MR images of 266 subjects who underwent radical prostatectomy. Subsequent histopathological analysis determined both the ground truth and the Gleason grade of the tumors. A randomly chosen subset of 19 subjects was used to generate a multi-subject-derived prostate template. Subsequently, a cascading registration algorithm involving both affine and non-rigid B-spline transforms was used to register the prostate of every subject to the template. Corresponding transformation of radiological findings yielded a population-based probabilistic model of tumor occurrence. The quality of our probabilistic model building approach was statistically evaluated by measuring the proportion of correct placements of tumors in the prostate template, i.e., the number of tumors that maintained their anatomical location within the prostate after their transformation into the prostate template space. Probabilistic model built with tumors deemed clinically significant demonstrated a heterogeneous distribution of tumors, with higher likelihood of tumor occurrence at the mid-gland anterior transition zone and the base-to-mid-gland posterior peripheral zones. Of 250 MR lesions analyzed, 248 maintained their original anatomical location with respect to the prostate zones after transformation to the prostate. We present a robust method for generating a probabilistic model of tumor occurrence in the prostate that could aid clinical decision making, such as selection of anatomical sites for MR-guided prostate biopsies.

Implications of the two stage clonal expansion model to radiation risk estimation

International Nuclear Information System (INIS)

Curtis, S.B.; Hazelton, W.D.; Luebeck, E.G.; Moolgavkar, S.H.

2003-01-01

The Two Stage Clonal Expansion Model of carcinogenesis has been applied to the analysis of several cohorts of persons exposed to chronic exposures of high and low LET radiation. The results of these analyses are: (1) the importance of radiation-induced initiation is small and, if present at all, contributes to cancers only late in life and only if exposure begins early in life, (2) radiation-induced promotion dominates and produces the majority of cancers by accelerating proliferation of already-initiated cells, and (3) radiation-induced malignant conversion is important only during and immediately after exposure ceases and tends to dominate only late in life, acting on already initiated and promoted cells. Two populations, the Colorado Plateau miners (high-LET, radon exposed) and the Canadian radiation workers (low-LET, gamma ray exposed) are used as examples to show the time dependence of the hazard function and the relative importance of the three hypothesized processes (initiation, promotion and malignant conversion) for each radiation quality

Development of probabilistic thinking-oriented learning tools for probability materials at junior high school students

Science.gov (United States)

Sari, Dwi Ivayana; Hermanto, Didik

2017-08-01

This research is a developmental research of probabilistic thinking-oriented learning tools for probability materials at ninth grade students. This study is aimed to produce a good probabilistic thinking-oriented learning tools. The subjects were IX-A students of MTs Model Bangkalan. The stages of this development research used 4-D development model which has been modified into define, design and develop. Teaching learning tools consist of lesson plan, students' worksheet, learning teaching media and students' achievement test. The research instrument used was a sheet of learning tools validation, a sheet of teachers' activities, a sheet of students' activities, students' response questionnaire and students' achievement test. The result of those instruments were analyzed descriptively to answer research objectives. The result was teaching learning tools in which oriented to probabilistic thinking of probability at ninth grade students which has been valid. Since teaching and learning tools have been revised based on validation, and after experiment in class produced that teachers' ability in managing class was effective, students' activities were good, students' responses to the learning tools were positive and the validity, sensitivity and reliability category toward achievement test. In summary, this teaching learning tools can be used by teacher to teach probability for develop students' probabilistic thinking.

GUI program to compute probabilistic seismic hazard analysis

International Nuclear Information System (INIS)

Shin, Jin Soo; Chi, H. C.; Cho, J. C.; Park, J. H.; Kim, K. G.; Im, I. S.

2005-12-01

The first stage of development of program to compute probabilistic seismic hazard is completed based on Graphic User Interface (GUI). The main program consists of three part - the data input processes, probabilistic seismic hazard analysis and result output processes. The first part has developed and others are developing now in this term. The probabilistic seismic hazard analysis needs various input data which represent attenuation formulae, seismic zoning map, and earthquake event catalog. The input procedure of previous programs based on text interface take a much time to prepare the data. The data cannot be checked directly on screen to prevent input erroneously in existing methods. The new program simplifies the input process and enable to check the data graphically in order to minimize the artificial error within the limits of the possibility

A Probabilistic Model for Diagnosing Misconceptions by a Pattern Classification Approach.

Science.gov (United States)

Tatsuoka, Kikumi K.

A probabilistic approach is introduced to classify and diagnose erroneous rules of operation resulting from a variety of misconceptions ("bugs") in a procedural domain of arithmetic. The model is contrasted with the deterministic approach which has commonly been used in the field of artificial intelligence, and the advantage of treating the…

From equilibrium spin models to probabilistic cellular automata

International Nuclear Information System (INIS)

Georges, A.; Le Doussal, P.

1989-01-01

The general equivalence between D-dimensional probabilistic cellular automata (PCA) and (D + 1)-dimensional equilibrium spin models satisfying a disorder condition is first described in a pedagogical way and then used to analyze the phase diagrams, the critical behavior, and the universality classes of some automato. Diagrammatic representations of time-dependent correlation functions PCA are introduced. Two important classes of PCA are singled out for which these correlation functions simplify: (1) Quasi-Hamiltonian automata, which have a current-carrying steady state, and for which some correlation functions are those of a D-dimensional static model PCA satisfying the detailed balance condition appear as a particular case of these rules for which the current vanishes. (2) Linear (and more generally affine) PCA for which the diagrammatics reduces to a random walk problem closely related to (D + 1)-dimensional directed SAWs: both problems display a critical behavior with mean-field exponents in any dimension. The correlation length and effective velocity of propagation of excitations can be calculated for affine PCA, as is shown on an explicit D = 1 example. The authors conclude with some remarks on nonlinear PCA, for which the diagrammatics is related to reaction-diffusion processes, and which belong in some cases to the universality class of Reggeon field theory

A two-stage flow-based intrusion detection model for next-generation networks.

Science.gov (United States)

Umer, Muhammad Fahad; Sher, Muhammad; Bi, Yaxin

2018-01-01

The next-generation network provides state-of-the-art access-independent services over converged mobile and fixed networks. Security in the converged network environment is a major challenge. Traditional packet and protocol-based intrusion detection techniques cannot be used in next-generation networks due to slow throughput, low accuracy and their inability to inspect encrypted payload. An alternative solution for protection of next-generation networks is to use network flow records for detection of malicious activity in the network traffic. The network flow records are independent of access networks and user applications. In this paper, we propose a two-stage flow-based intrusion detection system for next-generation networks. The first stage uses an enhanced unsupervised one-class support vector machine which separates malicious flows from normal network traffic. The second stage uses a self-organizing map which automatically groups malicious flows into different alert clusters. We validated the proposed approach on two flow-based datasets and obtained promising results.

Probabilistic graphical models to deal with age estimation of living persons.

Science.gov (United States)

Sironi, Emanuele; Gallidabino, Matteo; Weyermann, Céline; Taroni, Franco

2016-03-01

Due to the rise of criminal, civil and administrative judicial situations involving people lacking valid identity documents, age estimation of living persons has become an important operational procedure for numerous forensic and medicolegal services worldwide. The chronological age of a given person is generally estimated from the observed degree of maturity of some selected physical attributes by means of statistical methods. However, their application in the forensic framework suffers from some conceptual and practical drawbacks, as recently claimed in the specialised literature. The aim of this paper is therefore to offer an alternative solution for overcoming these limits, by reiterating the utility of a probabilistic Bayesian approach for age estimation. This approach allows one to deal in a transparent way with the uncertainty surrounding the age estimation process and to produce all the relevant information in the form of posterior probability distribution about the chronological age of the person under investigation. Furthermore, this probability distribution can also be used for evaluating in a coherent way the possibility that the examined individual is younger or older than a given legal age threshold having a particular legal interest. The main novelty introduced by this work is the development of a probabilistic graphical model, i.e. a Bayesian network, for dealing with the problem at hand. The use of this kind of probabilistic tool can significantly facilitate the application of the proposed methodology: examples are presented based on data related to the ossification status of the medial clavicular epiphysis. The reliability and the advantages of this probabilistic tool are presented and discussed.

Evaluation of crack growth behavior and probabilistic S–N characteristics of carburized Cr–Mn–Si steel with multiple failure modes

International Nuclear Information System (INIS)

Li, Wei; Sun, Zhenduo; Zhang, Zhenyu; Deng, Hailong; Sakai, Tatsuo

2014-01-01

Highlights: • The stepwise S–N characteristics only for interior induced failure was observed. • The interior crack growth behavior with threshold conditions in different stages was clarified. • The distribution characteristics of test data in transition failure region was evaluated. • A model for evaluating the probabilistic S–N curve with multiple failure modes was developed. - Abstract: The unexpected failures of case-hardened steels in long life regime have been a critical issue in modern engineering design. In this study, the failure behavior of a carburized Cr–Mn–Si steel under very high cycle fatigue (VHCF) was investigated, and a model for evaluating the probabilistic S–N curve associated with multiple failure modes was developed. Results show that the carburized Cr–Mn–Si steel exhibits three failure modes including the surface flaw-induced failure, the interior inclusion-induced failure without the fine granular area (FGA) and the interior inclusion-induced failure with the FGA. As the predominant failure mode in the VHCF regime, the interior failure process can be divided into four stages: (i) the small crack growth around the inclusion, (ii) the stable macroscopic crack growth outside the FGA, (iii) the unstable crack growth outside the fish-eye and (iv) the momentary fracture outside the final crack growth zone. The threshold values are successively evaluated to be 2.33 MPa m 1/2 , 4.13 MPa m 1/2 , 18.51 MPa m 1/2 and 29.26 MPa m 1/2 . The distribution characteristics of the test data in transition failure region can be well characterized by the mixed two-parameter Weibull distribution function. The developed probabilistic S–N curve model is in good agreement with the test data with multiple failure modes. Although the result is somewhat conservative in the VHCF regime, it is acceptable for safety considerations

Cognitive modeling and dynamic probabilistic simulation of operating crew response to complex system accidents

International Nuclear Information System (INIS)

Chang, Y.H.J.; Mosleh, A.

2007-01-01

This is the last in a series of five papers that discuss the Information Decision and Action in Crew (IDAC) context for human reliability analysis (HRA) and example application. The model is developed to probabilistically predict the responses of the control room operating crew in nuclear power plants during an accident, for use in probabilistic risk assessments (PRA). The operator response spectrum includes cognitive, emotional, and physical activities during the course of an accident. This paper describes a dynamic PRA computer simulation program, accident dynamics simulator (ADS), developed in part to implement the IDAC model. This paper also provides a detailed example of implementing a simpler version of IDAC, compared with the IDAC model discussed in the first four papers of this series, to demonstrate the practicality of integrating a detailed cognitive HRA model within a dynamic PRA framework

Approach to modeling of human performance for purposes of probabilistic risk assessment

International Nuclear Information System (INIS)

Swain, A.D.

1983-01-01

This paper describes the general approach taken in NUREG/CR-1278 to model human performance in sufficienct detail to permit probabilistic risk assessments of nuclear power plant operations. To show the basis for the more specific models in the above NUREG, a simplified model of the human component in man-machine systems is presented, the role of performance shaping factors is discussed, and special problems in modeling the cognitive aspect of behavior are described

A Probabilistic Model of the LMAC Protocol for Concurrent Wireless Sensor Networks

DEFF Research Database (Denmark)

Esparza, Luz Judith R; Zeng, Kebin; Nielsen, Bo Friis

2011-01-01

We present a probabilistic model for the network setup phase of the Lightweight Medium Access Protocol (LMAC) for concurrent Wireless Sensor Networks. In the network setup phase, time slots are allocated to the individual sensors through resolution of successive collisions. The setup phase...

Probabilistic Mu-Calculus

DEFF Research Database (Denmark)

Larsen, Kim Guldstrand; Mardare, Radu Iulian; Xue, Bingtian

2016-01-01

We introduce a version of the probabilistic µ-calculus (PMC) built on top of a probabilistic modal logic that allows encoding n-ary inequational conditions on transition probabilities. PMC extends previously studied calculi and we prove that, despite its expressiveness, it enjoys a series of good...... metaproperties. Firstly, we prove the decidability of satisfiability checking by establishing the small model property. An algorithm for deciding the satisfiability problem is developed. As a second major result, we provide a complete axiomatization for the alternation-free fragment of PMC. The completeness proof...

Probabilistic representation in syllogistic reasoning: A theory to integrate mental models and heuristics.

Science.gov (United States)

Hattori, Masasi

2016-12-01

This paper presents a new theory of syllogistic reasoning. The proposed model assumes there are probabilistic representations of given signature situations. Instead of conducting an exhaustive search, the model constructs an individual-based "logical" mental representation that expresses the most probable state of affairs, and derives a necessary conclusion that is not inconsistent with the model using heuristics based on informativeness. The model is a unification of previous influential models. Its descriptive validity has been evaluated against existing empirical data and two new experiments, and by qualitative analyses based on previous empirical findings, all of which supported the theory. The model's behavior is also consistent with findings in other areas, including working memory capacity. The results indicate that people assume the probabilities of all target events mentioned in a syllogism to be almost equal, which suggests links between syllogistic reasoning and other areas of cognition. Copyright © 2016 The Author(s). Published by Elsevier B.V. All rights reserved.

Probabilistic linguistics

NARCIS (Netherlands)

Bod, R.; Heine, B.; Narrog, H.

2010-01-01

Probabilistic linguistics takes all linguistic evidence as positive evidence and lets statistics decide. It allows for accurate modelling of gradient phenomena in production and perception, and suggests that rule-like behaviour is no more than a side effect of maximizing probability. This chapter

Precise Quantitative Analysis of Probabilistic Business Process Model and Notation Workflows

DEFF Research Database (Denmark)

Herbert, Luke Thomas; Sharp, Robin

2013-01-01

We present a framework for modeling and analysis of real-world business workflows. We present a formalized core subset of the business process modeling and notation (BPMN) and then proceed to extend this language with probabilistic nondeterministic branching and general-purpose reward annotations...... the entire BPMN language, allow for more complex annotations and ultimately to automatically synthesize workflows by composing predefined subprocesses, in order to achieve a configuration that is optimal for parameters of interest....

Engineering analysis of the two-stage trifluoride precipitation process

International Nuclear Information System (INIS)

Luerkens, D.w.W.

1984-06-01

An engineering analysis of two-stage trifluoride precipitation processes is developed. Precipitation kinetics are modeled using consecutive reactions to represent fluoride complexation. Material balances across the precipitators are used to model the time dependent concentration profiles of the main chemical species. The results of the engineering analysis are correlated with previous experimental work on plutonium trifluoride and cerium trifluoride

Comparison of single-stage and temperature-phased two-stage anaerobic digestion of oily food waste

International Nuclear Information System (INIS)

Wu, Li-Jie; Kobayashi, Takuro; Li, Yu-You; Xu, Kai-Qin

2015-01-01

Highlights: • A single-stage and two two-stage anaerobic systems were synchronously operated. • Similar methane production 0.44 L/g VS_a_d_d_e_d from oily food waste was achieved. • The first stage of the two-stage process became inefficient due to serious pH drop. • Recycle favored the hythan production in the two-stage digestion. • The conversion of unsaturated fatty acids was enhanced by recycle introduction. - Abstract: Anaerobic digestion is an effective technology to recover energy from oily food waste. A single-stage system and temperature-phased two-stage systems with and without recycle for anaerobic digestion of oily food waste were constructed to compare the operation performances. The synchronous operation indicated the similar ability to produce methane in the three systems, with a methane yield of 0.44 L/g VS_a_d_d_e_d. The pH drop to less than 4.0 in the first stage of two-stage system without recycle resulted in poor hydrolysis, and methane or hydrogen was not produced in this stage. Alkalinity supplement from the second stage of two-stage system with recycle improved pH in the first stage to 5.4. Consequently, 35.3% of the particulate COD in the influent was reduced in the first stage of two-stage system with recycle according to a COD mass balance, and hydrogen was produced with a percentage of 31.7%, accordingly. Similar solids and organic matter were removed in the single-stage system and two-stage system without recycle. More lipid degradation and the conversion of long-chain fatty acids were achieved in the single-stage system. Recycling was proved to be effective in promoting the conversion of unsaturated long-chain fatty acids into saturated fatty acids in the two-stage system.

Probabilistic Design and Analysis Framework

Science.gov (United States)

Strack, William C.; Nagpal, Vinod K.

2010-01-01

PRODAF is a software package designed to aid analysts and designers in conducting probabilistic analysis of components and systems. PRODAF can integrate multiple analysis programs to ease the tedious process of conducting a complex analysis process that requires the use of multiple software packages. The work uses a commercial finite element analysis (FEA) program with modules from NESSUS to conduct a probabilistic analysis of a hypothetical turbine blade, disk, and shaft model. PRODAF applies the response surface method, at the component level, and extrapolates the component-level responses to the system level. Hypothetical components of a gas turbine engine are first deterministically modeled using FEA. Variations in selected geometrical dimensions and loading conditions are analyzed to determine the effects of the stress state within each component. Geometric variations include the cord length and height for the blade, inner radius, outer radius, and thickness, which are varied for the disk. Probabilistic analysis is carried out using developing software packages like System Uncertainty Analysis (SUA) and PRODAF. PRODAF was used with a commercial deterministic FEA program in conjunction with modules from the probabilistic analysis program, NESTEM, to perturb loads and geometries to provide a reliability and sensitivity analysis. PRODAF simplified the handling of data among the various programs involved, and will work with many commercial and opensource deterministic programs, probabilistic programs, or modules.

THE MATHEMATICAL MODEL DEVELOPMENT OF THE ETHYLBENZENE DEHYDROGENATION PROCESS KINETICS IN A TWO-STAGE ADIABATIC CONTINUOUS REACTOR

Directory of Open Access Journals (Sweden)

V. K. Bityukov

2015-01-01

Full Text Available The article is devoted to the mathematical modeling of the kinetics of ethyl benzene dehydrogenation in a two-stage adiabatic reactor with a catalytic bed functioning on continuous technology. The analysis of chemical reactions taking place parallel to the main reaction of styrene formation has been carried out on the basis of which a number of assumptions were made proceeding from which a kinetic scheme describing the mechanism of the chemical reactions during the dehydrogenation process was developed. A mathematical model of the dehydrogenation process, describing the dynamics of chemical reactions taking place in each of the two stages of the reactor block at a constant temperature is developed. The estimation of the rate constants of direct and reverse reactions of each component, formation and exhaustion of the reacted mixture was made. The dynamics of the starting material concentration variations (ethyl benzene batch was obtained as well as styrene formation dynamics and all byproducts of dehydrogenation (benzene, toluene, ethylene, carbon, hydrogen, ect.. The calculated the variations of the component composition of the reaction mixture during its passage through the first and second stages of the reactor showed that the proposed mathematical description adequately reproduces the kinetics of the process under investigation. This demonstrates the advantage of the developed model, as well as loyalty to the values found for the rate constants of reactions, which enable the use of models for calculating the kinetics of ethyl benzene dehydrogenation under nonisothermal mode in order to determine the optimal temperature trajectory of the reactor operation. In the future, it will reduce energy and resource consumption, increase the volume of produced styrene and improve the economic indexes of the process.

Arbitrage and Hedging in a non probabilistic framework

OpenAIRE

Alvarez, Alexander; Ferrando, Sebastian; Olivares, Pablo

2011-01-01

The paper studies the concepts of hedging and arbitrage in a non probabilistic framework. It provides conditions for non probabilistic arbitrage based on the topological structure of the trajectory space and makes connections with the usual notion of arbitrage. Several examples illustrate the non probabilistic arbitrage as well perfect replication of options under continuous and discontinuous trajectories, the results can then be applied in probabilistic models path by path. The approach is r...

Machine learning, computer vision, and probabilistic models in jet physics

CERN Multimedia

CERN. Geneva; NACHMAN, Ben

2015-01-01

In this talk we present recent developments in the application of machine learning, computer vision, and probabilistic models to the analysis and interpretation of LHC events. First, we will introduce the concept of jet-images and computer vision techniques for jet tagging. Jet images enabled the connection between jet substructure and tagging with the fields of computer vision and image processing for the first time, improving the performance to identify highly boosted W bosons with respect to state-of-the-art methods, and providing a new way to visualize the discriminant features of different classes of jets, adding a new capability to understand the physics within jets and to design more powerful jet tagging methods. Second, we will present Fuzzy jets: a new paradigm for jet clustering using machine learning methods. Fuzzy jets view jet clustering as an unsupervised learning task and incorporate a probabilistic assignment of particles to jets to learn new features of the jet structure. In particular, we wi...

Probabilistic evaluation method of stability of ground and slope considering spatial randomness of soil properties

International Nuclear Information System (INIS)

Ohtori, Yasuki

2004-01-01

In the JEAG4601-1987 (Japan Electric Association Guide for earthquake resistance design), either the conventional deterministic method or probabilistic method is used for evaluating the stability of ground foundations and surrounding slopes in nuclear power plants. The deterministic method, in which the soil properties of 'mean ± coefficient x standard deviation' is adopted for the calculations, is generally used in the design stage to data. On the other hand, the probabilistic method, in which the soil properties assume to have probabilistic distributions, is stated as a future method. The deterministic method facilitates the evaluation, however, it is necessary to clarify the relation with the probabilistic method. In this paper, the relationship between the deterministic and the probabilistic methods are investigated. To do that, a simple model that can take into account the dynamic effect of structures and a simplified method for accounting the spatial randomness are proposed and used for the studies. As the results of studies, it is found that the strength of soil properties is most importation factor for the stability of ground structures and the probability below the safety factor evaluated with the soil properties of mean -1.0 x standard deviation' by the deterministic method is of much lower. (author)

Diffusion tensor tractography of the arcuate fasciculus in patients with brain tumors: Comparison between deterministic and probabilistic models.

Science.gov (United States)

Li, Zhixi; Peck, Kyung K; Brennan, Nicole P; Jenabi, Mehrnaz; Hsu, Meier; Zhang, Zhigang; Holodny, Andrei I; Young, Robert J

2013-02-01

The purpose of this study was to compare the deterministic and probabilistic tracking methods of diffusion tensor white matter fiber tractography in patients with brain tumors. We identified 29 patients with left brain tumors probabilistic method based on an extended Monte Carlo Random Walk algorithm. Tracking was controlled using two ROIs corresponding to Broca's and Wernicke's areas. Tracts in tumoraffected hemispheres were examined for extension between Broca's and Wernicke's areas, anterior-posterior length and volume, and compared with the normal contralateral tracts. Probabilistic tracts displayed more complete anterior extension to Broca's area than did FACT tracts on the tumor-affected and normal sides (p probabilistic tracts than FACT tracts (p probabilistic tracts than FACT tracts (p = 0.01). Probabilistic tractography reconstructs the arcuate fasciculus more completely and performs better through areas of tumor and/or edema. The FACT algorithm tends to underestimate the anterior-most fibers of the arcuate fasciculus, which are crossed by primary motor fibers.

BN-FLEMOps pluvial - A probabilistic multi-variable loss estimation model for pluvial floods

Science.gov (United States)

Roezer, V.; Kreibich, H.; Schroeter, K.; Doss-Gollin, J.; Lall, U.; Merz, B.

2017-12-01

Pluvial flood events, such as in Copenhagen (Denmark) in 2011, Beijing (China) in 2012 or Houston (USA) in 2016, have caused severe losses to urban dwellings in recent years. These floods are caused by storm events with high rainfall rates well above the design levels of urban drainage systems, which lead to inundation of streets and buildings. A projected increase in frequency and intensity of heavy rainfall events in many areas and an ongoing urbanization may increase pluvial flood losses in the future. For an efficient risk assessment and adaptation to pluvial floods, a quantification of the flood risk is needed. Few loss models have been developed particularly for pluvial floods. These models usually use simple waterlevel- or rainfall-loss functions and come with very high uncertainties. To account for these uncertainties and improve the loss estimation, we present a probabilistic multi-variable loss estimation model for pluvial floods based on empirical data. The model was developed in a two-step process using a machine learning approach and a comprehensive database comprising 783 records of direct building and content damage of private households. The data was gathered through surveys after four different pluvial flood events in Germany between 2005 and 2014. In a first step, linear and non-linear machine learning algorithms, such as tree-based and penalized regression models were used to identify the most important loss influencing factors among a set of 55 candidate variables. These variables comprise hydrological and hydraulic aspects, early warning, precaution, building characteristics and the socio-economic status of the household. In a second step, the most important loss influencing variables were used to derive a probabilistic multi-variable pluvial flood loss estimation model based on Bayesian Networks. Two different networks were tested: a score-based network learned from the data and a network based on expert knowledge. Loss predictions are made

Probabilistic Assessment of the Occurrence and Duration of Ice Accretion on Cables

DEFF Research Database (Denmark)

Roldsgaard, Joan Hee; Georgakis, Christos Thomas; Faber, Michael Havbro

2015-01-01

This paper presents an operational framework for assessing the probability of occurrence of in-cloud and precipitation icing and its duration. The framework utilizes the features of the Bayesian Probabilistic Networks. and its performance is illustrated through a case study of the cable-stayed...... Oresund Bridge. The Bayesian Probabilistic Network model used for the estimation of the occurrence and duration probabilities is studied and it is found to be robust with respect to changes in the choice of distribution types used to model the meteorological variables that influence the two icing...

The global stability of a delayed predator-prey system with two stage-structure

International Nuclear Information System (INIS)

Wang Fengyan; Pang Guoping

2009-01-01

Based on the classical delayed stage-structured model and Lotka-Volterra predator-prey model, we introduce and study a delayed predator-prey system, where prey and predator have two stages, an immature stage and a mature stage. The time delays are the time lengths between the immature's birth and maturity of prey and predator species. Results on global asymptotic stability of nonnegative equilibria of the delay system are given, which generalize and suggest that good continuity exists between the predator-prey system and its corresponding stage-structured system.

Deliverable D74.2. Probabilistic analysis methods for support structures

DEFF Research Database (Denmark)

Gintautas, Tomas

2018-01-01

Relevant Description: Report describing the probabilistic analysis for offshore substructures and results attained. This includes comparison with experimental data and with conventional design. Specific targets: 1) Estimate current reliability level of support structures 2) Development of basis...... for probabilistic calculations and evaluation of reliability for offshore support structures (substructures) 3) Development of a probabilistic model for stiffness and strength of soil parameters and for modeling geotechnical load bearing capacity 4) Comparison between probabilistic analysis and deterministic...

Use of probabilistic relational model (PRM) for dependability analysis of complex systems

OpenAIRE

Medina-Oliva , Gabriela; Weber , Philippe; Levrat , Eric; Iung , Benoît

2010-01-01

International audience; This paper proposes a methodology to develop a aided decision-making tool for assessing the dependability and performances (i.e. reliability) of an industrial system. This tool is built on a model based on a new formalism, called the probabilistic relational model (PRM) which is adapted to deal with large and complex systems. The model is formalized from functional, dysfunctional and informational studies of the technical industrial systems. An application of this meth...

Short term load forecasting: two stage modelling

Directory of Open Access Journals (Sweden)

SOARES, L. J.

2009-06-01

Full Text Available This paper studies the hourly electricity load demand in the area covered by a utility situated in the Seattle, USA, called Puget Sound Power and Light Company. Our proposal is put into proof with the famous dataset from this company. We propose a stochastic model which employs ANN (Artificial Neural Networks to model short-run dynamics and the dependence among adjacent hours. The model proposed treats each hour's load separately as individual single series. This approach avoids modeling the intricate intra-day pattern (load profile displayed by the load, which varies throughout days of the week and seasons. The forecasting performance of the model is evaluated in similiar mode a TLSAR (Two-Level Seasonal Autoregressive model proposed by Soares (2003 using the years of 1995 and 1996 as the holdout sample. Moreover, we conclude that non linearity is present in some series of these data. The model results are analyzed. The experiment shows that our tool can be used to produce load forecasting in tropical climate places.

Possibilities Of Opening Up the Stage-Gate Model

Directory of Open Access Journals (Sweden)

Biljana Stošić

2014-12-01

Full Text Available The paper presents basic elements of the Stage-Gate and Open innovation models, and possible connection of these two, resulting in what is frequently called an “Open Stage-Gate” model. This connection is based on opening up the new product development process and integration of the open innovation principles with the Stage-Gate concept, facilitating the import and export of information and technologies. Having in mind that the Stage Gate has originally been classified as the third generation model of innovation, the paper is dealing with the capabilities for applying the sixth generation Open innovation principles in today’s improved and much more flexible phases and gates of the Stage Gate. Lots of innovative companies are actually using both models in their NPD practice, looking for the most appropriate means of opening up the well-known closed innovation, especially in the domain of ideation through co-creation.

A Probabilistic Recommendation Method Inspired by Latent Dirichlet Allocation Model

Directory of Open Access Journals (Sweden)

WenBo Xie

2014-01-01

Full Text Available The recent decade has witnessed an increasing popularity of recommendation systems, which help users acquire relevant knowledge, commodities, and services from an overwhelming information ocean on the Internet. Latent Dirichlet Allocation (LDA, originally presented as a graphical model for text topic discovery, now has found its application in many other disciplines. In this paper, we propose an LDA-inspired probabilistic recommendation method by taking the user-item collecting behavior as a two-step process: every user first becomes a member of one latent user-group at a certain probability and each user-group will then collect various items with different probabilities. Gibbs sampling is employed to approximate all the probabilities in the two-step process. The experiment results on three real-world data sets MovieLens, Netflix, and Last.fm show that our method exhibits a competitive performance on precision, coverage, and diversity in comparison with the other four typical recommendation methods. Moreover, we present an approximate strategy to reduce the computing complexity of our method with a slight degradation of the performance.

The Implementation of Vendor Managed Inventory In the Supply Chain with Simple Probabilistic Inventory Model

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Anna Ika Deefi

2016-01-01

Full Text Available Numerous studies show that the implementation of Vendor Managed Inventory (VMI benefits all members of the supply chain. This research develops model to prove the benefits obtained from implementing VMI to supplier-buyer partnership analytically. The model considers a two-level supply chain which consists of a single supplier and a single buyer. The analytical model is developed to supply chain inventory with probabilistic demand which follows normal distribution. The model also incorporates lead time as a decision variable and investigates the impacts of inventory management before and after the implementation of the VMI. The result shows that the analytical model has the ability to reduce the supply chain expected cost, improve the service level and increase the inventory replenishment. Numerical examples are given to prove them.

Probabilistic Modeling of Intracranial Pressure Effects on Optic Nerve Biomechanics

Science.gov (United States)

Ethier, C. R.; Feola, Andrew J.; Raykin, Julia; Myers, Jerry G.; Nelson, Emily S.; Samuels, Brian C.

2016-01-01

Altered intracranial pressure (ICP) is involved/implicated in several ocular conditions: papilledema, glaucoma and Visual Impairment and Intracranial Pressure (VIIP) syndrome. The biomechanical effects of altered ICP on optic nerve head (ONH) tissues in these conditions are uncertain but likely important. We have quantified ICP-induced deformations of ONH tissues, using finite element (FE) and probabilistic modeling (Latin Hypercube Simulations (LHS)) to consider a range of tissue properties and relevant pressures.

Some thoughts on the future of probabilistic structural design of nuclear components

International Nuclear Information System (INIS)

Stancampiano, P.A.

1978-01-01

This paper presents some views on the future role of probabilistic methods in the structural design of nuclear components. The existing deterministic design approach is discussed and compared to the probabilistic approach. Some of the objections to both deterministic and probabilistic design are listed. Extensive research and development activities are required to mature the probabilistic approach suficiently to make it cost-effective and competitive with current deterministic design practices. The required research activities deal with probabilistic methods development, more realistic casual failure mode models development, and statistical data models development. A quasi-probabilistic structural design approach is recommended which accounts for the random error in the design models. (Auth.)

Quantum-Assisted Learning of Hardware-Embedded Probabilistic Graphical Models

Science.gov (United States)

Benedetti, Marcello; Realpe-Gómez, John; Biswas, Rupak; Perdomo-Ortiz, Alejandro

2017-10-01

Mainstream machine-learning techniques such as deep learning and probabilistic programming rely heavily on sampling from generally intractable probability distributions. There is increasing interest in the potential advantages of using quantum computing technologies as sampling engines to speed up these tasks or to make them more effective. However, some pressing challenges in state-of-the-art quantum annealers have to be overcome before we can assess their actual performance. The sparse connectivity, resulting from the local interaction between quantum bits in physical hardware implementations, is considered the most severe limitation to the quality of constructing powerful generative unsupervised machine-learning models. Here, we use embedding techniques to add redundancy to data sets, allowing us to increase the modeling capacity of quantum annealers. We illustrate our findings by training hardware-embedded graphical models on a binarized data set of handwritten digits and two synthetic data sets in experiments with up to 940 quantum bits. Our model can be trained in quantum hardware without full knowledge of the effective parameters specifying the corresponding quantum Gibbs-like distribution; therefore, this approach avoids the need to infer the effective temperature at each iteration, speeding up learning; it also mitigates the effect of noise in the control parameters, making it robust to deviations from the reference Gibbs distribution. Our approach demonstrates the feasibility of using quantum annealers for implementing generative models, and it provides a suitable framework for benchmarking these quantum technologies on machine-learning-related tasks.

Quantum-Assisted Learning of Hardware-Embedded Probabilistic Graphical Models

Directory of Open Access Journals (Sweden)

Marcello Benedetti

2017-11-01

Full Text Available Mainstream machine-learning techniques such as deep learning and probabilistic programming rely heavily on sampling from generally intractable probability distributions. There is increasing interest in the potential advantages of using quantum computing technologies as sampling engines to speed up these tasks or to make them more effective. However, some pressing challenges in state-of-the-art quantum annealers have to be overcome before we can assess their actual performance. The sparse connectivity, resulting from the local interaction between quantum bits in physical hardware implementations, is considered the most severe limitation to the quality of constructing powerful generative unsupervised machine-learning models. Here, we use embedding techniques to add redundancy to data sets, allowing us to increase the modeling capacity of quantum annealers. We illustrate our findings by training hardware-embedded graphical models on a binarized data set of handwritten digits and two synthetic data sets in experiments with up to 940 quantum bits. Our model can be trained in quantum hardware without full knowledge of the effective parameters specifying the corresponding quantum Gibbs-like distribution; therefore, this approach avoids the need to infer the effective temperature at each iteration, speeding up learning; it also mitigates the effect of noise in the control parameters, making it robust to deviations from the reference Gibbs distribution. Our approach demonstrates the feasibility of using quantum annealers for implementing generative models, and it provides a suitable framework for benchmarking these quantum technologies on machine-learning-related tasks.

Two-Stage Centrifugal Fan

Science.gov (United States)

Converse, David

2011-01-01

Fan designs are often constrained by envelope, rotational speed, weight, and power. Aerodynamic performance and motor electrical performance are heavily influenced by rotational speed. The fan used in this work is at a practical limit for rotational speed due to motor performance characteristics, and there is no more space available in the packaging for a larger fan. The pressure rise requirements keep growing. The way to ordinarily accommodate a higher DP is to spin faster or grow the fan rotor diameter. The invention is to put two radially oriented stages on a single disk. Flow enters the first stage from the center; energy is imparted to the flow in the first stage blades, the flow is redirected some amount opposite to the direction of rotation in the fixed stators, and more energy is imparted to the flow in the second- stage blades. Without increasing either rotational speed or disk diameter, it is believed that as much as 50 percent more DP can be achieved with this design than with an ordinary, single-stage centrifugal design. This invention is useful primarily for fans having relatively low flow rates with relatively high pressure rise requirements.

Perceptual learning as improved probabilistic inference in early sensory areas.

Science.gov (United States)

Bejjanki, Vikranth R; Beck, Jeffrey M; Lu, Zhong-Lin; Pouget, Alexandre

2011-05-01

Extensive training on simple tasks such as fine orientation discrimination results in large improvements in performance, a form of learning known as perceptual learning. Previous models have argued that perceptual learning is due to either sharpening and amplification of tuning curves in early visual areas or to improved probabilistic inference in later visual areas (at the decision stage). However, early theories are inconsistent with the conclusions of psychophysical experiments manipulating external noise, whereas late theories cannot explain the changes in neural responses that have been reported in cortical areas V1 and V4. Here we show that we can capture both the neurophysiological and behavioral aspects of perceptual learning by altering only the feedforward connectivity in a recurrent network of spiking neurons so as to improve probabilistic inference in early visual areas. The resulting network shows modest changes in tuning curves, in line with neurophysiological reports, along with a marked reduction in the amplitude of pairwise noise correlations.

Probabilistic Modeling of Aircraft Trajectories for Dynamic Separation Volumes

Science.gov (United States)

Lewis, Timothy A.

2016-01-01

With a proliferation of new and unconventional vehicles and operations expected in the future, the ab initio airspace design will require new approaches to trajectory prediction for separation assurance and other air traffic management functions. This paper presents an approach to probabilistic modeling of the trajectory of an aircraft when its intent is unknown. The approach uses a set of feature functions to constrain a maximum entropy probability distribution based on a set of observed aircraft trajectories. This model can be used to sample new aircraft trajectories to form an ensemble reflecting the variability in an aircraft's intent. The model learning process ensures that the variability in this ensemble reflects the behavior observed in the original data set. Computational examples are presented.

Kinetics of two-stage fermentation process for the production of hydrogen

Energy Technology Data Exchange (ETDEWEB)

Nath, Kaushik [Department of Chemical Engineering, G.H. Patel College of Engineering and Technology, Vallabh Vidyanagar 388 120, Gujarat (India); Muthukumar, Manoj; Kumar, Anish; Das, Debabrata [Fermentation Technology Laboratory, Department of Biotechnology, Indian Institute of Technology, Kharagpur 721302 (India)

2008-02-15

Two-stage process described in the present work is a combination of dark and photofermentation in a sequential batch mode. In the first stage glucose is fermented to acetate, CO{sub 2} and H{sub 2} in an anaerobic dark fermentation by Enterobacter cloacae DM11. This is followed by a successive second stage where acetate is converted to H{sub 2} and CO{sub 2} in a photobioreactor by photosynthetic bacteria, Rhodobacter sphaeroides O.U. 001. The yield of hydrogen in the first stage was about 3.31molH{sub 2}(molglucose){sup -1} (approximately 82% of theoretical) and that in the second stage was about 1.5-1.72molH{sub 2}(molaceticacid){sup -1} (approximately 37-43% of theoretical). The overall yield of hydrogen in two-stage process considering glucose as preliminary substrate was found to be higher compared to a single stage process. Monod model, with incorporation of substrate inhibition term, has been used to determine the growth kinetic parameters for the first stage. The values of maximum specific growth rate ({mu} {sub max}) and K{sub s} (saturation constant) were 0.398h{sup -1} and 5.509gl{sup -1}, respectively, using glucose as substrate. The experimental substrate and biomass concentration profiles have good resemblance with those obtained by kinetic model predictions. A model based on logistic equation has been developed to describe the growth of R. sphaeroides O.U 001 in the second stage. Modified Gompertz equation was applied to estimate the hydrogen production potential, rate and lag phase time in a batch process for various initial concentration of glucose, based on the cumulative hydrogen production curves. Both the curve fitting and statistical analysis showed that the equation was suitable to describe the progress of cumulative hydrogen production. (author)

Predicting coastal cliff erosion using a Bayesian probabilistic model

Science.gov (United States)

Hapke, Cheryl J.; Plant, Nathaniel G.

2010-01-01

Regional coastal cliff retreat is difficult to model due to the episodic nature of failures and the along-shore variability of retreat events. There is a growing demand, however, for predictive models that can be used to forecast areas vulnerable to coastal erosion hazards. Increasingly, probabilistic models are being employed that require data sets of high temporal density to define the joint probability density function that relates forcing variables (e.g. wave conditions) and initial conditions (e.g. cliff geometry) to erosion events. In this study we use a multi-parameter Bayesian network to investigate correlations between key variables that control and influence variations in cliff retreat processes. The network uses Bayesian statistical methods to estimate event probabilities using existing observations. Within this framework, we forecast the spatial distribution of cliff retreat along two stretches of cliffed coast in Southern California. The input parameters are the height and slope of the cliff, a descriptor of material strength based on the dominant cliff-forming lithology, and the long-term cliff erosion rate that represents prior behavior. The model is forced using predicted wave impact hours. Results demonstrate that the Bayesian approach is well-suited to the forward modeling of coastal cliff retreat, with the correct outcomes forecast in 70–90% of the modeled transects. The model also performs well in identifying specific locations of high cliff erosion, thus providing a foundation for hazard mapping. This approach can be employed to predict cliff erosion at time-scales ranging from storm events to the impacts of sea-level rise at the century-scale.

A Probabilistic Damage Tolerance Concept for Welded Joints

DEFF Research Database (Denmark)

Lassen, T.; Sørensen, John Dalsgaard

2002-01-01

The first part of this paper presented the required statistics and stochastic models for reliability analysis of the fatigue fracture of welded plate joints. This present Part 2 suggests a probabilistic damage tolerance supplement to the design S–N curves for welded joints. The goal is to provide......) will have the same reliability level for the same FDF. This is true at the end of TSL and at earlier stages, i.e. fractions of TSL. The absolute value of TSL is immaterial for a given FDF. In the case of in-service inspection, the inspection interval is also given without dimensions as a fraction of TSL...

Optimizing Negotiation Conflict in the Cloud Service Negotiation Framework Using Probabilistic Decision Making Model

Directory of Open Access Journals (Sweden)

Rajkumar Rajavel

2015-01-01

Full Text Available Optimization of negotiation conflict in the cloud service negotiation framework is identified as one of the major challenging issues. This negotiation conflict occurs during the bilateral negotiation process between the participants due to the misperception, aggressive behavior, and uncertain preferences and goals about their opponents. Existing research work focuses on the prerequest context of negotiation conflict optimization by grouping similar negotiation pairs using distance, binary, context-dependent, and fuzzy similarity approaches. For some extent, these approaches can maximize the success rate and minimize the communication overhead among the participants. To further optimize the success rate and communication overhead, the proposed research work introduces a novel probabilistic decision making model for optimizing the negotiation conflict in the long-term negotiation context. This decision model formulates the problem of managing different types of negotiation conflict that occurs during negotiation process as a multistage Markov decision problem. At each stage of negotiation process, the proposed decision model generates the heuristic decision based on the past negotiation state information without causing any break-off among the participants. In addition, this heuristic decision using the stochastic decision tree scenario can maximize the revenue among the participants available in the cloud service negotiation framework.

Comparison of Microscopic Drivers' Probabilistic Lane-changing Models With Real Traffic Microscopic Data

Directory of Open Access Journals (Sweden)

Seyyed Mohammad Sadat Hoseini

2011-07-01

Full Text Available The difficulties of microscopic-level simulation models to accurately reproduce real traffic phenomena stem not only from the complexity of calibration and validation operations, but also from the structural inadequacies of the sub-models themselves. Both of these drawbacks originate from the scant information available on real phenomena because of the difficulty in gathering accurate field data. This paper studies the traffic behaviour of individual drivers utilizing vehicle trajectory data extracted from digital images collected from freeways in Iran. These data are used to evaluate the four proposed microscopic traffic models. One of the models is based on the traffic regulations in Iran and the three others are probabilistic models that use a decision factor for calculating the probability of choosing a position on the freeway by a driver. The decision factors for three probabilistic models are increasing speed, decreasing risk of collision, and increasing speed combined with decreasing risk of collision. The models are simulated by a cellular automata simulator and compared with the real data. It is shown that the model based on driving regulations is not valid, but that other models appear useful for predicting the driver’s behaviour on freeway segments in Iran during noncongested conditions.

Probabilistic Mobility Models for Mobile and Wireless Networks

DEFF Research Database (Denmark)

Song, Lei; Godskesen, Jens Christian

2010-01-01

In this paper we present a probabilistic broadcast calculus for mobile and wireless networks whose connections are unreliable. In our calculus broadcasted messages can be lost with a certain probability, and due to mobility the connection probabilities may change. If a network broadcasts a message...... from a location it will evolve to a network distribution depending on whether nodes at other locations receive the message or not. Mobility of locations is not arbitrary but guarded by a probabilistic mobility function (PMF) and we also define the notion of a weak bisimulation given a PMF...

Two-stage Bayesian model to evaluate the effect of air pollution on chronic respiratory diseases using drug prescriptions.

Science.gov (United States)

Blangiardo, Marta; Finazzi, Francesco; Cameletti, Michela

2016-08-01

Exposure to high levels of air pollutant concentration is known to be associated with respiratory problems which can translate into higher morbidity and mortality rates. The link between air pollution and population health has mainly been assessed considering air quality and hospitalisation or mortality data. However, this approach limits the analysis to individuals characterised by severe conditions. In this paper we evaluate the link between air pollution and respiratory diseases using general practice drug prescriptions for chronic respiratory diseases, which allow to draw conclusions based on the general population. We propose a two-stage statistical approach: in the first stage we specify a space-time model to estimate the monthly NO2 concentration integrating several data sources characterised by different spatio-temporal resolution; in the second stage we link the concentration to the β2-agonists prescribed monthly by general practices in England and we model the prescription rates through a small area approach. Copyright © 2016 Elsevier Ltd. All rights reserved.

Probabilistic modeling of the flows and environmental risks of nano-silica.

Science.gov (United States)

Wang, Yan; Kalinina, Anna; Sun, Tianyin; Nowack, Bernd

2016-03-01

Nano-silica, the engineered nanomaterial with one of the largest production volumes, has a wide range of applications in consumer products and industry. This study aimed to quantify the exposure of nano-silica to the environment and to assess its risk to surface waters. Concentrations were calculated for four environmental (air, soil, surface water, sediments) and two technical compartments (wastewater, solid waste) for the EU and Switzerland using probabilistic material flow modeling. The corresponding median concentration in surface water is predicted to be 0.12 μg/l in the EU (0.053-3.3 μg/l, 15/85% quantiles). The concentrations in sediments in the complete sedimentation scenario were found to be the largest among all environmental compartments, with a median annual increase of 0.43 mg/kg · y in the EU (0.19-12 mg/kg · y, 15/85% quantiles). Moreover, probabilistic species sensitivity distributions (PSSD) were computed and the risk of nano-silica in surface waters was quantified by comparing the predicted environmental concentration (PEC) with the predicted no-effect concentration (PNEC) distribution, which was derived from the cumulative PSSD. This assessment suggests that nano-silica currently poses no risk to aquatic organisms in surface waters. Further investigations are needed to assess the risk of nano-silica in other environmental compartments, which is currently not possible due to a lack of ecotoxicological data. Copyright © 2015 Elsevier B.V. All rights reserved.

Probabilistic brains: knowns and unknowns

Science.gov (United States)

Pouget, Alexandre; Beck, Jeffrey M; Ma, Wei Ji; Latham, Peter E

2015-01-01

There is strong behavioral and physiological evidence that the brain both represents probability distributions and performs probabilistic inference. Computational neuroscientists have started to shed light on how these probabilistic representations and computations might be implemented in neural circuits. One particularly appealing aspect of these theories is their generality: they can be used to model a wide range of tasks, from sensory processing to high-level cognition. To date, however, these theories have only been applied to very simple tasks. Here we discuss the challenges that will emerge as researchers start focusing their efforts on real-life computations, with a focus on probabilistic learning, structural learning and approximate inference. PMID:23955561

Probabilistic Design of Wind Turbines

DEFF Research Database (Denmark)

Sørensen, John Dalsgaard; Toft, H.S.

2010-01-01

Probabilistic design of wind turbines requires definition of the structural elements to be included in the probabilistic basis: e.g., blades, tower, foundation; identification of important failure modes; careful stochastic modeling of the uncertain parameters; recommendations for target reliability....... It is described how uncertainties in wind turbine design related to computational models, statistical data from test specimens, results from a few full-scale tests and from prototype wind turbines can be accounted for using the Maximum Likelihood Method and a Bayesian approach. Assessment of the optimal...... reliability level by cost-benefit optimization is illustrated by an offshore wind turbine example. Uncertainty modeling is illustrated by an example where physical, statistical and model uncertainties are estimated....

Probabilistic Motor Sequence Yields Greater Offline and Less Online Learning than Fixed Sequence.

Science.gov (United States)

Du, Yue; Prashad, Shikha; Schoenbrun, Ilana; Clark, Jane E

2016-01-01

It is well acknowledged that motor sequences can be learned quickly through online learning. Subsequently, the initial acquisition of a motor sequence is boosted or consolidated by offline learning. However, little is known whether offline learning can drive the fast learning of motor sequences (i.e., initial sequence learning in the first training session). To examine offline learning in the fast learning stage, we asked four groups of young adults to perform the serial reaction time (SRT) task with either a fixed or probabilistic sequence and with or without preliminary knowledge (PK) of the presence of a sequence. The sequence and PK were manipulated to emphasize either procedural (probabilistic sequence; no preliminary knowledge (NPK)) or declarative (fixed sequence; with PK) memory that were found to either facilitate or inhibit offline learning. In the SRT task, there were six learning blocks with a 2 min break between each consecutive block. Throughout the session, stimuli followed the same fixed or probabilistic pattern except in Block 5, in which stimuli appeared in a random order. We found that PK facilitated the learning of a fixed sequence, but not a probabilistic sequence. In addition to overall learning measured by the mean reaction time (RT), we examined the progressive changes in RT within and between blocks (i.e., online and offline learning, respectively). It was found that the two groups who performed the fixed sequence, regardless of PK, showed greater online learning than the other two groups who performed the probabilistic sequence. The groups who performed the probabilistic sequence, regardless of PK, did not display online learning, as indicated by a decline in performance within the learning blocks. However, they did demonstrate remarkably greater offline improvement in RT, which suggests that they are learning the probabilistic sequence offline. These results suggest that in the SRT task, the fast acquisition of a motor sequence is driven

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.

Probabilistic Forecasting for On-line Operation of Urban Drainage Systems

DEFF Research Database (Denmark)

Löwe, Roland

This thesis deals with the generation of probabilistic forecasts in urban hydrology. In particular, we focus on the case of runoff forecasting for real-time control (RTC) on horizons of up to two hours. For the generation of probabilistic on-line runoff forecasts, we apply the stochastic grey...... and forecasts have on on-line runoff forecast quality. Finally, we implement the stochastic grey-box model approach in a real-world real-time control (RTC) setup and study how RTC can benefit from a dynamic quantification of runoff forecast uncertainty....

Illicit drug use and abuse/dependence: modeling of two-stage variables using the CCC approach.

Science.gov (United States)

Agrawal, A; Neale, M C; Jacobson, K C; Prescott, C A; Kendler, K S

2005-06-01

Drug use and abuse/dependence are stages of a complex drug habit. Most genetically informative models that are fit to twin data examine drug use and abuse/dependence independent of each other. This poses an interesting question: for a multistage process, how can we partition the factors influencing each stage specifically from the factors that are common to both stages? We used a causal-common-contingent (CCC) model to partition the common and specific influences on drug use and abuse/dependence. Data on use and abuse/dependence of cannabis, cocaine, sedatives, stimulants and any illicit drug was obtained from male and female twin pairs. CCC models were tested individually for each sex and in a sex-equal model. Our results suggest that there is evidence for additive genetic, shared environmental and unique environmental influences that are common to illicit drug use and abuse/dependence. Furthermore, we found substantial evidence for factors that were specific to abuse/dependence. Finally, sexes could be equated for all illicit drugs. The findings of this study emphasize the need for models that can partition the sources of individual differences into common and stage-specific influences.

Probabilistic estimation of residential air exchange rates for population-based human exposure modeling

Science.gov (United States)

Residential air exchange rates (AERs) are a key determinant in the infiltration of ambient air pollution indoors. Population-based human exposure models using probabilistic approaches to estimate personal exposure to air pollutants have relied on input distributions from AER meas...

Probabilistic risk models for multiple disturbances: an example of forest insects and wildfires

Science.gov (United States)

Haiganoush K. Preisler; Alan A. Ager; Jane L. Hayes

2010-01-01

Building probabilistic risk models for highly random forest disturbances like wildfire and forest insect outbreaks is a challenging. Modeling the interactions among natural disturbances is even more difficult. In the case of wildfire and forest insects, we looked at the probability of a large fire given an insect outbreak and also the incidence of insect outbreaks...

A Probabilistic Genome-Wide Gene Reading Frame Sequence Model

DEFF Research Database (Denmark)

Have, Christian Theil; Mørk, Søren

We introduce a new type of probabilistic sequence model, that model the sequential composition of reading frames of genes in a genome. Our approach extends gene finders with a model of the sequential composition of genes at the genome-level -- effectively producing a sequential genome annotation...... as output. The model can be used to obtain the most probable genome annotation based on a combination of i: a gene finder score of each gene candidate and ii: the sequence of the reading frames of gene candidates through a genome. The model --- as well as a higher order variant --- is developed and tested...... and are evaluated by the effect on prediction performance. Since bacterial gene finding to a large extent is a solved problem it forms an ideal proving ground for evaluating the explicit modeling of larger scale gene sequence composition of genomes. We conclude that the sequential composition of gene reading frames...

Characterizing the topology of probabilistic biological networks.

Science.gov (United States)

Todor, Andrei; Dobra, Alin; Kahveci, Tamer

2013-01-01

Biological interactions are often uncertain events, that may or may not take place with some probability. This uncertainty leads to a massive number of alternative interaction topologies for each such network. The existing studies analyze the degree distribution of biological networks by assuming that all the given interactions take place under all circumstances. This strong and often incorrect assumption can lead to misleading results. In this paper, we address this problem and develop a sound mathematical basis to characterize networks in the presence of uncertain interactions. Using our mathematical representation, we develop a method that can accurately describe the degree distribution of such networks. We also take one more step and extend our method to accurately compute the joint-degree distributions of node pairs connected by edges. The number of possible network topologies grows exponentially with the number of uncertain interactions. However, the mathematical model we develop allows us to compute these degree distributions in polynomial time in the number of interactions. Our method works quickly even for entire protein-protein interaction (PPI) networks. It also helps us find an adequate mathematical model using MLE. We perform a comparative study of node-degree and joint-degree distributions in two types of biological networks: the classical deterministic networks and the more flexible probabilistic networks. Our results confirm that power-law and log-normal models best describe degree distributions for both probabilistic and deterministic networks. Moreover, the inverse correlation of degrees of neighboring nodes shows that, in probabilistic networks, nodes with large number of interactions prefer to interact with those with small number of interactions more frequently than expected. We also show that probabilistic networks are more robust for node-degree distribution computation than the deterministic ones. all the data sets used, the software

Computational Modelling of Large Scale Phage Production Using a Two-Stage Batch Process

Directory of Open Access Journals (Sweden)

Konrad Krysiak-Baltyn

2018-04-01

Full Text Available Cost effective and scalable methods for phage production are required to meet an increasing demand for phage, as an alternative to antibiotics. Computational models can assist the optimization of such production processes. A model is developed here that can simulate the dynamics of phage population growth and production in a two-stage, self-cycling process. The model incorporates variable infection parameters as a function of bacterial growth rate and employs ordinary differential equations, allowing application to a setup with multiple reactors. The model provides simple cost estimates as a function of key operational parameters including substrate concentration, feed volume and cycling times. For the phage and bacteria pairing examined, costs and productivity varied by three orders of magnitude, with the lowest cost found to be most sensitive to the influent substrate concentration and low level setting in the first vessel. An example case study of phage production is also presented, showing how parameter values affect the production costs and estimating production times. The approach presented is flexible and can be used to optimize phage production at laboratory or factory scale by minimizing costs or maximizing productivity.

Automatic Probabilistic Program Verification through Random Variable Abstraction

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Damián Barsotti

2010-06-01

Full Text Available The weakest pre-expectation calculus has been proved to be a mature theory to analyze quantitative properties of probabilistic and nondeterministic programs. We present an automatic method for proving quantitative linear properties on any denumerable state space using iterative backwards fixed point calculation in the general framework of abstract interpretation. In order to accomplish this task we present the technique of random variable abstraction (RVA and we also postulate a sufficient condition to achieve exact fixed point computation in the abstract domain. The feasibility of our approach is shown with two examples, one obtaining the expected running time of a probabilistic program, and the other the expected gain of a gambling strategy. Our method works on general guarded probabilistic and nondeterministic transition systems instead of plain pGCL programs, allowing us to easily model a wide range of systems including distributed ones and unstructured programs. We present the operational and weakest precondition semantics for this programs and prove its equivalence.

Applying Probabilistic Decision Models to Clinical Trial Design

Science.gov (United States)

Smith, Wade P; Phillips, Mark H

2018-01-01

Clinical trial design most often focuses on a single or several related outcomes with corresponding calculations of statistical power. We consider a clinical trial to be a decision problem, often with competing outcomes. Using a current controversy in the treatment of HPV-positive head and neck cancer, we apply several different probabilistic methods to help define the range of outcomes given different possible trial designs. Our model incorporates the uncertainties in the disease process and treatment response and the inhomogeneities in the patient population. Instead of expected utility, we have used a Markov model to calculate quality adjusted life expectancy as a maximization objective. Monte Carlo simulations over realistic ranges of parameters are used to explore different trial scenarios given the possible ranges of parameters. This modeling approach can be used to better inform the initial trial design so that it will more likely achieve clinical relevance.

Bisimulations meet PCTL equivalences for probabilistic automata

DEFF Research Database (Denmark)

Song, Lei; Zhang, Lijun; Godskesen, Jens Chr.

2013-01-01

Probabilistic automata (PAs) have been successfully applied in formal verification of concurrent and stochastic systems. Efficient model checking algorithms have been studied, where the most often used logics for expressing properties are based on probabilistic computation tree logic (PCTL) and its...

Comparison of Control Approaches in Genetic Regulatory Networks by Using Stochastic Master Equation Models, Probabilistic Boolean Network Models and Differential Equation Models and Estimated Error Analyzes

Science.gov (United States)

Caglar, Mehmet Umut; Pal, Ranadip

2011-03-01

Central dogma of molecular biology states that ``information cannot be transferred back from protein to either protein or nucleic acid''. However, this assumption is not exactly correct in most of the cases. There are a lot of feedback loops and interactions between different levels of systems. These types of interactions are hard to analyze due to the lack of cell level data and probabilistic - nonlinear nature of interactions. Several models widely used to analyze and simulate these types of nonlinear interactions. Stochastic Master Equation (SME) models give probabilistic nature of the interactions in a detailed manner, with a high calculation cost. On the other hand Probabilistic Boolean Network (PBN) models give a coarse scale picture of the stochastic processes, with a less calculation cost. Differential Equation (DE) models give the time evolution of mean values of processes in a highly cost effective way. The understanding of the relations between the predictions of these models is important to understand the reliability of the simulations of genetic regulatory networks. In this work the success of the mapping between SME, PBN and DE models is analyzed and the accuracy and affectivity of the control policies generated by using PBN and DE models is compared.

Implementation of equity in resource allocation for regional earthquake risk mitigation using two-stage stochastic programming.

Science.gov (United States)

Zolfaghari, Mohammad R; Peyghaleh, Elnaz

2015-03-01

This article presents a new methodology to implement the concept of equity in regional earthquake risk mitigation programs using an optimization framework. It presents a framework that could be used by decisionmakers (government and authorities) to structure budget allocation strategy toward different seismic risk mitigation measures, i.e., structural retrofitting for different building structural types in different locations and planning horizons. A two-stage stochastic model is developed here to seek optimal mitigation measures based on minimizing mitigation expenditures, reconstruction expenditures, and especially large losses in highly seismically active countries. To consider fairness in the distribution of financial resources among different groups of people, the equity concept is incorporated using constraints in model formulation. These constraints limit inequity to the user-defined level to achieve the equity-efficiency tradeoff in the decision-making process. To present practical application of the proposed model, it is applied to a pilot area in Tehran, the capital city of Iran. Building stocks, structural vulnerability functions, and regional seismic hazard characteristics are incorporated to compile a probabilistic seismic risk model for the pilot area. Results illustrate the variation of mitigation expenditures by location and structural type for buildings. These expenditures are sensitive to the amount of available budget and equity consideration for the constant risk aversion. Most significantly, equity is more easily achieved if the budget is unlimited. Conversely, increasing equity where the budget is limited decreases the efficiency. The risk-return tradeoff, equity-reconstruction expenditures tradeoff, and variation of per-capita expected earthquake loss in different income classes are also presented. © 2015 Society for Risk Analysis.

Modelling of an air-cooled two-stage Rankine cycle for electricity production

International Nuclear Information System (INIS)

Liu, Bo

2014-01-01

This work considers a two stage Rankine cycle architecture slightly different from a standard Rankine cycle for electricity generation. Instead of expanding the steam to extremely low pressure, the vapor leaves the turbine at a higher pressure then having a much smaller specific volume. It is thus possible to greatly reduce the size of the steam turbine. The remaining energy is recovered by a bottoming cycle using a working fluid which has a much higher density than the water steam. Thus, the turbines and heat exchangers are more compact; the turbine exhaust velocity loss is lower. This configuration enables to largely reduce the global size of the steam water turbine and facilitate the use of a dry cooling system. The main advantage of such an air cooled two stage Rankine cycle is the possibility to choose the installation site of a large or medium power plant without the need of a large and constantly available water source; in addition, as compared to water cooled cycles, the risk regarding future operations is reduced (climate conditions may affect water availability or temperature, and imply changes in the water supply regulatory rules). The concept has been investigated by EDF R and D. A 22 MW prototype was developed in the 1970's using ammonia as the working fluid of the bottoming cycle for its high density and high latent heat. However, this fluid is toxic. In order to search more suitable working fluids for the two stage Rankine cycle application and to identify the optimal cycle configuration, we have established a working fluid selection methodology. Some potential candidates have been identified. We have evaluated the performances of the two stage Rankine cycles operating with different working fluids in both design and off design conditions. For the most acceptable working fluids, components of the cycle have been sized. The power plant concept can then be evaluated on a life cycle cost basis. (author)

PROBABILISTIC MODEL FOR AIRPORT RUNWAY SAFETY AREAS

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Stanislav SZABO

2017-06-01

Full Text Available The Laboratory of Aviation Safety and Security at CTU in Prague has recently started a project aimed at runway protection zones. The probability of exceeding by a certain distance from the runway in common incident/accident scenarios (take-off/landing overrun/veer-off, landing undershoot is being identified relative to the runway for any airport. As a result, the size and position of safety areas around runways are defined for the chosen probability. The basis for probability calculation is a probabilistic model using statistics from more than 1400 real-world cases where jet airplanes have been involved over the last few decades. Other scientific studies have contributed to understanding the issue and supported the model’s application to different conditions.

Probabilistic, sediment-geochemical parameterisation of the groundwater compartment of the Netherlands for spatially distributed, reactive transport modelling

Science.gov (United States)

Janssen, Gijs; Gunnink, Jan; van Vliet, Marielle; Goldberg, Tanya; Griffioen, Jasper

2017-04-01

Pollution of groundwater aquifers with contaminants as nitrate is a common problem. Reactive transport models are useful to predict the fate of such contaminants and to characterise the efficiency of mitigating or preventive measures. Parameterisation of a groundwater transport model on reaction capacity is a necessary step during building the model. Two Dutch, national programs are combined to establish a methodology for building a probabilistic model on reaction capacity of the groundwater compartment at the national scale: the Geological Survey program and the NHI Netherlands Hydrological Instrument program. Reaction capacity is considered as a series of geochemical characteristics that control acid/base condition, redox condition and sorption capacity. Five primary reaction capacity variables are characterised: 1. pyrite, 2. non-pyrite, reactive iron (oxides, siderite and glauconite), 3. clay fraction, 4. organic matter and 5. Ca-carbonate. Important reaction capacity variables that are determined by more than one solid compound are also deduced: 1. potential reduction capacity (PRC) by pyrite and organic matter, 2. cation-exchange capacity (CEC) by organic matter and clay content, 3. carbonate buffering upon pyrite oxidation (CPBO) by carbonate and pyrite. Statistical properties of these variables are established based on c. 16,000 sediment geochemical analyses. The first tens of meters are characterised based on 25 regions using combinations of lithological class and geological formation as strata. Because of both less data and more geochemical uniformity, the deeper subsurface is characterised in a similar way based on 3 regions. The statistical data is used as input in an algoritm that probabilistically calculates the reaction capacity per grid cell. First, the cumulative frequency distribution (cfd) functions are calculated from the statistical data for the geochemical strata. Second, all voxel cells are classified into the geochemical strata. Third, the

Two stage approach to dynamic soil structure interaction

International Nuclear Information System (INIS)

Nelson, I.

1981-01-01

A two stage approach is used to reduce the effective size of soil island required to solve dynamic soil structure interaction problems. The ficticious boundaries of the conventional soil island are chosen sufficiently far from the structure so that the presence of the structure causes only a slight perturbation on the soil response near the boundaries. While the resulting finite element model of the soil structure system can be solved, it requires a formidable computational effort. Currently, a two stage approach is used to reduce this effort. The combined soil structure system has many frequencies and wavelengths. For a stiff structure, the lowest frequencies are those associated with the motion of the structure as a rigid body. In the soil, these modes have the longest wavelengths and attenuate most slowly. The higher frequency deformational modes of the structure have shorter wavelengths and their effect attenuates more rapidly with distance from the structure. The difference in soil response between a computation with a refined structural model, and one with a crude model, tends towards zero a very short distance from the structure. In the current work, the 'crude model' is a rigid structure with the same geometry and inertial properties as the refined model. Preliminary calculations indicated that a rigid structure would be a good low frequency approximation to the actual structure, provided the structure was much stiffer than the native soil. (orig./RW)

Evaluating damping elements for two-stage suspension vehicles

Directory of Open Access Journals (Sweden)

Ronald M. Martinod R.

2012-01-01

Full Text Available The technical state of the damping elements for a vehicle having two-stage suspension was evaluated by using numerical models based on the multi-body system theory; a set of virtual tests used the eigenproblem mathematical method. A test was developed based on experimental modal analysis (EMA applied to a physical system as the basis for validating the numerical models. The study focused on evaluating vehicle dynamics to determine the influence of the dampers’ technical state in each suspension state.

Structural reliability codes for probabilistic design

DEFF Research Database (Denmark)

Ditlevsen, Ove Dalager

1997-01-01

probabilistic code format has not only strong influence on the formal reliability measure, but also on the formal cost of failure to be associated if a design made to the target reliability level is considered to be optimal. In fact, the formal cost of failure can be different by several orders of size for two...... different, but by and large equally justifiable probabilistic code formats. Thus, the consequence is that a code format based on decision theoretical concepts and formulated as an extension of a probabilistic code format must specify formal values to be used as costs of failure. A principle of prudence...... is suggested for guiding the choice of the reference probabilistic code format for constant reliability. In the author's opinion there is an urgent need for establishing a standard probabilistic reliability code. This paper presents some considerations that may be debatable, but nevertheless point...

Predicting Rib Fracture Risk With Whole-Body Finite Element Models: Development and Preliminary Evaluation of a Probabilistic Analytical Framework

Science.gov (United States)

Forman, Jason L.; Kent, Richard W.; Mroz, Krystoffer; Pipkorn, Bengt; Bostrom, Ola; Segui-Gomez, Maria

2012-01-01

This study sought to develop a strain-based probabilistic method to predict rib fracture risk with whole-body finite element (FE) models, and to describe a method to combine the results with collision exposure information to predict injury risk and potential intervention effectiveness in the field. An age-adjusted ultimate strain distribution was used to estimate local rib fracture probabilities within an FE model. These local probabilities were combined to predict injury risk and severity within the whole ribcage. The ultimate strain distribution was developed from a literature dataset of 133 tests. Frontal collision simulations were performed with the THUMS (Total HUman Model for Safety) model with four levels of delta-V and two restraints: a standard 3-point belt and a progressive 3.5–7 kN force-limited, pretensioned (FL+PT) belt. The results of three simulations (29 km/h standard, 48 km/h standard, and 48 km/h FL+PT) were compared to matched cadaver sled tests. The numbers of fractures predicted for the comparison cases were consistent with those observed experimentally. Combining these results with field exposure informantion (ΔV, NASS-CDS 1992–2002) suggests a 8.9% probability of incurring AIS3+ rib fractures for a 60 year-old restrained by a standard belt in a tow-away frontal collision with this restraint, vehicle, and occupant configuration, compared to 4.6% for the FL+PT belt. This is the first study to describe a probabilistic framework to predict rib fracture risk based on strains observed in human-body FE models. Using this analytical framework, future efforts may incorporate additional subject or collision factors for multi-variable probabilistic injury prediction. PMID:23169122

Probabilistic Learning by Rodent Grid Cells.

Science.gov (United States)

Cheung, Allen

2016-10-01

Mounting evidence shows mammalian brains are probabilistic computers, but the specific cells involved remain elusive. Parallel research suggests that grid cells of the mammalian hippocampal formation are fundamental to spatial cognition but their diverse response properties still defy explanation. No plausible model exists which explains stable grids in darkness for twenty minutes or longer, despite being one of the first results ever published on grid cells. Similarly, no current explanation can tie together grid fragmentation and grid rescaling, which show very different forms of flexibility in grid responses when the environment is varied. Other properties such as attractor dynamics and grid anisotropy seem to be at odds with one another unless additional properties are assumed such as a varying velocity gain. Modelling efforts have largely ignored the breadth of response patterns, while also failing to account for the disastrous effects of sensory noise during spatial learning and recall, especially in darkness. Here, published electrophysiological evidence from a range of experiments are reinterpreted using a novel probabilistic learning model, which shows that grid cell responses are accurately predicted by a probabilistic learning process. Diverse response properties of probabilistic grid cells are statistically indistinguishable from rat grid cells across key manipulations. A simple coherent set of probabilistic computations explains stable grid fields in darkness, partial grid rescaling in resized arenas, low-dimensional attractor grid cell dynamics, and grid fragmentation in hairpin mazes. The same computations also reconcile oscillatory dynamics at the single cell level with attractor dynamics at the cell ensemble level. Additionally, a clear functional role for boundary cells is proposed for spatial learning. These findings provide a parsimonious and unified explanation of grid cell function, and implicate grid cells as an accessible neuronal population

Real-time probabilistic covariance tracking with efficient model update.

Science.gov (United States)

Wu, Yi; Cheng, Jian; Wang, Jinqiao; Lu, Hanqing; Wang, Jun; Ling, Haibin; Blasch, Erik; Bai, Li

2012-05-01

The recently proposed covariance region descriptor has been proven robust and versatile for a modest computational cost. The covariance matrix enables efficient fusion of different types of features, where the spatial and statistical properties, as well as their correlation, are characterized. The similarity between two covariance descriptors is measured on Riemannian manifolds. Based on the same metric but with a probabilistic framework, we propose a novel tracking approach on Riemannian manifolds with a novel incremental covariance tensor learning (ICTL). To address the appearance variations, ICTL incrementally learns a low-dimensional covariance tensor representation and efficiently adapts online to appearance changes of the target with only O(1) computational complexity, resulting in a real-time performance. The covariance-based representation and the ICTL are then combined with the particle filter framework to allow better handling of background clutter, as well as the temporary occlusions. We test the proposed probabilistic ICTL tracker on numerous benchmark sequences involving different types of challenges including occlusions and variations in illumination, scale, and pose. The proposed approach demonstrates excellent real-time performance, both qualitatively and quantitatively, in comparison with several previously proposed trackers.

Convex models and probabilistic approach of nonlinear fatigue failure

International Nuclear Information System (INIS)

Qiu Zhiping; Lin Qiang; Wang Xiaojun

2008-01-01

This paper is concerned with the nonlinear fatigue failure problem with uncertainties in the structural systems. In the present study, in order to solve the nonlinear problem by convex models, the theory of ellipsoidal algebra with the help of the thought of interval analysis is applied. In terms of the inclusion monotonic property of ellipsoidal functions, the nonlinear fatigue failure problem with uncertainties can be solved. A numerical example of 25-bar truss structures is given to illustrate the efficiency of the presented method in comparison with the probabilistic approach

Kinetics analysis of two-stage austenitization in supermartensitic stainless steel

DEFF Research Database (Denmark)

Nießen, Frank; Villa, Matteo; Hald, John

2017-01-01

The martensite-to-austenite transformation in X4CrNiMo16-5-1 supermartensitic stainless steel was followed in-situ during isochronal heating at 2, 6 and 18 K min−1 applying energy-dispersive synchrotron X-ray diffraction at the BESSY II facility. Austenitization occurred in two stages, separated...... that the austenitization kinetics is governed by Ni-diffusion and that slow transformation kinetics separating the two stages is caused by soft impingement in the martensite phase. Increasing the lath width in the kinetics model had a similar effect on the austenitization kinetics as increasing the heating-rate....