Embedded random matrix ensembles in quantum physics
Kota, V K B
2014-01-01
Although used with increasing frequency in many branches of physics, random matrix ensembles are not always sufficiently specific to account for important features of the physical system at hand. One refinement which retains the basic stochastic approach but allows for such features consists in the use of embedded ensembles. The present text is an exhaustive introduction to and survey of this important field. Starting with an easy-to-read introduction to general random matrix theory, the text then develops the necessary concepts from the beginning, accompanying the reader to the frontiers of present-day research. With some notable exceptions, to date these ensembles have primarily been applied in nuclear spectroscopy. A characteristic example is the use of a random two-body interaction in the framework of the nuclear shell model. Yet, topics in atomic physics, mesoscopic physics, quantum information science and statistical mechanics of isolated finite quantum systems can also be addressed using these ensemb...
Random matrix ensembles with random interactions: Results for ...
Indian Academy of Sciences (India)
... Public Lectures · Lecture Workshops · Refresher Courses · Symposia · Live Streaming. Home; Journals; Pramana – Journal of Physics; Volume 73; Issue 3. Random matrix ensembles with random interactions: Results for EGUE(2)-(4). Manan Vyas Manan Vyas. Volume 73 Issue 3 September 2009 pp 521-531 ...
Rotationally invariant family of Levy-like random matrix ensembles
International Nuclear Information System (INIS)
Choi, Jinmyung; Muttalib, K A
2009-01-01
We introduce a family of rotationally invariant random matrix ensembles characterized by a parameter λ. While λ = 1 corresponds to well-known critical ensembles, we show that λ ≠ 1 describes 'Levy-like' ensembles, characterized by power-law eigenvalue densities. For λ > 1 the density is bounded, as in Gaussian ensembles, but λ < 1 describes ensembles characterized by densities with long tails. In particular, the model allows us to evaluate, in terms of a novel family of orthogonal polynomials, the eigenvalue correlations for Levy-like ensembles. These correlations differ qualitatively from those in either the Gaussian or the critical ensembles. (fast track communication)
Supersymmetry applied to the spectrum edge of random matrix ensembles
International Nuclear Information System (INIS)
Andreev, A.V.; Simons, B.D.; Taniguchi, N.
1994-01-01
A new matrix ensemble has recently been proposed to describe the transport properties in mesoscopic quantum wires. Both analytical and numerical studies have shown that the ensemble of Laguerre or of chiral random matrices provides a good description of scattering properties in this class of systems. Until now only conventional methods of random matrix theory have been used to study statistical properties within this ensemble. We demonstrate that the supersymmetry method, already employed in the study Dyson ensembles, can be extended to treat this class of random matrix ensembles. In developing this approach we investigate both new, as well as verify known statistical measures. Although we focus on ensembles in which T-invariance is violated our approach lays the foundation for future studies of T-invariant systems. ((orig.))
Spectral statistics in semiclassical random-matrix ensembles
International Nuclear Information System (INIS)
Feingold, M.; Leitner, D.M.; Wilkinson, M.
1991-01-01
A novel random-matrix ensemble is introduced which mimics the global structure inherent in the Hamiltonian matrices of autonomous, ergodic systems. Changes in its parameters induce a transition between a Poisson and a Wigner distribution for the level spacings, P(s). The intermediate distributions are uniquely determined by a single scaling variable. Semiclassical constraints force the ensemble to be in a regime with Wigner P(s) for systems with more than two freedoms
Random matrix ensembles for PT-symmetric systems
International Nuclear Information System (INIS)
Graefe, Eva-Maria; Mudute-Ndumbe, Steve; Taylor, Matthew
2015-01-01
Recently much effort has been made towards the introduction of non-Hermitian random matrix models respecting PT-symmetry. Here we show that there is a one-to-one correspondence between complex PT-symmetric matrices and split-complex and split-quaternionic versions of Hermitian matrices. We introduce two new random matrix ensembles of (a) Gaussian split-complex Hermitian; and (b) Gaussian split-quaternionic Hermitian matrices, of arbitrary sizes. We conjecture that these ensembles represent universality classes for PT-symmetric matrices. For the case of 2 × 2 matrices we derive analytic expressions for the joint probability distributions of the eigenvalues, the one-level densities and the level spacings in the case of real eigenvalues. (fast track communication)
Fluctuation, stationarity, and ergodic properties of random-matrix ensembles
International Nuclear Information System (INIS)
Pandey, A.
1979-01-01
The properties of random-matrix ensembles and the application of such ensembles to energy-level fluctuations and strength fluctuations are discussed. The two-point correlation function for complex spectra described by the three standard Gaussian ensembles is calculated, and its essential simplicity, displayed by an elementary procedure that derives from the dominance of binary correlations. The resultant function is exact for the unitary case and a very good approximation to the orthogonal and symplectic cases. The same procedure yields the spectrum for a Gaussian orthogonal ensemble (GOE) deformed by a pairing interaction. Several extensions are given and relationships to other problems of current interest are discussed. The standard fluctuation measures are rederived for the GOE, and their extensions to the unitary and symplectic cases are given. The measures are shown to derive, for the most part, from the two-point function, and new relationships between them are established, answering some long-standing questions. Some comparisons with experimental values are also made. All the cluster functions, and therefore the fluctuation measures, are shown to be stationary and strongly ergodic, thus justifying the use of random matrices for individual spectra. Strength fluctuations in the orthogonal ensemble are also considered. The Porter-Thomas distribution in its various forms is rederived and its ergodicity is established
Non-Hermitian Extensions of Wishart Random Matrix Ensembles
International Nuclear Information System (INIS)
Akemann, G.
2011-01-01
We briefly review the solution of three ensembles of non-Hermitian random matrices generalizing the Wishart-Laguerre (also called chiral) ensembles. These generalizations are realized as Gaussian two-matrix models, where the complex eigenvalues of the product of the two independent rectangular matrices are sought, with the matrix elements of both matrices being either real, complex or quaternion real. We also present the more general case depending on a non-Hermiticity parameter, that allows us to interpolate between the corresponding three Hermitian Wishart ensembles with real eigenvalues and the maximally non-Hermitian case. All three symmetry classes are explicitly solved for finite matrix size N x M for all complex eigenvalue correlations functions (and real or mixed correlations for real matrix elements). These are given in terms of the corresponding kernels built from orthogonal or skew-orthogonal Laguerre polynomials in the complex plane. We then present the corresponding three Bessel kernels in the complex plane in the microscopic large-N scaling limit at the origin, both at weak and strong non-Hermiticity with M - N ≥ 0 fixed. (author)
2 × 2 random matrix ensembles with reduced symmetry: from Hermitian to PT -symmetric matrices
International Nuclear Information System (INIS)
Gong Jiangbin; Wang Qinghai
2012-01-01
A possibly fruitful extension of conventional random matrix ensembles is proposed by imposing symmetry constraints on conventional Hermitian matrices or parity–time (PT)-symmetric matrices. To illustrate the main idea, we first study 2 × 2 complex Hermitian matrix ensembles with O(2)-invariant constraints, yielding novel level-spacing statistics such as singular distributions, the half-Gaussian distribution, distributions interpolating between the GOE (Gaussian orthogonal ensemble) distribution and half-Gaussian distributions, as well as the gapped-GOE distribution. Such a symmetry-reduction strategy is then used to explore 2 × 2 PT-symmetric matrix ensembles with real eigenvalues. In particular, PT-symmetric random matrix ensembles with U(2) invariance can be constructed, with the conventional complex Hermitian random matrix ensemble being a special case. In two examples of PT-symmetric random matrix ensembles, the level-spacing distributions are found to be the standard GUE (Gaussian unitary ensemble) statistics or the ‘truncated-GUE’ statistics. This article is part of a special issue of Journal of Physics A: Mathematical and Theoretical devoted to ‘Quantum physics with non-Hermitian operators’. (paper)
Universal shocks in the Wishart random-matrix ensemble.
Blaizot, Jean-Paul; Nowak, Maciej A; Warchoł, Piotr
2013-05-01
We show that the derivative of the logarithm of the average characteristic polynomial of a diffusing Wishart matrix obeys an exact partial differential equation valid for an arbitrary value of N, the size of the matrix. In the large N limit, this equation generalizes the simple inviscid Burgers equation that has been obtained earlier for Hermitian or unitary matrices. The solution, through the method of characteristics, presents singularities that we relate to the precursors of shock formation in the Burgers equation. The finite N effects appear as a viscosity term in the Burgers equation. Using a scaling analysis of the complete equation for the characteristic polynomial, in the vicinity of the shocks, we recover in a simple way the universal Bessel oscillations (so-called hard-edge singularities) familiar in random-matrix theory.
Analogies between random matrix ensembles and the one-component plasma in two-dimensions
Directory of Open Access Journals (Sweden)
Peter J. Forrester
2016-03-01
Full Text Available The eigenvalue PDF for some well known classes of non-Hermitian random matrices — the complex Ginibre ensemble for example — can be interpreted as the Boltzmann factor for one-component plasma systems in two-dimensional domains. We address this theme in a systematic fashion, identifying the plasma system for the Ginibre ensemble of non-Hermitian Gaussian random matrices G, the spherical ensemble of the product of an inverse Ginibre matrix and a Ginibre matrix G1−1G2, and the ensemble formed by truncating unitary matrices, as well as for products of such matrices. We do this when each has either real, complex or real quaternion elements. One consequence of this analogy is that the leading form of the eigenvalue density follows as a corollary. Another is that the eigenvalue correlations must obey sum rules known to characterise the plasma system, and this leads us to an exhibit of an integral identity satisfied by the two-particle correlation for real quaternion matrices in the neighbourhood of the real axis. Further random matrix ensembles investigated from this viewpoint are self dual non-Hermitian matrices, in which a previous study has related to the one-component plasma system in a disk at inverse temperature β=4, and the ensemble formed by the single row and column of quaternion elements from a member of the circular symplectic ensemble.
On characteristic polynomials for a generalized chiral random matrix ensemble with a source
Fyodorov, Yan V.; Grela, Jacek; Strahov, Eugene
2018-04-01
We evaluate averages involving characteristic polynomials, inverse characteristic polynomials and ratios of characteristic polynomials for a N× N random matrix taken from a L-deformed chiral Gaussian Unitary Ensemble with an external source Ω. Relation to a recently studied statistics of bi-orthogonal eigenvectors in the complex Ginibre ensemble, see Fyodorov (2017 arXiv:1710.04699), is briefly discussed as a motivation to study asymptotics of these objects in the case of external source proportional to the identity matrix. In particular, for an associated complex bulk/chiral edge scaling regime we retrieve the kernel related to Bessel/Macdonald functions.
Embedded random matrix ensembles from nuclear structure and their recent applications
Kota, V. K. B.; Chavda, N. D.
Embedded random matrix ensembles generated by random interactions (of low body rank and usually two-body) in the presence of a one-body mean field, introduced in nuclear structure physics, are now established to be indispensable in describing statistical properties of a large number of isolated finite quantum many-particle systems. Lie algebra symmetries of the interactions, as identified from nuclear shell model and the interacting boson model, led to the introduction of a variety of embedded ensembles (EEs). These ensembles with a mean field and chaos generating two-body interaction generate in three different stages, delocalization of wave functions in the Fock space of the mean-field basis states. The last stage corresponds to what one may call thermalization and complex nuclei, as seen from many shell model calculations, lie in this region. Besides briefly describing them, their recent applications to nuclear structure are presented and they are (i) nuclear level densities with interactions; (ii) orbit occupancies; (iii) neutrinoless double beta decay nuclear transition matrix elements as transition strengths. In addition, their applications are also presented briefly that go beyond nuclear structure and they are (i) fidelity, decoherence, entanglement and thermalization in isolated finite quantum systems with interactions; (ii) quantum transport in disordered networks connected by many-body interactions with centrosymmetry; (iii) semicircle to Gaussian transition in eigenvalue densities with k-body random interactions and its relation to the Sachdev-Ye-Kitaev (SYK) model for majorana fermions.
Distribution of Schmidt-like eigenvalues for Gaussian ensembles of the random matrix theory
Pato, Mauricio P.; Oshanin, Gleb
2013-03-01
We study the probability distribution function P(β)n(w) of the Schmidt-like random variable w = x21/(∑j = 1nx2j/n), where xj, (j = 1, 2, …, n), are unordered eigenvalues of a given n × n β-Gaussian random matrix, β being the Dyson symmetry index. This variable, by definition, can be considered as a measure of how any individual (randomly chosen) eigenvalue deviates from the arithmetic mean value of all eigenvalues of a given random matrix, and its distribution is calculated with respect to the ensemble of such β-Gaussian random matrices. We show that in the asymptotic limit n → ∞ and for arbitrary β the distribution P(β)n(w) converges to the Marčenko-Pastur form, i.e. is defined as P_{n}^{( \\beta )}(w) \\sim \\sqrt{(4 - w)/w} for w ∈ [0, 4] and equals zero outside of the support, despite the fact that formally w is defined on the interval [0, n]. Furthermore, for Gaussian unitary ensembles (β = 2) we present exact explicit expressions for P(β = 2)n(w) which are valid for arbitrary n and analyse their behaviour.
Distribution of Schmidt-like eigenvalues for Gaussian ensembles of the random matrix theory
International Nuclear Information System (INIS)
Pato, Mauricio P; Oshanin, Gleb
2013-01-01
We study the probability distribution function P (β) n (w) of the Schmidt-like random variable w = x 2 1 /(∑ j=1 n x 2 j /n), where x j , (j = 1, 2, …, n), are unordered eigenvalues of a given n × n β-Gaussian random matrix, β being the Dyson symmetry index. This variable, by definition, can be considered as a measure of how any individual (randomly chosen) eigenvalue deviates from the arithmetic mean value of all eigenvalues of a given random matrix, and its distribution is calculated with respect to the ensemble of such β-Gaussian random matrices. We show that in the asymptotic limit n → ∞ and for arbitrary β the distribution P (β) n (w) converges to the Marčenko–Pastur form, i.e. is defined as P n (β) (w)∼√((4 - w)/w) for w ∈ [0, 4] and equals zero outside of the support, despite the fact that formally w is defined on the interval [0, n]. Furthermore, for Gaussian unitary ensembles (β = 2) we present exact explicit expressions for P (β=2) n (w) which are valid for arbitrary n and analyse their behaviour. (paper)
Normalization sum rule and spontaneous breaking of U(N) invariance in random matrix ensembles
International Nuclear Information System (INIS)
Canali, C.M.; Kravtsov, V.E.
1995-03-01
It is shown that the two-level correlation function R(s,s') in the invariant random matrix ensembles (RME) with soft confinement exhibits a ''ghost peak'' at s approx. -s'. This lifts the sum rule prohibition for the level number variance to have a Poisson-like term var(n) = ηn that is typical of RME with broken U(N) symmetry. Thus we conclude that the U(N) invariance is broken spontaneously in the RME with soft confinement, η playing the role of an order-parameter. (author). 16 refs, 1 fig
International Nuclear Information System (INIS)
Akemann, G.; Bender, M.
2010-01-01
We consider a family of chiral non-Hermitian Gaussian random matrices in the unitarily invariant symmetry class. The eigenvalue distribution in this model is expressed in terms of Laguerre polynomials in the complex plane. These are orthogonal with respect to a non-Gaussian weight including a modified Bessel function of the second kind, and we give an elementary proof for this. In the large n limit, the eigenvalue statistics at the spectral edge close to the real axis are described by the same family of kernels interpolating between Airy and Poisson that was recently found by one of the authors for the elliptic Ginibre ensemble. We conclude that this scaling limit is universal, appearing for two different non-Hermitian random matrix ensembles with unitary symmetry. As a second result we give an equivalent form for the interpolating Airy kernel in terms of a single real integral, similar to representations for the asymptotic kernel in the bulk and at the hard edge of the spectrum. This makes its structure as a one-parameter deformation of the Airy kernel more transparent.
International Nuclear Information System (INIS)
Forrester, P.J.; Witte, N.S.
2000-01-01
Random matrix ensembles with orthogonal and unitary symmetry correspond to the cases of real symmetric and Hermitian random matrices respectively. We show that the probability density function for the corresponding spacings between consecutive eigenvalues can be written exactly in the Wigner surmise type form a(s) e-b(s) for a simply related to a Painleve transcendent and b its anti-derivative. A formula consisting of the sum of two such terms is given for the symplectic case (Hermitian matrices with real quaternion elements)
Vyas, Manan; Kota, V K B; Chavda, N D
2010-03-01
Finite interacting Fermi systems with a mean-field and a chaos generating two-body interaction are modeled by one plus two-body embedded Gaussian orthogonal ensemble of random matrices with spin degree of freedom [called EGOE(1+2)-s]. Numerical calculations are used to demonstrate that, as lambda , the strength of the interaction (measured in the units of the average spacing of the single-particle levels defining the mean-field), increases, generically there is Poisson to GOE transition in level fluctuations, Breit-Wigner to Gaussian transition in strength functions (also called local density of states) and also a duality region where information entropy will be the same in both the mean-field and interaction defined basis. Spin dependence of the transition points lambda_{c} , lambdaF, and lambdad , respectively, is described using the propagator for the spectral variances and the formula for the propagator is derived. We further establish that the duality region corresponds to a region of thermalization. For this purpose we compared the single-particle entropy defined by the occupancies of the single-particle orbitals with thermodynamic entropy and information entropy for various lambda values and they are very close to each other at lambda=lambdad.
Tailored Random Graph Ensembles
International Nuclear Information System (INIS)
Roberts, E S; Annibale, A; Coolen, A C C
2013-01-01
Tailored graph ensembles are a developing bridge between biological networks and statistical mechanics. The aim is to use this concept to generate a suite of rigorous tools that can be used to quantify and compare the topology of cellular signalling networks, such as protein-protein interaction networks and gene regulation networks. We calculate exact and explicit formulae for the leading orders in the system size of the Shannon entropies of random graph ensembles constrained with degree distribution and degree-degree correlation. We also construct an ergodic detailed balance Markov chain with non-trivial acceptance probabilities which converges to a strictly uniform measure and is based on edge swaps that conserve all degrees. The acceptance probabilities can be generalized to define Markov chains that target any alternative desired measure on the space of directed or undirected graphs, in order to generate graphs with more sophisticated topological features.
Deift, Percy
2009-01-01
This book features a unified derivation of the mathematical theory of the three classical types of invariant random matrix ensembles-orthogonal, unitary, and symplectic. The authors follow the approach of Tracy and Widom, but the exposition here contains a substantial amount of additional material, in particular, facts from functional analysis and the theory of Pfaffians. The main result in the book is a proof of universality for orthogonal and symplectic ensembles corresponding to generalized Gaussian type weights following the authors' prior work. New, quantitative error estimates are derive
Pan, Guangming; Wang, Shaochen; Zhou, Wang
2017-10-01
In this paper, we consider the asymptotic behavior of Xfn (n )≔∑i=1 nfn(xi ) , where xi,i =1 ,…,n form orthogonal polynomial ensembles and fn is a real-valued, bounded measurable function. Under the condition that Var Xfn (n )→∞ , the Berry-Esseen (BE) bound and Cramér type moderate deviation principle (MDP) for Xfn (n ) are obtained by using the method of cumulants. As two applications, we establish the BE bound and Cramér type MDP for linear spectrum statistics of Wigner matrix and sample covariance matrix in the complex cases. These results show that in the edge case (which means fn has a particular form f (x ) I (x ≥θn ) where θn is close to the right edge of equilibrium measure and f is a smooth function), Xfn (n ) behaves like the eigenvalues counting function of the corresponding Wigner matrix and sample covariance matrix, respectively.
On the distribution of eigenvalues of certain matrix ensembles
International Nuclear Information System (INIS)
Bogomolny, E.; Bohigas, O.; Pato, M.P.
1995-01-01
Invariant random matrix ensembles with weak confinement potentials of the eigenvalues, corresponding to indeterminate moment problems, are investigated. These ensembles are characterized by the fact that the mean density of eigenvalues tends to a continuous function with increasing matrix dimension contrary to the usual cases where it grows indefinitely. It is demonstrated that the standard asymptotic formulae are not applicable in these cases and that the asymptotic distribution of eigenvalues can deviate from the classical ones. (author)
Supersymmetry in random matrix theory
International Nuclear Information System (INIS)
Kieburg, Mario
2010-01-01
I study the applications of supersymmetry in random matrix theory. I generalize the supersymmetry method and develop three new approaches to calculate eigenvalue correlation functions. These correlation functions are averages over ratios of characteristic polynomials. In the first part of this thesis, I derive a relation between integrals over anti-commuting variables (Grassmann variables) and differential operators with respect to commuting variables. With this relation I rederive Cauchy- like integral theorems. As a new application I trace the supermatrix Bessel function back to a product of two ordinary matrix Bessel functions. In the second part, I apply the generalized Hubbard-Stratonovich transformation to arbitrary rotation invariant ensembles of real symmetric and Hermitian self-dual matrices. This extends the approach for unitarily rotation invariant matrix ensembles. For the k-point correlation functions I derive supersymmetric integral expressions in a unifying way. I prove the equivalence between the generalized Hubbard-Stratonovich transformation and the superbosonization formula. Moreover, I develop an alternative mapping from ordinary space to superspace. After comparing the results of this approach with the other two supersymmetry methods, I obtain explicit functional expressions for the probability densities in superspace. If the probability density of the matrix ensemble factorizes, then the generating functions exhibit determinantal and Pfaffian structures. For some matrix ensembles this was already shown with help of other approaches. I show that these structures appear by a purely algebraic manipulation. In this new approach I use structures naturally appearing in superspace. I derive determinantal and Pfaffian structures for three types of integrals without actually mapping onto superspace. These three types of integrals are quite general and, thus, they are applicable to a broad class of matrix ensembles. (orig.)
Supersymmetry in random matrix theory
Energy Technology Data Exchange (ETDEWEB)
Kieburg, Mario
2010-05-04
I study the applications of supersymmetry in random matrix theory. I generalize the supersymmetry method and develop three new approaches to calculate eigenvalue correlation functions. These correlation functions are averages over ratios of characteristic polynomials. In the first part of this thesis, I derive a relation between integrals over anti-commuting variables (Grassmann variables) and differential operators with respect to commuting variables. With this relation I rederive Cauchy- like integral theorems. As a new application I trace the supermatrix Bessel function back to a product of two ordinary matrix Bessel functions. In the second part, I apply the generalized Hubbard-Stratonovich transformation to arbitrary rotation invariant ensembles of real symmetric and Hermitian self-dual matrices. This extends the approach for unitarily rotation invariant matrix ensembles. For the k-point correlation functions I derive supersymmetric integral expressions in a unifying way. I prove the equivalence between the generalized Hubbard-Stratonovich transformation and the superbosonization formula. Moreover, I develop an alternative mapping from ordinary space to superspace. After comparing the results of this approach with the other two supersymmetry methods, I obtain explicit functional expressions for the probability densities in superspace. If the probability density of the matrix ensemble factorizes, then the generating functions exhibit determinantal and Pfaffian structures. For some matrix ensembles this was already shown with help of other approaches. I show that these structures appear by a purely algebraic manipulation. In this new approach I use structures naturally appearing in superspace. I derive determinantal and Pfaffian structures for three types of integrals without actually mapping onto superspace. These three types of integrals are quite general and, thus, they are applicable to a broad class of matrix ensembles. (orig.)
Crossover ensembles of random matrices and skew-orthogonal polynomials
International Nuclear Information System (INIS)
Kumar, Santosh; Pandey, Akhilesh
2011-01-01
Highlights: → We study crossover ensembles of Jacobi family of random matrices. → We consider correlations for orthogonal-unitary and symplectic-unitary crossovers. → We use the method of skew-orthogonal polynomials and quaternion determinants. → We prove universality of spectral correlations in crossover ensembles. → We discuss applications to quantum conductance and communication theory problems. - Abstract: In a recent paper (S. Kumar, A. Pandey, Phys. Rev. E, 79, 2009, p. 026211) we considered Jacobi family (including Laguerre and Gaussian cases) of random matrix ensembles and reported exact solutions of crossover problems involving time-reversal symmetry breaking. In the present paper we give details of the work. We start with Dyson's Brownian motion description of random matrix ensembles and obtain universal hierarchic relations among the unfolded correlation functions. For arbitrary dimensions we derive the joint probability density (jpd) of eigenvalues for all transitions leading to unitary ensembles as equilibrium ensembles. We focus on the orthogonal-unitary and symplectic-unitary crossovers and give generic expressions for jpd of eigenvalues, two-point kernels and n-level correlation functions. This involves generalization of the theory of skew-orthogonal polynomials to crossover ensembles. We also consider crossovers in the circular ensembles to show the generality of our method. In the large dimensionality limit, correlations in spectra with arbitrary initial density are shown to be universal when expressed in terms of a rescaled symmetry breaking parameter. Applications of our crossover results to communication theory and quantum conductance problems are also briefly discussed.
Diversity in random subspacing ensembles
Tsymbal, A.; Pechenizkiy, M.; Cunningham, P.; Kambayashi, Y.; Mohania, M.K.; Wöß, W.
2004-01-01
Ensembles of learnt models constitute one of the main current directions in machine learning and data mining. It was shown experimentally and theoretically that in order for an ensemble to be effective, it should consist of classifiers having diversity in their predictions. A number of ways are
Polarized ensembles of random pure states
International Nuclear Information System (INIS)
Cunden, Fabio Deelan; Facchi, Paolo; Florio, Giuseppe
2013-01-01
A new family of polarized ensembles of random pure states is presented. These ensembles are obtained by linear superposition of two random pure states with suitable distributions, and are quite manageable. We will use the obtained results for two purposes: on the one hand we will be able to derive an efficient strategy for sampling states from isopurity manifolds. On the other, we will characterize the deviation of a pure quantum state from separability under the influence of noise. (paper)
Polarized ensembles of random pure states
Deelan Cunden, Fabio; Facchi, Paolo; Florio, Giuseppe
2013-08-01
A new family of polarized ensembles of random pure states is presented. These ensembles are obtained by linear superposition of two random pure states with suitable distributions, and are quite manageable. We will use the obtained results for two purposes: on the one hand we will be able to derive an efficient strategy for sampling states from isopurity manifolds. On the other, we will characterize the deviation of a pure quantum state from separability under the influence of noise.
A random matrix approach to credit risk.
Münnix, Michael C; Schäfer, Rudi; Guhr, Thomas
2014-01-01
We estimate generic statistical properties of a structural credit risk model by considering an ensemble of correlation matrices. This ensemble is set up by Random Matrix Theory. We demonstrate analytically that the presence of correlations severely limits the effect of diversification in a credit portfolio if the correlations are not identically zero. The existence of correlations alters the tails of the loss distribution considerably, even if their average is zero. Under the assumption of randomly fluctuating correlations, a lower bound for the estimation of the loss distribution is provided.
A random matrix approach to credit risk.
Directory of Open Access Journals (Sweden)
Michael C Münnix
Full Text Available We estimate generic statistical properties of a structural credit risk model by considering an ensemble of correlation matrices. This ensemble is set up by Random Matrix Theory. We demonstrate analytically that the presence of correlations severely limits the effect of diversification in a credit portfolio if the correlations are not identically zero. The existence of correlations alters the tails of the loss distribution considerably, even if their average is zero. Under the assumption of randomly fluctuating correlations, a lower bound for the estimation of the loss distribution is provided.
Random matrix theories and chaotic dynamics
International Nuclear Information System (INIS)
Bohigas, O.
1991-01-01
A review of some of the main ideas, assumptions and results of the Wigner-Dyson type random matrix theories (RMT) which are relevant in the general context of 'Chaos and Quantum Physics' is presented. RMT are providing interesting and unexpected clues to connect classical dynamics with quantum phenomena. It is this aspect which will be emphasised and, concerning the main body of RMT, the author will restrict himself to a minimum. However, emphasis will be put on some generalizations of the 'canonical' random matrix ensembles that increase their flexibility, rendering the incorporation of relevant physical constraints possible. (R.P.) 112 refs., 35 figs., 5 tabs
Random Matrix Theory and Econophysics
Rosenow, Bernd
2000-03-01
Random Matrix Theory (RMT) [1] is used in many branches of physics as a ``zero information hypothesis''. It describes generic behavior of different classes of systems, while deviations from its universal predictions allow to identify system specific properties. We use methods of RMT to analyze the cross-correlation matrix C of stock price changes [2] of the largest 1000 US companies. In addition to its scientific interest, the study of correlations between the returns of different stocks is also of practical relevance in quantifying the risk of a given stock portfolio. We find [3,4] that the statistics of most of the eigenvalues of the spectrum of C agree with the predictions of RMT, while there are deviations for some of the largest eigenvalues. We interpret these deviations as a system specific property, e.g. containing genuine information about correlations in the stock market. We demonstrate that C shares universal properties with the Gaussian orthogonal ensemble of random matrices. Furthermore, we analyze the eigenvectors of C through their inverse participation ratio and find eigenvectors with large ratios at both edges of the eigenvalue spectrum - a situation reminiscent of localization theory results. This work was done in collaboration with V. Plerou, P. Gopikrishnan, T. Guhr, L.A.N. Amaral, and H.E Stanley and is related to recent work of Laloux et al.. 1. T. Guhr, A. Müller Groeling, and H.A. Weidenmüller, ``Random Matrix Theories in Quantum Physics: Common Concepts'', Phys. Rep. 299, 190 (1998). 2. See, e.g. R.N. Mantegna and H.E. Stanley, Econophysics: Correlations and Complexity in Finance (Cambridge University Press, Cambridge, England, 1999). 3. V. Plerou, P. Gopikrishnan, B. Rosenow, L.A.N. Amaral, and H.E. Stanley, ``Universal and Nonuniversal Properties of Cross Correlations in Financial Time Series'', Phys. Rev. Lett. 83, 1471 (1999). 4. V. Plerou, P. Gopikrishnan, T. Guhr, B. Rosenow, L.A.N. Amaral, and H.E. Stanley, ``Random Matrix Theory
Gravitational lensing by eigenvalue distributions of random matrix models
Martínez Alonso, Luis; Medina, Elena
2018-05-01
We propose to use eigenvalue densities of unitary random matrix ensembles as mass distributions in gravitational lensing. The corresponding lens equations reduce to algebraic equations in the complex plane which can be treated analytically. We prove that these models can be applied to describe lensing by systems of edge-on galaxies. We illustrate our analysis with the Gaussian and the quartic unitary matrix ensembles.
Olekhno, N. A.; Beltukov, Y. M.
2018-05-01
Random impedance networks are widely used as a model to describe plasmon resonances in disordered metal-dielectric and other two-component nanocomposites. In the present work, the spectral properties of resonances in random networks are studied within the framework of the random matrix theory. We have shown that the appropriate ensemble of random matrices for the considered problem is the Jacobi ensemble (the MANOVA ensemble). The obtained analytical expressions for the density of states in such resonant networks show a good agreement with the results of numerical simulations in a wide range of metal filling fractions 0
S-AMP: Approximate Message Passing for General Matrix Ensembles
DEFF Research Database (Denmark)
Cakmak, Burak; Winther, Ole; Fleury, Bernard H.
2014-01-01
the approximate message-passing (AMP) algorithm to general matrix ensembles with a well-defined large system size limit. The generalization is based on the S-transform (in free probability) of the spectrum of the measurement matrix. Furthermore, we show that the optimality of S-AMP follows directly from its......We propose a novel iterative estimation algorithm for linear observation models called S-AMP. The fixed points of S-AMP are the stationary points of the exact Gibbs free energy under a set of (first- and second-) moment consistency constraints in the large system limit. S-AMP extends...
Random matrix improved subspace clustering
Couillet, Romain; Kammoun, Abla
2017-01-01
This article introduces a spectral method for statistical subspace clustering. The method is built upon standard kernel spectral clustering techniques, however carefully tuned by theoretical understanding arising from random matrix findings. We show
Random ensemble learning for EEG classification.
Hosseini, Mohammad-Parsa; Pompili, Dario; Elisevich, Kost; Soltanian-Zadeh, Hamid
2018-01-01
Real-time detection of seizure activity in epilepsy patients is critical in averting seizure activity and improving patients' quality of life. Accurate evaluation, presurgical assessment, seizure prevention, and emergency alerts all depend on the rapid detection of seizure onset. A new method of feature selection and classification for rapid and precise seizure detection is discussed wherein informative components of electroencephalogram (EEG)-derived data are extracted and an automatic method is presented using infinite independent component analysis (I-ICA) to select independent features. The feature space is divided into subspaces via random selection and multichannel support vector machines (SVMs) are used to classify these subspaces. The result of each classifier is then combined by majority voting to establish the final output. In addition, a random subspace ensemble using a combination of SVM, multilayer perceptron (MLP) neural network and an extended k-nearest neighbors (k-NN), called extended nearest neighbor (ENN), is developed for the EEG and electrocorticography (ECoG) big data problem. To evaluate the solution, a benchmark ECoG of eight patients with temporal and extratemporal epilepsy was implemented in a distributed computing framework as a multitier cloud-computing architecture. Using leave-one-out cross-validation, the accuracy, sensitivity, specificity, and both false positive and false negative ratios of the proposed method were found to be 0.97, 0.98, 0.96, 0.04, and 0.02, respectively. Application of the solution to cases under investigation with ECoG has also been effected to demonstrate its utility. Copyright © 2017 Elsevier B.V. All rights reserved.
Staggered chiral random matrix theory
International Nuclear Information System (INIS)
Osborn, James C.
2011-01-01
We present a random matrix theory for the staggered lattice QCD Dirac operator. The staggered random matrix theory is equivalent to the zero-momentum limit of the staggered chiral Lagrangian and includes all taste breaking terms at their leading order. This is an extension of previous work which only included some of the taste breaking terms. We will also present some results for the taste breaking contributions to the partition function and the Dirac eigenvalues.
two-body random matrix ensembles
Indian Academy of Sciences (India)
2015-02-03
Feb 3, 2015 ... Abstract. Probability distribution (P(r)) of the level spacing ratios has been introduced recently and is used to investigate many-body localization as well as to quantify the distance from inte- grability on finite size lattices. In this paper, we study the distribution of the ratio of consecutive level spacings using ...
plus two-body random matrix ensembles
Indian Academy of Sciences (India)
2015-02-03
Feb 3, 2015 ... Probability distribution (()) of the level spacing ratios has been introduced recently and is used to investigate many-body localization as well as to quantify the distance from integrability on finite size lattices. In this paper, we study the distribution of the ratio of consecutive level spacings using one-body ...
Random matrix models for phase diagrams
International Nuclear Information System (INIS)
Vanderheyden, B; Jackson, A D
2011-01-01
We describe a random matrix approach that can provide generic and readily soluble mean-field descriptions of the phase diagram for a variety of systems ranging from quantum chromodynamics to high-T c materials. Instead of working from specific models, phase diagrams are constructed by averaging over the ensemble of theories that possesses the relevant symmetries of the problem. Although approximate in nature, this approach has a number of advantages. First, it can be useful in distinguishing generic features from model-dependent details. Second, it can help in understanding the 'minimal' number of symmetry constraints required to reproduce specific phase structures. Third, the robustness of predictions can be checked with respect to variations in the detailed description of the interactions. Finally, near critical points, random matrix models bear strong similarities to Ginsburg-Landau theories with the advantage of additional constraints inherited from the symmetries of the underlying interaction. These constraints can be helpful in ruling out certain topologies in the phase diagram. In this Key Issues Review, we illustrate the basic structure of random matrix models, discuss their strengths and weaknesses, and consider the kinds of system to which they can be applied.
Evaluation of stability of k-means cluster ensembles with respect to random initialization.
Kuncheva, Ludmila I; Vetrov, Dmitry P
2006-11-01
Many clustering algorithms, including cluster ensembles, rely on a random component. Stability of the results across different runs is considered to be an asset of the algorithm. The cluster ensembles considered here are based on k-means clusterers. Each clusterer is assigned a random target number of clusters, k and is started from a random initialization. Here, we use 10 artificial and 10 real data sets to study ensemble stability with respect to random k, and random initialization. The data sets were chosen to have a small number of clusters (two to seven) and a moderate number of data points (up to a few hundred). Pairwise stability is defined as the adjusted Rand index between pairs of clusterers in the ensemble, averaged across all pairs. Nonpairwise stability is defined as the entropy of the consensus matrix of the ensemble. An experimental comparison with the stability of the standard k-means algorithm was carried out for k from 2 to 20. The results revealed that ensembles are generally more stable, markedly so for larger k. To establish whether stability can serve as a cluster validity index, we first looked at the relationship between stability and accuracy with respect to the number of clusters, k. We found that such a relationship strongly depends on the data set, varying from almost perfect positive correlation (0.97, for the glass data) to almost perfect negative correlation (-0.93, for the crabs data). We propose a new combined stability index to be the sum of the pairwise individual and ensemble stabilities. This index was found to correlate better with the ensemble accuracy. Following the hypothesis that a point of stability of a clustering algorithm corresponds to a structure found in the data, we used the stability measures to pick the number of clusters. The combined stability index gave best results.
Parametric Level Statistics in Random Matrix Theory: Exact Solution
International Nuclear Information System (INIS)
Kanzieper, E.
1999-01-01
During recent several years, the theory of non-Gaussian random matrix ensembles has experienced a sound progress motivated by new ideas in quantum chromodynamics (QCD) and mesoscopic physics. Invariant non-Gaussian random matrix models appear to describe universal features of low-energy part of the spectrum of Dirac operator in QCD, and electron level statistics in normal conducting-superconducting hybrid structures. They also serve as a basis for constructing the toy models of universal spectral statistics expected at the edge of the metal-insulator transition. While conventional spectral statistics has received a detailed study in the context of RMT, quite a bit is known about parametric level statistics in non-Gaussian random matrix models. In this communication we report about exact solution to the problem of parametric level statistics in unitary invariant, U(N), non-Gaussian ensembles of N x N Hermitian random matrices with either soft or strong level confinement. The solution is formulated within the framework of the orthogonal polynomial technique and is shown to depend on both the unfolded two-point scalar kernel and the level confinement through a double integral transformation which, in turn, provides a constructive tool for description of parametric level correlations in non-Gaussian RMT. In the case of soft level confinement, the formalism developed is potentially applicable to a study of parametric level statistics in an important class of random matrix models with finite level compressibility expected to describe a disorder-induced metal-insulator transition. In random matrix ensembles with strong level confinement, the solution presented takes a particular simple form in the thermodynamic limit: In this case, a new intriguing connection relation between the parametric level statistics and the scalar two-point kernel of an unperturbed ensemble is demonstrated to emerge. Extension of the results obtained to higher-order parametric level statistics is
Products of random matrices from fixed trace and induced Ginibre ensembles
Akemann, Gernot; Cikovic, Milan
2018-05-01
We investigate the microcanonical version of the complex induced Ginibre ensemble, by introducing a fixed trace constraint for its second moment. Like for the canonical Ginibre ensemble, its complex eigenvalues can be interpreted as a two-dimensional Coulomb gas, which are now subject to a constraint and a modified, collective confining potential. Despite the lack of determinantal structure in this fixed trace ensemble, we compute all its density correlation functions at finite matrix size and compare to a fixed trace ensemble of normal matrices, representing a different Coulomb gas. Our main tool of investigation is the Laplace transform, that maps back the fixed trace to the induced Ginibre ensemble. Products of random matrices have been used to study the Lyapunov and stability exponents for chaotic dynamical systems, where the latter are based on the complex eigenvalues of the product matrix. Because little is known about the universality of the eigenvalue distribution of such product matrices, we then study the product of m induced Ginibre matrices with a fixed trace constraint—which are clearly non-Gaussian—and M ‑ m such Ginibre matrices without constraint. Using an m-fold inverse Laplace transform, we obtain a concise result for the spectral density of such a mixed product matrix at finite matrix size, for arbitrary fixed m and M. Very recently local and global universality was proven by the authors and their coworker for a more general, single elliptic fixed trace ensemble in the bulk of the spectrum. Here, we argue that the spectral density of mixed products is in the same universality class as the product of M independent induced Ginibre ensembles.
On the use of transition matrix methods with extended ensembles.
Escobedo, Fernando A; Abreu, Charlles R A
2006-03-14
Different extended ensemble schemes for non-Boltzmann sampling (NBS) of a selected reaction coordinate lambda were formulated so that they employ (i) "variable" sampling window schemes (that include the "successive umbrella sampling" method) to comprehensibly explore the lambda domain and (ii) transition matrix methods to iteratively obtain the underlying free-energy eta landscape (or "importance" weights) associated with lambda. The connection between "acceptance ratio" and transition matrix methods was first established to form the basis of the approach for estimating eta(lambda). The validity and performance of the different NBS schemes were then assessed using as lambda coordinate the configurational energy of the Lennard-Jones fluid. For the cases studied, it was found that the convergence rate in the estimation of eta is little affected by the use of data from high-order transitions, while it is noticeably improved by the use of a broader window of sampling in the variable window methods. Finally, it is shown how an "elastic" window of sampling can be used to effectively enact (nonuniform) preferential sampling over the lambda domain, and how to stitch the weights from separate one-dimensional NBS runs to produce a eta surface over a two-dimensional domain.
Low-temperature random matrix theory at the soft edge
International Nuclear Information System (INIS)
Edelman, Alan; Persson, Per-Olof; Sutton, Brian D.
2014-01-01
“Low temperature” random matrix theory is the study of random eigenvalues as energy is removed. In standard notation, β is identified with inverse temperature, and low temperatures are achieved through the limit β → ∞. In this paper, we derive statistics for low-temperature random matrices at the “soft edge,” which describes the extreme eigenvalues for many random matrix distributions. Specifically, new asymptotics are found for the expected value and standard deviation of the general-β Tracy-Widom distribution. The new techniques utilize beta ensembles, stochastic differential operators, and Riccati diffusions. The asymptotics fit known high-temperature statistics curiously well and contribute to the larger program of general-β random matrix theory
Random matrix improved subspace clustering
Couillet, Romain
2017-03-06
This article introduces a spectral method for statistical subspace clustering. The method is built upon standard kernel spectral clustering techniques, however carefully tuned by theoretical understanding arising from random matrix findings. We show in particular that our method provides high clustering performance while standard kernel choices provably fail. An application to user grouping based on vector channel observations in the context of massive MIMO wireless communication networks is provided.
Random matrix theory in nuclear structure: past, present and future
International Nuclear Information System (INIS)
Kota, V.K.B.
2012-01-01
Random matrix theory (RMT) introduced by Wigner in 50's to describe statistical properties of slow-neutron resonances in heavy nuclei such as 232 Th, was developed further in the 60's by Dyson, Mehta, Porter and others and in the 70's by French, Pandey, Bohigas and others. Going beyond this, the demonstration that level fluctuations of quantum analogues of classically chaotic few-degrees-of-freedom systems follow random matrix theory (integrable systems follow Poisson as shown by Berry) in 1984 by Bohigas and others on one hand and the recognition from 1995 onwards that two-body random matrix ensembles derived from shell model have wide ranging applications on the other, defined new directions in RMT applications in nuclear physics. Growth points in RMT in nuclear physics are: (i) analysis of nuclear data looking for order-chaos transitions and symmetry (Time-reversal, Parity, Isospin) breaking; (ii) analysis of shell model driven embedded (or two-body) random matrix ensembles giving statistical properties generated by random interactions in the presence of a mean-field; (iii) statistical nuclear spectroscopy generated by embedded ensembles for level densities, occupancies, GT strengths, transition strength sums and so on; (iv) the new paradigm of regular structures generated by random interactions as brought out by studies using various nuclear models; (v) random matrix theory for nuclear reactions with particular reference to open quantum systems; (vi) RMT results from nuclear physics to atomic physics, mesoscopic physics and quantum information science. Topics (i)-(vi) emphasizing recent results are discussed. (author)
Random walk loop soups and conformal loop ensembles
van de Brug, T.; Camia, F.; Lis, M.
2016-01-01
The random walk loop soup is a Poissonian ensemble of lattice loops; it has been extensively studied because of its connections to the discrete Gaussian free field, but was originally introduced by Lawler and Trujillo Ferreras as a discrete version of the Brownian loop soup of Lawler and Werner, a
A grand-canonical ensemble of randomly triangulated surfaces
International Nuclear Information System (INIS)
Jurkiewicz, J.; Krzywicki, A.; Petersson, B.
1986-01-01
An algorithm is presented generating the grand-canonical ensemble of discrete, randomly triangulated Polyakov surfaces. The algorithm is used to calculate the susceptibility exponent, which controls the existence of the continuum limit of the considered model, for the dimensionality of the embedding space ranging from 0 to 20. (orig.)
Dynamical correlations for circular ensembles of random matrices
International Nuclear Information System (INIS)
Nagao, Taro; Forrester, Peter
2003-01-01
Circular Brownian motion models of random matrices were introduced by Dyson and describe the parametric eigenparameter correlations of unitary random matrices. For symmetric unitary, self-dual quaternion unitary and an analogue of antisymmetric Hermitian matrix initial conditions, Brownian dynamics toward the unitary symmetry is analyzed. The dynamical correlation functions of arbitrary number of Brownian particles at arbitrary number of times are shown to be written in the forms of quaternion determinants, similarly as in the case of Hermitian random matrix models
The chiral Gaussian two-matrix ensemble of real asymmetric matrices
International Nuclear Information System (INIS)
Akemann, G; Phillips, M J; Sommers, H-J
2010-01-01
We solve a family of Gaussian two-matrix models with rectangular N x (N + ν) matrices, having real asymmetric matrix elements and depending on a non-Hermiticity parameter μ. Our model can be thought of as the chiral extension of the real Ginibre ensemble, relevant for Dirac operators in the same symmetry class. It has the property that its eigenvalues are either real, purely imaginary or come in complex conjugate eigenvalue pairs. The eigenvalue joint probability distribution for our model is explicitly computed, leading to a non-Gaussian distribution including K-Bessel functions. All n-point density correlation functions are expressed for finite N in terms of a Pfaffian form. This contains a kernel involving Laguerre polynomials in the complex plane as a building block which was previously computed by the authors. This kernel can be expressed in terms of the kernel for complex non-Hermitian matrices, generalizing the known relation among ensembles of Hermitian random matrices. Compact expressions are given for the density at finite N as an example, as well as its microscopic large-N limits at the origin for fixed ν at strong and weak non-Hermiticity.
Skew-orthogonal polynomials and random matrix theory
Ghosh, Saugata
2009-01-01
Orthogonal polynomials satisfy a three-term recursion relation irrespective of the weight function with respect to which they are defined. This gives a simple formula for the kernel function, known in the literature as the Christoffel-Darboux sum. The availability of asymptotic results of orthogonal polynomials and the simple structure of the Christoffel-Darboux sum make the study of unitary ensembles of random matrices relatively straightforward. In this book, the author develops the theory of skew-orthogonal polynomials and obtains recursion relations which, unlike orthogonal polynomials, depend on weight functions. After deriving reduced expressions, called the generalized Christoffel-Darboux formulas (GCD), he obtains universal correlation functions and non-universal level densities for a wide class of random matrix ensembles using the GCD. The author also shows that once questions about higher order effects are considered (questions that are relevant in different branches of physics and mathematics) the ...
Universality of correlation functions in random matrix models of QCD
International Nuclear Information System (INIS)
Jackson, A.D.; Sener, M.K.; Verbaarschot, J.J.M.
1997-01-01
We demonstrate the universality of the spectral correlation functions of a QCD inspired random matrix model that consists of a random part having the chiral structure of the QCD Dirac operator and a deterministic part which describes a schematic temperature dependence. We calculate the correlation functions analytically using the technique of Itzykson-Zuber integrals for arbitrary complex supermatrices. An alternative exact calculation for arbitrary matrix size is given for the special case of zero temperature, and we reproduce the well-known Laguerre kernel. At finite temperature, the microscopic limit of the correlation functions are calculated in the saddle-point approximation. The main result of this paper is that the microscopic universality of correlation functions is maintained even though unitary invariance is broken by the addition of a deterministic matrix to the ensemble. (orig.)
Gap probabilities for edge intervals in finite Gaussian and Jacobi unitary matrix ensembles
International Nuclear Information System (INIS)
Witte, N.S.; Forrester, P.J.
1999-01-01
The probabilities for gaps in the eigenvalue spectrum of the finite dimension N x N random matrix Hermite and Jacobi unitary ensembles on some single and disconnected double intervals are found. These are cases where a reflection symmetry exists and the probability factors into two other related probabilities, defined on single intervals. Our investigation uses the system of partial differential equations arising from the Fredholm determinant expression for the gap probability and the differential-recurrence equations satisfied by Hermite and Jacobi orthogonal polynomials. In our study we find second and third order nonlinear ordinary differential equations defining the probabilities in the general N case, specific explicit solutions for N = 1 and N = 2, asymptotic expansions, scaling at the edge of the Hermite spectrum as N →∞ and the Jacobi to Hermite limit both of which make correspondence to other cases reported here or known previously. (authors)
Directory of Open Access Journals (Sweden)
Elias D. Nino-Ruiz
2017-07-01
Full Text Available In this paper, a matrix-free posterior ensemble Kalman filter implementation based on a modified Cholesky decomposition is proposed. The method works as follows: the precision matrix of the background error distribution is estimated based on a modified Cholesky decomposition. The resulting estimator can be expressed in terms of Cholesky factors which can be updated based on a series of rank-one matrices in order to approximate the precision matrix of the analysis distribution. By using this matrix, the posterior ensemble can be built by either sampling from the posterior distribution or using synthetic observations. Furthermore, the computational effort of the proposed method is linear with regard to the model dimension and the number of observed components from the model domain. Experimental tests are performed making use of the Lorenz-96 model. The results reveal that, the accuracy of the proposed implementation in terms of root-mean-square-error is similar, and in some cases better, to that of a well-known ensemble Kalman filter (EnKF implementation: the local ensemble transform Kalman filter. In addition, the results are comparable to those obtained by the EnKF with large ensemble sizes.
Application of random matrix theory to biological networks
Energy Technology Data Exchange (ETDEWEB)
Luo Feng [Department of Computer Science, Clemson University, 100 McAdams Hall, Clemson, SC 29634 (United States); Department of Pathology, U.T. Southwestern Medical Center, 5323 Harry Hines Blvd. Dallas, TX 75390-9072 (United States); Zhong Jianxin [Department of Physics, Xiangtan University, Hunan 411105 (China) and Oak Ridge National Laboratory, Oak Ridge, TN 37831 (United States)]. E-mail: zhongjn@ornl.gov; Yang Yunfeng [Oak Ridge National Laboratory, Oak Ridge, TN 37831 (United States); Scheuermann, Richard H. [Department of Pathology, U.T. Southwestern Medical Center, 5323 Harry Hines Blvd. Dallas, TX 75390-9072 (United States); Zhou Jizhong [Department of Botany and Microbiology, University of Oklahoma, Norman, OK 73019 (United States) and Oak Ridge National Laboratory, Oak Ridge, TN 37831 (United States)]. E-mail: zhouj@ornl.gov
2006-09-25
We show that spectral fluctuation of interaction matrices of a yeast protein-protein interaction network and a yeast metabolic network follows the description of the Gaussian orthogonal ensemble (GOE) of random matrix theory (RMT). Furthermore, we demonstrate that while the global biological networks evaluated belong to GOE, removal of interactions between constituents transitions the networks to systems of isolated modules described by the Poisson distribution. Our results indicate that although biological networks are very different from other complex systems at the molecular level, they display the same statistical properties at network scale. The transition point provides a new objective approach for the identification of functional modules.
Universality in invariant random-matrix models: Existence near the soft edge
International Nuclear Information System (INIS)
Kanzieper, E.; Freilikher, V.
1997-01-01
We consider two non-Gaussian ensembles of large Hermitian random matrices with strong level confinement and show that near the soft edge of the spectrum both scaled density of states and eigenvalue correlations follow so-called Airy laws inherent in the Gaussian unitary ensemble. This suggests that the invariant one-matrix models should display universal eigenvalue correlations in the soft-edge scaling limit. copyright 1997 The American Physical Society
Random matrix model for disordered conductors
Indian Academy of Sciences (India)
In the interpretation of transport properties of mesoscopic systems, the multichannel ... One defines the random matrix model with N eigenvalues 0. λТ ..... With heuristic arguments, using the ideas pertaining to Dyson Coulomb gas analogy,.
Random Correlation Matrix and De-Noising
Ken-ichi Mitsui; Yoshio Tabata
2006-01-01
In Finance, the modeling of a correlation matrix is one of the important problems. In particular, the correlation matrix obtained from market data has the noise. Here we apply the de-noising processing based on the wavelet analysis to the noisy correlation matrix, which is generated by a parametric function with random parameters. First of all, we show that two properties, i.e. symmetry and ones of all diagonal elements, of the correlation matrix preserve via the de-noising processing and the...
Power law deformation of Wishart–Laguerre ensembles of random matrices
International Nuclear Information System (INIS)
Akemann, Gernot; Vivo, Pierpaolo
2008-01-01
We introduce a one-parameter deformation of the Wishart–Laguerre or chiral ensembles of positive definite random matrices with Dyson index β = 1,2 and 4. Our generalized model has a fat-tailed distribution while preserving the invariance under orthogonal, unitary or symplectic transformations. The spectral properties are derived analytically for finite matrix size N × M for all three values of β, in terms of the orthogonal polynomials of the standard Wishart–Laguerre ensembles. For large N in a certain double-scaling limit we obtain a generalized Marčenko–Pastur distribution on the macroscopic scale, and a generalized Bessel law at the hard edge which is shown to be universal. Both macroscopic and microscopic correlations exhibit power law tails, where the microscopic limit depends on β and the difference M−N. In the limit where our parameter governing the power law goes to infinity we recover the correlations of the Wishart–Laguerre ensembles. To illustrate these findings, the generalized Marčenko–Pastur distribution is shown to be in very good agreement with empirical data from financial covariance matrices
International Nuclear Information System (INIS)
Vyas, Manan; Kota, V.K.B.
2010-01-01
For m fermions in Ω number of single particle orbitals, each fourfold degenerate, we introduce and analyze in detail embedded Gaussian unitary ensemble of random matrices generated by random two-body interactions that are SU(4) scalar [EGUE(2)-SU(4)]. Here the SU(4) algebra corresponds to the Wigner's supermultiplet SU(4) symmetry in nuclei. Embedding algebra for the EGUE(2)-SU(4) ensemble is U(4Ω) contains U(Ω) x SU(4). Exploiting the Wigner-Racah algebra of the embedding algebra, analytical expression for the ensemble average of the product of any two m particle Hamiltonian matrix elements is derived. Using this, formulas for a special class of U(Ω) irreducible representations (irreps) {4 r , p}, p = 0, 1, 2, 3 are derived for the ensemble averaged spectral variances and also for the covariances in energy centroids and spectral variances. On the other hand, simplifying the tabulations of Hecht for SU(Ω) Racah coefficients, numerical calculations are carried out for general U(Ω) irreps. Spectral variances clearly show, by applying Jacquod and Stone prescription, that the EGUE(2)-SU(4) ensemble generates ground state structure just as the quadratic Casimir invariant (C 2 ) of SU(4). This is further corroborated by the calculation of the expectation values of C 2 [SU(4)] and the four periodicity in the ground state energies. Secondly, it is found that the covariances in energy centroids and spectral variances increase in magnitude considerably as we go from EGUE(2) for spinless fermions to EGUE(2) for fermions with spin to EGUE(2)-SU(4) implying that the differences in ensemble and spectral averages grow with increasing symmetry. Also for EGUE(2)-SU(4) there are, unlike for GUE, non-zero cross-correlations in energy centroids and spectral variances defined over spaces with different particle numbers and/or U(Ω) [equivalently SU(4)] irreps. In the dilute limit defined by Ω → ∞, r >> 1 and r/Ω → 0, for the {4 r , p} irreps, we have derived analytical
Random matrix theory with an external source
Brézin, Edouard
2016-01-01
This is a first book to show that the theory of the Gaussian random matrix is essential to understand the universal correlations with random fluctuations and to demonstrate that it is useful to evaluate topological universal quantities. We consider Gaussian random matrix models in the presence of a deterministic matrix source. In such models the correlation functions are known exactly for an arbitrary source and for any size of the matrices. The freedom given by the external source allows for various tunings to different classes of universality. The main interest is to use this freedom to compute various topological invariants for surfaces such as the intersection numbers for curves drawn on a surface of given genus with marked points, Euler characteristics, and the Gromov–Witten invariants. A remarkable duality for the average of characteristic polynomials is essential for obtaining such topological invariants. The analysis is extended to nonorientable surfaces and to surfaces with boundaries.
Random matrix analysis of human EEG data
Czech Academy of Sciences Publication Activity Database
Šeba, Petr
2003-01-01
Roč. 91, - (2003), s. 198104-1 - 198104-4 ISSN 0031-9007 R&D Projects: GA ČR GA202/02/0088 Institutional research plan: CEZ:AV0Z1010914 Keywords : random matrix theory * EEG signal Subject RIV: BE - Theoretical Physics Impact factor: 7.035, year: 2003
NEW SPECTRAL STATISTICS FOR ENSEMBLES OF 2 × 2 REAL SYMMETRIC RANDOM MATRICES
Directory of Open Access Journals (Sweden)
Sachin Kumar
2017-12-01
Full Text Available We investigate spacing statistics for ensembles of various real random matrices where the matrix-elements have various Probability Distribution Function (PDF: f(x including Gaussian. For two modifications of 2 × 2 matrices with various PDFs, we derive the spacing distributions p(s of adjacent energy eigenvalues. Nevertheless, they show the linear level repulsion near s = 0 as αs where α depends on the choice of the PDF. More interestingly when f(x = xe−x2 (f(0 = 0, we get cubic level repulsion near s = 0: p(s ~ s3e−s2.We also derive the distribution of eigenvalues D(ε for these matrices.
Random matrix theory and analysis of nucleus-nucleus collision at high energies
International Nuclear Information System (INIS)
Shahaliev, E.I.; Inst. of Radiation Problems, Baku; ); Kuznetsov, A.A.; Suleymanov, M.K.; ); Teryaev, O.V.; )
2006-01-01
A novel method for analysis of experimental data obtained at relativistic nucleus-nucleus collisions is proposed. The method, based on the ideas of Random Matrix Theory, is applied to detect systematic errors that occur at measurements of momentum distributions of emitted particles. The unfolded momentum distribution is well described by the Gaussian orthogonal ensemble of random matrices, when the uncertainty in the momentum distribution is maximal. The method is free from unwanted background contributions [ru
Social patterns revealed through random matrix theory
Sarkar, Camellia; Jalan, Sarika
2014-11-01
Despite the tremendous advancements in the field of network theory, very few studies have taken weights in the interactions into consideration that emerge naturally in all real-world systems. Using random matrix analysis of a weighted social network, we demonstrate the profound impact of weights in interactions on emerging structural properties. The analysis reveals that randomness existing in particular time frame affects the decisions of individuals rendering them more freedom of choice in situations of financial security. While the structural organization of networks remains the same throughout all datasets, random matrix theory provides insight into the interaction pattern of individuals of the society in situations of crisis. It has also been contemplated that individual accountability in terms of weighted interactions remains as a key to success unless segregation of tasks comes into play.
Random matrix approach to cross correlations in financial data
Plerou, Vasiliki; Gopikrishnan, Parameswaran; Rosenow, Bernd; Amaral, Luís A.; Guhr, Thomas; Stanley, H. Eugene
2002-06-01
We analyze cross correlations between price fluctuations of different stocks using methods of random matrix theory (RMT). Using two large databases, we calculate cross-correlation matrices C of returns constructed from (i) 30-min returns of 1000 US stocks for the 2-yr period 1994-1995, (ii) 30-min returns of 881 US stocks for the 2-yr period 1996-1997, and (iii) 1-day returns of 422 US stocks for the 35-yr period 1962-1996. We test the statistics of the eigenvalues λi of C against a ``null hypothesis'' - a random correlation matrix constructed from mutually uncorrelated time series. We find that a majority of the eigenvalues of C fall within the RMT bounds [λ-,λ+] for the eigenvalues of random correlation matrices. We test the eigenvalues of C within the RMT bound for universal properties of random matrices and find good agreement with the results for the Gaussian orthogonal ensemble of random matrices-implying a large degree of randomness in the measured cross-correlation coefficients. Further, we find that the distribution of eigenvector components for the eigenvectors corresponding to the eigenvalues outside the RMT bound display systematic deviations from the RMT prediction. In addition, we find that these ``deviating eigenvectors'' are stable in time. We analyze the components of the deviating eigenvectors and find that the largest eigenvalue corresponds to an influence common to all stocks. Our analysis of the remaining deviating eigenvectors shows distinct groups, whose identities correspond to conventionally identified business sectors. Finally, we discuss applications to the construction of portfolios of stocks that have a stable ratio of risk to return.
Random matrix theory for transition strengths: Applications and open questions
Kota, V. K. B.
2017-12-01
Embedded random matrix ensembles are generic models for describing statistical properties of finite isolated interacting quantum many-particle systems. A finite quantum system, induced by a transition operator, makes transitions from its states to the states of the same system or to those of another system. Examples are electromagnetic transitions (then the initial and final systems are same), nuclear beta and double beta decay (then the initial and final systems are different) and so on. Using embedded ensembles (EE), there are efforts to derive a good statistical theory for transition strengths. With m fermions (or bosons) in N mean-field single particle levels and interacting via two-body forces, we have with GOE embedding, the so called EGOE(1+2). Now, the transition strength density (transition strength multiplied by the density of states at the initial and final energies) is a convolution of the density generated by the mean-field one-body part with a bivariate spreading function due to the two-body interaction. Using the embedding U(N) algebra, it is established, for a variety of transition operators, that the spreading function, for sufficiently strong interactions, is close to a bivariate Gaussian. Also, as the interaction strength increases, the spreading function exhibits a transition from bivariate Breit-Wigner to bivariate Gaussian form. In appropriate limits, this EE theory reduces to the polynomial theory of Draayer, French and Wong on one hand and to the theory due to Flambaum and Izrailev for one-body transition operators on the other. Using spin-cutoff factors for projecting angular momentum, the theory is applied to nuclear matrix elements for neutrinoless double beta decay (NDBD). In this paper we will describe: (i) various developments in the EE theory for transition strengths; (ii) results for nuclear matrix elements for 130Te and 136Xe NDBD; (iii) important open questions in the current form of the EE theory.
A random matrix model of relaxation
International Nuclear Information System (INIS)
Lebowitz, J L; Pastur, L
2004-01-01
We consider a two-level system, S 2 , coupled to a general n level system, S n , via a random matrix. We derive an integral representation for the mean reduced density matrix ρ(t) of S 2 in the limit n → ∞, and we identify a model of S n which possesses some of the properties expected for macroscopic thermal reservoirs. In particular, it yields the Gibbs form for ρ(∞). We also consider an analog of the van Hove limit and obtain a master equation (Markov dynamics) for the evolution of ρ(t) on an appropriate time scale
A random matrix approach to VARMA processes
International Nuclear Information System (INIS)
Burda, Zdzislaw; Jarosz, Andrzej; Nowak, Maciej A; Snarska, Malgorzata
2010-01-01
We apply random matrix theory to derive the spectral density of large sample covariance matrices generated by multivariate VMA(q), VAR(q) and VARMA(q 1 , q 2 ) processes. In particular, we consider a limit where the number of random variables N and the number of consecutive time measurements T are large but the ratio N/T is fixed. In this regime, the underlying random matrices are asymptotically equivalent to free random variables (FRV). We apply the FRV calculus to calculate the eigenvalue density of the sample covariance for several VARMA-type processes. We explicitly solve the VARMA(1, 1) case and demonstrate perfect agreement between the analytical result and the spectra obtained by Monte Carlo simulations. The proposed method is purely algebraic and can be easily generalized to q 1 >1 and q 2 >1.
Using histograms to introduce randomization in the generation of ensembles of decision trees
Kamath, Chandrika; Cantu-Paz, Erick; Littau, David
2005-02-22
A system for decision tree ensembles that includes a module to read the data, a module to create a histogram, a module to evaluate a potential split according to some criterion using the histogram, a module to select a split point randomly in an interval around the best split, a module to split the data, and a module to combine multiple decision trees in ensembles. The decision tree method includes the steps of reading the data; creating a histogram; evaluating a potential split according to some criterion using the histogram, selecting a split point randomly in an interval around the best split, splitting the data, and combining multiple decision trees in ensembles.
Random Matrix Theory of the Energy-Level Statistics of Disordered Systems at the Anderson Transition
Canali, C. M.
1995-01-01
We consider a family of random matrix ensembles (RME) invariant under similarity transformations and described by the probability density $P({\\bf H})= \\exp[-{\\rm Tr}V({\\bf H})]$. Dyson's mean field theory (MFT) of the corresponding plasma model of eigenvalues is generalized to the case of weak confining potential, $V(\\epsilon)\\sim {A\\over 2}\\ln ^2(\\epsilon)$. The eigenvalue statistics derived from MFT are shown to deviate substantially from the classical Wigner-Dyson statistics when $A
Pseudo-Hermitian random matrix theory
International Nuclear Information System (INIS)
Srivastava, S.C.L.; Jain, S.R.
2013-01-01
Complex extension of quantum mechanics and the discovery of pseudo-unitarily invariant random matrix theory has set the stage for a number of applications of these concepts in physics. We briefly review the basic ideas and present applications to problems in statistical mechanics where new results have become possible. We have found it important to mention the precise directions where advances could be made if further results become available. (Copyright copyright 2013 WILEY-VCH Verlag GmbH and Co. KGaA, Weinheim)
Zhang, Hongqin; Tian, Xiangjun
2018-04-01
Ensemble-based data assimilation methods often use the so-called localization scheme to improve the representation of the ensemble background error covariance (Be). Extensive research has been undertaken to reduce the computational cost of these methods by using the localized ensemble samples to localize Be by means of a direct decomposition of the local correlation matrix C. However, the computational costs of the direct decomposition of the local correlation matrix C are still extremely high due to its high dimension. In this paper, we propose an efficient local correlation matrix decomposition approach based on the concept of alternating directions. This approach is intended to avoid direct decomposition of the correlation matrix. Instead, we first decompose the correlation matrix into 1-D correlation matrices in the three coordinate directions, then construct their empirical orthogonal function decomposition at low resolution. This procedure is followed by the 1-D spline interpolation process to transform the above decompositions to the high-resolution grid. Finally, an efficient correlation matrix decomposition is achieved by computing the very similar Kronecker product. We conducted a series of comparison experiments to illustrate the validity and accuracy of the proposed local correlation matrix decomposition approach. The effectiveness of the proposed correlation matrix decomposition approach and its efficient localization implementation of the nonlinear least-squares four-dimensional variational assimilation are further demonstrated by several groups of numerical experiments based on the Advanced Research Weather Research and Forecasting model.
A random matrix approach to language acquisition
Nicolaidis, A.; Kosmidis, Kosmas; Argyrakis, Panos
2009-12-01
Since language is tied to cognition, we expect the linguistic structures to reflect patterns that we encounter in nature and are analyzed by physics. Within this realm we investigate the process of lexicon acquisition, using analytical and tractable methods developed within physics. A lexicon is a mapping between sounds and referents of the perceived world. This mapping is represented by a matrix and the linguistic interaction among individuals is described by a random matrix model. There are two essential parameters in our approach. The strength of the linguistic interaction β, which is considered as a genetically determined ability, and the number N of sounds employed (the lexicon size). Our model of linguistic interaction is analytically studied using methods of statistical physics and simulated by Monte Carlo techniques. The analysis reveals an intricate relationship between the innate propensity for language acquisition β and the lexicon size N, N~exp(β). Thus a small increase of the genetically determined β may lead to an incredible lexical explosion. Our approximate scheme offers an explanation for the biological affinity of different species and their simultaneous linguistic disparity.
A random matrix approach to language acquisition
International Nuclear Information System (INIS)
Nicolaidis, A; Kosmidis, Kosmas; Argyrakis, Panos
2009-01-01
Since language is tied to cognition, we expect the linguistic structures to reflect patterns that we encounter in nature and are analyzed by physics. Within this realm we investigate the process of lexicon acquisition, using analytical and tractable methods developed within physics. A lexicon is a mapping between sounds and referents of the perceived world. This mapping is represented by a matrix and the linguistic interaction among individuals is described by a random matrix model. There are two essential parameters in our approach. The strength of the linguistic interaction β, which is considered as a genetically determined ability, and the number N of sounds employed (the lexicon size). Our model of linguistic interaction is analytically studied using methods of statistical physics and simulated by Monte Carlo techniques. The analysis reveals an intricate relationship between the innate propensity for language acquisition β and the lexicon size N, N∼exp(β). Thus a small increase of the genetically determined β may lead to an incredible lexical explosion. Our approximate scheme offers an explanation for the biological affinity of different species and their simultaneous linguistic disparity
Raney Distributions and Random Matrix Theory
Forrester, Peter J.; Liu, Dang-Zheng
2015-03-01
Recent works have shown that the family of probability distributions with moments given by the Fuss-Catalan numbers permit a simple parameterized form for their density. We extend this result to the Raney distribution which by definition has its moments given by a generalization of the Fuss-Catalan numbers. Such computations begin with an algebraic equation satisfied by the Stieltjes transform, which we show can be derived from the linear differential equation satisfied by the characteristic polynomial of random matrix realizations of the Raney distribution. For the Fuss-Catalan distribution, an equilibrium problem characterizing the density is identified. The Stieltjes transform for the limiting spectral density of the singular values squared of the matrix product formed from inverse standard Gaussian matrices, and standard Gaussian matrices, is shown to satisfy a variant of the algebraic equation relating to the Raney distribution. Supported on , we show that it too permits a simple functional form upon the introduction of an appropriate choice of parameterization. As an application, the leading asymptotic form of the density as the endpoints of the support are approached is computed, and is shown to have some universal features.
A random matrix model for elliptic curve L-functions of finite conductor
International Nuclear Information System (INIS)
Dueñez, E; Huynh, D K; Keating, J P; Snaith, N C; Miller, S J
2012-01-01
We propose a random-matrix model for families of elliptic curve L-functions of finite conductor. A repulsion of the critical zeros of these L-functions away from the centre of the critical strip was observed numerically by Miller (2006 Exp. Math. 15 257–79); such behaviour deviates qualitatively from the conjectural limiting distribution of the zeros (for large conductors this distribution is expected to approach the one-level density of eigenvalues of orthogonal matrices after appropriate rescaling). Our purpose here is to provide a random-matrix model for Miller’s surprising discovery. We consider the family of even quadratic twists of a given elliptic curve. The main ingredient in our model is a calculation of the eigenvalue distribution of random orthogonal matrices whose characteristic polynomials are larger than some given value at the symmetry point in the spectra. We call this sub-ensemble of SO(2N) the excised orthogonal ensemble. The sieving-off of matrices with small values of the characteristic polynomial is akin to the discretization of the central values of L-functions implied by the formulae of Waldspurger and Kohnen–Zagier. The cut-off scale appropriate to modelling elliptic curve L-functions is exponentially small relative to the matrix size N. The one-level density of the excised ensemble can be expressed in terms of that of the well-known Jacobi ensemble, enabling the former to be explicitly calculated. It exhibits an exponentially small (on the scale of the mean spacing) hard gap determined by the cut-off value, followed by soft repulsion on a much larger scale. Neither of these features is present in the one-level density of SO(2N). When N → ∞ we recover the limiting orthogonal behaviour. Our results agree qualitatively with Miller’s discrepancy. Choosing the cut-off appropriately gives a model in good quantitative agreement with the number-theoretical data. (paper)
Universality in random matrix theory and chiral symmetry breaking in QCD
International Nuclear Information System (INIS)
Akemann, G.
2000-05-01
In this work we review the topic of random matrix model universality with particular stress on its application to the study of chiral symmetry breaking in QCD. We highlight the role of microscopic and macroscopic matrix model correlation functions played in the description of the deep infrared eigenvalue spectrum of the Dirac operator. The universal microscopic correlation functions are presented for all three chiral symmetry breaking patterns, and the corresponding random matrix universality proofs are given for massless and massive fermions in a unified way. These analytic results have been widely confirmed from QCD lattice data and we present a comparison with the most recent analytic calculations describing data for dynamical SU(2) staggered fermions. The microscopic matrix model results are then re-expressed in terms of the finite-volume partition functions of Leutwyler and Smilga, where some of these expressions have been recently obtained using field theory only. The macroscopic random matrix universality is reviewed for the most simplest examples of bosonic and supersymmetric models. We also give an example for a non-universal deformation of a random matrix model - the restricted trace ensemble. (orig.)
Generation of triangulated random surfaces by the Monte Carlo method in the grand canonical ensemble
International Nuclear Information System (INIS)
Zmushko, V.V.; Migdal, A.A.
1987-01-01
A model of triangulated random surfaces which is the discrete analog of the Polyakov string is considered. An algorithm is proposed which enables one to study the model by the Monte Carlo method in the grand canonical ensemble. Preliminary results on the determination of the critical index γ are presented
Random matrix model of adiabatic quantum computing
International Nuclear Information System (INIS)
Mitchell, David R.; Adami, Christoph; Lue, Waynn; Williams, Colin P.
2005-01-01
We present an analysis of the quantum adiabatic algorithm for solving hard instances of 3-SAT (an NP-complete problem) in terms of random matrix theory (RMT). We determine the global regularity of the spectral fluctuations of the instantaneous Hamiltonians encountered during the interpolation between the starting Hamiltonians and the ones whose ground states encode the solutions to the computational problems of interest. At each interpolation point, we quantify the degree of regularity of the average spectral distribution via its Brody parameter, a measure that distinguishes regular (i.e., Poissonian) from chaotic (i.e., Wigner-type) distributions of normalized nearest-neighbor spacings. We find that for hard problem instances - i.e., those having a critical ratio of clauses to variables - the spectral fluctuations typically become irregular across a contiguous region of the interpolation parameter, while the spectrum is regular for easy instances. Within the hard region, RMT may be applied to obtain a mathematical model of the probability of avoided level crossings and concomitant failure rate of the adiabatic algorithm due to nonadiabatic Landau-Zener-type transitions. Our model predicts that if the interpolation is performed at a uniform rate, the average failure rate of the quantum adiabatic algorithm, when averaged over hard problem instances, scales exponentially with increasing problem size
Improving the ensemble optimization method through covariance matrix adaptation (CMA-EnOpt)
Fonseca, R.M.; Leeuwenburgh, O.; Hof, P.M.J. van den; Jansen, J.D.
2013-01-01
Ensemble Optimization (EnOpt) is a rapidly emerging method for reservoir model based production optimization. EnOpt uses an ensemble of controls to approximate the gradient of the objective function with respect to the controls. Current implementations of EnOpt use a Gaussian ensemble with a
Dirac operator, chirality and random matrix theory
International Nuclear Information System (INIS)
Pullirsch, R.
2001-05-01
Quantum Chromodynamics (QCD) is considered to be the correct theory which describes quarks and gluons and, thus, all strong interaction phenomena from the fundamental forces of nature. However, important properties of QCD such as the physical mechanism of color confinement and the spontaneous breaking of chiral symmetry are still not completely understood and under extensive discussion. Analytical calculations are limited, because in the low-energy regime where quarks are confined, application of perturbation theory is restricted due to the large gluon coupling. A powerful tool to investigate numerically and analytically the non-perturbative region is provided by the lattice formulation of QCD. From Monte Carlo simulations of lattice QCD we know that chiral symmetry is restored above a critical temperature. As the chiral condensate is connected to the spectral density of the Dirac operator via the Banks-Casher relation, the QCD Dirac spectrum is an interesting object for detailed studies. In search for an analytical expression of the infrared limit of the Dirac spectrum it has been realized that chiral random-matrix theory (chRMT) is a suitable tool to compare with the distribution and the correlations of the small Dirac eigenvalues. Further, it has been shown that the correlations of eigenvalues on the scale of mean level spacings are universal for complex physical systems and are given by random-matrix theory (Rm). This has been formulated as the Baghouse-Giannoni-Schmit conjecture which states that spectral correlations of a classically chaotic system are given by RMT on the quantum level. The aim of this work is to analyze the relationship between chiral phase transitions and chaos to order transitions in quantum field theories. We study the eigenvalues of the Dirac operator for Quantum Electrodynamics (QED) with compact gauge group U(1) on the lattice. This theory shows chiral symmetry breaking and confinement in the strong coupling region. Although being
Directory of Open Access Journals (Sweden)
Tzu-Chien Hsiao
2013-11-01
Full Text Available Excitation-emission matrix (EEM fluorescence spectroscopy is a noninvasive method for tissue diagnosis and has become important in clinical use. However, the intrinsic characterization of EEM fluorescence remains unclear. Photobleaching and the complexity of the chemical compounds make it difficult to distinguish individual compounds due to overlapping features. Conventional studies use principal component analysis (PCA for EEM fluorescence analysis, and the relationship between the EEM features extracted by PCA and diseases has been examined. The spectral features of different tissue constituents are not fully separable or clearly defined. Recently, a non-stationary method called multi-dimensional ensemble empirical mode decomposition (MEEMD was introduced; this method can extract the intrinsic oscillations on multiple spatial scales without loss of information. The aim of this study was to propose a fluorescence spectroscopy system for EEM measurements and to describe a method for extracting the intrinsic characteristics of EEM by MEEMD. The results indicate that, although PCA provides the principal factor for the spectral features associated with chemical compounds, MEEMD can provide additional intrinsic features with more reliable mapping of the chemical compounds. MEEMD has the potential to extract intrinsic fluorescence features and improve the detection of biochemical changes.
Random matrix theory and higher genus integrability: the quantum chiral Potts model
International Nuclear Information System (INIS)
Angles d'Auriac, J.Ch.; Maillard, J.M.; Viallet, C.M.
2002-01-01
We perform a random matrix theory (RMT) analysis of the quantum four-state chiral Potts chain for different sizes of the chain up to size L 8. Our analysis gives clear evidence of a Gaussian orthogonal ensemble (GOE) statistics, suggesting the existence of a generalized time-reversal invariance. Furthermore, a change from the (generic) GOE distribution to a Poisson distribution occurs when the integrability conditions are met. The chiral Potts model is known to correspond to a (star-triangle) integrability associated with curves of genus higher than zero or one. Therefore, the RMT analysis can also be seen as a detector of 'higher genus integrability'. (author)
Gaussian random-matrix process and universal parametric correlations in complex systems
International Nuclear Information System (INIS)
Attias, H.; Alhassid, Y.
1995-01-01
We introduce the framework of the Gaussian random-matrix process as an extension of Dyson's Gaussian ensembles and use it to discuss the statistical properties of complex quantum systems that depend on an external parameter. We classify the Gaussian processes according to the short-distance diffusive behavior of their energy levels and demonstrate that all parametric correlation functions become universal upon the appropriate scaling of the parameter. The class of differentiable Gaussian processes is identified as the relevant one for most physical systems. We reproduce the known spectral correlators and compute eigenfunction correlators in their universal form. Numerical evidence from both a chaotic model and weakly disordered model confirms our predictions
Qin, Xiwen; Li, Qiaoling; Dong, Xiaogang; Lv, Siqi
2017-01-01
Accurate diagnosis of rolling bearing fault on the normal operation of machinery and equipment has a very important significance. A method combining Ensemble Empirical Mode Decomposition (EEMD) and Random Forest (RF) is proposed. Firstly, the original signal is decomposed into several intrinsic mode functions (IMFs) by EEMD, and the effective IMFs are selected. Then their energy entropy is calculated as the feature. Finally, the classification is performed by RF. In addition, the wavelet meth...
Institute of Scientific and Technical Information of China (English)
FAN Hong-Yi
2002-01-01
We show that the Wigner function W = Tr(△ρ) (an ensemble average of the density operator ρ, △ is theWigner operator) can be expressed as a matrix element of ρ in the entangled pure states. In doing so, converting fromquantum master equations to time-evolution equation of the Wigner functions seems direct and concise. The entangledstates are defined in the enlarged Fock space with a fictitious freedom.
Improving the ensemble-optimization method through covariance-matrix adaptation
Fonseca, R.M.; Leeuwenburgh, O.; Hof, P.M.J. van den; Jansen, J.D.
2015-01-01
Ensemble optimization (referred to throughout the remainder of the paper as EnOpt) is a rapidly emerging method for reservoirmodel-based production optimization. EnOpt uses an ensemble of controls to approximate the gradient of the objective function with respect to the controls. Current
An Ensemble Model for Co-Seismic Landslide Susceptibility Using GIS and Random Forest Method
Directory of Open Access Journals (Sweden)
Suchita Shrestha
2017-11-01
Full Text Available The Mw 7.8 Gorkha earthquake of 25 April 2015 triggered thousands of landslides in the central part of the Nepal Himalayas. The main goal of this study was to generate an ensemble-based map of co-seismic landslide susceptibility in Sindhupalchowk District using model comparison and combination strands. A total of 2194 co-seismic landslides were identified and were randomly split into 1536 (~70%, to train data for establishing the model, and the remaining 658 (~30% for the validation of the model. Frequency ratio, evidential belief function, and weight of evidence methods were applied and compared using 11 different causative factors (peak ground acceleration, epicenter proximity, fault proximity, geology, elevation, slope, plan curvature, internal relief, drainage proximity, stream power index, and topographic wetness index to prepare the landslide susceptibility map. An ensemble of random forest was then used to overcome the various prediction limitations of the individual models. The success rates and prediction capabilities were critically compared using the area under the curve (AUC of the receiver operating characteristic curve (ROC. By synthesizing the results of the various models into a single score, the ensemble model improved accuracy and provided considerably more realistic prediction capacities (91% than the frequency ratio (81.2%, evidential belief function (83.5% methods, and weight of evidence (80.1%.
Study of RNA structures with a connection to random matrix theory
International Nuclear Information System (INIS)
Bhadola, Pradeep; Deo, Nivedita
2015-01-01
This manuscript investigates the level of complexity and thermodynamic properties of the real RNA structures and compares the properties with the random RNA sequences. A discussion on the similarities of thermodynamical properties of the real structures with the non linear random matrix model of RNA folding is presented. The structural information contained in the PDB file is exploited to get the base pairing information. The complexity of an RNA structure is defined by a topological quantity called genus which is calculated from the base pairing information. Thermodynamic analysis of the real structures is done numerically. The real structures have a minimum free energy which is very small compared to the randomly generated sequences of the same length. This analysis suggests that there are specific patterns in the structures which are preserved during the evolution of the sequences and certain sequences are discarded by the evolutionary process. Further analyzing the sequences of a fixed length reveal that the RNA structures exist in ensembles i.e. although all the sequences in the ensemble have different series of nucleotides (sequence) they fold into structures that have the same pairs of hydrogen bonding as well as the same minimum free energy. The specific heat of the RNA molecule is numerically estimated at different lengths. The specific heat curve with temperature shows a bump and for some RNA, a double peak behavior is observed. The same behavior is seen in the study of the random matrix model with non linear interaction of RNA folding. The bump in the non linear matrix model can be controlled by the change in the interaction strength.
Energy Technology Data Exchange (ETDEWEB)
Berkolaiko, G., E-mail: berko@math.tamu.edu [Department of Mathematics, Texas A and M University, College Station, Texas 77843-3368 (United States); Kuipers, J., E-mail: Jack.Kuipers@physik.uni-regensburg.de [Institut für Theoretische Physik, Universität Regensburg, D-93040 Regensburg (Germany)
2013-11-15
To study electronic transport through chaotic quantum dots, there are two main theoretical approaches. One involves substituting the quantum system with a random scattering matrix and performing appropriate ensemble averaging. The other treats the transport in the semiclassical approximation and studies correlations among sets of classical trajectories. There are established evaluation procedures within the semiclassical evaluation that, for several linear and nonlinear transport moments to which they were applied, have always resulted in the agreement with random matrix predictions. We prove that this agreement is universal: any semiclassical evaluation within the accepted procedures is equivalent to the evaluation within random matrix theory. The equivalence is shown by developing a combinatorial interpretation of the trajectory sets as ribbon graphs (maps) with certain properties and exhibiting systematic cancellations among their contributions. Remaining trajectory sets can be identified with primitive (palindromic) factorisations whose number gives the coefficients in the corresponding expansion of the moments of random matrices. The equivalence is proved for systems with and without time reversal symmetry.
Prediction of Protein Hotspots from Whole Protein Sequences by a Random Projection Ensemble System
Directory of Open Access Journals (Sweden)
Jinjian Jiang
2017-07-01
Full Text Available Hotspot residues are important in the determination of protein-protein interactions, and they always perform specific functions in biological processes. The determination of hotspot residues is by the commonly-used method of alanine scanning mutagenesis experiments, which is always costly and time consuming. To address this issue, computational methods have been developed. Most of them are structure based, i.e., using the information of solved protein structures. However, the number of solved protein structures is extremely less than that of sequences. Moreover, almost all of the predictors identified hotspots from the interfaces of protein complexes, seldom from the whole protein sequences. Therefore, determining hotspots from whole protein sequences by sequence information alone is urgent. To address the issue of hotspot predictions from the whole sequences of proteins, we proposed an ensemble system with random projections using statistical physicochemical properties of amino acids. First, an encoding scheme involving sequence profiles of residues and physicochemical properties from the AAindex1 dataset is developed. Then, the random projection technique was adopted to project the encoding instances into a reduced space. Then, several better random projections were obtained by training an IBk classifier based on the training dataset, which were thus applied to the test dataset. The ensemble of random projection classifiers is therefore obtained. Experimental results showed that although the performance of our method is not good enough for real applications of hotspots, it is very promising in the determination of hotspot residues from whole sequences.
International Nuclear Information System (INIS)
Parfionov, George; Zapatrin, Roman
2006-01-01
We compare different strategies aimed to prepare an ensemble with a given density matrix ρ. Preparing the ensemble of eigenstates of ρ with appropriate probabilities can be treated as 'generous' strategy: it provides maximal accessible information about the state. Another extremity is the so-called 'Scrooge' ensemble, which is mostly stingy in sharing the information. We introduce 'lazy' ensembles which require minimal effort to prepare the density matrix by selecting pure states with respect to completely random choice. We consider two parties, Alice and Bob, playing a kind of game. Bob wishes to guess which pure state is prepared by Alice. His null hypothesis, based on the lack of any information about Alice's intention, is that Alice prepares any pure state with equal probability. Then, the average quantum state measured by Bob turns out to be ρ, and he has to make a new hypothesis about Alice's intention solely based on the information that the observed density matrix is ρ. The arising 'lazy' ensemble is shown to be the alternative hypothesis which minimizes type I error
Random matrix theory for heavy-tailed time series
DEFF Research Database (Denmark)
Heiny, Johannes
2017-01-01
This paper is a review of recent results for large random matrices with heavy-tailed entries. First, we outline the development of and some classical results in random matrix theory. We focus on large sample covariance matrices, their limiting spectral distributions, the asymptotic behavior...
Random matrix theory for pseudo-Hermitian systems: Cyclic blocks
Indian Academy of Sciences (India)
We discuss the relevance of random matrix theory for pseudo-Hermitian systems, and, for Hamiltonians that break parity and time-reversal invariance . In an attempt to understand the random Ising model, we present the treatment of cyclic asymmetric matrices with blocks and show that the nearest-neighbour spacing ...
Random matrix theory for pseudo-Hermitian systems: Cyclic blocks
Indian Academy of Sciences (India)
Abstract. We discuss the relevance of random matrix theory for pseudo-Hermitian sys- tems, and, for Hamiltonians that break parity P and time-reversal invariance T. In an attempt to understand the random Ising model, we present the treatment of cyclic asym- metric matrices with blocks and show that the nearest-neighbour ...
Assessing the predictive capability of randomized tree-based ensembles in streamflow modelling
Galelli, S.; Castelletti, A.
2013-07-01
Combining randomization methods with ensemble prediction is emerging as an effective option to balance accuracy and computational efficiency in data-driven modelling. In this paper, we investigate the prediction capability of extremely randomized trees (Extra-Trees), in terms of accuracy, explanation ability and computational efficiency, in a streamflow modelling exercise. Extra-Trees are a totally randomized tree-based ensemble method that (i) alleviates the poor generalisation property and tendency to overfitting of traditional standalone decision trees (e.g. CART); (ii) is computationally efficient; and, (iii) allows to infer the relative importance of the input variables, which might help in the ex-post physical interpretation of the model. The Extra-Trees potential is analysed on two real-world case studies - Marina catchment (Singapore) and Canning River (Western Australia) - representing two different morphoclimatic contexts. The evaluation is performed against other tree-based methods (CART and M5) and parametric data-driven approaches (ANNs and multiple linear regression). Results show that Extra-Trees perform comparatively well to the best of the benchmarks (i.e. M5) in both the watersheds, while outperforming the other approaches in terms of computational requirement when adopted on large datasets. In addition, the ranking of the input variable provided can be given a physically meaningful interpretation.
Directory of Open Access Journals (Sweden)
Xiwen Qin
2017-01-01
Full Text Available Accurate diagnosis of rolling bearing fault on the normal operation of machinery and equipment has a very important significance. A method combining Ensemble Empirical Mode Decomposition (EEMD and Random Forest (RF is proposed. Firstly, the original signal is decomposed into several intrinsic mode functions (IMFs by EEMD, and the effective IMFs are selected. Then their energy entropy is calculated as the feature. Finally, the classification is performed by RF. In addition, the wavelet method is also used in the proposed process, the same as EEMD. The results of the comparison show that the EEMD method is more accurate than the wavelet method.
Ling, Qing-Hua; Song, Yu-Qing; Han, Fei; Yang, Dan; Huang, De-Shuang
2016-01-01
For ensemble learning, how to select and combine the candidate classifiers are two key issues which influence the performance of the ensemble system dramatically. Random vector functional link networks (RVFL) without direct input-to-output links is one of suitable base-classifiers for ensemble systems because of its fast learning speed, simple structure and good generalization performance. In this paper, to obtain a more compact ensemble system with improved convergence performance, an improved ensemble of RVFL based on attractive and repulsive particle swarm optimization (ARPSO) with double optimization strategy is proposed. In the proposed method, ARPSO is applied to select and combine the candidate RVFL. As for using ARPSO to select the optimal base RVFL, ARPSO considers both the convergence accuracy on the validation data and the diversity of the candidate ensemble system to build the RVFL ensembles. In the process of combining RVFL, the ensemble weights corresponding to the base RVFL are initialized by the minimum norm least-square method and then further optimized by ARPSO. Finally, a few redundant RVFL is pruned, and thus the more compact ensemble of RVFL is obtained. Moreover, in this paper, theoretical analysis and justification on how to prune the base classifiers on classification problem is presented, and a simple and practically feasible strategy for pruning redundant base classifiers on both classification and regression problems is proposed. Since the double optimization is performed on the basis of the single optimization, the ensemble of RVFL built by the proposed method outperforms that built by some single optimization methods. Experiment results on function approximation and classification problems verify that the proposed method could improve its convergence accuracy as well as reduce the complexity of the ensemble system.
Non-equilibrium random matrix theory. Transition probabilities
Energy Technology Data Exchange (ETDEWEB)
Pedro, Francisco Gil [Univ. Autonoma de Madrid (Spain). Dept. de Fisica Teorica; Westphal, Alexander [Deutsches Elektronen-Synchrotron (DESY), Hamburg (Germany). Gruppe Theorie
2016-06-15
In this letter we present an analytic method for calculating the transition probability between two random Gaussian matrices with given eigenvalue spectra in the context of Dyson Brownian motion. We show that in the Coulomb gas language, in large N limit, memory of the initial state is preserved in the form of a universal linear potential acting on the eigenvalues. We compute the likelihood of any given transition as a function of time, showing that as memory of the initial state is lost, transition probabilities converge to those of the static ensemble.
Skew-orthogonal polynomials, differential systems and random matrix theory
International Nuclear Information System (INIS)
Ghosh, S.
2007-01-01
We study skew-orthogonal polynomials with respect to the weight function exp[-2V (x)], with V (x) = Σ K=1 2d (u K /K)x K , u 2d > 0, d > 0. A finite subsequence of such skew-orthogonal polynomials arising in the study of Orthogonal and Symplectic ensembles of random matrices, satisfy a system of differential-difference-deformation equation. The vectors formed by such subsequence has the rank equal to the degree of the potential in the quaternion sense. These solutions satisfy certain compatibility condition and hence admit a simultaneous fundamental system of solutions. (author)
Non-equilibrium random matrix theory. Transition probabilities
International Nuclear Information System (INIS)
Pedro, Francisco Gil; Westphal, Alexander
2016-06-01
In this letter we present an analytic method for calculating the transition probability between two random Gaussian matrices with given eigenvalue spectra in the context of Dyson Brownian motion. We show that in the Coulomb gas language, in large N limit, memory of the initial state is preserved in the form of a universal linear potential acting on the eigenvalues. We compute the likelihood of any given transition as a function of time, showing that as memory of the initial state is lost, transition probabilities converge to those of the static ensemble.
On matrix realization of random surfaces
International Nuclear Information System (INIS)
Sasaki, Misao; Suzuki, Hiroshi.
1990-12-01
The large N one-matrix model with a potential, V(φ) = φ 2 /2 + g 4 φ 4 /N + g 6 φ 6 /N 2 is carefully investigated using the orthogonal polynomial method. We present a numerical method to solve the recurrence relation and evaluate the recursion coefficients r k (k = 1,2,3,...) of the orthogonal polynomials at large N. We find that for g 6 /g 4 2 > 1/2 there is no m = 2 solution which can be expressed as a smooth function of k/N in the limit N → ∞. This means that the assumption of smoothness of r k at N → ∞ near the critical point, which was essential to derive the string susceptibility and the string equation, is broken even at the tree level of the genus expansion by adding the φ 6 -term. We have also observed the free energy around the (expected) critical point to confirm that the system does not have the desired criticality as pure gravity. Our (discouraging) results for m = 2 are complementary to previous analyses by the saddle point method. On the other hand, for the case m = 3 (g 6 /g 4 2 = 4/5), we find a well-behaved solution which coincides with the result by Brezin et al.. To strengthen the validity of our numerical scheme, we present in appendix a non-perturbative solution for m = 1 which obeys the so-called type-II string equation proposed by Demeterfi et al.. (author)
A fast ergodic algorithm for generating ensembles of equilateral random polygons
Varela, R.; Hinson, K.; Arsuaga, J.; Diao, Y.
2009-03-01
Knotted structures are commonly found in circular DNA and along the backbone of certain proteins. In order to properly estimate properties of these three-dimensional structures it is often necessary to generate large ensembles of simulated closed chains (i.e. polygons) of equal edge lengths (such polygons are called equilateral random polygons). However finding efficient algorithms that properly sample the space of equilateral random polygons is a difficult problem. Currently there are no proven algorithms that generate equilateral random polygons with its theoretical distribution. In this paper we propose a method that generates equilateral random polygons in a 'step-wise uniform' way. We prove that this method is ergodic in the sense that any given equilateral random polygon can be generated by this method and we show that the time needed to generate an equilateral random polygon of length n is linear in terms of n. These two properties make this algorithm a big improvement over the existing generating methods. Detailed numerical comparisons of our algorithm with other widely used algorithms are provided.
Enumeration of RNA complexes via random matrix theory
DEFF Research Database (Denmark)
Andersen, Jørgen E; Chekhov, Leonid O.; Penner, Robert C
2013-01-01
molecules and hydrogen bonds in a given complex. The free energies of this matrix model are computed using the so-called topological recursion, which is a powerful new formalism arising from random matrix theory. These numbers of RNA complexes also have profound meaning in mathematics: they provide......In the present article, we review a derivation of the numbers of RNA complexes of an arbitrary topology. These numbers are encoded in the free energy of the Hermitian matrix model with potential V(x)=x(2)/2 - stx/(1 - tx), where s and t are respective generating parameters for the number of RNA...
Time delay correlations in chaotic scattering and random matrix approach
International Nuclear Information System (INIS)
Lehmann, N.; Savin, D.V.; Sokolov, V.V.; Sommers, H.J.
1994-01-01
We study the correlations in the time delay a model of chaotic resonance scattering based on the random matrix approach. Analytical formulae which are valid for arbitrary number of open channels and arbitrary coupling strength between resonances and channels are obtained by the supersymmetry method. The time delay correlation function, through being not a Lorentzian, is characterized, similar to that of the scattering matrix, by the gap between the cloud of complex poles of the S-matrix and the real energy axis. 28 refs.; 4 figs
Directory of Open Access Journals (Sweden)
Khvedelidze Arsen
2018-01-01
Full Text Available The generation of random mixed states is discussed, aiming for the computation of probabilistic characteristics of composite finite dimensional quantum systems. In particular, we consider the generation of random Hilbert-Schmidt and Bures ensembles of qubit and qutrit pairs and compute the corresponding probabilities to find a separable state among the states of a fixed rank.
Universality in chaos: Lyapunov spectrum and random matrix theory
Hanada, Masanori; Shimada, Hidehiko; Tezuka, Masaki
2018-02-01
We propose the existence of a new universality in classical chaotic systems when the number of degrees of freedom is large: the statistical property of the Lyapunov spectrum is described by random matrix theory. We demonstrate it by studying the finite-time Lyapunov exponents of the matrix model of a stringy black hole and the mass-deformed models. The massless limit, which has a dual string theory interpretation, is special in that the universal behavior can be seen already at t =0 , while in other cases it sets in at late time. The same pattern is demonstrated also in the product of random matrices.
Universality in chaos: Lyapunov spectrum and random matrix theory.
Hanada, Masanori; Shimada, Hidehiko; Tezuka, Masaki
2018-02-01
We propose the existence of a new universality in classical chaotic systems when the number of degrees of freedom is large: the statistical property of the Lyapunov spectrum is described by random matrix theory. We demonstrate it by studying the finite-time Lyapunov exponents of the matrix model of a stringy black hole and the mass-deformed models. The massless limit, which has a dual string theory interpretation, is special in that the universal behavior can be seen already at t=0, while in other cases it sets in at late time. The same pattern is demonstrated also in the product of random matrices.
Chaotic motion and random matrix theories
International Nuclear Information System (INIS)
Bohigas, O.; Giannoni, M.J.
1983-01-01
The authors discussed how to characterize level fluctuations. In full generality, one needs the set of k-level cluster functions Y/sub k/. Some of the most relevant qualitative features of GOE fluctuations have been emphasized: level repulsion (small probability of occurrence of small spacings) and spectral rigidity (for instance, logarithmic increase with L of the variance of the number of levels to be found in an interval of length L). This is in contrast with what happens for a spectrum obtained by adding spacings coming from random independent trials distributed like e/sup - x/, viz.a Poisson spectrum. In this case there is by construction no level repulsion but level clustering (the variance of the number of levels increases linearly with L). The effect of level repulsion is that levels appear rather evenly distributed, and when spectral rigidity is present the spectrum looks incompressible. It is important to notice that the spacing distribution p(x) contains no information about spacing correlations, one of the main characteristics of GOE-fluctuation patterns. The role of exact symmetries is prominent and GOE-predictions apply to levels having the same set of exact quantum number (Jπ)
Müller, Christian L.; Sbalzarini, Ivo F.; van Gunsteren, Wilfred F.; Žagrović, Bojan; Hünenberger, Philippe H.
2009-06-01
The concept of high-resolution shapes (also referred to as folds or states, depending on the context) of a polymer chain plays a central role in polymer science, structural biology, bioinformatics, and biopolymer dynamics. However, although the idea of shape is intuitively very useful, there is no unambiguous mathematical definition for this concept. In the present work, the distributions of high-resolution shapes within the ideal random-walk ensembles with N =3,…,6 beads (or up to N =10 for some properties) are investigated using a systematic (grid-based) approach based on a simple working definition of shapes relying on the root-mean-square atomic positional deviation as a metric (i.e., to define the distance between pairs of structures) and a single cutoff criterion for the shape assignment. Although the random-walk ensemble appears to represent the paramount of homogeneity and randomness, this analysis reveals that the distribution of shapes within this ensemble, i.e., in the total absence of interatomic interactions characteristic of a specific polymer (beyond the generic connectivity constraint), is significantly inhomogeneous. In particular, a specific (densest) shape occurs with a local probability that is 1.28, 1.79, 2.94, and 10.05 times (N =3,…,6) higher than the corresponding average over all possible shapes (these results can tentatively be extrapolated to a factor as large as about 1028 for N =100). The qualitative results of this analysis lead to a few rather counterintuitive suggestions, namely, that, e.g., (i) a fold classification analysis applied to the random-walk ensemble would lead to the identification of random-walk "folds;" (ii) a clustering analysis applied to the random-walk ensemble would also lead to the identification random-walk "states" and associated relative free energies; and (iii) a random-walk ensemble of polymer chains could lead to well-defined diffraction patterns in hypothetical fiber or crystal diffraction experiments
Compton scatter and randoms corrections for origin ensembles 3D PET reconstructions
Energy Technology Data Exchange (ETDEWEB)
Sitek, Arkadiusz [Harvard Medical School, Boston, MA (United States). Dept. of Radiology; Brigham and Women' s Hospital, Boston, MA (United States); Kadrmas, Dan J. [Utah Univ., Salt Lake City, UT (United States). Utah Center for Advanced Imaging Research (UCAIR)
2011-07-01
In this work we develop a novel approach to correction for scatter and randoms in reconstruction of data acquired by 3D positron emission tomography (PET) applicable to tomographic reconstruction done by the origin ensemble (OE) approach. The statistical image reconstruction using OE is based on calculation of expectations of the numbers of emitted events per voxel based on complete-data space. Since the OE estimation is fundamentally different than regular statistical estimators such those based on the maximum likelihoods, the standard methods of implementation of scatter and randoms corrections cannot be used. Based on prompts, scatter, and random rates, each detected event is graded in terms of a probability of being a true event. These grades are utilized by the Markov Chain Monte Carlo (MCMC) algorithm used in OE approach for calculation of the expectation over the complete-data space of the number of emitted events per voxel (OE estimator). We show that the results obtained with the OE are almost identical to results obtained by the maximum likelihood-expectation maximization (ML-EM) algorithm for reconstruction for experimental phantom data acquired using Siemens Biograph mCT 3D PET/CT scanner. The developed correction removes artifacts due to scatter and randoms in investigated 3D PET datasets. (orig.)
Ensemble of Neural Network Conditional Random Fields for Self-Paced Brain Computer Interfaces
Directory of Open Access Journals (Sweden)
Hossein Bashashati
2017-07-01
Full Text Available Classification of EEG signals in self-paced Brain Computer Interfaces (BCI is an extremely challenging task. The main diﬃculty stems from the fact that start time of a control task is not defined. Therefore it is imperative to exploit the characteristics of the EEG data to the extent possible. In sensory motor self-paced BCIs, while performing the mental task, the user’s brain goes through several well-defined internal state changes. Applying appropriate classifiers that can capture these state changes and exploit the temporal correlation in EEG data can enhance the performance of the BCI. In this paper, we propose an ensemble learning approach for self-paced BCIs. We use Bayesian optimization to train several different classifiers on different parts of the BCI hyper- parameter space. We call each of these classifiers Neural Network Conditional Random Field (NNCRF. NNCRF is a combination of a neural network and conditional random field (CRF. As in the standard CRF, NNCRF is able to model the correlation between adjacent EEG samples. However, NNCRF can also model the nonlinear dependencies between the input and the output, which makes it more powerful than the standard CRF. We compare the performance of our algorithm to those of three popular sequence labeling algorithms (Hidden Markov Models, Hidden Markov Support Vector Machines and CRF, and to two classical classifiers (Logistic Regression and Support Vector Machines. The classifiers are compared for the two cases: when the ensemble learning approach is not used and when it is. The data used in our studies are those from the BCI competition IV and the SM2 dataset. We show that our algorithm is considerably superior to the other approaches in terms of the Area Under the Curve (AUC of the BCI system.
Random matrix theory and portfolio optimization in Moroccan stock exchange
El Alaoui, Marwane
2015-09-01
In this work, we use random matrix theory to analyze eigenvalues and see if there is a presence of pertinent information by using Marčenko-Pastur distribution. Thus, we study cross-correlation among stocks of Casablanca Stock Exchange. Moreover, we clean correlation matrix from noisy elements to see if the gap between predicted risk and realized risk would be reduced. We also analyze eigenvectors components distributions and their degree of deviations by computing the inverse participation ratio. This analysis is a way to understand the correlation structure among stocks of Casablanca Stock Exchange portfolio.
Matrix product approach for the asymmetric random average process
International Nuclear Information System (INIS)
Zielen, F; Schadschneider, A
2003-01-01
We consider the asymmetric random average process which is a one-dimensional stochastic lattice model with nearest-neighbour interaction but continuous and unbounded state variables. First, the explicit functional representations, so-called beta densities, of all local interactions leading to steady states of product measure form are rigorously derived. This also completes an outstanding proof given in a previous publication. Then we present an alternative solution for the processes with factorized stationary states by using a matrix product ansatz. Due to continuous state variables we obtain a matrix algebra in the form of a functional equation which can be solved exactly
Enumeration of RNA complexes via random matrix theory.
Andersen, Jørgen E; Chekhov, Leonid O; Penner, Robert C; Reidys, Christian M; Sułkowski, Piotr
2013-04-01
In the present article, we review a derivation of the numbers of RNA complexes of an arbitrary topology. These numbers are encoded in the free energy of the Hermitian matrix model with potential V(x)=x2/2-stx/(1-tx), where s and t are respective generating parameters for the number of RNA molecules and hydrogen bonds in a given complex. The free energies of this matrix model are computed using the so-called topological recursion, which is a powerful new formalism arising from random matrix theory. These numbers of RNA complexes also have profound meaning in mathematics: they provide the number of chord diagrams of fixed genus with specified numbers of backbones and chords as well as the number of cells in Riemann's moduli spaces for bordered surfaces of fixed topological type.
International Nuclear Information System (INIS)
Zmushko, V.V.; Migdal, A.A.
1987-01-01
A model of triangulated random surfaces which is the discrete analogue of the Polyakov string is considered in the work. An algorithm is proposed which enables one to study the model by means of the Monte Carlo method in the grand canonical ensemble. Preliminary results are presented on the evaluation of the critical index γ
Random Matrix Approach for Primal-Dual Portfolio Optimization Problems
Tada, Daichi; Yamamoto, Hisashi; Shinzato, Takashi
2017-12-01
In this paper, we revisit the portfolio optimization problems of the minimization/maximization of investment risk under constraints of budget and investment concentration (primal problem) and the maximization/minimization of investment concentration under constraints of budget and investment risk (dual problem) for the case that the variances of the return rates of the assets are identical. We analyze both optimization problems by the Lagrange multiplier method and the random matrix approach. Thereafter, we compare the results obtained from our proposed approach with the results obtained in previous work. Moreover, we use numerical experiments to validate the results obtained from the replica approach and the random matrix approach as methods for analyzing both the primal and dual portfolio optimization problems.
Localized motion in random matrix decomposition of complex financial systems
Jiang, Xiong-Fei; Zheng, Bo; Ren, Fei; Qiu, Tian
2017-04-01
With the random matrix theory, we decompose the multi-dimensional time series of complex financial systems into a set of orthogonal eigenmode functions, which are classified into the market mode, sector mode, and random mode. In particular, the localized motion generated by the business sectors, plays an important role in financial systems. Both the business sectors and their impact on the stock market are identified from the localized motion. We clarify that the localized motion induces different characteristics of the time correlations for the stock-market index and individual stocks. With a variation of a two-factor model, we reproduce the return-volatility correlations of the eigenmodes.
Volatility of an Indian stock market: A random matrix approach
International Nuclear Information System (INIS)
Kulkarni, V.; Deo, N.
2006-07-01
We examine volatility of an Indian stock market in terms of aspects like participation, synchronization of stocks and quantification of volatility using the random matrix approach. Volatility pattern of the market is found using the BSE index for the three-year period 2000- 2002. Random matrix analysis is carried out using daily returns of 70 stocks for several time windows of 85 days in 2001 to (i) do a brief comparative analysis with statistics of eigenvalues and eigenvectors of the matrix C of correlations between price fluctuations, in time regimes of different volatilities. While a bulk of eigenvalues falls within RMT bounds in all the time periods, we see that the largest (deviating) eigenvalue correlates well with the volatility of the index, the corresponding eigenvector clearly shows a shift in the distribution of its components from volatile to less volatile periods and verifies the qualitative association between participation and volatility (ii) observe that the Inverse participation ratio for the last eigenvector is sensitive to market fluctuations (the two quantities are observed to anti correlate significantly) (iii) set up a variability index, V whose temporal evolution is found to be significantly correlated with the volatility of the overall market index. MIRAMAR (author)
Exploring multicollinearity using a random matrix theory approach.
Feher, Kristen; Whelan, James; Müller, Samuel
2012-01-01
Clustering of gene expression data is often done with the latent aim of dimension reduction, by finding groups of genes that have a common response to potentially unknown stimuli. However, what is poorly understood to date is the behaviour of a low dimensional signal embedded in high dimensions. This paper introduces a multicollinear model which is based on random matrix theory results, and shows potential for the characterisation of a gene cluster's correlation matrix. This model projects a one dimensional signal into many dimensions and is based on the spiked covariance model, but rather characterises the behaviour of the corresponding correlation matrix. The eigenspectrum of the correlation matrix is empirically examined by simulation, under the addition of noise to the original signal. The simulation results are then used to propose a dimension estimation procedure of clusters from data. Moreover, the simulation results warn against considering pairwise correlations in isolation, as the model provides a mechanism whereby a pair of genes with `low' correlation may simply be due to the interaction of high dimension and noise. Instead, collective information about all the variables is given by the eigenspectrum.
Random matrix theory and fund of funds portfolio optimisation
Conlon, T.; Ruskin, H. J.; Crane, M.
2007-08-01
The proprietary nature of Hedge Fund investing means that it is common practise for managers to release minimal information about their returns. The construction of a fund of hedge funds portfolio requires a correlation matrix which often has to be estimated using a relatively small sample of monthly returns data which induces noise. In this paper, random matrix theory (RMT) is applied to a cross-correlation matrix C, constructed using hedge fund returns data. The analysis reveals a number of eigenvalues that deviate from the spectrum suggested by RMT. The components of the deviating eigenvectors are found to correspond to distinct groups of strategies that are applied by hedge fund managers. The inverse participation ratio is used to quantify the number of components that participate in each eigenvector. Finally, the correlation matrix is cleaned by separating the noisy part from the non-noisy part of C. This technique is found to greatly reduce the difference between the predicted and realised risk of a portfolio, leading to an improved risk profile for a fund of hedge funds.
A random-matrix theory of the number sense.
Hannagan, T; Nieder, A; Viswanathan, P; Dehaene, S
2017-02-19
Number sense, a spontaneous ability to process approximate numbers, has been documented in human adults, infants and newborns, and many other animals. Species as distant as monkeys and crows exhibit very similar neurons tuned to specific numerosities. How number sense can emerge in the absence of learning or fine tuning is currently unknown. We introduce a random-matrix theory of self-organized neural states where numbers are coded by vectors of activation across multiple units, and where the vector codes for successive integers are obtained through multiplication by a fixed but random matrix. This cortical implementation of the 'von Mises' algorithm explains many otherwise disconnected observations ranging from neural tuning curves in monkeys to looking times in neonates and cortical numerotopy in adults. The theory clarifies the origin of Weber-Fechner's Law and yields a novel and empirically validated prediction of multi-peak number neurons. Random matrices constitute a novel mechanism for the emergence of brain states coding for quantity.This article is part of a discussion meeting issue 'The origins of numerical abilities'. © 2017 The Author(s).
Parametric level correlations in random-matrix models
International Nuclear Information System (INIS)
Weidenmueller, Hans A
2005-01-01
We show that parametric level correlations in random-matrix theories are closely related to a breaking of the symmetry between the advanced and the retarded Green functions. The form of the parametric level correlation function is the same as for the disordered case considered earlier by Simons and Altshuler and is given by the graded trace of the commutator of the saddle-point solution with the particular matrix that describes the symmetry breaking in the actual case of interest. The strength factor differs from the case of disorder. It is determined solely by the Goldstone mode. It is essentially given by the number of levels that are strongly mixed as the external parameter changes. The factor can easily be estimated in applications
Optimization of MIMO Systems Capacity Using Large Random Matrix Methods
Directory of Open Access Journals (Sweden)
Philippe Loubaton
2012-11-01
Full Text Available This paper provides a comprehensive introduction of large random matrix methods for input covariance matrix optimization of mutual information of MIMO systems. It is first recalled informally how large system approximations of mutual information can be derived. Then, the optimization of the approximations is discussed, and important methodological points that are not necessarily covered by the existing literature are addressed, including the strict concavity of the approximation, the structure of the argument of its maximum, the accuracy of the large system approach with regard to the number of antennas, or the justification of iterative water-filling optimization algorithms. While the existing papers have developed methods adapted to a specific model, this contribution tries to provide a unified view of the large system approximation approach.
Chen, Peng
2014-12-03
Background Protein-ligand binding is important for some proteins to perform their functions. Protein-ligand binding sites are the residues of proteins that physically bind to ligands. Despite of the recent advances in computational prediction for protein-ligand binding sites, the state-of-the-art methods search for similar, known structures of the query and predict the binding sites based on the solved structures. However, such structural information is not commonly available. Results In this paper, we propose a sequence-based approach to identify protein-ligand binding residues. We propose a combination technique to reduce the effects of different sliding residue windows in the process of encoding input feature vectors. Moreover, due to the highly imbalanced samples between the ligand-binding sites and non ligand-binding sites, we construct several balanced data sets, for each of which a random forest (RF)-based classifier is trained. The ensemble of these RF classifiers forms a sequence-based protein-ligand binding site predictor. Conclusions Experimental results on CASP9 and CASP8 data sets demonstrate that our method compares favorably with the state-of-the-art protein-ligand binding site prediction methods.
Thermodynamics of protein folding: a random matrix formulation.
Shukla, Pragya
2010-10-20
The process of protein folding from an unfolded state to a biologically active, folded conformation is governed by many parameters, e.g. the sequence of amino acids, intermolecular interactions, the solvent, temperature and chaperon molecules. Our study, based on random matrix modeling of the interactions, shows, however, that the evolution of the statistical measures, e.g. Gibbs free energy, heat capacity, and entropy, is single parametric. The information can explain the selection of specific folding pathways from an infinite number of possible ways as well as other folding characteristics observed in computer simulation studies. © 2010 IOP Publishing Ltd
Factorisations for partition functions of random Hermitian matrix models
International Nuclear Information System (INIS)
Jackson, D.M.; Visentin, T.I.
1996-01-01
The partition function Z N , for Hermitian-complex matrix models can be expressed as an explicit integral over R N , where N is a positive integer. Such an integral also occurs in connection with random surfaces and models of two dimensional quantum gravity. We show that Z N can be expressed as the product of two partition functions, evaluated at translated arguments, for another model, giving an explicit connection between the two models. We also give an alternative computation of the partition function for the φ 4 -model.The approach is an algebraic one and holds for the functions regarded as formal power series in the appropriate ring. (orig.)
Matrix-product-state simulation of an extended Brueschweiler bulk-ensemble database search
International Nuclear Information System (INIS)
SaiToh, Akira; Kitagawa, Masahiro
2006-01-01
Brueschweiler's database search in a spin Liouville space can be efficiently simulated on a conventional computer without error as long as the simulation cost of the internal circuit of an oracle function is polynomial, unlike the fact that in true NMR experiments, it suffers from an exponential decrease in the variation of a signal intensity. With the simulation method using the matrix-product-state proposed by Vidal [G. Vidal, Phys. Rev. Lett. 91, 147902 (2003)], we perform such a simulation. We also show the extensions of the algorithm without utilizing the J-coupling or DD-coupling splitting of frequency peaks in observation: searching can be completed with a single query in polynomial postoracle circuit complexities in an extension; multiple solutions of an oracle can be found in another extension whose query complexity is linear in the key length and in the number of solutions (this extension is to find all of marked keys). These extended algorithms are also simulated with the same simulation method
Blind Measurement Selection: A Random Matrix Theory Approach
Elkhalil, Khalil
2016-12-14
This paper considers the problem of selecting a set of $k$ measurements from $n$ available sensor observations. The selected measurements should minimize a certain error function assessing the error in estimating a certain $m$ dimensional parameter vector. The exhaustive search inspecting each of the $n\\\\choose k$ possible choices would require a very high computational complexity and as such is not practical for large $n$ and $k$. Alternative methods with low complexity have recently been investigated but their main drawbacks are that 1) they require perfect knowledge of the measurement matrix and 2) they need to be applied at the pace of change of the measurement matrix. To overcome these issues, we consider the asymptotic regime in which $k$, $n$ and $m$ grow large at the same pace. Tools from random matrix theory are then used to approximate in closed-form the most important error measures that are commonly used. The asymptotic approximations are then leveraged to select properly $k$ measurements exhibiting low values for the asymptotic error measures. Two heuristic algorithms are proposed: the first one merely consists in applying the convex optimization artifice to the asymptotic error measure. The second algorithm is a low-complexity greedy algorithm that attempts to look for a sufficiently good solution for the original minimization problem. The greedy algorithm can be applied to both the exact and the asymptotic error measures and can be thus implemented in blind and channel-aware fashions. We present two potential applications where the proposed algorithms can be used, namely antenna selection for uplink transmissions in large scale multi-user systems and sensor selection for wireless sensor networks. Numerical results are also presented and sustain the efficiency of the proposed blind methods in reaching the performances of channel-aware algorithms.
International Nuclear Information System (INIS)
Wei Yi; Fyodorov, Yan V
2008-01-01
Given any fixed N x N positive semi-definite diagonal matrix G ≥ 0 we derive the explicit formula for the density of complex eigenvalues for random matrices A of the form A=U√G where the random unitary matrices U are distributed on the group U(N) according to the Haar measure. (fast track communication)
Random-matrix theory of amplifying and absorbing resonators with PT or PTT' symmetry
International Nuclear Information System (INIS)
Birchall, Christopher; Schomerus, Henning
2012-01-01
We formulate Gaussian and circular random-matrix models representing a coupled system consisting of an absorbing and an amplifying resonator, which are mutually related by a generalized time-reversal symmetry. Motivated by optical realizations of such systems we consider a PT or a PTT ' time-reversal symmetry, which impose different constraints on magneto-optical effects, and then focus on five common settings. For each of these, we determine the eigenvalue distribution in the complex plane in the short-wavelength limit, which reveals that the fraction of real eigenvalues among all eigenvalues in the spectrum vanishes if all classical scales are kept fixed. Numerically, we find that the transition from real to complex eigenvalues in the various ensembles display a different dependence on the coupling strength between the two resonators. These differences can be linked to the level spacing statistics in the Hermitian limit of the considered models. This article is part of a special issue of Journal of Physics A: Mathematical and Theoretical devoted to ‘Quantum physics with non-Hermitian operators’. (paper)
Random matrix theory of the energy-level statistics of disordered systems at the Anderson transition
Energy Technology Data Exchange (ETDEWEB)
Canali, C M
1995-09-01
We consider a family of random matrix ensembles (RME) invariant under similarity transformations and described by the probability density P(H) exp[-TrV(H)]. Dyson`s mean field theory (MFT) of the corresponding plasma model of eigenvalues is generalized to the case of weak confining potential, V(is an element of) {approx} A/2 ln{sup 2}(is an element of). The eigenvalue statistics derived from MFT are shown to deviate substantially from the classical Wigner-Dyson statistics when A < 1. By performing systematic Monte Carlo simulations on the plasma model, we compute all the relevant statistical properties of the RME with weak confinement. For A{sub c} approx. 0.4 the distribution function of the level spacings (LSDF) coincides in a large energy window with the energy LSDF of the three dimensional Anderson model at the metal-insulator transition. For the same A = A{sub c}, the RME eigenvalue-number variance is linear and its slope is equal to 0.32 {+-} 0.02, which is consistent with the value found for the Anderson model at the critical point. (author). 51 refs, 10 figs.
Random matrix theory of the energy-level statistics of disordered systems at the Anderson transition
International Nuclear Information System (INIS)
Canali, C.M.
1995-09-01
We consider a family of random matrix ensembles (RME) invariant under similarity transformations and described by the probability density P(H) exp[-TrV(H)]. Dyson's mean field theory (MFT) of the corresponding plasma model of eigenvalues is generalized to the case of weak confining potential, V(is an element of) ∼ A/2 ln 2 (is an element of). The eigenvalue statistics derived from MFT are shown to deviate substantially from the classical Wigner-Dyson statistics when A c approx. 0.4 the distribution function of the level spacings (LSDF) coincides in a large energy window with the energy LSDF of the three dimensional Anderson model at the metal-insulator transition. For the same A = A c , the RME eigenvalue-number variance is linear and its slope is equal to 0.32 ± 0.02, which is consistent with the value found for the Anderson model at the critical point. (author). 51 refs, 10 figs
Suliman, Mohamed Abdalla Elhag; Ballal, Tarig; Kammoun, Abla; Alnaffouri, Tareq Y.
2016-01-01
In this supplementary appendix we provide proofs and additional simulation results that complement the paper (constrained perturbation regularization approach for signal estimation using random matrix theory).
Random matrix approach to the dynamics of stock inventory variations
International Nuclear Information System (INIS)
Zhou Weixing; Mu Guohua; Kertész, János
2012-01-01
It is well accepted that investors can be classified into groups owing to distinct trading strategies, which forms the basic assumption of many agent-based models for financial markets when agents are not zero-intelligent. However, empirical tests of these assumptions are still very rare due to the lack of order flow data. Here we adopt the order flow data of Chinese stocks to tackle this problem by investigating the dynamics of inventory variations for individual and institutional investors that contain rich information about the trading behavior of investors and have a crucial influence on price fluctuations. We find that the distributions of cross-correlation coefficient C ij have power-law forms in the bulk that are followed by exponential tails, and there are more positive coefficients than negative ones. In addition, it is more likely that two individuals or two institutions have a stronger inventory variation correlation than one individual and one institution. We find that the largest and the second largest eigenvalues (λ 1 and λ 2 ) of the correlation matrix cannot be explained by random matrix theory and the projections of investors' inventory variations on the first eigenvector u(λ 1 ) are linearly correlated with stock returns, where individual investors play a dominating role. The investors are classified into three categories based on the cross-correlation coefficients C VR between inventory variations and stock returns. A strong Granger causality is unveiled from stock returns to inventory variations, which means that a large proportion of individuals hold the reversing trading strategy and a small part of individuals hold the trending strategy. Our empirical findings have scientific significance in the understanding of investors' trading behavior and in the construction of agent-based models for emerging stock markets. (paper)
Random matrix approach to the dynamics of stock inventory variations
Zhou, Wei-Xing; Mu, Guo-Hua; Kertész, János
2012-09-01
It is well accepted that investors can be classified into groups owing to distinct trading strategies, which forms the basic assumption of many agent-based models for financial markets when agents are not zero-intelligent. However, empirical tests of these assumptions are still very rare due to the lack of order flow data. Here we adopt the order flow data of Chinese stocks to tackle this problem by investigating the dynamics of inventory variations for individual and institutional investors that contain rich information about the trading behavior of investors and have a crucial influence on price fluctuations. We find that the distributions of cross-correlation coefficient Cij have power-law forms in the bulk that are followed by exponential tails, and there are more positive coefficients than negative ones. In addition, it is more likely that two individuals or two institutions have a stronger inventory variation correlation than one individual and one institution. We find that the largest and the second largest eigenvalues (λ1 and λ2) of the correlation matrix cannot be explained by random matrix theory and the projections of investors' inventory variations on the first eigenvector u(λ1) are linearly correlated with stock returns, where individual investors play a dominating role. The investors are classified into three categories based on the cross-correlation coefficients CV R between inventory variations and stock returns. A strong Granger causality is unveiled from stock returns to inventory variations, which means that a large proportion of individuals hold the reversing trading strategy and a small part of individuals hold the trending strategy. Our empirical findings have scientific significance in the understanding of investors' trading behavior and in the construction of agent-based models for emerging stock markets.
Some open problems in random matrix theory and the theory of integrable systems
Deift, Percy
2007-01-01
We describe a list of open problems in random matrix theory and integrable systems which was presented at the conference ``Integrable Systems, Random Matrices, and Applications'' at the Courant Institute in May 2006.
Random matrix theory filters and currency portfolio optimisation
Daly, J.; Crane, M.; Ruskin, H. J.
2010-04-01
Random matrix theory (RMT) filters have recently been shown to improve the optimisation of financial portfolios. This paper studies the effect of three RMT filters on realised portfolio risk, using bootstrap analysis and out-of-sample testing. We considered the case of a foreign exchange and commodity portfolio, weighted towards foreign exchange, and consisting of 39 assets. This was intended to test the limits of RMT filtering, which is more obviously applicable to portfolios with larger numbers of assets. We considered both equally and exponentially weighted covariance matrices, and observed that, despite the small number of assets involved, RMT filters reduced risk in a way that was consistent with a much larger S&P 500 portfolio. The exponential weightings indicated showed good consistency with the value suggested by Riskmetrics, in contrast to previous results involving stocks. This decay factor, along with the low number of past moves preferred in the filtered, equally weighted case, displayed a trend towards models which were reactive to recent market changes. On testing portfolios with fewer assets, RMT filtering provided less or no overall risk reduction. In particular, no long term out-of-sample risk reduction was observed for a portfolio consisting of 15 major currencies and commodities.
Distribution of the Largest Eigenvalues of the Levi-Smirnov Ensemble
International Nuclear Information System (INIS)
Wieczorek, W.
2004-01-01
We calculate the distribution of the k-th largest eigenvalue in the random matrix Levi - Smirnov Ensemble (LSE), using the spectral dualism between LSE and chiral Gaussian Unitary Ensemble (GUE). Then we reconstruct universal spectral oscillations and we investigate an asymptotic behavior of the spectral distribution. (author)
PCT Uncertainty Analysis Using Unscented Transform with Random Orthogonal Matrix
Energy Technology Data Exchange (ETDEWEB)
Fynana, Douglas A.; Ahn, Kwang-Il [KAERI, Daejeon (Korea, Republic of); Lee, John C. [Univ. of Michigan, Michigan (United States)
2015-05-15
Most Best Estimate Plus Uncertainty (BEPU) methods employ nonparametric order statistics through Wilks' formula to quantify uncertainties of best estimate simulations of nuclear power plant (NPP) transients. 95%/95% limits, the 95''t{sup h} percentile at a 95% confidence level, are obtained by randomly sampling all uncertainty contributors through conventional Monte Carlo (MC). Advantages are simple implementation of MC sampling of input probability density functions (pdfs) and limited computational expense of 1''s{sup t}, 2''n{sup d}, and 3''r{sup d} order Wilks' formula requiring only 59, 93, or 124 simulations, respectively. A disadvantage of small sample size is large sample to sample variation of statistical estimators. This paper presents a new efficient sampling based algorithm for accurate estimation of mean and variance of the output parameter pdf. The algorithm combines a deterministic sampling method, the unscented transform (UT), with random sampling through the generation of a random orthogonal matrix (ROM). The UT guarantees the mean, covariance, and 3''r{sup d} order moments of the multivariate input parameter distributions are exactly preserved by the sampled input points and the orthogonal transformation of the points by a ROM guarantees the sample error of all 4''t{sup h} order and higher moments are unbiased. The UT with ROM algorithm is applied to the uncertainty quantification of the peak clad temperature (PCT) during a large break loss-of-coolant accident (LBLOCA) in an OPR1000 NPP to demonstrate the applicability of the new algorithm to BEPU. This paper presented a new algorithm combining the UT with ROM for efficient multivariate parameter sampling that ensures sample input covariance and 3''r{sup d} order moments are exactly preserved and 4''th moment errors are small and unbiased. The advantageous sample properties guarantee higher order accuracy and
Random-matrix physics: spectrum and strength fluctuations
International Nuclear Information System (INIS)
Brody, T.A.; Flores, J.; French, J.B.; Mello, P.A.; Pandey, A.; Wong, S.S.M.
1981-01-01
It now appears that the general nature of the deviations from uniformity in the spectrum of a complicated nucleus is essentially the same in all regions of the spectrum and over the entire Periodic Table. This behavior, moreover, is describable in terms of standard Hamiltonian ensembles which could be generated on the basis of simple information-theory concepts, and which give also a good account of fluctuation phenomena of other kinds and, apparently, in other many-body systems besides nuclei. The main departures from simple behavior are ascribable to the moderation of the level repulsion by effects due to symmetries and collectivities, for the description of which more complicated ensembles are called for. One purpose of this review is to give a self-contained account of the theory, using methods: sometimes approximate: which are consonant with the usual theory of stochastic processes. Another purpose is to give a proper foundation for the use of ensemble theory, to make clear the origin of the simplicities in the observable fluctuations, and to derive other general fluctuation results. In comparing theory and experiment, the authors give an analysis of much of the nuclear-energy-level data, as well as an extended discussion of observable effects in nuclear transitions and reactions and in the low-temperature thermodynamics of aggregates of small metallic particles
Constrained Perturbation Regularization Approach for Signal Estimation Using Random Matrix Theory
Suliman, Mohamed Abdalla Elhag
2016-10-06
In this work, we propose a new regularization approach for linear least-squares problems with random matrices. In the proposed constrained perturbation regularization approach, an artificial perturbation matrix with a bounded norm is forced into the system model matrix. This perturbation is introduced to improve the singular-value structure of the model matrix and, hence, the solution of the estimation problem. Relying on the randomness of the model matrix, a number of deterministic equivalents from random matrix theory are applied to derive the near-optimum regularizer that minimizes the mean-squared error of the estimator. Simulation results demonstrate that the proposed approach outperforms a set of benchmark regularization methods for various estimated signal characteristics. In addition, simulations show that our approach is robust in the presence of model uncertainty.
Constrained Perturbation Regularization Approach for Signal Estimation Using Random Matrix Theory
Suliman, Mohamed Abdalla Elhag; Ballal, Tarig; Kammoun, Abla; Al-Naffouri, Tareq Y.
2016-01-01
random matrix theory are applied to derive the near-optimum regularizer that minimizes the mean-squared error of the estimator. Simulation results demonstrate that the proposed approach outperforms a set of benchmark regularization methods for various
Chaos and random matrices in supersymmetric SYK
Hunter-Jones, Nicholas; Liu, Junyu
2018-05-01
We use random matrix theory to explore late-time chaos in supersymmetric quantum mechanical systems. Motivated by the recent study of supersymmetric SYK models and their random matrix classification, we consider the Wishart-Laguerre unitary ensemble and compute the spectral form factors and frame potentials to quantify chaos and randomness. Compared to the Gaussian ensembles, we observe the absence of a dip regime in the form factor and a slower approach to Haar-random dynamics. We find agreement between our random matrix analysis and predictions from the supersymmetric SYK model, and discuss the implications for supersymmetric chaotic systems.
Zheng, Lianqing; Chen, Mengen; Yang, Wei
2009-06-21
To overcome the pseudoergodicity problem, conformational sampling can be accelerated via generalized ensemble methods, e.g., through the realization of random walks along prechosen collective variables, such as spatial order parameters, energy scaling parameters, or even system temperatures or pressures, etc. As usually observed, in generalized ensemble simulations, hidden barriers are likely to exist in the space perpendicular to the collective variable direction and these residual free energy barriers could greatly abolish the sampling efficiency. This sampling issue is particularly severe when the collective variable is defined in a low-dimension subset of the target system; then the "Hamiltonian lagging" problem, which reveals the fact that necessary structural relaxation falls behind the move of the collective variable, may be likely to occur. To overcome this problem in equilibrium conformational sampling, we adopted the orthogonal space random walk (OSRW) strategy, which was originally developed in the context of free energy simulation [L. Zheng, M. Chen, and W. Yang, Proc. Natl. Acad. Sci. U.S.A. 105, 20227 (2008)]. Thereby, generalized ensemble simulations can simultaneously escape both the explicit barriers along the collective variable direction and the hidden barriers that are strongly coupled with the collective variable move. As demonstrated in our model studies, the present OSRW based generalized ensemble treatments show improved sampling capability over the corresponding classical generalized ensemble treatments.
Abbout, Adel
2016-08-05
Using the tools of random matrix theory we develop a statistical analysis of the transport properties of thermoelectric low-dimensional systems made of two electron reservoirs set at different temperatures and chemical potentials, and connected through a low-density-of-states two-level quantum dot that acts as a conducting chaotic cavity. Our exact treatment of the chaotic behavior in such devices lies on the scattering matrix formalism and yields analytical expressions for the joint probability distribution functions of the Seebeck coefficient and the transmission profile, as well as the marginal distributions, at arbitrary Fermi energy. The scattering matrices belong to circular ensembles which we sample to numerically compute the transmission function, the Seebeck coefficient, and their relationship. The exact transport coefficients probability distributions are found to be highly non-Gaussian for small numbers of conduction modes, and the analytical and numerical results are in excellent agreement. The system performance is also studied, and we find that the optimum performance is obtained for half-transparent quantum dots; further, this optimum may be enhanced for systems with few conduction modes.
Abbout, Adel; Ouerdane, Henni; Goupil, Christophe
2016-01-01
Using the tools of random matrix theory we develop a statistical analysis of the transport properties of thermoelectric low-dimensional systems made of two electron reservoirs set at different temperatures and chemical potentials, and connected through a low-density-of-states two-level quantum dot that acts as a conducting chaotic cavity. Our exact treatment of the chaotic behavior in such devices lies on the scattering matrix formalism and yields analytical expressions for the joint probability distribution functions of the Seebeck coefficient and the transmission profile, as well as the marginal distributions, at arbitrary Fermi energy. The scattering matrices belong to circular ensembles which we sample to numerically compute the transmission function, the Seebeck coefficient, and their relationship. The exact transport coefficients probability distributions are found to be highly non-Gaussian for small numbers of conduction modes, and the analytical and numerical results are in excellent agreement. The system performance is also studied, and we find that the optimum performance is obtained for half-transparent quantum dots; further, this optimum may be enhanced for systems with few conduction modes.
Jia, Jianhua; Liu, Zi; Xiao, Xuan; Liu, Bingxiang; Chou, Kuo-Chen
2016-04-07
Being one type of post-translational modifications (PTMs), protein lysine succinylation is important in regulating varieties of biological processes. It is also involved with some diseases, however. Consequently, from the angles of both basic research and drug development, we are facing a challenging problem: for an uncharacterized protein sequence having many Lys residues therein, which ones can be succinylated, and which ones cannot? To address this problem, we have developed a predictor called pSuc-Lys through (1) incorporating the sequence-coupled information into the general pseudo amino acid composition, (2) balancing out skewed training dataset by random sampling, and (3) constructing an ensemble predictor by fusing a series of individual random forest classifiers. Rigorous cross-validations indicated that it remarkably outperformed the existing methods. A user-friendly web-server for pSuc-Lys has been established at http://www.jci-bioinfo.cn/pSuc-Lys, by which users can easily obtain their desired results without the need to go through the complicated mathematical equations involved. It has not escaped our notice that the formulation and approach presented here can also be used to analyze many other problems in computational proteomics. Copyright © 2016 Elsevier Ltd. All rights reserved.
A generalization of random matrix theory and its application to statistical physics.
Wang, Duan; Zhang, Xin; Horvatic, Davor; Podobnik, Boris; Eugene Stanley, H
2017-02-01
To study the statistical structure of crosscorrelations in empirical data, we generalize random matrix theory and propose a new method of cross-correlation analysis, known as autoregressive random matrix theory (ARRMT). ARRMT takes into account the influence of auto-correlations in the study of cross-correlations in multiple time series. We first analytically and numerically determine how auto-correlations affect the eigenvalue distribution of the correlation matrix. Then we introduce ARRMT with a detailed procedure of how to implement the method. Finally, we illustrate the method using two examples taken from inflation rates for air pressure data for 95 US cities.
Directory of Open Access Journals (Sweden)
Debesh Jha
2017-01-01
Full Text Available Accurate diagnosis of pathological brain images is important for patient care, particularly in the early phase of the disease. Although numerous studies have used machine-learning techniques for the computer-aided diagnosis (CAD of pathological brain, previous methods encountered challenges in terms of the diagnostic efficiency owing to deficiencies in the choice of proper filtering techniques, neuroimaging biomarkers, and limited learning models. Magnetic resonance imaging (MRI is capable of providing enhanced information regarding the soft tissues, and therefore MR images are included in the proposed approach. In this study, we propose a new model that includes Wiener filtering for noise reduction, 2D-discrete wavelet transform (2D-DWT for feature extraction, probabilistic principal component analysis (PPCA for dimensionality reduction, and a random subspace ensemble (RSE classifier along with the K-nearest neighbors (KNN algorithm as a base classifier to classify brain images as pathological or normal ones. The proposed methods provide a significant improvement in classification results when compared to other studies. Based on 5×5 cross-validation (CV, the proposed method outperforms 21 state-of-the-art algorithms in terms of classification accuracy, sensitivity, and specificity for all four datasets used in the study.
Random matrices and chaos in nuclear physics: Nuclear structure
International Nuclear Information System (INIS)
Weidenmueller, H. A.; Mitchell, G. E.
2009-01-01
Evidence for the applicability of random-matrix theory to nuclear spectra is reviewed. In analogy to systems with few degrees of freedom, one speaks of chaos (more accurately, quantum chaos) in nuclei whenever random-matrix predictions are fulfilled. An introduction into the basic concepts of random-matrix theory is followed by a survey over the extant experimental information on spectral fluctuations, including a discussion of the violation of a symmetry or invariance property. Chaos in nuclear models is discussed for the spherical shell model, for the deformed shell model, and for the interacting boson model. Evidence for chaos also comes from random-matrix ensembles patterned after the shell model such as the embedded two-body ensemble, the two-body random ensemble, and the constrained ensembles. All this evidence points to the fact that chaos is a generic property of nuclear spectra, except for the ground-state regions of strongly deformed nuclei.
Directory of Open Access Journals (Sweden)
Connie Ko
2016-08-01
selected randomly (with stratified sample size; to 93.8%; when samples were selected with additional criteria; and from 88.4% to 93.8% when an ensemble method was used.
A random matrix approach to the crossover of energy-level statistics from Wigner to Poisson
International Nuclear Information System (INIS)
Datta, Nilanjana; Kunz, Herve
2004-01-01
We analyze a class of parametrized random matrix models, introduced by Rosenzweig and Porter, which is expected to describe the energy level statistics of quantum systems whose classical dynamics varies from regular to chaotic as a function of a parameter. We compute the generating function for the correlations of energy levels, in the limit of infinite matrix size. The crossover between Poisson and Wigner statistics is measured by a renormalized coupling constant. The model is exactly solved in the sense that, in the limit of infinite matrix size, the energy-level correlation functions and their generating function are given in terms of a finite set of integrals
Random matrix analysis of the QCD sign problem for general topology
International Nuclear Information System (INIS)
Bloch, Jacques; Wettig, Tilo
2009-01-01
Motivated by the important role played by the phase of the fermion determinant in the investigation of the sign problem in lattice QCD at nonzero baryon density, we derive an analytical formula for the average phase factor of the fermion determinant for general topology in the microscopic limit of chiral random matrix theory at nonzero chemical potential, for both the quenched and the unquenched case. The formula is a nontrivial extension of the expression for zero topology derived earlier by Splittorff and Verbaarschot. Our analytical predictions are verified by detailed numerical random matrix simulations of the quenched theory.
Anderson localization through Polyakov loops: Lattice evidence and random matrix model
International Nuclear Information System (INIS)
Bruckmann, Falk; Schierenberg, Sebastian; Kovacs, Tamas G.
2011-01-01
We investigate low-lying fermion modes in SU(2) gauge theory at temperatures above the phase transition. Both staggered and overlap spectra reveal transitions from chaotic (random matrix) to integrable (Poissonian) behavior accompanied by an increasing localization of the eigenmodes. We show that the latter are trapped by local Polyakov loop fluctuations. Islands of such ''wrong'' Polyakov loops can therefore be viewed as defects leading to Anderson localization in gauge theories. We find strong similarities in the spatial profile of these localized staggered and overlap eigenmodes. We discuss possible interpretations of this finding and present a sparse random matrix model that reproduces these features.
Bianconi, Ginestra
2009-03-01
In this paper we generalize the concept of random networks to describe network ensembles with nontrivial features by a statistical mechanics approach. This framework is able to describe undirected and directed network ensembles as well as weighted network ensembles. These networks might have nontrivial community structure or, in the case of networks embedded in a given space, they might have a link probability with a nontrivial dependence on the distance between the nodes. These ensembles are characterized by their entropy, which evaluates the cardinality of networks in the ensemble. In particular, in this paper we define and evaluate the structural entropy, i.e., the entropy of the ensembles of undirected uncorrelated simple networks with given degree sequence. We stress the apparent paradox that scale-free degree distributions are characterized by having small structural entropy while they are so widely encountered in natural, social, and technological complex systems. We propose a solution to the paradox by proving that scale-free degree distributions are the most likely degree distribution with the corresponding value of the structural entropy. Finally, the general framework we present in this paper is able to describe microcanonical ensembles of networks as well as canonical or hidden-variable network ensembles with significant implications for the formulation of network-constructing algorithms.
Random matrix theory and acoustic resonances in plates with an approximate symmetry
DEFF Research Database (Denmark)
Andersen, Anders Peter; Ellegaard, C.; Jackson, A.D.
2001-01-01
We discuss a random matrix model of systems with an approximate symmetry and present the spectral fluctuation statistics and eigenvector characteristics for the model. An acoustic resonator like, e.g., an aluminum plate may have an approximate symmetry. We have measured the frequency spectrum and...
Number-conserving random phase approximation with analytically integrated matrix elements
International Nuclear Information System (INIS)
Kyotoku, M.; Schmid, K.W.; Gruemmer, F.; Faessler, A.
1990-01-01
In the present paper a number conserving random phase approximation is derived as a special case of the recently developed random phase approximation in general symmetry projected quasiparticle mean fields. All the occurring integrals induced by the number projection are performed analytically after writing the various overlap and energy matrices in the random phase approximation equation as polynomials in the gauge angle. In the limit of a large number of particles the well-known pairing vibration matrix elements are recovered. We also present a new analytically number projected variational equation for the number conserving pairing problem
The Golden-Thompson inequality: Historical aspects and random matrix applications
International Nuclear Information System (INIS)
Forrester, Peter J.; Thompson, Colin J.
2014-01-01
The Golden-Thompson inequality, Tr (e A+B ) ⩽ Tr (e A e B ) for A, B Hermitian matrices, appeared in independent works by Golden and Thompson published in 1965. Both of these were motivated by considerations in statistical mechanics. In recent years the Golden-Thompson inequality has found applications to random matrix theory. In this article, we detail some historical aspects relating to Thompson's work, giving in particular a hitherto unpublished proof due to Dyson, and correspondence with Pólya. We show too how the 2 × 2 case relates to hyperbolic geometry, and how the original inequality holds true with the trace operation replaced by any unitarily invariant norm. In relation to the random matrix applications, we review its use in the derivation of concentration type lemmas for sums of random matrices due to Ahlswede-Winter, and Oliveira, generalizing various classical results
Genetic Algorithm Optimized Neural Networks Ensemble as ...
African Journals Online (AJOL)
Marquardt algorithm by varying conditions such as inputs, hidden neurons, initialization, training sets and random Gaussian noise injection to ... Several such ensembles formed the population which was evolved to generate the fittest ensemble.
Re, Matteo; Valentini, Giorgio
2012-03-01
Ensemble methods are statistical and computational learning procedures reminiscent of the human social learning behavior of seeking several opinions before making any crucial decision. The idea of combining the opinions of different "experts" to obtain an overall “ensemble” decision is rooted in our culture at least from the classical age of ancient Greece, and it has been formalized during the Enlightenment with the Condorcet Jury Theorem[45]), which proved that the judgment of a committee is superior to those of individuals, provided the individuals have reasonable competence. Ensembles are sets of learning machines that combine in some way their decisions, or their learning algorithms, or different views of data, or other specific characteristics to obtain more reliable and more accurate predictions in supervised and unsupervised learning problems [48,116]. A simple example is represented by the majority vote ensemble, by which the decisions of different learning machines are combined, and the class that receives the majority of “votes” (i.e., the class predicted by the majority of the learning machines) is the class predicted by the overall ensemble [158]. In the literature, a plethora of terms other than ensembles has been used, such as fusion, combination, aggregation, and committee, to indicate sets of learning machines that work together to solve a machine learning problem [19,40,56,66,99,108,123], but in this chapter we maintain the term ensemble in its widest meaning, in order to include the whole range of combination methods. Nowadays, ensemble methods represent one of the main current research lines in machine learning [48,116], and the interest of the research community on ensemble methods is witnessed by conferences and workshops specifically devoted to ensembles, first of all the multiple classifier systems (MCS) conference organized by Roli, Kittler, Windeatt, and other researchers of this area [14,62,85,149,173]. Several theories have been
Subcritical Multiplicative Chaos for Regularized Counting Statistics from Random Matrix Theory
Lambert, Gaultier; Ostrovsky, Dmitry; Simm, Nick
2018-05-01
For an {N × N} Haar distributed random unitary matrix U N , we consider the random field defined by counting the number of eigenvalues of U N in a mesoscopic arc centered at the point u on the unit circle. We prove that after regularizing at a small scale {ɛN > 0}, the renormalized exponential of this field converges as N \\to ∞ to a Gaussian multiplicative chaos measure in the whole subcritical phase. We discuss implications of this result for obtaining a lower bound on the maximum of the field. We also show that the moments of the total mass converge to a Selberg-like integral and by taking a further limit as the size of the arc diverges, we establish part of the conjectures in Ostrovsky (Nonlinearity 29(2):426-464, 2016). By an analogous construction, we prove that the multiplicative chaos measure coming from the sine process has the same distribution, which strongly suggests that this limiting object should be universal. Our approach to the L 1-phase is based on a generalization of the construction in Berestycki (Electron Commun Probab 22(27):12, 2017) to random fields which are only asymptotically Gaussian. In particular, our method could have applications to other random fields coming from either random matrix theory or a different context.
On the equilibrium state of a small system with random matrix coupling to its environment
Lebowitz, J. L.; Pastur, L.
2015-07-01
We consider a random matrix model of interaction between a small n-level system, S, and its environment, a N-level heat reservoir, R. The interaction between S and R is modeled by a tensor product of a fixed n× n matrix and a N× N Hermitian random matrix. We show that under certain ‘macroscopicity’ conditions on R, the reduced density matrix of the system {{ρ }S}=T{{r}R}ρ S\\cup R(eq), is given by ρ S(c)˜ exp \\{-β {{H}S}\\}, where HS is the Hamiltonian of the isolated system. This holds for all strengths of the interaction and thus gives some justification for using ρ S(c) to describe some nano-systems, like biopolymers, in equilibrium with their environment (Seifert 2012 Rep. Prog. Phys. 75 126001). Our results extend those obtained previously in (Lebowitz and Pastur 2004 J. Phys. A: Math. Gen. 37 1517-34) (Lebowitz et al 2007 Contemporary Mathematics (Providence RI: American Mathematical Society) pp 199-218) for a special two-level system.
Analysis of aeroplane boarding via spacetime geometry and random matrix theory
International Nuclear Information System (INIS)
Bachmat, E; Berend, D; Sapir, L; Skiena, S; Stolyarov, N
2006-01-01
We show that aeroplane boarding can be asymptotically modelled by two-dimensional Lorentzian geometry. Boarding time is given by the maximal proper time among curves in the model. Discrepancies between the model and simulation results are closely related to random matrix theory. The models can be used to explain why some commonly practiced airline boarding policies are ineffective and even detrimental. (letter to the editor)
2002-01-01
NYYD Ensemble'i duost Traksmann - Lukk E.-S. Tüüri teosega "Symbiosis", mis on salvestatud ka hiljuti ilmunud NYYD Ensemble'i CDle. 2. märtsil Rakvere Teatri väikeses saalis ja 3. märtsil Rotermanni Soolalaos, kavas Tüür, Kaumann, Berio, Reich, Yun, Hauta-aho, Buckinx
Multivariate localization methods for ensemble Kalman filtering
Roh, S.; Jun, M.; Szunyogh, I.; Genton, Marc G.
2015-01-01
the Schur (element-wise) product of the ensemble-based sample covariance matrix and a correlation matrix whose entries are obtained by the discretization of a distance-dependent correlation function. While the proper definition of the localization function
Network trending; leadership, followership and neutrality among companies: A random matrix approach
Mobarhan, N. S. Safavi; Saeedi, A.; Roodposhti, F. Rahnamay; Jafari, G. R.
2016-11-01
In this article, we analyze the cross-correlation between returns of different stocks to answer the following important questions. The first one is: If there exists collective behavior in a financial market, how could we detect it? And the second question is: Is there a particular company among the companies of a market as the leader of the collective behavior? Or is there no specified leadership governing the system similar to some complex systems? We use the method of random matrix theory to answer the mentioned questions. Cross-correlation matrix of index returns of four different markets is analyzed. The participation ratio quantity related to each matrices' eigenvectors and the eigenvalue spectrum is calculated. We introduce shuffled-matrix created of cross correlation matrix in such a way that the elements of the later one are displaced randomly. Comparing the participation ratio quantities obtained from a correlation matrix of a market and its related shuffled-one, on the bulk distribution region of the eigenvalues, we detect a meaningful deviation between the mentioned quantities indicating the collective behavior of the companies forming the market. By calculating the relative deviation of participation ratios, we obtain a measure to compare the markets according to their collective behavior. Answering the second question, we show there are three groups of companies: The first group having higher impact on the market trend called leaders, the second group is followers and the third one is the companies who have not a considerable role in the trend. The results can be utilized in portfolio construction.
Birney, E; Andrews, D; Bevan, P; Caccamo, M; Cameron, G; Chen, Y; Clarke, L; Coates, G; Cox, T; Cuff, J; Curwen, V; Cutts, T; Down, T; Durbin, R; Eyras, E; Fernandez-Suarez, X M; Gane, P; Gibbins, B; Gilbert, J; Hammond, M; Hotz, H; Iyer, V; Kahari, A; Jekosch, K; Kasprzyk, A; Keefe, D; Keenan, S; Lehvaslaiho, H; McVicker, G; Melsopp, C; Meidl, P; Mongin, E; Pettett, R; Potter, S; Proctor, G; Rae, M; Searle, S; Slater, G; Smedley, D; Smith, J; Spooner, W; Stabenau, A; Stalker, J; Storey, R; Ureta-Vidal, A; Woodwark, C; Clamp, M; Hubbard, T
2004-01-01
The Ensembl (http://www.ensembl.org/) database project provides a bioinformatics framework to organize biology around the sequences of large genomes. It is a comprehensive and integrated source of annotation of large genome sequences, available via interactive website, web services or flat files. As well as being one of the leading sources of genome annotation, Ensembl is an open source software engineering project to develop a portable system able to handle very large genomes and associated requirements. The facilities of the system range from sequence analysis to data storage and visualization and installations exist around the world both in companies and at academic sites. With a total of nine genome sequences available from Ensembl and more genomes to follow, recent developments have focused mainly on closer integration between genomes and external data.
Correlated random-phase approximation from densities and in-medium matrix elements
Energy Technology Data Exchange (ETDEWEB)
Trippel, Richard; Roth, Robert [Institut fuer Kernphysik, Technische Universitaet Darmstadt (Germany)
2016-07-01
The random-phase approximation (RPA) as well as the second RPA (SRPA) are established tools for the study of collective excitations in nuclei. Addressing the well known lack of correlations, we derived a universal framework for a fully correlated RPA based on the use of one- and two-body densities. We apply densities from coupled cluster theory and investigate the impact of correlations. As an alternative approach to correlations we use matrix elements transformed via in-medium similarity renormalization group (IM-SRG) in combination with RPA and SRPA. We find that within SRPA the use of IM-SRG matrix elements leads to the disappearance of instabilities of low-lying states. For the calculations we use normal-ordered two- plus three-body interactions derived from chiral effective field theory. We apply different Hamiltonians to a number of doubly-magic nuclei and calculate electric transition strengths.
On the remarkable spectrum of a non-Hermitian random matrix model
International Nuclear Information System (INIS)
Holz, D E; Orland, H; Zee, A
2003-01-01
A non-Hermitian random matrix model proposed a few years ago has a remarkably intricate spectrum. Various attempts have been made to understand the spectrum, but even its dimension is not known. Using the Dyson-Schmidt equation, we show that the spectrum consists of a non-denumerable set of lines in the complex plane. Each line is the support of the spectrum of a periodic Hamiltonian, obtained by the infinite repetition of any finite sequence of the disorder variables. Our approach is based on the 'theory of words'. We make a complete study of all four-letter words. The spectrum is complicated because our matrix contains everything that will ever be written in the history of the universe, including this particular paper
Aken, Bronwen L.; Achuthan, Premanand; Akanni, Wasiu; Amode, M. Ridwan; Bernsdorff, Friederike; Bhai, Jyothish; Billis, Konstantinos; Carvalho-Silva, Denise; Cummins, Carla; Clapham, Peter; Gil, Laurent; Gir?n, Carlos Garc?a; Gordon, Leo; Hourlier, Thibaut; Hunt, Sarah E.
2016-01-01
Ensembl (www.ensembl.org) is a database and genome browser for enabling research on vertebrate genomes. We import, analyse, curate and integrate a diverse collection of large-scale reference data to create a more comprehensive view of genome biology than would be possible from any individual dataset. Our extensive data resources include evidence-based gene and regulatory region annotation, genome variation and gene trees. An accompanying suite of tools, infrastructure and programmatic access ...
Lu, Xiuyuan; Van Roy, Benjamin
2017-01-01
Thompson sampling has emerged as an effective heuristic for a broad range of online decision problems. In its basic form, the algorithm requires computing and sampling from a posterior distribution over models, which is tractable only for simple special cases. This paper develops ensemble sampling, which aims to approximate Thompson sampling while maintaining tractability even in the face of complex models such as neural networks. Ensemble sampling dramatically expands on the range of applica...
From polymers to quantum gravity: Triple-scaling in rectangular random matrix models
International Nuclear Information System (INIS)
Myers, R.C.; Periwal, V.
1993-01-01
Rectangular NxM matrix models can be solved in several qualitatively distinct large-N limits, since two independent parameters govern the size of the matrix. Regarded as models of random surfaces, these matrix models interpolate between branched polymer behaviour and two-dimensional quantum gravity. We solve such models in a 'triple-scaling' regime in this paper, with N and M becoming large independently. A correspondence between phase transitions and singularities of mappings from R 2 to R 2 is indicated. At different critical points, the scaling behaviour is determined by (i) two decoupled ordinary differential equations; (ii) an ordinary differential equation and a finite-difference equation; or (iii) two coupled partial differential equations. The Painleve II equation arises (in conjunction with a difference equation) at a point associated with branched polymers. For critical points described by partial differential equations, there are dual weak-coupling/strong-coupling expansions. It is conjectured that the new physics is related to microscopic topology fluctuations. (orig.)
Accounting for Sampling Error in Genetic Eigenvalues Using Random Matrix Theory.
Sztepanacz, Jacqueline L; Blows, Mark W
2017-07-01
The distribution of genetic variance in multivariate phenotypes is characterized by the empirical spectral distribution of the eigenvalues of the genetic covariance matrix. Empirical estimates of genetic eigenvalues from random effects linear models are known to be overdispersed by sampling error, where large eigenvalues are biased upward, and small eigenvalues are biased downward. The overdispersion of the leading eigenvalues of sample covariance matrices have been demonstrated to conform to the Tracy-Widom (TW) distribution. Here we show that genetic eigenvalues estimated using restricted maximum likelihood (REML) in a multivariate random effects model with an unconstrained genetic covariance structure will also conform to the TW distribution after empirical scaling and centering. However, where estimation procedures using either REML or MCMC impose boundary constraints, the resulting genetic eigenvalues tend not be TW distributed. We show how using confidence intervals from sampling distributions of genetic eigenvalues without reference to the TW distribution is insufficient protection against mistaking sampling error as genetic variance, particularly when eigenvalues are small. By scaling such sampling distributions to the appropriate TW distribution, the critical value of the TW statistic can be used to determine if the magnitude of a genetic eigenvalue exceeds the sampling error for each eigenvalue in the spectral distribution of a given genetic covariance matrix. Copyright © 2017 by the Genetics Society of America.
Optimization of the Dutch Matrix Test by Random Selection of Sentences From a Preselected Subset
Directory of Open Access Journals (Sweden)
Rolph Houben
2015-04-01
Full Text Available Matrix tests are available for speech recognition testing in many languages. For an accurate measurement, a steep psychometric function of the speech materials is required. For existing tests, it would be beneficial if it were possible to further optimize the available materials by increasing the function’s steepness. The objective is to show if the steepness of the psychometric function of an existing matrix test can be increased by selecting a homogeneous subset of recordings with the steepest sentence-based psychometric functions. We took data from a previous multicenter evaluation of the Dutch matrix test (45 normal-hearing listeners. Based on half of the data set, first the sentences (140 out of 311 with a similar speech reception threshold and with the steepest psychometric function (≥9.7%/dB were selected. Subsequently, the steepness of the psychometric function for this selection was calculated from the remaining (unused second half of the data set. The calculation showed that the slope increased from 10.2%/dB to 13.7%/dB. The resulting subset did not allow the construction of enough balanced test lists. Therefore, the measurement procedure was changed to randomly select the sentences during testing. Random selection may interfere with a representative occurrence of phonemes. However, in our material, the median phonemic occurrence remained close to that of the original test. This finding indicates that phonemic occurrence is not a critical factor. The work highlights the possibility that existing speech tests might be improved by selecting sentences with a steep psychometric function.
Random matrix theory filters in portfolio optimisation: A stability and risk assessment
Daly, J.; Crane, M.; Ruskin, H. J.
2008-07-01
Random matrix theory (RMT) filters, applied to covariance matrices of financial returns, have recently been shown to offer improvements to the optimisation of stock portfolios. This paper studies the effect of three RMT filters on the realised portfolio risk, and on the stability of the filtered covariance matrix, using bootstrap analysis and out-of-sample testing. We propose an extension to an existing RMT filter, (based on Krzanowski stability), which is observed to reduce risk and increase stability, when compared to other RMT filters tested. We also study a scheme for filtering the covariance matrix directly, as opposed to the standard method of filtering correlation, where the latter is found to lower the realised risk, on average, by up to 6.7%. We consider both equally and exponentially weighted covariance matrices in our analysis, and observe that the overall best method out-of-sample was that of the exponentially weighted covariance, with our Krzanowski stability-based filter applied to the correlation matrix. We also find that the optimal out-of-sample decay factors, for both filtered and unfiltered forecasts, were higher than those suggested by Riskmetrics [J.P. Morgan, Reuters, Riskmetrics technical document, Technical Report, 1996. http://www.riskmetrics.com/techdoc.html], with those for the latter approaching a value of α=1. In conclusion, RMT filtering reduced the realised risk, on average, and in the majority of cases when tested out-of-sample, but increased the realised risk on a marked number of individual days-in some cases more than doubling it.
The covariance matrix of the Potts model: A random cluster analysis
International Nuclear Information System (INIS)
Borgs, C.; Chayes, J.T.
1996-01-01
We consider the covariance matrix, G mn = q 2 x ,m); δ(σ y ,n)>, of the d-dimensional q-states Potts model, rewriting it in the random cluster representation of Fortuin and Kasteleyn. In many of the q ordered phases, we identify the eigenvalues of this matrix both in terms of representations of the unbroken symmetry group of the model and in terms of random cluster connectivities and covariances, thereby attributing algebraic significance to these stochastic geometric quantities. We also show that the correlation length and the correlation length corresponding to the decay rate of one on the eigenvalues in the same as the inverse decay rate of the diameter of finite clusters. For dimension of d=2, we show that this correlation length and the correlation length of two-point function with free boundary conditions at the corresponding dual temperature are equal up to a factor of two. For systems with first-order transitions, this relation helps to resolve certain inconsistencies between recent exact and numerical work on correlation lengths at the self-dual point β o . For systems with second order transitions, this relation implies the equality of the correlation length exponents from above below threshold, as well as an amplitude ratio of two. In the course of proving the above results, we establish several properties of independent interest, including left continuity of the inverse correlation length with free boundary conditions and upper semicontinuity of the decay rate for finite clusters in all dimensions, and left continuity of the two-dimensional free boundary condition percolation probability at β o . We also introduce DLR equations for the random cluster model and use them to establish ergodicity of the free measure. In order to prove these results, we introduce a new class of events which we call decoupling events and two inequalities for these events
Wang, Rong; Wang, Li; Yang, Yong; Li, Jiajia; Wu, Ying; Lin, Pan
2016-11-01
Attention deficit hyperactivity disorder (ADHD) is the most common childhood neuropsychiatric disorder and affects approximately 6 -7 % of children worldwide. Here, we investigate the statistical properties of undirected and directed brain functional networks in ADHD patients based on random matrix theory (RMT), in which the undirected functional connectivity is constructed based on correlation coefficient and the directed functional connectivity is measured based on cross-correlation coefficient and mutual information. We first analyze the functional connectivity and the eigenvalues of the brain functional network. We find that ADHD patients have increased undirected functional connectivity, reflecting a higher degree of linear dependence between regions, and increased directed functional connectivity, indicating stronger causality and more transmission of information among brain regions. More importantly, we explore the randomness of the undirected and directed functional networks using RMT. We find that for ADHD patients, the undirected functional network is more orderly than that for normal subjects, which indicates an abnormal increase in undirected functional connectivity. In addition, we find that the directed functional networks are more random, which reveals greater disorder in causality and more chaotic information flow among brain regions in ADHD patients. Our results not only further confirm the efficacy of RMT in characterizing the intrinsic properties of brain functional networks but also provide insights into the possibilities RMT offers for improving clinical diagnoses and treatment evaluations for ADHD patients.
Ensemble methods for handwritten digit recognition
DEFF Research Database (Denmark)
Hansen, Lars Kai; Liisberg, Christian; Salamon, P.
1992-01-01
Neural network ensembles are applied to handwritten digit recognition. The individual networks of the ensemble are combinations of sparse look-up tables (LUTs) with random receptive fields. It is shown that the consensus of a group of networks outperforms the best individual of the ensemble....... It is further shown that it is possible to estimate the ensemble performance as well as the learning curve on a medium-size database. In addition the authors present preliminary analysis of experiments on a large database and show that state-of-the-art performance can be obtained using the ensemble approach...... by optimizing the receptive fields. It is concluded that it is possible to improve performance significantly by introducing moderate-size ensembles; in particular, a 20-25% improvement has been found. The ensemble random LUTs, when trained on a medium-size database, reach a performance (without rejects) of 94...
van Aggelen, Helen; Yang, Yang; Yang, Weitao
2014-05-14
Despite their unmatched success for many applications, commonly used local, semi-local, and hybrid density functionals still face challenges when it comes to describing long-range interactions, static correlation, and electron delocalization. Density functionals of both the occupied and virtual orbitals are able to address these problems. The particle-hole (ph-) Random Phase Approximation (RPA), a functional of occupied and virtual orbitals, has recently known a revival within the density functional theory community. Following up on an idea introduced in our recent communication [H. van Aggelen, Y. Yang, and W. Yang, Phys. Rev. A 88, 030501 (2013)], we formulate more general adiabatic connections for the correlation energy in terms of pairing matrix fluctuations described by the particle-particle (pp-) propagator. With numerical examples of the pp-RPA, the lowest-order approximation to the pp-propagator, we illustrate the potential of density functional approximations based on pairing matrix fluctuations. The pp-RPA is size-extensive, self-interaction free, fully anti-symmetric, describes the strong static correlation limit in H2, and eliminates delocalization errors in H2(+) and other single-bond systems. It gives surprisingly good non-bonded interaction energies--competitive with the ph-RPA--with the correct R(-6) asymptotic decay as a function of the separation R, which we argue is mainly attributable to its correct second-order energy term. While the pp-RPA tends to underestimate absolute correlation energies, it gives good relative energies: much better atomization energies than the ph-RPA, as it has no tendency to underbind, and reaction energies of similar quality. The adiabatic connection in terms of pairing matrix fluctuation paves the way for promising new density functional approximations.
International Nuclear Information System (INIS)
Aggelen, Helen van; Yang, Yang; Yang, Weitao
2014-01-01
Despite their unmatched success for many applications, commonly used local, semi-local, and hybrid density functionals still face challenges when it comes to describing long-range interactions, static correlation, and electron delocalization. Density functionals of both the occupied and virtual orbitals are able to address these problems. The particle-hole (ph-) Random Phase Approximation (RPA), a functional of occupied and virtual orbitals, has recently known a revival within the density functional theory community. Following up on an idea introduced in our recent communication [H. van Aggelen, Y. Yang, and W. Yang, Phys. Rev. A 88, 030501 (2013)], we formulate more general adiabatic connections for the correlation energy in terms of pairing matrix fluctuations described by the particle-particle (pp-) propagator. With numerical examples of the pp-RPA, the lowest-order approximation to the pp-propagator, we illustrate the potential of density functional approximations based on pairing matrix fluctuations. The pp-RPA is size-extensive, self-interaction free, fully anti-symmetric, describes the strong static correlation limit in H 2 , and eliminates delocalization errors in H 2 + and other single-bond systems. It gives surprisingly good non-bonded interaction energies – competitive with the ph-RPA – with the correct R −6 asymptotic decay as a function of the separation R, which we argue is mainly attributable to its correct second-order energy term. While the pp-RPA tends to underestimate absolute correlation energies, it gives good relative energies: much better atomization energies than the ph-RPA, as it has no tendency to underbind, and reaction energies of similar quality. The adiabatic connection in terms of pairing matrix fluctuation paves the way for promising new density functional approximations
Random matrix theory of multi-antenna communications: the Ricean channel
International Nuclear Information System (INIS)
Moustakas, Aris L; Simon, Steven H
2005-01-01
The use of multi-antenna arrays in wireless communications through disordered media promises huge increases in the information transmission rate. It is therefore important to analyse the information capacity of such systems in realistic situations of microwave transmission, where the statistics of the transmission amplitudes (channel) may be coloured. Here, we present an approach that provides analytic expressions for the statistics, i.e. the moments of the distribution, of the mutual information for general Gaussian channel statistics. The mathematical method applies tools developed originally in the context of coherent wave propagation in disordered media, such as random matrix theory and replicas. Although it is valid formally for large antenna numbers, this approach produces extremely accurate results even for arrays with as few as two antennas. We also develop a method to analytically optimize over the input signal distribution, which enables us to calculate analytic capacities when the transmitter has knowledge of the statistics of the channel. The emphasis of this paper is on elucidating the novel mathematical methods used. We do this by analysing a specific case when the channel matrix is a complex Gaussian with arbitrary mean and unit covariance, which is usually called the Ricean channel
Zhang, Du; Su, Neil Qiang; Yang, Weitao
2017-07-20
The GW self-energy, especially G 0 W 0 based on the particle-hole random phase approximation (phRPA), is widely used to study quasiparticle (QP) energies. Motivated by the desirable features of the particle-particle (pp) RPA compared to the conventional phRPA, we explore the pp counterpart of GW, that is, the T-matrix self-energy, formulated with the eigenvectors and eigenvalues of the ppRPA matrix. We demonstrate the accuracy of the T-matrix method for molecular QP energies, highlighting the importance of the pp channel for calculating QP spectra.
International Nuclear Information System (INIS)
Sharifah Hanisah Syed Abd Aziz; Khairul Zaman Mohd Dahlan
2004-01-01
Fibres are known to confer strength and rigidity to the weak and brittle matrix and currently, research in composite materials is being directed at using natural fibers instead of synthetic fibres. In this work long and random kenaf fibers were used in the as-received condition and alkalized with a 0.06M NaOH solution. They were combined with polypropylene thin sheets and hot-pressed to form natural fibre composites. The mechanical properties of the composites were investigated to observe the effect of fibre alignment, fibre treatment, and the method of moulding technique used. A general trend was observed whereby alkalized and long fibre composites give higher flexural modulus and flexural strength compared with random mat and untreated fibres. The long fibre composites also gave a higher work of fracture. However, the correlation between fibre surface treatment and the work of fracture was less clear. The method of moulding used also need to be improved to optimize the performance of the composites manufactured as the overall mechanical test result showed some irregularities. Pre-irradiation on the polypropylene pellets before the composite is manufactured will be considered as one of the mechanism in enhancing the mechanical performance of the composites in future work. (Author)
On Ensemble Nonlinear Kalman Filtering with Symmetric Analysis Ensembles
Luo, Xiaodong
2010-09-19
The ensemble square root filter (EnSRF) [1, 2, 3, 4] is a popular method for data assimilation in high dimensional systems (e.g., geophysics models). Essentially the EnSRF is a Monte Carlo implementation of the conventional Kalman filter (KF) [5, 6]. It is mainly different from the KF at the prediction steps, where it is some ensembles, rather then the means and covariance matrices, of the system state that are propagated forward. In doing this, the EnSRF is computationally more efficient than the KF, since propagating a covariance matrix forward in high dimensional systems is prohibitively expensive. In addition, the EnSRF is also very convenient in implementation. By propagating the ensembles of the system state, the EnSRF can be directly applied to nonlinear systems without any change in comparison to the assimilation procedures in linear systems. However, by adopting the Monte Carlo method, the EnSRF also incurs certain sampling errors. One way to alleviate this problem is to introduce certain symmetry to the ensembles, which can reduce the sampling errors and spurious modes in evaluation of the means and covariances of the ensembles [7]. In this contribution, we present two methods to produce symmetric ensembles. One is based on the unscented transform [8, 9], which leads to the unscented Kalman filter (UKF) [8, 9] and its variant, the ensemble unscented Kalman filter (EnUKF) [7]. The other is based on Stirling’s interpolation formula (SIF), which results in the divided difference filter (DDF) [10]. Here we propose a simplified divided difference filter (sDDF) in the context of ensemble filtering. The similarity and difference between the sDDF and the EnUKF will be discussed. Numerical experiments will also be conducted to investigate the performance of the sDDF and the EnUKF, and compare them to a well‐established EnSRF, the ensemble transform Kalman filter (ETKF) [2].
Wang, Yuan; Bao, Shan; Du, Wenjun; Ye, Zhirui; Sayer, James R
2017-12-01
Visual attention to the driving environment is of great importance for road safety. Eye glance behavior has been used as an indicator of distracted driving. This study examined and quantified drivers' glance patterns and features during distracted driving. Data from an existing naturalistic driving study were used. Entropy rate was calculated and used to assess the randomness associated with drivers' scanning patterns. A glance-transition proportion matrix was defined to quantity visual search patterns transitioning among four main eye glance locations while driving (i.e., forward on-road, phone, mirrors and others). All measurements were calculated within a 5s time window under both cell phone and non-cell phone use conditions. Results of the glance data analyses showed different patterns between distracted and non-distracted driving, featured by a higher entropy rate value and highly biased attention transferring between forward and phone locations during distracted driving. Drivers in general had higher number of glance transitions, and their on-road glance duration was significantly shorter during distracted driving when compared to non-distracted driving. Results suggest that drivers have a higher scanning randomness/disorder level and shift their main attention from surrounding areas towards phone area when engaging in visual-manual tasks. Drivers' visual search patterns during visual-manual distraction with a high scanning randomness and a high proportion of eye glance transitions towards the location of the phone provide insight into driver distraction detection. This will help to inform the design of in-vehicle human-machine interface/systems. Copyright © 2017. Published by Elsevier Ltd.
Schweiner, Frank; Laturner, Jeanine; Main, Jörg; Wunner, Günter
2017-11-01
Until now only for specific crossovers between Poissonian statistics (P), the statistics of a Gaussian orthogonal ensemble (GOE), or the statistics of a Gaussian unitary ensemble (GUE) have analytical formulas for the level spacing distribution function been derived within random matrix theory. We investigate arbitrary crossovers in the triangle between all three statistics. To this aim we propose an according formula for the level spacing distribution function depending on two parameters. Comparing the behavior of our formula for the special cases of P→GUE, P→GOE, and GOE→GUE with the results from random matrix theory, we prove that these crossovers are described reasonably. Recent investigations by F. Schweiner et al. [Phys. Rev. E 95, 062205 (2017)2470-004510.1103/PhysRevE.95.062205] have shown that the Hamiltonian of magnetoexcitons in cubic semiconductors can exhibit all three statistics in dependence on the system parameters. Evaluating the numerical results for magnetoexcitons in dependence on the excitation energy and on a parameter connected with the cubic valence band structure and comparing the results with the formula proposed allows us to distinguish between regular and chaotic behavior as well as between existent or broken antiunitary symmetries. Increasing one of the two parameters, transitions between different crossovers, e.g., from the P→GOE to the P→GUE crossover, are observed and discussed.
Tridiagonal realization of the antisymmetric Gaussian β-ensemble
International Nuclear Information System (INIS)
Dumitriu, Ioana; Forrester, Peter J.
2010-01-01
The Householder reduction of a member of the antisymmetric Gaussian unitary ensemble gives an antisymmetric tridiagonal matrix with all independent elements. The random variables permit the introduction of a positive parameter β, and the eigenvalue probability density function of the corresponding random matrices can be computed explicitly, as can the distribution of (q i ), the first components of the eigenvectors. Three proofs are given. One involves an inductive construction based on bordering of a family of random matrices which are shown to have the same distributions as the antisymmetric tridiagonal matrices. This proof uses the Dixon-Anderson integral from Selberg integral theory. A second proof involves the explicit computation of the Jacobian for the change of variables between real antisymmetric tridiagonal matrices, its eigenvalues, and (q i ). The third proof maps matrices from the antisymmetric Gaussian β-ensemble to those realizing particular examples of the Laguerre β-ensemble. In addition to these proofs, we note some simple properties of the shooting eigenvector and associated Pruefer phases of the random matrices.
Orthogonal polynomials and random matrices
Deift, Percy
2000-01-01
This volume expands on a set of lectures held at the Courant Institute on Riemann-Hilbert problems, orthogonal polynomials, and random matrix theory. The goal of the course was to prove universality for a variety of statistical quantities arising in the theory of random matrix models. The central question was the following: Why do very general ensembles of random n {\\times} n matrices exhibit universal behavior as n {\\rightarrow} {\\infty}? The main ingredient in the proof is the steepest descent method for oscillatory Riemann-Hilbert problems.
Directory of Open Access Journals (Sweden)
Wanxing Sheng
2016-05-01
Full Text Available In this paper, a reactive power optimization method based on historical data is investigated to solve the dynamic reactive power optimization problem in distribution network. In order to reflect the variation of loads, network loads are represented in a form of random matrix. Load similarity (LS is defined to measure the degree of similarity between the loads in different days and the calculation method of the load similarity of load random matrix (LRM is presented. By calculating the load similarity between the forecasting random matrix and the random matrix of historical load, the historical reactive power optimization dispatching scheme that most matches the forecasting load can be found for reactive power control usage. The differences of daily load curves between working days and weekends in different seasons are considered in the proposed method. The proposed method is tested on a standard 14 nodes distribution network with three different types of load. The computational result demonstrates that the proposed method for reactive power optimization is fast, feasible and effective in distribution network.
Sifaou, Houssem
2016-01-01
transceivers. Using tools from random matrix theory, we determine deterministic approximations of the SINR and the transmit power in the asymptotic regime. Then, the optimal per-user weight coe cients that solve the max-min SINR problem are derived
Directory of Open Access Journals (Sweden)
A.V. Lebedev
2014-01-01
In the ADNI set, the best AD/HC sensitivity/specificity (88.6%/92.0% — test set was achieved by combining cortical thickness and volumetric measures. The Random Forest model resulted in significantly higher accuracy compared to the reference classifier (linear Support Vector Machine. The models trained using parcelled and high-dimensional (HD input demonstrated equivalent performance, but the former was more effective in terms of computation/memory and time costs. The sensitivity/specificity for detecting MCI-to-AD conversion (but not AD/HC classification performance was further improved from 79.5%/75%–83.3%/81.3% by a combination of morphometric measurements with ApoE-genotype and demographics (age, sex, education. When applied to the independent AddNeuroMed cohort, the best ADNI models produced equivalent performance without substantial accuracy drop, suggesting good robustness sufficient for future clinical implementation.
Mussard, Bastien; Rocca, Dario; Jansen, Georg; Ángyán, János G
2016-05-10
Starting from the general expression for the ground state correlation energy in the adiabatic-connection fluctuation-dissipation theorem (ACFDT) framework, it is shown that the dielectric matrix formulation, which is usually applied to calculate the direct random phase approximation (dRPA) correlation energy, can be used for alternative RPA expressions including exchange effects. Within this famework, the ACFDT analog of the second order screened exchange (SOSEX) approximation leads to a logarithmic formula for the correlation energy similar to the direct RPA expression. Alternatively, the contribution of the exchange can be included in the kernel used to evaluate the response functions. In this case, the use of an approximate kernel is crucial to simplify the formalism and to obtain a correlation energy in logarithmic form. Technical details of the implementation of these methods are discussed, and it is shown that one can take advantage of density fitting or Cholesky decomposition techniques to improve the computational efficiency; a discussion on the numerical quadrature made on the frequency variable is also provided. A series of test calculations on atomic correlation energies and molecular reaction energies shows that exchange effects are instrumental for improvement over direct RPA results.
Prognostic interaction patterns in diabetes mellitus II: A random-matrix-theory relation
Rai, Aparna; Pawar, Amit Kumar; Jalan, Sarika
2015-08-01
We analyze protein-protein interactions in diabetes mellitus II and its normal counterpart under the combined framework of random matrix theory and network biology. This disease is the fifth-leading cause of death in high-income countries and an epidemic in developing countries, affecting around 8 % of the total adult population in the world. Treatment at the advanced stage is difficult and challenging, making early detection a high priority in the cure of the disease. Our investigation reveals specific structural patterns important for the occurrence of the disease. In addition to the structural parameters, the spectral properties reveal the top contributing nodes from localized eigenvectors, which turn out to be significant for the occurrence of the disease. Our analysis is time-efficient and cost-effective, bringing a new horizon in the field of medicine by highlighting major pathways involved in the disease. The analysis provides a direction for the development of novel drugs and therapies in curing the disease by targeting specific interaction patterns instead of a single protein.
A multi-platform evaluation of the randomized CX low-rank matrix factorization in Spark
Energy Technology Data Exchange (ETDEWEB)
Gittens, Alex; Kottalam, Jey; Yang, Jiyan; Ringenburg, Michael, F.; Chhugani, Jatin; Racah, Evan; Singh, Mohitdeep; Yao, Yushu; Fischer, Curt; Ruebel, Oliver; Bowen, Benjamin; Lewis, Norman, G.; Mahoney, Michael, W.; Krishnamurthy, Venkat; Prabhat, Mr
2017-07-27
We investigate the performance and scalability of the randomized CX low-rank matrix factorization and demonstrate its applicability through the analysis of a 1TB mass spectrometry imaging (MSI) dataset, using Apache Spark on an Amazon EC2 cluster, a Cray XC40 system, and an experimental Cray cluster. We implemented this factorization both as a parallelized C implementation with hand-tuned optimizations and in Scala using the Apache Spark high-level cluster computing framework. We obtained consistent performance across the three platforms: using Spark we were able to process the 1TB size dataset in under 30 minutes with 960 cores on all systems, with the fastest times obtained on the experimental Cray cluster. In comparison, the C implementation was 21X faster on the Amazon EC2 system, due to careful cache optimizations, bandwidth-friendly access of matrices and vector computation using SIMD units. We report these results and their implications on the hardware and software issues arising in supporting data-centric workloads in parallel and distributed environments.
Asymptotic Analysis of Large Cooperative Relay Networks Using Random Matrix Theory
Directory of Open Access Journals (Sweden)
H. Poor
2008-04-01
Full Text Available Cooperative transmission is an emerging communication technology that takes advantage of the broadcast nature of wireless channels. In cooperative transmission, the use of relays can create a virtual antenna array so that multiple-input/multiple-output (MIMO techniques can be employed. Most existing work in this area has focused on the situation in which there are a small number of sources and relays and a destination. In this paper, cooperative relay networks with large numbers of nodes are analyzed, and in particular the asymptotic performance improvement of cooperative transmission over direction transmission and relay transmission is analyzed using random matrix theory. The key idea is to investigate the eigenvalue distributions related to channel capacity and to analyze the moments of this distribution in large wireless networks. A performance upper bound is derived, the performance in the low signal-to-noise-ratio regime is analyzed, and two approximations are obtained for high and low relay-to-destination link qualities, respectively. Finally, simulations are provided to validate the accuracy of the analytical results. The analysis in this paper provides important tools for the understanding and the design of large cooperative wireless networks.
Löw, Fabian; Schorcht, Gunther; Michel, Ulrich; Dech, Stefan; Conrad, Christopher
2012-10-01
Accurate crop identification and crop area estimation are important for studies on irrigated agricultural systems, yield and water demand modeling, and agrarian policy development. In this study a novel combination of Random Forest (RF) and Support Vector Machine (SVM) classifiers is presented that (i) enhances crop classification accuracy and (ii) provides spatial information on map uncertainty. The methodology was implemented over four distinct irrigated sites in Middle Asia using RapidEye time series data. The RF feature importance statistics was used as feature-selection strategy for the SVM to assess possible negative effects on classification accuracy caused by an oversized feature space. The results of the individual RF and SVM classifications were combined with rules based on posterior classification probability and estimates of classification probability entropy. SVM classification performance was increased by feature selection through RF. Further experimental results indicate that the hybrid classifier improves overall classification accuracy in comparison to the single classifiers as well as useŕs and produceŕs accuracy.
A Note on Functional Averages over Gaussian Ensembles
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Gabriel H. Tucci
2013-01-01
Full Text Available We find a new formula for matrix averages over the Gaussian ensemble. Let H be an n×n Gaussian random matrix with complex, independent, and identically distributed entries of zero mean and unit variance. Given an n×n positive definite matrix A and a continuous function f:ℝ+→ℝ such that ∫0∞e-αt|f(t|2dt0, we find a new formula for the expectation [Tr(f(HAH*]. Taking f(x=log(1+x gives another formula for the capacity of the MIMO communication channel, and taking f(x=(1+x-1 gives the MMSE achieved by a linear receiver.
Energy Technology Data Exchange (ETDEWEB)
Mehta, M. L. [Institute of Fundamental Research Bombay (India); Gaudin, M. [Commissariat a l' energie atomique et aux energies alternatives - CEA, Centre d' Etudes Nucleaires de Saclay, Gif-sur-Yvette (France)
1960-07-01
An exact expression for the density of eigenvalues of a random- matrix is derived. When the order of the matrix becomes infinite, it can be seen very directly that it goes over to Wigner's 'semi-circle law'. Reprint of a paper published in 'Nuclear Physics' 18, 1960, p. 420-427 [French] On deduit une expression precise pour la densite des racines caracteristiques d'une matrice stochastique. Quand l'ordre de la matrice devient infini, on peut voir facilement qu'elle obeit a la loi dite 'semi-circulaire' de Wigner. Reproduction d'un article publie dans 'Nuclear Physics' 18, 1960, p. 420-427.
International Nuclear Information System (INIS)
Stotland, Alexander; Peer, Tal; Cohen, Doron; Budoyo, Rangga; Kottos, Tsampikos
2008-01-01
The calculation of the conductance of disordered rings requires a theory that goes beyond the Kubo-Drude formulation. Assuming 'mesoscopic' circumstances the analysis of the electro-driven transitions shows similarities with a percolation problem in energy space. We argue that the texture and the sparsity of the perturbation matrix dictate the value of the conductance, and study its dependence on the disorder strength, ranging from the ballistic to the Anderson localization regime. An improved sparse random matrix model is introduced to capture the essential ingredients of the problem, and leads to a generalized variable range hopping picture. (fast track communication)
The solution of a chiral random matrix model with complex eigenvalues
International Nuclear Information System (INIS)
Akemann, G
2003-01-01
We describe in detail the solution of the extension of the chiral Gaussian unitary ensemble (chGUE) into the complex plane. The correlation functions of the model are first calculated for a finite number of N complex eigenvalues, where we exploit the existence of orthogonal Laguerre polynomials in the complex plane. When taking the large-N limit we derive new correlation functions in the case of weak and strong non-Hermiticity, thus describing the transition from the chGUE to a generalized Ginibre ensemble. We briefly discuss applications to the Dirac operator eigenvalue spectrum in quantum chromodynamics with non-vanishing chemical potential. This is an extended version of hep-th/0204068
Many-Body Quantum Chaos: Analytic Connection to Random Matrix Theory
Kos, Pavel; Ljubotina, Marko; Prosen, Tomaž
2018-04-01
A key goal of quantum chaos is to establish a relationship between widely observed universal spectral fluctuations of clean quantum systems and random matrix theory (RMT). Most prominent features of such RMT behavior with respect to a random spectrum, both encompassed in the spectral pair correlation function, are statistical suppression of small level spacings (correlation hole) and enhanced stiffness of the spectrum at large spectral ranges. For single-particle systems with fully chaotic classical counterparts, the problem has been partly solved by Berry [Proc. R. Soc. A 400, 229 (1985), 10.1098/rspa.1985.0078] within the so-called diagonal approximation of semiclassical periodic-orbit sums, while the derivation of the full RMT spectral form factor K (t ) (Fourier transform of the spectral pair correlation function) from semiclassics has been completed by Müller et al. [Phys. Rev. Lett. 93, 014103 (2004), 10.1103/PhysRevLett.93.014103]. In recent years, the questions of long-time dynamics at high energies, for which the full many-body energy spectrum becomes relevant, are coming to the forefront even for simple many-body quantum systems, such as locally interacting spin chains. Such systems display two universal types of behaviour which are termed the "many-body localized phase" and "ergodic phase." In the ergodic phase, the spectral fluctuations are excellently described by RMT, even for very simple interactions and in the absence of any external source of disorder. Here we provide a clear theoretical explanation for these observations. We compute K (t ) in the leading two orders in t and show its agreement with RMT for nonintegrable, time-reversal invariant many-body systems without classical counterparts, a generic example of which are Ising spin-1 /2 models in a periodically kicking transverse field. In particular, we relate K (t ) to partition functions of a class of twisted classical Ising models on a ring of size t ; hence, the leading-order RMT behavior
Chaos, complexity, and random matrices
Cotler, Jordan; Hunter-Jones, Nicholas; Liu, Junyu; Yoshida, Beni
2017-11-01
Chaos and complexity entail an entropic and computational obstruction to describing a system, and thus are intrinsically difficult to characterize. In this paper, we consider time evolution by Gaussian Unitary Ensemble (GUE) Hamiltonians and analytically compute out-of-time-ordered correlation functions (OTOCs) and frame potentials to quantify scrambling, Haar-randomness, and circuit complexity. While our random matrix analysis gives a qualitatively correct prediction of the late-time behavior of chaotic systems, we find unphysical behavior at early times including an O(1) scrambling time and the apparent breakdown of spatial and temporal locality. The salient feature of GUE Hamiltonians which gives us computational traction is the Haar-invariance of the ensemble, meaning that the ensemble-averaged dynamics look the same in any basis. Motivated by this property of the GUE, we introduce k-invariance as a precise definition of what it means for the dynamics of a quantum system to be described by random matrix theory. We envision that the dynamical onset of approximate k-invariance will be a useful tool for capturing the transition from early-time chaos, as seen by OTOCs, to late-time chaos, as seen by random matrix theory.
Creating ensembles of decision trees through sampling
Kamath, Chandrika; Cantu-Paz, Erick
2005-08-30
A system for decision tree ensembles that includes a module to read the data, a module to sort the data, a module to evaluate a potential split of the data according to some criterion using a random sample of the data, a module to split the data, and a module to combine multiple decision trees in ensembles. The decision tree method is based on statistical sampling techniques and includes the steps of reading the data; sorting the data; evaluating a potential split according to some criterion using a random sample of the data, splitting the data, and combining multiple decision trees in ensembles.
Colloquium: Random matrices and chaos in nuclear spectra
International Nuclear Information System (INIS)
Papenbrock, T.; Weidenmueller, H. A.
2007-01-01
Chaos occurs in quantum systems if the statistical properties of the eigenvalue spectrum coincide with predictions of random-matrix theory. Chaos is a typical feature of atomic nuclei and other self-bound Fermi systems. How can the existence of chaos be reconciled with the known dynamical features of spherical nuclei? Such nuclei are described by the shell model (a mean-field theory) plus a residual interaction. The question is answered using a statistical approach (the two-body random ensemble): The matrix elements of the residual interaction are taken to be random variables. Chaos is shown to be a generic feature of the ensemble and some of its properties are displayed, emphasizing those which differ from standard random-matrix theory. In particular, the existence of correlations among spectra carrying different quantum numbers is demonstrated. These are subject to experimental verification
Symmetric minimally entangled typical thermal states for canonical and grand-canonical ensembles
Binder, Moritz; Barthel, Thomas
2017-05-01
Based on the density matrix renormalization group (DMRG), strongly correlated quantum many-body systems at finite temperatures can be simulated by sampling over a certain class of pure matrix product states (MPS) called minimally entangled typical thermal states (METTS). When a system features symmetries, these can be utilized to substantially reduce MPS computation costs. It is conceptually straightforward to simulate canonical ensembles using symmetric METTS. In practice, it is important to alternate between different symmetric collapse bases to decrease autocorrelations in the Markov chain of METTS. To this purpose, we introduce symmetric Fourier and Haar-random block bases that are efficiently mixing. We also show how grand-canonical ensembles can be simulated efficiently with symmetric METTS. We demonstrate these approaches for spin-1 /2 X X Z chains and discuss how the choice of the collapse bases influences autocorrelations as well as the distribution of measurement values and, hence, convergence speeds.
Zhao, Yan; Stratt, Richard M.
2018-05-01
Surprisingly long-ranged intermolecular correlations begin to appear in isotropic (orientationally disordered) phases of liquid crystal forming molecules when the temperature or density starts to close in on the boundary with the nematic (ordered) phase. Indeed, the presence of slowly relaxing, strongly orientationally correlated, sets of molecules under putatively disordered conditions ("pseudo-nematic domains") has been apparent for some time from light-scattering and optical-Kerr experiments. Still, a fully microscopic characterization of these domains has been lacking. We illustrate in this paper how pseudo-nematic domains can be studied in even relatively small computer simulations by looking for order-parameter tensor fluctuations much larger than one would expect from random matrix theory. To develop this idea, we show that random matrix theory offers an exact description of how the probability distribution for liquid-crystal order parameter tensors converges to its macroscopic-system limit. We then illustrate how domain properties can be inferred from finite-size-induced deviations from these random matrix predictions. A straightforward generalization of time-independent random matrix theory also allows us to prove that the analogous random matrix predictions for the time dependence of the order-parameter tensor are similarly exact in the macroscopic limit, and that relaxation behavior of the domains can be seen in the breakdown of the finite-size scaling required by that random-matrix theory.
World Music Ensemble: Kulintang
Beegle, Amy C.
2012-01-01
As instrumental world music ensembles such as steel pan, mariachi, gamelan and West African drums are becoming more the norm than the exception in North American school music programs, there are other world music ensembles just starting to gain popularity in particular parts of the United States. The kulintang ensemble, a drum and gong ensemble…
Resistance of a 1D random chain: Hamiltonian version of the transfer matrix approach
Dossetti-Romero, V.; Izrailev, F. M.; Krokhin, A. A.
2004-01-01
We study some mesoscopic properties of electron transport by employing one-dimensional chains and Anderson tight-binding model. Principal attention is paid to the resistance of finite-length chains with disordered white-noise potential. We develop a new version of the transfer matrix approach based on the equivalency of a discrete Schrödinger equation and a two-dimensional Hamiltonian map describing a parametric kicked oscillator. In the two limiting cases of ballistic and localized regime we demonstrate how analytical results for the mean resistance and its second moment can be derived directly from the averaging over classical trajectories of the Hamiltonian map. We also discuss the implication of the single parameter scaling hypothesis to the resistance.
Resistance of a 1D random chain: Hamiltonian version of the transfer matrix approach
International Nuclear Information System (INIS)
Dossetti-Romero, V.; Izrailev, F.M.; Krokhin, A.A.
2004-01-01
We study some mesoscopic properties of electron transport by employing one-dimensional chains and Anderson tight-binding model. Principal attention is paid to the resistance of finite-length chains with disordered white-noise potential. We develop a new version of the transfer matrix approach based on the equivalency of a discrete Schroedinger equation and a two-dimensional Hamiltonian map describing a parametric kicked oscillator. In the two limiting cases of ballistic and localized regime we demonstrate how analytical results for the mean resistance and its second moment can be derived directly from the averaging over classical trajectories of the Hamiltonian map. We also discuss the implication of the single parameter scaling hypothesis to the resistance
International Nuclear Information System (INIS)
Wang, Jian-Xun; Sun, Rui; Xiao, Heng
2016-01-01
Highlights: • Compared physics-based and random matrix methods to quantify RANS model uncertainty. • Demonstrated applications of both methods in channel ow over periodic hills. • Examined the amount of information introduced in the physics-based approach. • Discussed implications to modeling turbulence in both near-wall and separated regions. - Abstract: Numerical models based on Reynolds-Averaged Navier-Stokes (RANS) equations are widely used in engineering turbulence modeling. However, the RANS predictions have large model-form uncertainties for many complex flows, e.g., those with non-parallel shear layers or strong mean flow curvature. Quantification of these large uncertainties originating from the modeled Reynolds stresses has attracted attention in the turbulence modeling community. Recently, a physics-based Bayesian framework for quantifying model-form uncertainties has been proposed with successful applications to several flows. Nonetheless, how to specify proper priors without introducing unwarranted, artificial information remains challenging to the current form of the physics-based approach. Another recently proposed method based on random matrix theory provides the prior distributions with maximum entropy, which is an alternative for model-form uncertainty quantification in RANS simulations. This method has better mathematical rigorousness and provides the most non-committal prior distributions without introducing artificial constraints. On the other hand, the physics-based approach has the advantages of being more flexible to incorporate available physical insights. In this work, we compare and discuss the advantages and disadvantages of the two approaches on model-form uncertainty quantification. In addition, we utilize the random matrix theoretic approach to assess and possibly improve the specification of priors used in the physics-based approach. The comparison is conducted through a test case using a canonical flow, the flow past
Random Matrices for Information Processing – A Democratic Vision
DEFF Research Database (Denmark)
Cakmak, Burak
The thesis studies three important applications of random matrices to information processing. Our main contribution is that we consider probabilistic systems involving more general random matrix ensembles than the classical ensembles with iid entries, i.e. models that account for statistical...... dependence between the entries. Specifically, the involved matrices are invariant or fulfill a certain asymptotic freeness condition as their dimensions grow to infinity. Informally speaking, all latent variables contribute to the system model in a democratic fashion – there are no preferred latent variables...
Calculations of light scattering matrices for stochastic ensembles of nanosphere clusters
International Nuclear Information System (INIS)
Bunkin, N.F.; Shkirin, A.V.; Suyazov, N.V.; Starosvetskiy, A.V.
2013-01-01
Results of the calculation of the light scattering matrices for systems of stochastic nanosphere clusters are presented. A mathematical model of spherical particle clustering with allowance for cluster–cluster aggregation is used. The fractal properties of cluster structures are explored at different values of the model parameter that governs cluster–cluster interaction. General properties of the light scattering matrices of nanosphere-cluster ensembles as dependent on their mean fractal dimension have been found. The scattering-matrix calculations were performed for finite samples of 10 3 random clusters, made up of polydisperse spherical nanoparticles, having lognormal size distribution with the effective radius 50 nm and effective variance 0.02; the mean number of monomers in a cluster and its standard deviation were set to 500 and 70, respectively. The implemented computation environment, modeling the scattering matrices for overall sequences of clusters, is based upon T-matrix program code for a given single cluster of spheres, which was developed in [1]. The ensemble-averaged results have been compared with orientation-averaged ones calculated for individual clusters. -- Highlights: ► We suggested a hierarchical model of cluster growth allowing for cluster–cluster aggregation. ► We analyzed the light scattering by whole ensembles of nanosphere clusters. ► We studied the evolution of the light scattering matrix when changing the fractal dimension
Using random matrix theory to determine the number of endmembers in a hyperspectral image
CSIR Research Space (South Africa)
Cawse, K
2010-06-01
Full Text Available apply our method to synthetic images, including a standard test image developed by Chein-I Chang, with good results for Gaussian independent noise. Index Terms— Hyperspectral Unmixing, Random Ma- trix Theory, Linear Mixture Model, Virtual Dimension... function, and K is the number of endmembers. We assume Gaussian noise following the methods of [1] [5]. The first step in unmixing the image is to determine how many endmembers or constituents are contained in the scene. This is known as the Virtual...
Ensemble manifold regularization.
Geng, Bo; Tao, Dacheng; Xu, Chao; Yang, Linjun; Hua, Xian-Sheng
2012-06-01
We propose an automatic approximation of the intrinsic manifold for general semi-supervised learning (SSL) problems. Unfortunately, it is not trivial to define an optimization function to obtain optimal hyperparameters. Usually, cross validation is applied, but it does not necessarily scale up. Other problems derive from the suboptimality incurred by discrete grid search and the overfitting. Therefore, we develop an ensemble manifold regularization (EMR) framework to approximate the intrinsic manifold by combining several initial guesses. Algorithmically, we designed EMR carefully so it 1) learns both the composite manifold and the semi-supervised learner jointly, 2) is fully automatic for learning the intrinsic manifold hyperparameters implicitly, 3) is conditionally optimal for intrinsic manifold approximation under a mild and reasonable assumption, and 4) is scalable for a large number of candidate manifold hyperparameters, from both time and space perspectives. Furthermore, we prove the convergence property of EMR to the deterministic matrix at rate root-n. Extensive experiments over both synthetic and real data sets demonstrate the effectiveness of the proposed framework.
Kandaswamy, Krishna Kumar Umar
2013-01-01
The extracellular matrix (ECM) is a major component of tissues of multicellular organisms. It consists of secreted macromolecules, mainly polysaccharides and glycoproteins. Malfunctions of ECM proteins lead to severe disorders such as marfan syndrome, osteogenesis imperfecta, numerous chondrodysplasias, and skin diseases. In this work, we report a random forest approach, EcmPred, for the prediction of ECM proteins from protein sequences. EcmPred was trained on a dataset containing 300 ECM and 300 non-ECM and tested on a dataset containing 145 ECM and 4187 non-ECM proteins. EcmPred achieved 83% accuracy on the training and 77% on the test dataset. EcmPred predicted 15 out of 20 experimentally verified ECM proteins. By scanning the entire human proteome, we predicted novel ECM proteins validated with gene ontology and InterPro. The dataset and standalone version of the EcmPred software is available at http://www.inb.uni-luebeck.de/tools-demos/Extracellular_matrix_proteins/EcmPred. © 2012 Elsevier Ltd.
Virial expansion for almost diagonal random matrices
International Nuclear Information System (INIS)
Yevtushenko, Oleg; Kravtsov, Vladimir E
2003-01-01
Energy level statistics of Hermitian random matrices H-circumflex with Gaussian independent random entries H i≥j is studied for a generic ensemble of almost diagonal random matrices with (vertical bar H ii vertical bar 2 ) ∼ 1 and (vertical bar H i≠j vertical bar 2 ) bF(vertical bar i - j vertical bar) parallel 1. We perform a regular expansion of the spectral form-factor K(τ) = 1 + bK 1 (τ) + b 2 K 2 (τ) + c in powers of b parallel 1 with the coefficients K m (τ) that take into account interaction of (m + 1) energy levels. To calculate K m (τ), we develop a diagrammatic technique which is based on the Trotter formula and on the combinatorial problem of graph edges colouring with (m + 1) colours. Expressions for K 1 (τ) and K 2 (τ) in terms of infinite series are found for a generic function F(vertical bar i - j vertical bar ) in the Gaussian orthogonal ensemble (GOE), the Gaussian unitary ensemble (GUE) and in the crossover between them (the almost unitary Gaussian ensemble). The Rosenzweig-Porter and power-law banded matrix ensembles are considered as examples
Ensemble Machine Learning Methods and Applications
Ma, Yunqian
2012-01-01
It is common wisdom that gathering a variety of views and inputs improves the process of decision making, and, indeed, underpins a democratic society. Dubbed “ensemble learning” by researchers in computational intelligence and machine learning, it is known to improve a decision system’s robustness and accuracy. Now, fresh developments are allowing researchers to unleash the power of ensemble learning in an increasing range of real-world applications. Ensemble learning algorithms such as “boosting” and “random forest” facilitate solutions to key computational issues such as face detection and are now being applied in areas as diverse as object trackingand bioinformatics. Responding to a shortage of literature dedicated to the topic, this volume offers comprehensive coverage of state-of-the-art ensemble learning techniques, including various contributions from researchers in leading industrial research labs. At once a solid theoretical study and a practical guide, the volume is a windfall for r...
On the Wigner law in dilute random matrices
Khorunzhy, A.; Rodgers, G. J.
1998-12-01
We consider ensembles of N × N symmetric matrices whose entries are weakly dependent random variables. We show that random dilution can change the limiting eigenvalue distribution of such matrices. We prove that under general and natural conditions the normalised eigenvalue counting function coincides with the semicircle (Wigner) distribution in the limit N → ∞. This can be explained by the observation that dilution (or more generally, random modulation) eliminates the weak dependence (or correlations) between random matrix entries. It also supports our earlier conjecture that the Wigner distribution is stable to random dilution and modulation.
Multilevel ensemble Kalman filter
Chernov, Alexey; Hoel, Haakon; Law, Kody; Nobile, Fabio; Tempone, Raul
2016-01-01
This work embeds a multilevel Monte Carlo (MLMC) sampling strategy into the Monte Carlo step of the ensemble Kalman filter (EnKF). In terms of computational cost vs. approximation error the asymptotic performance of the multilevel ensemble Kalman filter (MLEnKF) is superior to the EnKF s.
Multilevel ensemble Kalman filter
Chernov, Alexey
2016-01-06
This work embeds a multilevel Monte Carlo (MLMC) sampling strategy into the Monte Carlo step of the ensemble Kalman filter (EnKF). In terms of computational cost vs. approximation error the asymptotic performance of the multilevel ensemble Kalman filter (MLEnKF) is superior to the EnKF s.
The Ensembl REST API: Ensembl Data for Any Language.
Yates, Andrew; Beal, Kathryn; Keenan, Stephen; McLaren, William; Pignatelli, Miguel; Ritchie, Graham R S; Ruffier, Magali; Taylor, Kieron; Vullo, Alessandro; Flicek, Paul
2015-01-01
We present a Web service to access Ensembl data using Representational State Transfer (REST). The Ensembl REST server enables the easy retrieval of a wide range of Ensembl data by most programming languages, using standard formats such as JSON and FASTA while minimizing client work. We also introduce bindings to the popular Ensembl Variant Effect Predictor tool permitting large-scale programmatic variant analysis independent of any specific programming language. The Ensembl REST API can be accessed at http://rest.ensembl.org and source code is freely available under an Apache 2.0 license from http://github.com/Ensembl/ensembl-rest. © The Author 2014. Published by Oxford University Press.
Directory of Open Access Journals (Sweden)
Lev-Tov Hadar
2013-01-01
Full Text Available Abstract Background Diabetic foot ulcers (DFUs represent a significant source of morbidity and an enormous financial burden. Standard care for DFUs involves systemic glucose control, ensuring adequate perfusion, debridement of nonviable tissue, off-loading, control of infection, local wound care and patient education, all administered by a multidisciplinary team. Unfortunately, even with the best standard of care (SOC available, only 24% or 30% of DFUs will heal at weeks 12 or 20, respectively. The extracellular matrix (ECM in DFUs is abnormal and its impairment has been proposed as a key target for new therapeutic devices. These devices intend to replace the aberrant ECM by implanting a matrix, either devoid of cells or enhanced with fibroblasts, keratinocytes or both as well as various growth factors. These new bioengineered skin substitutes are proposed to encourage angiogenesis and in-growth of new tissue, and to utilize living cells to generate cytokines needed for wound repair. To date, the efficacy of bioengineered ECM containing live cellular elements for improving healing above that of a SOC control group has not been compared with the efficacy of an ECM devoid of cells relative to the same SOC. Our hypothesis is that there is no difference in the improved healing effected by either of these two product types relative to SOC. Methods/Design To test this hypothesis we propose a randomized, single-blind, clinical trial with three arms: SOC, SOC plus Dermagraft® (bioengineered ECM containing living fibroblasts and SOC plus Oasis® (ECM devoid of living cells in patients with nonhealing DFUs. The primary outcome is the percentage of subjects that achieved complete wound closure by week 12. Discussion If our hypothesis is correct, then immense cost savings could be realized by using the orders-of-magnitude less expensive acellular ECM device without compromising patient health outcomes. The article describes the protocol proposed to test
Sifaou, Houssem
2016-05-01
Massive MIMO systems are shown to be a promising technology for next generations of wireless communication networks. The realization of the attractive merits promised by massive MIMO systems requires advanced linear precoding and receiving techniques in order to mitigate the interference in downlink and uplink transmissions. This work considers the precoder and receiver design in massive MIMO systems. We first consider the design of the linear precoder and receiver that maximize the minimum signal-to-interference-plus-noise ratio (SINR) subject to a given power constraint. The analysis is carried out under the asymptotic regime in which the number of the BS antennas and that of the users grow large with a bounded ratio. This allows us to leverage tools from random matrix theory in order to approximate the parameters of the optimal linear precoder and receiver by their deterministic approximations. Such a result is of valuable practical interest, as it provides a handier way to implement the optimal precoder and receiver. To reduce further the complexity, we propose to apply the truncated polynomial expansion (TPE) concept on a per-user basis to approximate the inverse of large matrices that appear on the expressions of the optimal linear transceivers. Using tools from random matrix theory, we determine deterministic approximations of the SINR and the transmit power in the asymptotic regime. Then, the optimal per-user weight coe cients that solve the max-min SINR problem are derived. The simulation results show that the proposed precoder and receiver provide very close to optimal performance while reducing signi cantly the computational complexity. As a second part of this work, the TPE technique in a per-user basis is applied to the optimal linear precoding that minimizes the transmit power while satisfying a set of target SINR constraints. Due to the emerging research eld of green cellular networks, such a problem is receiving increasing interest nowadays. Closed
Musical ensembles in Ancient Mesapotamia
Krispijn, T.J.H.; Dumbrill, R.; Finkel, I.
2010-01-01
Identification of musical instruments from ancient Mesopotamia by comparing musical ensembles attested in Sumerian and Akkadian texts with depicted ensembles. Lexicographical contributions to the Sumerian and Akkadian lexicon.
Phase Structure Of Fuzzy Field Theories And Multi trace Matrix Models
International Nuclear Information System (INIS)
Tekel, J.
2015-01-01
We review the interplay of fuzzy field theories and matrix models, with an emphasis on the phase structure of fuzzy scalar field theories. We give a self-contained introduction to these topics and give the details concerning the saddle point approach for the usual single trace and multi trace matrix models. We then review the attempts to explain the phase structure of the fuzzy field theory using a corresponding random matrix ensemble, showing the strength and weaknesses of this approach. We conclude with a list of challenges one needs to overcome and the most interesting open problems one can try to solve. (author)
Eigenvalue distribution of large random matrices
Pastur, Leonid
2011-01-01
Random matrix theory is a wide and growing field with a variety of concepts, results, and techniques and a vast range of applications in mathematics and the related sciences. The book, written by well-known experts, offers beginners a fairly balanced collection of basic facts and methods (Part 1 on classical ensembles) and presents experts with an exposition of recent advances in the subject (Parts 2 and 3 on invariant ensembles and ensembles with independent entries). The text includes many of the authors' results and methods on several main aspects of the theory, thus allowing them to present a unique and personal perspective on the subject and to cover many topics using a unified approach essentially based on the Stieltjes transform and orthogonal polynomials. The exposition is supplemented by numerous comments, remarks, and problems. This results in a book that presents a detailed and self-contained treatment of the basic random matrix ensembles and asymptotic regimes. This book will be an important refer...
Random graph states, maximal flow and Fuss-Catalan distributions
International Nuclear Information System (INIS)
Collins, BenoIt; Nechita, Ion; Zyczkowski, Karol
2010-01-01
For any graph consisting of k vertices and m edges we construct an ensemble of random pure quantum states which describe a system composed of 2m subsystems. Each edge of the graph represents a bipartite, maximally entangled state. Each vertex represents a random unitary matrix generated according to the Haar measure, which describes the coupling between subsystems. Dividing all subsystems into two parts, one may study entanglement with respect to this partition. A general technique to derive an expression for the average entanglement entropy of random pure states associated with a given graph is presented. Our technique relies on Weingarten calculus and flow problems. We analyze the statistical properties of spectra of such random density matrices and show for which cases they are described by the free Poissonian (Marchenko-Pastur) distribution. We derive a discrete family of generalized, Fuss-Catalan distributions and explicitly construct graphs which lead to ensembles of random states characterized by these novel distributions of eigenvalues.
Indian Academy of Sciences (India)
the study of multivariate time series of price fluctuations in the stock market [15], EEG ..... strategy can be adopted to develop a future chip that can be used for the ... a backup system might exist, which replaces the function of the inhibited target.
Indian Academy of Sciences (India)
in a wide variety of disciplines ranging from physics to psychology to economics and attempts to draw the .... ferences, differences in internal environment, biological activities, modes of functioning in those species .... tra of the gene coexpression network of Zebrafish generated for different environmental perturbations, is ...
Oza, Nikunj C.
2004-01-01
Ensemble Data Mining Methods, also known as Committee Methods or Model Combiners, are machine learning methods that leverage the power of multiple models to achieve better prediction accuracy than any of the individual models could on their own. The basic goal when designing an ensemble is the same as when establishing a committee of people: each member of the committee should be as competent as possible, but the members should be complementary to one another. If the members are not complementary, Le., if they always agree, then the committee is unnecessary---any one member is sufficient. If the members are complementary, then when one or a few members make an error, the probability is high that the remaining members can correct this error. Research in ensemble methods has largely revolved around designing ensembles consisting of competent yet complementary models.
National Aeronautics and Space Administration — Ensemble Data Mining Methods, also known as Committee Methods or Model Combiners, are machine learning methods that leverage the power of multiple models to achieve...
Directory of Open Access Journals (Sweden)
Marin-Garcia Pablo
2010-05-01
Full Text Available Abstract Background The maturing field of genomics is rapidly increasing the number of sequenced genomes and producing more information from those previously sequenced. Much of this additional information is variation data derived from sampling multiple individuals of a given species with the goal of discovering new variants and characterising the population frequencies of the variants that are already known. These data have immense value for many studies, including those designed to understand evolution and connect genotype to phenotype. Maximising the utility of the data requires that it be stored in an accessible manner that facilitates the integration of variation data with other genome resources such as gene annotation and comparative genomics. Description The Ensembl project provides comprehensive and integrated variation resources for a wide variety of chordate genomes. This paper provides a detailed description of the sources of data and the methods for creating the Ensembl variation databases. It also explores the utility of the information by explaining the range of query options available, from using interactive web displays, to online data mining tools and connecting directly to the data servers programmatically. It gives a good overview of the variation resources and future plans for expanding the variation data within Ensembl. Conclusions Variation data is an important key to understanding the functional and phenotypic differences between individuals. The development of new sequencing and genotyping technologies is greatly increasing the amount of variation data known for almost all genomes. The Ensembl variation resources are integrated into the Ensembl genome browser and provide a comprehensive way to access this data in the context of a widely used genome bioinformatics system. All Ensembl data is freely available at http://www.ensembl.org and from the public MySQL database server at ensembldb.ensembl.org.
Energy Technology Data Exchange (ETDEWEB)
Aoki, Sinya [Yukawa Institute for Theoretical Physics, Kyoto University,Kitashirakawa Oiwakecho, Sakyo-ku, Kyoto 606-8502 (Japan); Hanada, Masanori [Stanford Institute for Theoretical Physics, Stanford University,Stanford, CA 94305 (United States); Yukawa Institute for Theoretical Physics, Kyoto University,Kitashirakawa Oiwakecho, Sakyo-ku, Kyoto 606-8502 (Japan); The Hakubi Center for Advanced Research, Kyoto University,Yoshida Ushinomiyacho, Sakyo-ku, Kyoto 606-8501 (Japan); Nakamura, Atsushi [Research Institute for Information Science and Education, Hiroshima University,Higashi-Hiroshima 739-8527 (Japan)
2015-05-14
In the Monte Carlo study of QCD at finite baryon density based upon the phase reweighting method, the pion condensation in the phase-quenched theory and associated zero-mode prevent us from going to the low-temperature high-density region. We propose a method to circumvent them by a simple modification of the density of state method. We first argue that the standard version of the density of state method, which is invented to solve the overlapping problem, is effective only for a certain ‘good’ class of observables. We then modify it so as to solve the overlap problem for ‘bad’ observables as well. While, in the standard version of the density of state method, we usually constrain an observable we are interested in, we fix a different observable in our new method which has a sharp peak at some particular value characterizing the correct vacuum of the target theory. In the finite-density QCD, such an observable is the pion condensate. The average phase becomes vanishingly small as the value of the pion condensate becomes large, hence it is enough to consider configurations with π{sup +}≃0, where the zero mode does not appear. We demonstrate an effectiveness of our method by using a toy model (the chiral random matrix theory) which captures the properties of finite-density QCD qualitatively. We also argue how to apply our method to other theories including finite-density QCD. Although the example we study numerically is based on the phase reweighting method, the same idea can be applied to more general reweighting methods and we show how this idea can be applied to find a possible QCD critical point.
Ensemble Bayesian forecasting system Part I: Theory and algorithms
Herr, Henry D.; Krzysztofowicz, Roman
2015-05-01
The ensemble Bayesian forecasting system (EBFS), whose theory was published in 2001, is developed for the purpose of quantifying the total uncertainty about a discrete-time, continuous-state, non-stationary stochastic process such as a time series of stages, discharges, or volumes at a river gauge. The EBFS is built of three components: an input ensemble forecaster (IEF), which simulates the uncertainty associated with random inputs; a deterministic hydrologic model (of any complexity), which simulates physical processes within a river basin; and a hydrologic uncertainty processor (HUP), which simulates the hydrologic uncertainty (an aggregate of all uncertainties except input). It works as a Monte Carlo simulator: an ensemble of time series of inputs (e.g., precipitation amounts) generated by the IEF is transformed deterministically through a hydrologic model into an ensemble of time series of outputs, which is next transformed stochastically by the HUP into an ensemble of time series of predictands (e.g., river stages). Previous research indicated that in order to attain an acceptable sampling error, the ensemble size must be on the order of hundreds (for probabilistic river stage forecasts and probabilistic flood forecasts) or even thousands (for probabilistic stage transition forecasts). The computing time needed to run the hydrologic model this many times renders the straightforward simulations operationally infeasible. This motivates the development of the ensemble Bayesian forecasting system with randomization (EBFSR), which takes full advantage of the analytic meta-Gaussian HUP and generates multiple ensemble members after each run of the hydrologic model; this auxiliary randomization reduces the required size of the meteorological input ensemble and makes it operationally feasible to generate a Bayesian ensemble forecast of large size. Such a forecast quantifies the total uncertainty, is well calibrated against the prior (climatic) distribution of
Lattice gauge theory in the microcanonical ensemble
International Nuclear Information System (INIS)
Callaway, D.J.E.; Rahman, A.
1983-01-01
The microcanonical-ensemble formulation of lattice gauge theory proposed recently is examined in detail. Expectation values in this new ensemble are determined by solving a large set of coupled ordinary differential equations, after the fashion of a molecular dynamics simulation. Following a brief review of the microcanonical ensemble, calculations are performed for the gauge groups U(1), SU(2), and SU(3). The results are compared and contrasted with standard methods of computation. Several advantages of the new formalism are noted. For example, no random numbers are required to update the system. Also, this update is performed in a simultaneous fashion. Thus the microcanonical method presumably adapts well to parallel processing techniques, especially when the p action is highly nonlocal (such as when fermions are included)
The semantic similarity ensemble
Directory of Open Access Journals (Sweden)
Andrea Ballatore
2013-12-01
Full Text Available Computational measures of semantic similarity between geographic terms provide valuable support across geographic information retrieval, data mining, and information integration. To date, a wide variety of approaches to geo-semantic similarity have been devised. A judgment of similarity is not intrinsically right or wrong, but obtains a certain degree of cognitive plausibility, depending on how closely it mimics human behavior. Thus selecting the most appropriate measure for a specific task is a significant challenge. To address this issue, we make an analogy between computational similarity measures and soliciting domain expert opinions, which incorporate a subjective set of beliefs, perceptions, hypotheses, and epistemic biases. Following this analogy, we define the semantic similarity ensemble (SSE as a composition of different similarity measures, acting as a panel of experts having to reach a decision on the semantic similarity of a set of geographic terms. The approach is evaluated in comparison to human judgments, and results indicate that an SSE performs better than the average of its parts. Although the best member tends to outperform the ensemble, all ensembles outperform the average performance of each ensemble's member. Hence, in contexts where the best measure is unknown, the ensemble provides a more cognitively plausible approach.
Smallest eigenvalue distribution of the fixed-trace Laguerre beta-ensemble
International Nuclear Information System (INIS)
Chen Yang; Liu Dangzheng; Zhou Dasheng
2010-01-01
In this paper we study the entanglement of the reduced density matrix of a bipartite quantum system in a random pure state. It transpires that this involves the computation of the smallest eigenvalue distribution of the fixed-trace Laguerre ensemble of N x N random matrices. We showed that for finite N the smallest eigenvalue distribution may be expressed in terms of Jack polynomials. Furthermore, based on the exact results, we found a limiting distribution when the smallest eigenvalue is suitably scaled with N followed by a large N limit. Our results turn out to be the same as the smallest eigenvalue distribution of the classical Laguerre ensembles without the fixed-trace constraint. This suggests in a broad sense, the global constraint does not influence local correlations, at least, in the large N limit. Consequently, we have solved an open problem: the determination of the smallest eigenvalue distribution of the reduced density matrix-obtained by tracing out the environmental degrees of freedom-for a bipartite quantum system of unequal dimensions.
Encoding of Spatial Attention by Primate Prefrontal Cortex Neuronal Ensembles
Treue, Stefan
2018-01-01
Abstract Single neurons in the primate lateral prefrontal cortex (LPFC) encode information about the allocation of visual attention and the features of visual stimuli. However, how this compares to the performance of neuronal ensembles at encoding the same information is poorly understood. Here, we recorded the responses of neuronal ensembles in the LPFC of two macaque monkeys while they performed a task that required attending to one of two moving random dot patterns positioned in different hemifields and ignoring the other pattern. We found single units selective for the location of the attended stimulus as well as for its motion direction. To determine the coding of both variables in the population of recorded units, we used a linear classifier and progressively built neuronal ensembles by iteratively adding units according to their individual performance (best single units), or by iteratively adding units based on their contribution to the ensemble performance (best ensemble). For both methods, ensembles of relatively small sizes (n decoding performance relative to individual single units. However, the decoder reached similar performance using fewer neurons with the best ensemble building method compared with the best single units method. Our results indicate that neuronal ensembles within the LPFC encode more information about the attended spatial and nonspatial features of visual stimuli than individual neurons. They further suggest that efficient coding of attention can be achieved by relatively small neuronal ensembles characterized by a certain relationship between signal and noise correlation structures. PMID:29568798
Kandaswamy, Krishna Kumar Umar; Ganesan, Pugalenthi; Kalies, Kai Uwe; Hartmann, Enno; Martinetz, Thomas M.
2013-01-01
The extracellular matrix (ECM) is a major component of tissues of multicellular organisms. It consists of secreted macromolecules, mainly polysaccharides and glycoproteins. Malfunctions of ECM proteins lead to severe disorders such as marfan
Multilevel ensemble Kalman filtering
Hoel, Haakon
2016-01-08
The ensemble Kalman filter (EnKF) is a sequential filtering method that uses an ensemble of particle paths to estimate the means and covariances required by the Kalman filter by the use of sample moments, i.e., the Monte Carlo method. EnKF is often both robust and efficient, but its performance may suffer in settings where the computational cost of accurate simulations of particles is high. The multilevel Monte Carlo method (MLMC) is an extension of classical Monte Carlo methods which by sampling stochastic realizations on a hierarchy of resolutions may reduce the computational cost of moment approximations by orders of magnitude. In this work we have combined the ideas of MLMC and EnKF to construct the multilevel ensemble Kalman filter (MLEnKF) for the setting of finite dimensional state and observation spaces. The main ideas of this method is to compute particle paths on a hierarchy of resolutions and to apply multilevel estimators on the ensemble hierarchy of particles to compute Kalman filter means and covariances. Theoretical results and a numerical study of the performance gains of MLEnKF over EnKF will be presented. Some ideas on the extension of MLEnKF to settings with infinite dimensional state spaces will also be presented.
DEFF Research Database (Denmark)
Hansen, Lars Kai; Salamon, Peter
1990-01-01
We propose several means for improving the performance an training of neural networks for classification. We use crossvalidation as a tool for optimizing network parameters and architecture. We show further that the remaining generalization error can be reduced by invoking ensembles of similar...... networks....
Multilevel ensemble Kalman filtering
Hoel, Haakon; Chernov, Alexey; Law, Kody; Nobile, Fabio; Tempone, Raul
2016-01-01
The ensemble Kalman filter (EnKF) is a sequential filtering method that uses an ensemble of particle paths to estimate the means and covariances required by the Kalman filter by the use of sample moments, i.e., the Monte Carlo method. EnKF is often both robust and efficient, but its performance may suffer in settings where the computational cost of accurate simulations of particles is high. The multilevel Monte Carlo method (MLMC) is an extension of classical Monte Carlo methods which by sampling stochastic realizations on a hierarchy of resolutions may reduce the computational cost of moment approximations by orders of magnitude. In this work we have combined the ideas of MLMC and EnKF to construct the multilevel ensemble Kalman filter (MLEnKF) for the setting of finite dimensional state and observation spaces. The main ideas of this method is to compute particle paths on a hierarchy of resolutions and to apply multilevel estimators on the ensemble hierarchy of particles to compute Kalman filter means and covariances. Theoretical results and a numerical study of the performance gains of MLEnKF over EnKF will be presented. Some ideas on the extension of MLEnKF to settings with infinite dimensional state spaces will also be presented.
Multivariate localization methods for ensemble Kalman filtering
Roh, S.
2015-12-03
In ensemble Kalman filtering (EnKF), the small number of ensemble members that is feasible to use in a practical data assimilation application leads to sampling variability of the estimates of the background error covariances. The standard approach to reducing the effects of this sampling variability, which has also been found to be highly efficient in improving the performance of EnKF, is the localization of the estimates of the covariances. One family of localization techniques is based on taking the Schur (element-wise) product of the ensemble-based sample covariance matrix and a correlation matrix whose entries are obtained by the discretization of a distance-dependent correlation function. While the proper definition of the localization function for a single state variable has been extensively investigated, a rigorous definition of the localization function for multiple state variables that exist at the same locations has been seldom considered. This paper introduces two strategies for the construction of localization functions for multiple state variables. The proposed localization functions are tested by assimilating simulated observations experiments into the bivariate Lorenz 95 model with their help.
Multivariate localization methods for ensemble Kalman filtering
Roh, S.
2015-05-08
In ensemble Kalman filtering (EnKF), the small number of ensemble members that is feasible to use in a practical data assimilation application leads to sampling variability of the estimates of the background error covariances. The standard approach to reducing the effects of this sampling variability, which has also been found to be highly efficient in improving the performance of EnKF, is the localization of the estimates of the covariances. One family of localization techniques is based on taking the Schur (entry-wise) product of the ensemble-based sample covariance matrix and a correlation matrix whose entries are obtained by the discretization of a distance-dependent correlation function. While the proper definition of the localization function for a single state variable has been extensively investigated, a rigorous definition of the localization function for multiple state variables has been seldom considered. This paper introduces two strategies for the construction of localization functions for multiple state variables. The proposed localization functions are tested by assimilating simulated observations experiments into the bivariate Lorenz 95 model with their help.
Multivariate localization methods for ensemble Kalman filtering
Roh, S.; Jun, M.; Szunyogh, I.; Genton, M. G.
2015-12-01
In ensemble Kalman filtering (EnKF), the small number of ensemble members that is feasible to use in a practical data assimilation application leads to sampling variability of the estimates of the background error covariances. The standard approach to reducing the effects of this sampling variability, which has also been found to be highly efficient in improving the performance of EnKF, is the localization of the estimates of the covariances. One family of localization techniques is based on taking the Schur (element-wise) product of the ensemble-based sample covariance matrix and a correlation matrix whose entries are obtained by the discretization of a distance-dependent correlation function. While the proper definition of the localization function for a single state variable has been extensively investigated, a rigorous definition of the localization function for multiple state variables that exist at the same locations has been seldom considered. This paper introduces two strategies for the construction of localization functions for multiple state variables. The proposed localization functions are tested by assimilating simulated observations experiments into the bivariate Lorenz 95 model with their help.
Multivariate localization methods for ensemble Kalman filtering
Roh, S.; Jun, M.; Szunyogh, I.; Genton, Marc G.
2015-01-01
In ensemble Kalman filtering (EnKF), the small number of ensemble members that is feasible to use in a practical data assimilation application leads to sampling variability of the estimates of the background error covariances. The standard approach to reducing the effects of this sampling variability, which has also been found to be highly efficient in improving the performance of EnKF, is the localization of the estimates of the covariances. One family of localization techniques is based on taking the Schur (entry-wise) product of the ensemble-based sample covariance matrix and a correlation matrix whose entries are obtained by the discretization of a distance-dependent correlation function. While the proper definition of the localization function for a single state variable has been extensively investigated, a rigorous definition of the localization function for multiple state variables has been seldom considered. This paper introduces two strategies for the construction of localization functions for multiple state variables. The proposed localization functions are tested by assimilating simulated observations experiments into the bivariate Lorenz 95 model with their help.
ABCD of Beta Ensembles and Topological Strings
Krefl, Daniel
2012-01-01
We study beta-ensembles with Bn, Cn, and Dn eigenvalue measure and their relation with refined topological strings. Our results generalize the familiar connections between local topological strings and matrix models leading to An measure, and illustrate that all those classical eigenvalue ensembles, and their topological string counterparts, are related one to another via various deformations and specializations, quantum shifts and discrete quotients. We review the solution of the Gaussian models via Macdonald identities, and interpret them as conifold theories. The interpolation between the various models is plainly apparent in this case. For general polynomial potential, we calculate the partition function in the multi-cut phase in a perturbative fashion, beyond tree-level in the large-N limit. The relation to refined topological string orientifolds on the corresponding local geometry is discussed along the way.
Modeling cometary photopolarimetric characteristics with Sh-matrix method
Kolokolova, L.; Petrov, D.
2017-12-01
Cometary dust is dominated by particles of complex shape and structure, which are often considered as fractal aggregates. Rigorous modeling of light scattering by such particles, even using parallelized codes and NASA supercomputer resources, is very computer time and memory consuming. We are presenting a new approach to modeling cometary dust that is based on the Sh-matrix technique (e.g., Petrov et al., JQSRT, 112, 2012). This method is based on the T-matrix technique (e.g., Mishchenko et al., JQSRT, 55, 1996) and was developed after it had been found that the shape-dependent factors could be separated from the size- and refractive-index-dependent factors and presented as a shape matrix, or Sh-matrix. Size and refractive index dependences are incorporated through analytical operations on the Sh-matrix to produce the elements of T-matrix. Sh-matrix method keeps all advantages of the T-matrix method, including analytical averaging over particle orientation. Moreover, the surface integrals describing the Sh-matrix elements themselves can be solvable analytically for particles of any shape. This makes Sh-matrix approach an effective technique to simulate light scattering by particles of complex shape and surface structure. In this paper, we present cometary dust as an ensemble of Gaussian random particles. The shape of these particles is described by a log-normal distribution of their radius length and direction (Muinonen, EMP, 72, 1996). Changing one of the parameters of this distribution, the correlation angle, from 0 to 90 deg., we can model a variety of particles from spheres to particles of a random complex shape. We survey the angular and spectral dependencies of intensity and polarization resulted from light scattering by such particles, studying how they depend on the particle shape, size, and composition (including porous particles to simulate aggregates) to find the best fit to the cometary observations.
Chetverikov, Andrey; Campana, Gianluca; Kristjánsson, Árni
2017-10-01
Colors are rarely uniform, yet little is known about how people represent color distributions. We introduce a new method for studying color ensembles based on intertrial learning in visual search. Participants looked for an oddly colored diamond among diamonds with colors taken from either uniform or Gaussian color distributions. On test trials, the targets had various distances in feature space from the mean of the preceding distractor color distribution. Targets on test trials therefore served as probes into probabilistic representations of distractor colors. Test-trial response times revealed a striking similarity between the physical distribution of colors and their internal representations. The results demonstrate that the visual system represents color ensembles in a more detailed way than previously thought, coding not only mean and variance but, most surprisingly, the actual shape (uniform or Gaussian) of the distribution of colors in the environment.
Directory of Open Access Journals (Sweden)
Risako Kato
2018-03-01
Full Text Available General anesthetics decrease the frequency and density of spike firing. This effect makes it difficult to detect spike regularity. To overcome this problem, we developed a method utilizing the unfolding transformation which analyzes the energy level statistics in the random matrix theory. We regarded the energy axis as time axis of neuron spike and analyzed the time series of cortical neural firing in vivo. Unfolding transformation detected regularities of neural firing while changes in firing densities were associated with pentobarbital. We found that unfolding transformation enables us to compare firing regularity between awake and anesthetic conditions on a universal scale. Keywords: Unfolding transformation, Spike-timing, Regularity
Exact results for quantum chaotic systems and one-dimensional fermions from matrix models
International Nuclear Information System (INIS)
Simons, B.D.; Lee, P.A.; Altshuler, B.L.
1993-01-01
We demonstrate a striking connection between the universal parametric correlations of the spectra of quantum chaotic systems and a class of integrable quantum hamiltonians. We begin by deriving a non-perturbative expression for the universal m-point correlation function of the spectra of random matrix ensembles in terms of a non-linear supermatrix σ-model. These results are shown to coincide with those from previous studies of weakly disordered metallic systems. We then introduce a continuous matrix model which describes the quantum mechanics of the Sutherland hamiltonian describing particles interacting through an inverse-square pairwise potential. We demonstrate that a field theoretic approach can be employed to determine exact analytical expressions for correlations of the quantum hamiltonian. The results, which are expressed in terms of a non-linear σ-model, are shown to coincide with those for analogous correlation functions of random matrix ensembles after an appropriate change of variables. We also discuss possible generalizations of the matrix model to higher dimensions. These results reveal a common mathematical structure which underlies branches of theoretical physics ranging from continuous matrix models to strongly interacting quantum hamiltonians, and universalities in the spectra of quantum chaotic systems. (orig.)
Wang, Gang-Jin; Xie, Chi; Chen, Shou; Yang, Jiao-Jiao; Yang, Ming-Yan
2013-09-01
In this study, we first build two empirical cross-correlation matrices in the US stock market by two different methods, namely the Pearson’s correlation coefficient and the detrended cross-correlation coefficient (DCCA coefficient). Then, combining the two matrices with the method of random matrix theory (RMT), we mainly investigate the statistical properties of cross-correlations in the US stock market. We choose the daily closing prices of 462 constituent stocks of S&P 500 index as the research objects and select the sample data from January 3, 2005 to August 31, 2012. In the empirical analysis, we examine the statistical properties of cross-correlation coefficients, the distribution of eigenvalues, the distribution of eigenvector components, and the inverse participation ratio. From the two methods, we find some new results of the cross-correlations in the US stock market in our study, which are different from the conclusions reached by previous studies. The empirical cross-correlation matrices constructed by the DCCA coefficient show several interesting properties at different time scales in the US stock market, which are useful to the risk management and optimal portfolio selection, especially to the diversity of the asset portfolio. It will be an interesting and meaningful work to find the theoretical eigenvalue distribution of a completely random matrix R for the DCCA coefficient because it does not obey the Marčenko-Pastur distribution.
Finite-range Coulomb gas models of banded random matrices and quantum kicked rotors.
Pandey, Akhilesh; Kumar, Avanish; Puri, Sanjay
2017-11-01
Dyson demonstrated an equivalence between infinite-range Coulomb gas models and classical random matrix ensembles for the study of eigenvalue statistics. We introduce finite-range Coulomb gas (FRCG) models via a Brownian matrix process, and study them analytically and by Monte Carlo simulations. These models yield new universality classes, and provide a theoretical framework for the study of banded random matrices (BRMs) and quantum kicked rotors (QKRs). We demonstrate that, for a BRM of bandwidth b and a QKR of chaos parameter α, the appropriate FRCG model has the effective range d=b^{2}/N=α^{2}/N, for large N matrix dimensionality. As d increases, there is a transition from Poisson to classical random matrix statistics.
Inflation with a graceful exit in a random landscape
International Nuclear Information System (INIS)
Pedro, F.G.; Westphal, A.
2016-11-01
We develop a stochastic description of small-field inflationary histories with a graceful exit in a random potential whose Hessian is a Gaussian random matrix as a model of the unstructured part of the string landscape. The dynamical evolution in such a random potential from a small-field inflation region towards a viable late-time de Sitter (dS) minimum maps to the dynamics of Dyson Brownian motion describing the relaxation of non-equilibrium eigenvalue spectra in random matrix theory. We analytically compute the relaxation probability in a saddle point approximation of the partition function of the eigenvalue distribution of the Wigner ensemble describing the mass matrices of the critical points. When applied to small-field inflation in the landscape, this leads to an exponentially strong bias against small-field ranges and an upper bound N<<10 on the number of light fields N participating during inflation from the non-observation of negative spatial curvature.
Inflation with a graceful exit in a random landscape
Energy Technology Data Exchange (ETDEWEB)
Pedro, F.G. [Univ. Autonoma de Madrid (Spain). Dept. de Fisica Teorica y Inst. de Fisica Teorica UAM/CSIC; Westphal, A. [Deutsches Elektronen-Synchrotron (DESY), Hamburg (Germany). Theory Group
2016-11-15
We develop a stochastic description of small-field inflationary histories with a graceful exit in a random potential whose Hessian is a Gaussian random matrix as a model of the unstructured part of the string landscape. The dynamical evolution in such a random potential from a small-field inflation region towards a viable late-time de Sitter (dS) minimum maps to the dynamics of Dyson Brownian motion describing the relaxation of non-equilibrium eigenvalue spectra in random matrix theory. We analytically compute the relaxation probability in a saddle point approximation of the partition function of the eigenvalue distribution of the Wigner ensemble describing the mass matrices of the critical points. When applied to small-field inflation in the landscape, this leads to an exponentially strong bias against small-field ranges and an upper bound N<<10 on the number of light fields N participating during inflation from the non-observation of negative spatial curvature.
Imprinting and recalling cortical ensembles.
Carrillo-Reid, Luis; Yang, Weijian; Bando, Yuki; Peterka, Darcy S; Yuste, Rafael
2016-08-12
Neuronal ensembles are coactive groups of neurons that may represent building blocks of cortical circuits. These ensembles could be formed by Hebbian plasticity, whereby synapses between coactive neurons are strengthened. Here we report that repetitive activation with two-photon optogenetics of neuronal populations from ensembles in the visual cortex of awake mice builds neuronal ensembles that recur spontaneously after being imprinted and do not disrupt preexisting ones. Moreover, imprinted ensembles can be recalled by single- cell stimulation and remain coactive on consecutive days. Our results demonstrate the persistent reconfiguration of cortical circuits by two-photon optogenetics into neuronal ensembles that can perform pattern completion. Copyright © 2016, American Association for the Advancement of Science.
Multilevel ensemble Kalman filtering
Hoel, Hakon
2016-06-14
This work embeds a multilevel Monte Carlo sampling strategy into the Monte Carlo step of the ensemble Kalman filter (EnKF) in the setting of finite dimensional signal evolution and noisy discrete-time observations. The signal dynamics is assumed to be governed by a stochastic differential equation (SDE), and a hierarchy of time grids is introduced for multilevel numerical integration of that SDE. The resulting multilevel EnKF is proved to asymptotically outperform EnKF in terms of computational cost versus approximation accuracy. The theoretical results are illustrated numerically.
Multilevel ensemble Kalman filtering
Hoel, Hakon; Law, Kody J. H.; Tempone, Raul
2016-01-01
This work embeds a multilevel Monte Carlo sampling strategy into the Monte Carlo step of the ensemble Kalman filter (EnKF) in the setting of finite dimensional signal evolution and noisy discrete-time observations. The signal dynamics is assumed to be governed by a stochastic differential equation (SDE), and a hierarchy of time grids is introduced for multilevel numerical integration of that SDE. The resulting multilevel EnKF is proved to asymptotically outperform EnKF in terms of computational cost versus approximation accuracy. The theoretical results are illustrated numerically.
Random SU(2) invariant tensors
Li, Youning; Han, Muxin; Ruan, Dong; Zeng, Bei
2018-04-01
SU(2) invariant tensors are states in the (local) SU(2) tensor product representation but invariant under the global group action. They are of importance in the study of loop quantum gravity. A random tensor is an ensemble of tensor states. An average over the ensemble is carried out when computing any physical quantities. The random tensor exhibits a phenomenon known as ‘concentration of measure’, which states that for any bipartition the average value of entanglement entropy of its reduced density matrix is asymptotically the maximal possible as the local dimensions go to infinity. We show that this phenomenon is also true when the average is over the SU(2) invariant subspace instead of the entire space for rank-n tensors in general. It is shown in our earlier work Li et al (2017 New J. Phys. 19 063029) that the subleading correction of the entanglement entropy has a mild logarithmic divergence when n = 4. In this paper, we show that for n > 4 the subleading correction is not divergent but a finite number. In some special situation, the number could be even smaller than 1/2, which is the subleading correction of random state over the entire Hilbert space of tensors.
Level density of random matrices for decaying systems
International Nuclear Information System (INIS)
Haake, F.; Izrailev, F.; Saher, D.; Sommers, H.-J.
1991-01-01
Analytical and numerical results for the level density of a certain class of random non-Hermitian matrices H=H+iΓ are presented. The conservative part H belongs to the Gaussian orthogonal ensemble while the damping piece Γ is quadratic in Gaussian random numbers and may describe the decay of resonances through various channels. In the limit of a large matrix dimension the level density assumes a surprisingly simple dependence on the relative strength of the damping and the number of channels. 18 refs.; 4 figs
A Brief Tutorial on the Ensemble Kalman Filter
Mandel, Jan
2009-01-01
The ensemble Kalman filter (EnKF) is a recursive filter suitable for problems with a large number of variables, such as discretizations of partial differential equations in geophysical models. The EnKF originated as a version of the Kalman filter for large problems (essentially, the covariance matrix is replaced by the sample covariance), and it is now an important data assimilation component of ensemble forecasting. EnKF is related to the particle filter (in this context, a particle is the s...
Fitting a function to time-dependent ensemble averaged data.
Fogelmark, Karl; Lomholt, Michael A; Irbäck, Anders; Ambjörnsson, Tobias
2018-05-03
Time-dependent ensemble averages, i.e., trajectory-based averages of some observable, are of importance in many fields of science. A crucial objective when interpreting such data is to fit these averages (for instance, squared displacements) with a function and extract parameters (such as diffusion constants). A commonly overlooked challenge in such function fitting procedures is that fluctuations around mean values, by construction, exhibit temporal correlations. We show that the only available general purpose function fitting methods, correlated chi-square method and the weighted least squares method (which neglects correlation), fail at either robust parameter estimation or accurate error estimation. We remedy this by deriving a new closed-form error estimation formula for weighted least square fitting. The new formula uses the full covariance matrix, i.e., rigorously includes temporal correlations, but is free of the robustness issues, inherent to the correlated chi-square method. We demonstrate its accuracy in four examples of importance in many fields: Brownian motion, damped harmonic oscillation, fractional Brownian motion and continuous time random walks. We also successfully apply our method, weighted least squares including correlation in error estimation (WLS-ICE), to particle tracking data. The WLS-ICE method is applicable to arbitrary fit functions, and we provide a publically available WLS-ICE software.
DEFF Research Database (Denmark)
2004-01-01
Within the framework of the PSO-Ensemble project (FU2101) a demo application has been created. The application use ECMWF ensemble forecasts. Two instances of the application are running; one for Nysted Offshore and one for the total production (except Horns Rev) in the Eltra area. The output...
New concept of statistical ensembles
International Nuclear Information System (INIS)
Gorenstein, M.I.
2009-01-01
An extension of the standard concept of the statistical ensembles is suggested. Namely, the statistical ensembles with extensive quantities fluctuating according to an externally given distribution is introduced. Applications in the statistical models of multiple hadron production in high energy physics are discussed.
Entanglement in random pure states: spectral density and average von Neumann entropy
Energy Technology Data Exchange (ETDEWEB)
Kumar, Santosh; Pandey, Akhilesh, E-mail: skumar.physics@gmail.com, E-mail: ap0700@mail.jnu.ac.in [School of Physical Sciences, Jawaharlal Nehru University, New Delhi 110 067 (India)
2011-11-04
Quantum entanglement plays a crucial role in quantum information, quantum teleportation and quantum computation. The information about the entanglement content between subsystems of the composite system is encoded in the Schmidt eigenvalues. We derive here closed expressions for the spectral density of Schmidt eigenvalues for all three invariant classes of random matrix ensembles. We also obtain exact results for average von Neumann entropy. We find that maximum average entanglement is achieved if the system belongs to the symplectic invariant class. (paper)
Ensembl 2002: accommodating comparative genomics.
Clamp, M; Andrews, D; Barker, D; Bevan, P; Cameron, G; Chen, Y; Clark, L; Cox, T; Cuff, J; Curwen, V; Down, T; Durbin, R; Eyras, E; Gilbert, J; Hammond, M; Hubbard, T; Kasprzyk, A; Keefe, D; Lehvaslaiho, H; Iyer, V; Melsopp, C; Mongin, E; Pettett, R; Potter, S; Rust, A; Schmidt, E; Searle, S; Slater, G; Smith, J; Spooner, W; Stabenau, A; Stalker, J; Stupka, E; Ureta-Vidal, A; Vastrik, I; Birney, E
2003-01-01
The Ensembl (http://www.ensembl.org/) database project provides a bioinformatics framework to organise biology around the sequences of large genomes. It is a comprehensive source of stable automatic annotation of human, mouse and other genome sequences, available as either an interactive web site or as flat files. Ensembl also integrates manually annotated gene structures from external sources where available. As well as being one of the leading sources of genome annotation, Ensembl is an open source software engineering project to develop a portable system able to handle very large genomes and associated requirements. These range from sequence analysis to data storage and visualisation and installations exist around the world in both companies and at academic sites. With both human and mouse genome sequences available and more vertebrate sequences to follow, many of the recent developments in Ensembl have focusing on developing automatic comparative genome analysis and visualisation.
Directory of Open Access Journals (Sweden)
Sandrine Jacquet-Guibon
Full Text Available A randomized controlled trial was performed on racing horses, to evaluate the efficacy of a new class of therapeutic agents in regenerative medicine-ReGeneraTing Agents® (RGTA®, to treat tendinopathies. Preliminary uncontrolled studies on tendon healing in racing horses with RGTA® (OTR4131-Equitend® showed encouraging results, justifying performing a randomized, controlled, multicenter study with a two-year racing performance follow up. The objective of this study was to evaluate the effect of Equitend® versus placebo on acute superficial digital flexor tendonitis in racing French Standardbred Trotters (ST. Twenty-two ST were randomly and blindly assigned to receive with a ratio of 2 to 1, a single Equitend® (n = 14 or placebo (n = 8 intralesional injection under ultrasonographic guidance. Horses were evaluated over 4 months, by clinical and ultrasonographic evaluations (day 0, months 1, 2, 4, and their racing performances followed up over the 2 years after treatment. During the first month of treatment, a significant decrease in the cross-sectional area (CSA was found in the Equitend® group (p = 0.04. After 4 months, the number of Equitend® treated horses with an improved CSA was significantly higher than the placebo-treated horses (p = 0.03571. The Equitend® group returned to their pre-injury performance level, racing in, and winning, significantly more races than the placebo group (p = 0.01399 and 0.0421, respectively. Furthermore, recurrence was significantly higher in the placebo group than in the Equitend® group (71.4% vs 16.6%, p = 0.02442. In conclusion, we measured a significant, short-term, reduction effect on CSA and demonstrated a long-term beneficial effect of intralesional injection of Equitend® for the treatment of superficial digital flexor tendonitis on racing ST, racing 2. 3 times more often than placebo, with 3.3 times fewer recurrences maintaining pre-injury performance level. This study may open the way for the
Exploring diversity in ensemble classification: Applications in large area land cover mapping
Mellor, Andrew; Boukir, Samia
2017-07-01
Ensemble classifiers, such as random forests, are now commonly applied in the field of remote sensing, and have been shown to perform better than single classifier systems, resulting in reduced generalisation error. Diversity across the members of ensemble classifiers is known to have a strong influence on classification performance - whereby classifier errors are uncorrelated and more uniformly distributed across ensemble members. The relationship between ensemble diversity and classification performance has not yet been fully explored in the fields of information science and machine learning and has never been examined in the field of remote sensing. This study is a novel exploration of ensemble diversity and its link to classification performance, applied to a multi-class canopy cover classification problem using random forests and multisource remote sensing and ancillary GIS data, across seven million hectares of diverse dry-sclerophyll dominated public forests in Victoria Australia. A particular emphasis is placed on analysing the relationship between ensemble diversity and ensemble margin - two key concepts in ensemble learning. The main novelty of our work is on boosting diversity by emphasizing the contribution of lower margin instances used in the learning process. Exploring the influence of tree pruning on diversity is also a new empirical analysis that contributes to a better understanding of ensemble performance. Results reveal insights into the trade-off between ensemble classification accuracy and diversity, and through the ensemble margin, demonstrate how inducing diversity by targeting lower margin training samples is a means of achieving better classifier performance for more difficult or rarer classes and reducing information redundancy in classification problems. Our findings inform strategies for collecting training data and designing and parameterising ensemble classifiers, such as random forests. This is particularly important in large area
Network and Ensemble Enabled Entity Extraction in Informal Text (NEEEEIT) final report
Energy Technology Data Exchange (ETDEWEB)
Kegelmeyer, Philip W. [Sandia National Lab. (SNL-NM), Albuquerque, NM (United States); Shead, Timothy M. [Sandia National Lab. (SNL-NM), Albuquerque, NM (United States); Dunlavy, Daniel M. [Sandia National Lab. (SNL-NM), Albuquerque, NM (United States)
2013-09-01
This SAND report summarizes the activities and outcomes of the Network and Ensemble Enabled Entity Extraction in Information Text (NEEEEIT) LDRD project, which addressed improving the accuracy of conditional random fields for named entity recognition through the use of ensemble methods.
Directory of Open Access Journals (Sweden)
Sunitha Jagannathachary
2010-01-01
Full Text Available The aim of the randomized controlled single blind study is to evaluate the treatment of Miller′s class II gingival recessions by coronally positioned flap (CPF with or without acellular dermal matrix allograft (ADMA. Ten patients with 20 sites with maxillary bilateral Miller′s class II facial recession defects were selected randomly into two groups of test (ADMA+CPF and control (CPF alone group with each group having 10 recession defects to be treated. The clinical parameters included plaque index (PI, gingival index (GI, probing pocket depth (PPD, clinical attachment level (CAL, recession height (RH, recession width (RW, height of the keratinized tissue (HKT, and thickness of the keratinized tissue (TKT. These measurements were recorded at baseline and after 6 months post-surgery. Statistical analysis was made by the paired "t" test for intragroup and intergroup comparison was done by the unpaired "t" test. The percentage of root coverage for both the experimental and control groups were 82.2% and 50%, respectively. The changes from baseline to 6 months were significant in both the groups for PD, CAL, and RH; however, for parameters such as RW, HKT, and TKT significance was seen only in the experimental group. On comparison between two groups, only TKT showed statistically significance. It can be concluded that the amount of root coverage obtained with ADMA + CPF was superior compared to CPF alone.
Protein folding simulations by generalized-ensemble algorithms.
Yoda, Takao; Sugita, Yuji; Okamoto, Yuko
2014-01-01
In the protein folding problem, conventional simulations in physical statistical mechanical ensembles, such as the canonical ensemble with fixed temperature, face a great difficulty. This is because there exist a huge number of local-minimum-energy states in the system and the conventional simulations tend to get trapped in these states, giving wrong results. Generalized-ensemble algorithms are based on artificial unphysical ensembles and overcome the above difficulty by performing random walks in potential energy, volume, and other physical quantities or their corresponding conjugate parameters such as temperature, pressure, etc. The advantage of generalized-ensemble simulations lies in the fact that they not only avoid getting trapped in states of energy local minima but also allows the calculations of physical quantities as functions of temperature or other parameters from a single simulation run. In this article we review the generalized-ensemble algorithms. Four examples, multicanonical algorithm, replica-exchange method, replica-exchange multicanonical algorithm, and multicanonical replica-exchange method, are described in detail. Examples of their applications to the protein folding problem are presented.
Virial expansion for almost diagonal random matrices
Yevtushenko, Oleg; Kravtsov, Vladimir E.
2003-08-01
Energy level statistics of Hermitian random matrices hat H with Gaussian independent random entries Higeqj is studied for a generic ensemble of almost diagonal random matrices with langle|Hii|2rangle ~ 1 and langle|Hi\
Kim, Yun Hwan; Shin, Hyun Joo; Ju, Woong; Kim, Seung Cheol
2017-05-01
This prospective randomized controlled pilot study aimed to find whether gelatin-thrombin matrix used as a tissue sealant (FloSeal) can prevent the occurrence of pelvic lymphocele in patients with gynecologic cancer who has undergone pelvic lymphadenectomy. Each patient, who undergo a laparotomic pelvic lymph node dissection on both sides, was randomly assigned for FloSeal application on 1 side of the pelvis. The other side of the pelvis without any product application being the control side. The amount of lymph drainage at each side of the pelvis was measured for 3 days, and computed tomography scans were obtained 7 days and 6 months after surgery for detection of pelvic lymphocele. Among 37 cases, the median amount of lymph drainage was significantly decreased in the hemi-pelvis treated with FloSeal compared to the control hemi-pelvis (p=0.025). The occurrence of lymphocele was considerably reduced in treated hemi-pelvis (8/37, 21.6%) compared with control hemi-pelvis (12/37, 32.4%) after 7 post-operative days (p=0.219), and more decreased in the treated hemi-pelvis (5/37, 13.5%) compared with control hemi-pelvis (9/37, 24.3%) after postoperative 6 months (p=0.344). The application of FloSeal as a tissue sealant in lymph nodes resected tissues can reduce the incidence of pelvic lymphocele in gynecologic cancer patients. A large randomized controlled study could confirm these preliminary results. Copyright © 2017. Asian Society of Gynecologic Oncology, Korean Society of Gynecologic Oncology
Contact planarization of ensemble nanowires
Chia, A. C. E.; LaPierre, R. R.
2011-06-01
The viability of four organic polymers (S1808, SC200, SU8 and Cyclotene) as filling materials to achieve planarization of ensemble nanowire arrays is reported. Analysis of the porosity, surface roughness and thermal stability of each filling material was performed. Sonication was used as an effective method to remove the tops of the nanowires (NWs) to achieve complete planarization. Ensemble nanowire devices were fully fabricated and I-V measurements confirmed that Cyclotene effectively planarizes the NWs while still serving the role as an insulating layer between the top and bottom contacts. These processes and analysis can be easily implemented into future characterization and fabrication of ensemble NWs for optoelectronic device applications.
Introduction to random matrices theory and practice
Livan, Giacomo; Vivo, Pierpaolo
2018-01-01
Modern developments of Random Matrix Theory as well as pedagogical approaches to the standard core of the discipline are surprisingly hard to find in a well-organized, readable and user-friendly fashion. This slim and agile book, written in a pedagogical and hands-on style, without sacrificing formal rigor fills this gap. It brings Ph.D. students in Physics, as well as more senior practitioners, through the standard tools and results on random matrices, with an eye on most recent developments that are not usually covered in introductory texts. The focus is mainly on random matrices with real spectrum. The main guiding threads throughout the book are the Gaussian Ensembles. In particular, Wigner’s semicircle law is derived multiple times to illustrate several techniques (e.g., Coulomb gas approach, replica theory). Most chapters are accompanied by Matlab codes (stored in an online repository) to guide readers through the numerical check of most analytical results.
Power to Detect Intervention Effects on Ensembles of Social Networks
Sweet, Tracy M.; Junker, Brian W.
2016-01-01
The hierarchical network model (HNM) is a framework introduced by Sweet, Thomas, and Junker for modeling interventions and other covariate effects on ensembles of social networks, such as what would be found in randomized controlled trials in education research. In this article, we develop calculations for the power to detect an intervention…
Wang, Wei
2018-05-11
Android platform has dominated the Operating System of mobile devices. However, the dramatic increase of Android malicious applications (malapps) has caused serious software failures to Android system and posed a great threat to users. The effective detection of Android malapps has thus become an emerging yet crucial issue. Characterizing the behaviors of Android applications (apps) is essential to detecting malapps. Most existing work on detecting Android malapps was mainly based on string static features such as permissions and API usage extracted from apps. There also exists work on the detection of Android malapps with structural features, such as Control Flow Graph (CFG) and Data Flow Graph (DFG). As Android malapps have become increasingly polymorphic and sophisticated, using only one type of static features may result in false negatives. In this work, we propose DroidEnsemble that takes advantages of both string features and structural features to systematically and comprehensively characterize the static behaviors of Android apps and thus build a more accurate detection model for the detection of Android malapps. We extract each app’s string features, including permissions, hardware features, filter intents, restricted API calls, used permissions, code patterns, as well as structural features like function call graph. We then use three machine learning algorithms, namely, Support Vector Machine (SVM), k-Nearest Neighbor (kNN) and Random Forest (RF), to evaluate the performance of these two types of features and of their ensemble. In the experiments, We evaluate our methods and models with 1386 benign apps and 1296 malapps. Extensive experimental results demonstrate the effectiveness of DroidEnsemble. It achieves the detection accuracy as 95.8% with only string features and as 90.68% with only structural features. DroidEnsemble reaches the detection accuracy as 98.4% with the ensemble of both types of features, reducing 9 false positives and 12 false
On Ensemble Nonlinear Kalman Filtering with Symmetric Analysis Ensembles
Luo, Xiaodong; Hoteit, Ibrahim; Moroz, Irene M.
2010-01-01
However, by adopting the Monte Carlo method, the EnSRF also incurs certain sampling errors. One way to alleviate this problem is to introduce certain symmetry to the ensembles, which can reduce the sampling errors and spurious modes in evaluation of the means and covariances of the ensembles [7]. In this contribution, we present two methods to produce symmetric ensembles. One is based on the unscented transform [8, 9], which leads to the unscented Kalman filter (UKF) [8, 9] and its variant, the ensemble unscented Kalman filter (EnUKF) [7]. The other is based on Stirling’s interpolation formula (SIF), which results in the divided difference filter (DDF) [10]. Here we propose a simplified divided difference filter (sDDF) in the context of ensemble filtering. The similarity and difference between the sDDF and the EnUKF will be discussed. Numerical experiments will also be conducted to investigate the performance of the sDDF and the EnUKF, and compare them to a well‐established EnSRF, the ensemble transform Kalman filter (ETKF) [2].
Reduced neutron widths in the nuclear data ensemble: Experiment and theory do not agree
International Nuclear Information System (INIS)
Koehler, P.E.
2010-01-01
I have analyzed reduced neutron widths (Γ n 0 ) for the subset of 1245 resonances in the nuclear data ensemble (NDE) for which they have been reported. Random matrix theory (RMT) predicts for the Gaussian orthogonal ensemble (GOE) that these widths should follow a χ 2 distribution having one degree of freedom (ν=1) - the Porter Thomas (PT) distribution. Using the maximum-likelihood (ML) technique, I have determined that the Γ n 0 values in the NDE are best described by a χ 2 distribution having ν=(0.801±0.052), which is 3.8 standard deviations smaller than predicted by RMT. I show that this striking disagreement is most likely due to the inclusion of significant p-wave contamination to the supposedly pure s-wave NDE. Furthermore, when an energy-dependent threshold is used to remove the p-wave contamination, ML analysis yields ν=(1.217±0.092) for the remaining data, still in poor agreement with the RMT prediction for the GOE. These results cast very serious doubt on claims that the NDE represents a striking confirmation of RMT. (author)
Reduced neutron widths in the nuclear data ensemble: Experiment and theory do not agree
International Nuclear Information System (INIS)
Koehler, P. E.
2011-01-01
I have analyzed reduced neutron widths (Γ n 0 ) for the subset of 1245 resonances in the nuclear data ensemble (NDE) for which they have been reported. Random matrix theory (RMT) predicts for the Gaussian orthogonal ensemble that these widths should follow a χ 2 distribution having one degree of freedom (ν=1)--the Porter Thomas distribution (PTD). Careful analysis of the Γ n 0 values in the NDE rejects the validity of the PTD with a statistical significance of at least 99.97% (ν=0.801±0.052). This striking disagreement with the RMT prediction is most likely due to the inclusion of significant p-wave contamination to the supposedly pure s-wave NDE. When an energy-dependent threshold is used to remove the p-wave contamination, the PTD is still rejected with a statistical significance of at least 98.17% (ν=1.217±0.092). Furthermore, examination of the primary references for the NDE reveals that many resonances in most of the individual data sets were selected using methods derived from RMT. Therefore, using the full NDE data set to test RMT predictions seems highly questionable. These results cast very serious doubt on claims that the NDE represents a striking confirmation of RMT.
An Adaptive Approach to Mitigate Background Covariance Limitations in the Ensemble Kalman Filter
Song, Hajoon
2010-07-01
A new approach is proposed to address the background covariance limitations arising from undersampled ensembles and unaccounted model errors in the ensemble Kalman filter (EnKF). The method enhances the representativeness of the EnKF ensemble by augmenting it with new members chosen adaptively to add missing information that prevents the EnKF from fully fitting the data to the ensemble. The vectors to be added are obtained by back projecting the residuals of the observation misfits from the EnKF analysis step onto the state space. The back projection is done using an optimal interpolation (OI) scheme based on an estimated covariance of the subspace missing from the ensemble. In the experiments reported here, the OI uses a preselected stationary background covariance matrix, as in the hybrid EnKF–three-dimensional variational data assimilation (3DVAR) approach, but the resulting correction is included as a new ensemble member instead of being added to all existing ensemble members. The adaptive approach is tested with the Lorenz-96 model. The hybrid EnKF–3DVAR is used as a benchmark to evaluate the performance of the adaptive approach. Assimilation experiments suggest that the new adaptive scheme significantly improves the EnKF behavior when it suffers from small size ensembles and neglected model errors. It was further found to be competitive with the hybrid EnKF–3DVAR approach, depending on ensemble size and data coverage.
The Ensembl genome database project.
Hubbard, T; Barker, D; Birney, E; Cameron, G; Chen, Y; Clark, L; Cox, T; Cuff, J; Curwen, V; Down, T; Durbin, R; Eyras, E; Gilbert, J; Hammond, M; Huminiecki, L; Kasprzyk, A; Lehvaslaiho, H; Lijnzaad, P; Melsopp, C; Mongin, E; Pettett, R; Pocock, M; Potter, S; Rust, A; Schmidt, E; Searle, S; Slater, G; Smith, J; Spooner, W; Stabenau, A; Stalker, J; Stupka, E; Ureta-Vidal, A; Vastrik, I; Clamp, M
2002-01-01
The Ensembl (http://www.ensembl.org/) database project provides a bioinformatics framework to organise biology around the sequences of large genomes. It is a comprehensive source of stable automatic annotation of the human genome sequence, with confirmed gene predictions that have been integrated with external data sources, and is available as either an interactive web site or as flat files. It is also an open source software engineering project to develop a portable system able to handle very large genomes and associated requirements from sequence analysis to data storage and visualisation. The Ensembl site is one of the leading sources of human genome sequence annotation and provided much of the analysis for publication by the international human genome project of the draft genome. The Ensembl system is being installed around the world in both companies and academic sites on machines ranging from supercomputers to laptops.
Barret, M; Bordaçahar, B; Beuvon, F; Terris, B; Camus, M; Coriat, R; Chaussade, S; Batteux, F; Prat, F
2017-05-01
Esophageal stricture formation after extensive endoscopic resection remains a major limitation of endoscopic therapy for early esophageal neoplasia. This study assessed a recently developed self-assembling peptide (SAP) matrix as a wound dressing after endoscopic resection for the prevention of esophageal stricture. Ten pigs were randomly assigned to the SAP or the control group after undergoing a 5-cm-long circumferential endoscopic submucosal dissection of the lower esophagus. Esophageal diameter on endoscopy and esophagogram, weight variation, and histological measurements of fibrosis, granulation tissue, and neoepithelium were assessed in each animal. The rate of esophageal stricture at day 14 was 40% in the SAP-treated group versus 100% in the control group (P = 0.2). Median interquartile range (IQR) esophageal diameter at day 14 was 8 mm (2.5-9) in the SAP-treated group versus 4 mm (3-4) in the control group (P = 0.13). The median (IQR) stricture indexes on esophagograms at day 14 were 0.32 (0.14-0.48) and 0.26 (0.14-0.33) in the SAP-treated and control groups, respectively (P = 0.42). Median (IQR) weight variation during the study was +0.2 (-7.4; +1.8) and -3.8 (-5.4; +0.6) in the SAP-treated and control groups, respectively (P = 0.9). Fibrosis, granulation tissue, and neoepithelium were not significantly different between the groups. The application of SAP matrix on esophageal wounds after a circumferential endoscopic submucosal dissection delayed the onset of esophageal stricture in a porcine model. © International Society for Diseases of the Esophagus 2017. All rights reserved. For permissions, please e-mail: journals.permissions@oup.com.
Performance Analysis of Local Ensemble Kalman Filter
Tong, Xin T.
2018-03-01
Ensemble Kalman filter (EnKF) is an important data assimilation method for high-dimensional geophysical systems. Efficient implementation of EnKF in practice often involves the localization technique, which updates each component using only information within a local radius. This paper rigorously analyzes the local EnKF (LEnKF) for linear systems and shows that the filter error can be dominated by the ensemble covariance, as long as (1) the sample size exceeds the logarithmic of state dimension and a constant that depends only on the local radius; (2) the forecast covariance matrix admits a stable localized structure. In particular, this indicates that with small system and observation noises, the filter error will be accurate in long time even if the initialization is not. The analysis also reveals an intrinsic inconsistency caused by the localization technique, and a stable localized structure is necessary to control this inconsistency. While this structure is usually taken for granted for the operation of LEnKF, it can also be rigorously proved for linear systems with sparse local observations and weak local interactions. These theoretical results are also validated by numerical implementation of LEnKF on a simple stochastic turbulence in two dynamical regimes.
Matrix integral solutions to the discrete KP hierarchy and its Pfaffianized version
International Nuclear Information System (INIS)
Lafortune, Stéphane; Li, Chun-Xia
2016-01-01
Matrix integrals used in random matrix theory for the study of eigenvalues of Hermitian ensembles have been shown to provide τ -functions for several hierarchies of integrable equations. In this article, we extend this relation by showing that such integrals can also provide τ -functions for the discrete KP hierarchy and a coupled version of the same hierarchy obtained through the process of Pfaffianization. To do so, we consider the first equation of the discrete KP hierarchy, the Hirota–Miwa equation. We write the Wronskian determinant solutions to the Hirota–Miwa equation and consider a particular form of matrix integrals, which we show is an example of those Wronskian solutions. The argument is then generalized to the whole hierarchy. A similar strategy is used for the Pfaffianized version of the hierarchy except that in that case, the solutions are written in terms of Pfaffians rather than determinants. (paper)
The canonical ensemble redefined - 1: Formalism
International Nuclear Information System (INIS)
Venkataraman, R.
1984-12-01
For studying the thermodynamic properties of systems we propose an ensemble that lies in between the familiar canonical and microcanonical ensembles. We point out the transition from the canonical to microcanonical ensemble and prove from a comparative study that all these ensembles do not yield the same results even in the thermodynamic limit. An investigation of the coupling between two or more systems with these ensembles suggests that the state of thermodynamical equilibrium is a special case of statistical equilibrium. (author)
Statistical properties of many-particle spectra. IV. New ensembles by Stieltjes transform methods
International Nuclear Information System (INIS)
Pandey, A.
1981-01-01
New Gaussian matrix ensembles, with arbitrary centroids and variances for the matrix elements, are defined as modifications of the three standard ones: GOE, GUE and GSE. The average density and two-point correlation function are given in the general case in terms of the corresponding Stieltjes transforms, first used by Pastur for the density. It is shown for the centroid-modified ensemble K+αH that when the operator K preserves the underlying symmetries of the standard ensemble H, then, as the magnitude of α grows, the transition of the fluctuations to those of H is very rapid and discontinuous in the limit of asymptotic dimensionality. Corresponding results are found for other ensembles. A similar Dyson result for the effects of the breaking of a model symmetry on the fluctuations is generalized to any model symmetry, as well as to the fundamental symmetries such as time-reversed invariance
Energy Technology Data Exchange (ETDEWEB)
Nagata, Keitaro [KEK Theory Center, High Energy Accelerator Research Organization,1-1 Oho, Tsukuba 305-0801 (Japan); Nishimura, Jun [KEK Theory Center, High Energy Accelerator Research Organization,1-1 Oho, Tsukuba 305-0801 (Japan); Department of Particle and Nuclear Physics, School of High Energy Accelerator Science,Graduate University for Advanced Studies (SOKENDAI), 1-1 Oho, Tsukuba 305-0801 (Japan); Shimasaki, Shinji [KEK Theory Center, High Energy Accelerator Research Organization,1-1 Oho, Tsukuba 305-0801 (Japan); Research and Education Center for Natural Sciences, Keio University,Hiyoshi 4-1-1, Yokohama, Kanagawa 223-8521 (Japan)
2016-07-14
Recently, the complex Langevin method has been applied successfully to finite density QCD either in the deconfinement phase or in the heavy dense limit with the aid of a new technique called the gauge cooling. In the confinement phase with light quarks, however, convergence to wrong limits occurs due to the singularity in the drift term caused by small eigenvalues of the Dirac operator including the mass term. We propose that this singular-drift problem should also be overcome by the gauge cooling with different criteria for choosing the complexified gauge transformation. The idea is tested in chiral Random Matrix Theory for finite density QCD, where exact results are reproduced at zero temperature with light quarks. It is shown that the gauge cooling indeed changes drastically the eigenvalue distribution of the Dirac operator measured during the Langevin process. Despite its non-holomorphic nature, this eigenvalue distribution has a universal diverging behavior at the origin in the chiral limit due to a generalized Banks-Casher relation as we confirm explicitly.
Kakagia, Despoina D; Kazakos, Konstantinos J; Xarchas, Konstantinos C; Karanikas, Michael; Georgiadis, George S; Tripsiannis, Gregory; Manolas, Constantinos
2007-01-01
This study tests the hypothesis that addition of a protease-modulating matrix enhances the efficacy of autologous growth factors in diabetic ulcers. Fifty-one patients with chronic diabetic foot ulcers were managed as outpatients at the Democritus University Hospital of Alexandroupolis and followed up for 8 weeks. All target ulcers were > or = 2.5 cm in any one dimension and had been previously treated only with moist gauze. Patients were randomly allocated in three groups of 17 patients each: Group A was treated only with the oxidized regenerated cellulose/collagen biomaterial (Promogran, Johnson & Johnson, New Brunswick, NJ), Group B was treated only with autologous growth factors delivered by Gravitational Platelet Separation System (GPS, Biomet), and Group C was managed by a combination of both. All ulcers were digitally photographed at initiation of the study and then at change of dressings once weekly. Computerized planimetry (Texas Health Science Center ImageTool, Version 3.0) was used to assess ulcer dimensions that were analyzed for homogeneity and significance using the Statistical Package for Social Sciences, Version 13.0. Post hoc analysis revealed that there was significantly greater reduction of all three dimensions of the ulcers in Group C compared to Groups A and B (all P<.001). Although reduction of ulcer dimensions was greater in Group A than in Group B, these differences did not reach statistical significance. It is concluded that protease-modulating dressings act synergistically with autologous growth factors and enhance their efficacy in diabetic foot ulcers.
A multi-model ensemble approach to seabed mapping
Diesing, Markus; Stephens, David
2015-06-01
Seabed habitat mapping based on swath acoustic data and ground-truth samples is an emergent and active marine science discipline. Significant progress could be achieved by transferring techniques and approaches that have been successfully developed and employed in such fields as terrestrial land cover mapping. One such promising approach is the multiple classifier system, which aims at improving classification performance by combining the outputs of several classifiers. Here we present results of a multi-model ensemble applied to multibeam acoustic data covering more than 5000 km2 of seabed in the North Sea with the aim to derive accurate spatial predictions of seabed substrate. A suite of six machine learning classifiers (k-Nearest Neighbour, Support Vector Machine, Classification Tree, Random Forest, Neural Network and Naïve Bayes) was trained with ground-truth sample data classified into seabed substrate classes and their prediction accuracy was assessed with an independent set of samples. The three and five best performing models were combined to classifier ensembles. Both ensembles led to increased prediction accuracy as compared to the best performing single classifier. The improvements were however not statistically significant at the 5% level. Although the three-model ensemble did not perform significantly better than its individual component models, we noticed that the five-model ensemble did perform significantly better than three of the five component models. A classifier ensemble might therefore be an effective strategy to improve classification performance. Another advantage is the fact that the agreement in predicted substrate class between the individual models of the ensemble could be used as a measure of confidence. We propose a simple and spatially explicit measure of confidence that is based on model agreement and prediction accuracy.
Quantum ensembles of quantum classifiers.
Schuld, Maria; Petruccione, Francesco
2018-02-09
Quantum machine learning witnesses an increasing amount of quantum algorithms for data-driven decision making, a problem with potential applications ranging from automated image recognition to medical diagnosis. Many of those algorithms are implementations of quantum classifiers, or models for the classification of data inputs with a quantum computer. Following the success of collective decision making with ensembles in classical machine learning, this paper introduces the concept of quantum ensembles of quantum classifiers. Creating the ensemble corresponds to a state preparation routine, after which the quantum classifiers are evaluated in parallel and their combined decision is accessed by a single-qubit measurement. This framework naturally allows for exponentially large ensembles in which - similar to Bayesian learning - the individual classifiers do not have to be trained. As an example, we analyse an exponentially large quantum ensemble in which each classifier is weighed according to its performance in classifying the training data, leading to new results for quantum as well as classical machine learning.
Universal critical wrapping probabilities in the canonical ensemble
Directory of Open Access Journals (Sweden)
Hao Hu
2015-09-01
Full Text Available Universal dimensionless quantities, such as Binder ratios and wrapping probabilities, play an important role in the study of critical phenomena. We study the finite-size scaling behavior of the wrapping probability for the Potts model in the random-cluster representation, under the constraint that the total number of occupied bonds is fixed, so that the canonical ensemble applies. We derive that, in the limit L→∞, the critical values of the wrapping probability are different from those of the unconstrained model, i.e. the model in the grand-canonical ensemble, but still universal, for systems with 2yt−d>0 where yt=1/ν is the thermal renormalization exponent and d is the spatial dimension. Similar modifications apply to other dimensionless quantities, such as Binder ratios. For systems with 2yt−d≤0, these quantities share same critical universal values in the two ensembles. It is also derived that new finite-size corrections are induced. These findings apply more generally to systems in the canonical ensemble, e.g. the dilute Potts model with a fixed total number of vacancies. Finally, we formulate an efficient cluster-type algorithm for the canonical ensemble, and confirm these predictions by extensive simulations.
Ensemble forecasting of species distributions.
Araújo, Miguel B; New, Mark
2007-01-01
Concern over implications of climate change for biodiversity has led to the use of bioclimatic models to forecast the range shifts of species under future climate-change scenarios. Recent studies have demonstrated that projections by alternative models can be so variable as to compromise their usefulness for guiding policy decisions. Here, we advocate the use of multiple models within an ensemble forecasting framework and describe alternative approaches to the analysis of bioclimatic ensembles, including bounding box, consensus and probabilistic techniques. We argue that, although improved accuracy can be delivered through the traditional tasks of trying to build better models with improved data, more robust forecasts can also be achieved if ensemble forecasts are produced and analysed appropriately.
Generalised Wigner surmise for (2 X 2) random matrices
International Nuclear Information System (INIS)
Chau Huu-Tai, P.; Van Isacker, P.; Smirnova, N.A.
2001-01-01
We present new analytical results concerning the spectral distributions for (2 x 2) random real symmetric matrices which generalize the Wigner surmise. The study of the statistical properties of spectra of realistic many-body Hamiltonians requires consideration of a random matrix ensemble whose elements are not independent or whose distribution is not invariant under orthogonal transformation of a chosen basis. In this letter we have concentrated on the properties of (2 x 2) real symmetric matrices whose elements are independent Gaussian variables with zero means but do not belong to the GOE. We have derived the distribution of eigenvalues for such a matrix, the nearest-neighbour spacing distribution which generalizes the Wigner surmise and we have calculated some important moments. (authors)
Ensemble method for dengue prediction.
Buczak, Anna L; Baugher, Benjamin; Moniz, Linda J; Bagley, Thomas; Babin, Steven M; Guven, Erhan
2018-01-01
In the 2015 NOAA Dengue Challenge, participants made three dengue target predictions for two locations (Iquitos, Peru, and San Juan, Puerto Rico) during four dengue seasons: 1) peak height (i.e., maximum weekly number of cases during a transmission season; 2) peak week (i.e., week in which the maximum weekly number of cases occurred); and 3) total number of cases reported during a transmission season. A dengue transmission season is the 12-month period commencing with the location-specific, historical week with the lowest number of cases. At the beginning of the Dengue Challenge, participants were provided with the same input data for developing the models, with the prediction testing data provided at a later date. Our approach used ensemble models created by combining three disparate types of component models: 1) two-dimensional Method of Analogues models incorporating both dengue and climate data; 2) additive seasonal Holt-Winters models with and without wavelet smoothing; and 3) simple historical models. Of the individual component models created, those with the best performance on the prior four years of data were incorporated into the ensemble models. There were separate ensembles for predicting each of the three targets at each of the two locations. Our ensemble models scored higher for peak height and total dengue case counts reported in a transmission season for Iquitos than all other models submitted to the Dengue Challenge. However, the ensemble models did not do nearly as well when predicting the peak week. The Dengue Challenge organizers scored the dengue predictions of the Challenge participant groups. Our ensemble approach was the best in predicting the total number of dengue cases reported for transmission season and peak height for Iquitos, Peru.
Ensemble method for dengue prediction.
Directory of Open Access Journals (Sweden)
Anna L Buczak
Full Text Available In the 2015 NOAA Dengue Challenge, participants made three dengue target predictions for two locations (Iquitos, Peru, and San Juan, Puerto Rico during four dengue seasons: 1 peak height (i.e., maximum weekly number of cases during a transmission season; 2 peak week (i.e., week in which the maximum weekly number of cases occurred; and 3 total number of cases reported during a transmission season. A dengue transmission season is the 12-month period commencing with the location-specific, historical week with the lowest number of cases. At the beginning of the Dengue Challenge, participants were provided with the same input data for developing the models, with the prediction testing data provided at a later date.Our approach used ensemble models created by combining three disparate types of component models: 1 two-dimensional Method of Analogues models incorporating both dengue and climate data; 2 additive seasonal Holt-Winters models with and without wavelet smoothing; and 3 simple historical models. Of the individual component models created, those with the best performance on the prior four years of data were incorporated into the ensemble models. There were separate ensembles for predicting each of the three targets at each of the two locations.Our ensemble models scored higher for peak height and total dengue case counts reported in a transmission season for Iquitos than all other models submitted to the Dengue Challenge. However, the ensemble models did not do nearly as well when predicting the peak week.The Dengue Challenge organizers scored the dengue predictions of the Challenge participant groups. Our ensemble approach was the best in predicting the total number of dengue cases reported for transmission season and peak height for Iquitos, Peru.
Advanced Atmospheric Ensemble Modeling Techniques
Energy Technology Data Exchange (ETDEWEB)
Buckley, R. [Savannah River Site (SRS), Aiken, SC (United States). Savannah River National Lab. (SRNL); Chiswell, S. [Savannah River Site (SRS), Aiken, SC (United States). Savannah River National Lab. (SRNL); Kurzeja, R. [Savannah River Site (SRS), Aiken, SC (United States). Savannah River National Lab. (SRNL); Maze, G. [Savannah River Site (SRS), Aiken, SC (United States). Savannah River National Lab. (SRNL); Viner, B. [Savannah River Site (SRS), Aiken, SC (United States). Savannah River National Lab. (SRNL); Werth, D. [Savannah River Site (SRS), Aiken, SC (United States). Savannah River National Lab. (SRNL)
2017-09-29
Ensemble modeling (EM), the creation of multiple atmospheric simulations for a given time period, has become an essential tool for characterizing uncertainties in model predictions. We explore two novel ensemble modeling techniques: (1) perturbation of model parameters (Adaptive Programming, AP), and (2) data assimilation (Ensemble Kalman Filter, EnKF). The current research is an extension to work from last year and examines transport on a small spatial scale (<100 km) in complex terrain, for more rigorous testing of the ensemble technique. Two different release cases were studied, a coastal release (SF6) and an inland release (Freon) which consisted of two release times. Observations of tracer concentration and meteorology are used to judge the ensemble results. In addition, adaptive grid techniques have been developed to reduce required computing resources for transport calculations. Using a 20- member ensemble, the standard approach generated downwind transport that was quantitatively good for both releases; however, the EnKF method produced additional improvement for the coastal release where the spatial and temporal differences due to interior valley heating lead to the inland movement of the plume. The AP technique showed improvements for both release cases, with more improvement shown in the inland release. This research demonstrated that transport accuracy can be improved when models are adapted to a particular location/time or when important local data is assimilated into the simulation and enhances SRNL’s capability in atmospheric transport modeling in support of its current customer base and local site missions, as well as our ability to attract new customers within the intelligence community.
Deterministic Mean-Field Ensemble Kalman Filtering
Law, Kody
2016-05-03
The proof of convergence of the standard ensemble Kalman filter (EnKF) from Le Gland, Monbet, and Tran [Large sample asymptotics for the ensemble Kalman filter, in The Oxford Handbook of Nonlinear Filtering, Oxford University Press, Oxford, UK, 2011, pp. 598--631] is extended to non-Gaussian state-space models. A density-based deterministic approximation of the mean-field limit EnKF (DMFEnKF) is proposed, consisting of a PDE solver and a quadrature rule. Given a certain minimal order of convergence k between the two, this extends to the deterministic filter approximation, which is therefore asymptotically superior to standard EnKF for dimension d<2k. The fidelity of approximation of the true distribution is also established using an extension of the total variation metric to random measures. This is limited by a Gaussian bias term arising from nonlinearity/non-Gaussianity of the model, which arises in both deterministic and standard EnKF. Numerical results support and extend the theory.
Deterministic Mean-Field Ensemble Kalman Filtering
Law, Kody; Tembine, Hamidou; Tempone, Raul
2016-01-01
The proof of convergence of the standard ensemble Kalman filter (EnKF) from Le Gland, Monbet, and Tran [Large sample asymptotics for the ensemble Kalman filter, in The Oxford Handbook of Nonlinear Filtering, Oxford University Press, Oxford, UK, 2011, pp. 598--631] is extended to non-Gaussian state-space models. A density-based deterministic approximation of the mean-field limit EnKF (DMFEnKF) is proposed, consisting of a PDE solver and a quadrature rule. Given a certain minimal order of convergence k between the two, this extends to the deterministic filter approximation, which is therefore asymptotically superior to standard EnKF for dimension d<2k. The fidelity of approximation of the true distribution is also established using an extension of the total variation metric to random measures. This is limited by a Gaussian bias term arising from nonlinearity/non-Gaussianity of the model, which arises in both deterministic and standard EnKF. Numerical results support and extend the theory.
Shallow cumuli ensemble statistics for development of a stochastic parameterization
Sakradzija, Mirjana; Seifert, Axel; Heus, Thijs
2014-05-01
According to a conventional deterministic approach to the parameterization of moist convection in numerical atmospheric models, a given large scale forcing produces an unique response from the unresolved convective processes. This representation leaves out the small-scale variability of convection, as it is known from the empirical studies of deep and shallow convective cloud ensembles, there is a whole distribution of sub-grid states corresponding to the given large scale forcing. Moreover, this distribution gets broader with the increasing model resolution. This behavior is also consistent with our theoretical understanding of a coarse-grained nonlinear system. We propose an approach to represent the variability of the unresolved shallow-convective states, including the dependence of the sub-grid states distribution spread and shape on the model horizontal resolution. Starting from the Gibbs canonical ensemble theory, Craig and Cohen (2006) developed a theory for the fluctuations in a deep convective ensemble. The micro-states of a deep convective cloud ensemble are characterized by the cloud-base mass flux, which, according to the theory, is exponentially distributed (Boltzmann distribution). Following their work, we study the shallow cumulus ensemble statistics and the distribution of the cloud-base mass flux. We employ a Large-Eddy Simulation model (LES) and a cloud tracking algorithm, followed by a conditional sampling of clouds at the cloud base level, to retrieve the information about the individual cloud life cycles and the cloud ensemble as a whole. In the case of shallow cumulus cloud ensemble, the distribution of micro-states is a generalized exponential distribution. Based on the empirical and theoretical findings, a stochastic model has been developed to simulate the shallow convective cloud ensemble and to test the convective ensemble theory. Stochastic model simulates a compound random process, with the number of convective elements drawn from a
Dimer coverings on random multiple chains of planar honeycomb lattices
International Nuclear Information System (INIS)
Ren, Haizhen; Zhang, Fuji; Qian, Jianguo
2012-01-01
We study dimer coverings on random multiple chains. A multiple chain is a planar honeycomb lattice constructed by successively fusing copies of a ‘straight’ condensed hexagonal chain at the bottom of the previous one in two possible ways. A random multiple chain is then generated by admitting the Bernoulli distribution on the two types of fusing, which describes a zeroth-order Markov process. We determine the expectation of the number of the pure dimer coverings (perfect matchings) over the ensemble of random multiple chains by the transfer matrix approach. Our result shows that, with only two exceptions, the average of the logarithm of this expectation (i.e., the annealed entropy per dimer) is asymptotically nonzero when the fusing process goes to infinity and the length of the hexagonal chain is fixed, though it is zero when the fusing process and the length of the hexagonal chain go to infinity simultaneously. Some numerical results are provided to support our conclusion, from which we can see that the asymptotic behavior fits well to the theoretical results. We also apply the transfer matrix approach to the quenched entropy and reveal that the quenched entropy of random multiple chains has a close connection with the well-known Lyapunov exponent of random matrices. Using the theory of Lyapunov exponents we show that, for some random multiple chains, the quenched entropy per dimer is strictly smaller than the annealed one when the fusing process goes to infinity. Finally, we determine the expectation of the free energy per dimer over the ensemble of the random multiple chains in which the three types of dimers in different orientations are distinguished, and specify a series of non-random multiple chains whose free energy per dimer is asymptotically equal to this expectation. (paper)
Teaching Strategies for Specialized Ensembles.
Teaching Music, 1999
1999-01-01
Provides a strategy, from the book "Strategies for Teaching Specialized Ensembles," that addresses Standard 9A of the National Standards for Music Education. Explains that students will identify and describe the musical and historical characteristics of the classical era in music they perform and in audio examples. (CMK)
Multimodel ensembles of wheat growth
DEFF Research Database (Denmark)
Martre, Pierre; Wallach, Daniel; Asseng, Senthold
2015-01-01
, but such studies are difficult to organize and have only recently begun. We report on the largest ensemble study to date, of 27 wheat models tested in four contrasting locations for their accuracy in simulating multiple crop growth and yield variables. The relative error averaged over models was 24...
Spectral Diagonal Ensemble Kalman Filters
Czech Academy of Sciences Publication Activity Database
Kasanický, Ivan; Mandel, Jan; Vejmelka, Martin
2015-01-01
Roč. 22, č. 4 (2015), s. 485-497 ISSN 1023-5809 R&D Projects: GA ČR GA13-34856S Grant - others:NSF(US) DMS-1216481 Institutional support: RVO:67985807 Keywords : data assimilation * ensemble Kalman filter * spectral representation Subject RIV: DG - Athmosphere Sciences, Meteorology Impact factor: 1.321, year: 2015
Global Ensemble Forecast System (GEFS) [1 Deg.
National Oceanic and Atmospheric Administration, Department of Commerce — The Global Ensemble Forecast System (GEFS) is a weather forecast model made up of 21 separate forecasts, or ensemble members. The National Centers for Environmental...
Localization of atomic ensembles via superfluorescence
International Nuclear Information System (INIS)
Macovei, Mihai; Evers, Joerg; Keitel, Christoph H.; Zubairy, M. Suhail
2007-01-01
The subwavelength localization of an ensemble of atoms concentrated to a small volume in space is investigated. The localization relies on the interaction of the ensemble with a standing wave laser field. The light scattered in the interaction of the standing wave field and the atom ensemble depends on the position of the ensemble relative to the standing wave nodes. This relation can be described by a fluorescence intensity profile, which depends on the standing wave field parameters and the ensemble properties and which is modified due to collective effects in the ensemble of nearby particles. We demonstrate that the intensity profile can be tailored to suit different localization setups. Finally, we apply these results to two localization schemes. First, we show how to localize an ensemble fixed at a certain position in the standing wave field. Second, we discuss localization of an ensemble passing through the standing wave field
Direct Correlation of Cell Toxicity to Conformational Ensembles of Genetic Aβ Variants
DEFF Research Database (Denmark)
Somavarapu, Arun Kumar; Kepp, Kasper Planeta
2015-01-01
We report a systematic analysis of conformational ensembles generated from multiseed molecular dynamics simulations of all 15 known genetic variants of Aβ42. We show that experimentally determined variant toxicities are largely explained by random coil content of the amyloid ensembles (correlatio...
Squeezing of Collective Excitations in Spin Ensembles
DEFF Research Database (Denmark)
Kraglund Andersen, Christian; Mølmer, Klaus
2012-01-01
We analyse the possibility to create two-mode spin squeezed states of two separate spin ensembles by inverting the spins in one ensemble and allowing spin exchange between the ensembles via a near resonant cavity field. We investigate the dynamics of the system using a combination of numerical an...
Developing Novel Frameworks for Many-Body Ensembles
2016-03-17
RETURN YOUR FORM TO THE ABOVE ADDRESS. Massachusetts Institute of Technology (MIT) 77 Massachusetts Ave. NE18-901 Cambridge , MA 02139 -4307 15-Jul-2015...of-equilibrium dynamics and to estimate prob- Page 4 of 9 Figure 2: Illustration of the dendro- gram representation. The rectangle on the left shows...isolation as illustrated in Figure 4. Starting from random initial conditions, an ensemble of particle pairs was simulated to establish the long-time
LENUS (Irish Health Repository)
DiFranco, Matthew D
2011-01-01
We present a tile-based approach for producing clinically relevant probability maps of prostatic carcinoma in histological sections from radical prostatectomy. Our methodology incorporates ensemble learning for feature selection and classification on expert-annotated images. Random forest feature selection performed over varying training sets provides a subset of generalized CIEL*a*b* co-occurrence texture features, while sample selection strategies with minimal constraints reduce training data requirements to achieve reliable results. Ensembles of classifiers are built using expert-annotated tiles from training images, and scores for the probability of cancer presence are calculated from the responses of each classifier in the ensemble. Spatial filtering of tile-based texture features prior to classification results in increased heat-map coherence as well as AUC values of 95% using ensembles of either random forests or support vector machines. Our approach is designed for adaptation to different imaging modalities, image features, and histological decision domains.
Eigenfunction statistics of Wishart Brownian ensembles
International Nuclear Information System (INIS)
Shukla, Pragya
2017-01-01
We theoretically analyze the eigenfunction fluctuation measures for a Hermitian ensemble which appears as an intermediate state of the perturbation of a stationary ensemble by another stationary ensemble of Wishart (Laguerre) type. Similar to the perturbation by a Gaussian stationary ensemble, the measures undergo a diffusive dynamics in terms of the perturbation parameter but the energy-dependence of the fluctuations is different in the two cases. This may have important consequences for the eigenfunction dynamics as well as phase transition studies in many areas of complexity where Brownian ensembles appear. (paper)
Hartree and Exchange in Ensemble Density Functional Theory: Avoiding the Nonuniqueness Disaster.
Gould, Tim; Pittalis, Stefano
2017-12-15
Ensemble density functional theory is a promising method for the efficient and accurate calculation of excitations of quantum systems, at least if useful functionals can be developed to broaden its domain of practical applicability. Here, we introduce a guaranteed single-valued "Hartree-exchange" ensemble density functional, E_{Hx}[n], in terms of the right derivative of the universal ensemble density functional with respect to the coupling constant at vanishing interaction. We show that E_{Hx}[n] is straightforwardly expressible using block eigenvalues of a simple matrix [Eq. (14)]. Specialized expressions for E_{Hx}[n] from the literature, including those involving superpositions of Slater determinants, can now be regarded as originating from the unifying picture presented here. We thus establish a clear and practical description for Hartree and exchange in ensemble systems.
Franklin, Joel N
2003-01-01
Mathematically rigorous introduction covers vector and matrix norms, the condition-number of a matrix, positive and irreducible matrices, much more. Only elementary algebra and calculus required. Includes problem-solving exercises. 1968 edition.
Nonequilibrium statistical mechanics ensemble method
Eu, Byung Chan
1998-01-01
In this monograph, nonequilibrium statistical mechanics is developed by means of ensemble methods on the basis of the Boltzmann equation, the generic Boltzmann equations for classical and quantum dilute gases, and a generalised Boltzmann equation for dense simple fluids The theories are developed in forms parallel with the equilibrium Gibbs ensemble theory in a way fully consistent with the laws of thermodynamics The generalised hydrodynamics equations are the integral part of the theory and describe the evolution of macroscopic processes in accordance with the laws of thermodynamics of systems far removed from equilibrium Audience This book will be of interest to researchers in the fields of statistical mechanics, condensed matter physics, gas dynamics, fluid dynamics, rheology, irreversible thermodynamics and nonequilibrium phenomena
Statistical Analysis of Protein Ensembles
Máté, Gabriell; Heermann, Dieter
2014-04-01
As 3D protein-configuration data is piling up, there is an ever-increasing need for well-defined, mathematically rigorous analysis approaches, especially that the vast majority of the currently available methods rely heavily on heuristics. We propose an analysis framework which stems from topology, the field of mathematics which studies properties preserved under continuous deformations. First, we calculate a barcode representation of the molecules employing computational topology algorithms. Bars in this barcode represent different topological features. Molecules are compared through their barcodes by statistically determining the difference in the set of their topological features. As a proof-of-principle application, we analyze a dataset compiled of ensembles of different proteins, obtained from the Ensemble Protein Database. We demonstrate that our approach correctly detects the different protein groupings.
Path planning in uncertain flow fields using ensemble method
Wang, Tong
2016-08-20
An ensemble-based approach is developed to conduct optimal path planning in unsteady ocean currents under uncertainty. We focus our attention on two-dimensional steady and unsteady uncertain flows, and adopt a sampling methodology that is well suited to operational forecasts, where an ensemble of deterministic predictions is used to model and quantify uncertainty. In an operational setting, much about dynamics, topography, and forcing of the ocean environment is uncertain. To address this uncertainty, the flow field is parametrized using a finite number of independent canonical random variables with known densities, and the ensemble is generated by sampling these variables. For each of the resulting realizations of the uncertain current field, we predict the path that minimizes the travel time by solving a boundary value problem (BVP), based on the Pontryagin maximum principle. A family of backward-in-time trajectories starting at the end position is used to generate suitable initial values for the BVP solver. This allows us to examine and analyze the performance of the sampling strategy and to develop insight into extensions dealing with general circulation ocean models. In particular, the ensemble method enables us to perform a statistical analysis of travel times and consequently develop a path planning approach that accounts for these statistics. The proposed methodology is tested for a number of scenarios. We first validate our algorithms by reproducing simple canonical solutions, and then demonstrate our approach in more complex flow fields, including idealized, steady and unsteady double-gyre flows.
Benchmarking Commercial Conformer Ensemble Generators.
Friedrich, Nils-Ole; de Bruyn Kops, Christina; Flachsenberg, Florian; Sommer, Kai; Rarey, Matthias; Kirchmair, Johannes
2017-11-27
We assess and compare the performance of eight commercial conformer ensemble generators (ConfGen, ConfGenX, cxcalc, iCon, MOE LowModeMD, MOE Stochastic, MOE Conformation Import, and OMEGA) and one leading free algorithm, the distance geometry algorithm implemented in RDKit. The comparative study is based on a new version of the Platinum Diverse Dataset, a high-quality benchmarking dataset of 2859 protein-bound ligand conformations extracted from the PDB. Differences in the performance of commercial algorithms are much smaller than those observed for free algorithms in our previous study (J. Chem. Inf. 2017, 57, 529-539). For commercial algorithms, the median minimum root-mean-square deviations measured between protein-bound ligand conformations and ensembles of a maximum of 250 conformers are between 0.46 and 0.61 Å. Commercial conformer ensemble generators are characterized by their high robustness, with at least 99% of all input molecules successfully processed and few or even no substantial geometrical errors detectable in their output conformations. The RDKit distance geometry algorithm (with minimization enabled) appears to be a good free alternative since its performance is comparable to that of the midranked commercial algorithms. Based on a statistical analysis, we elaborate on which algorithms to use and how to parametrize them for best performance in different application scenarios.
The ensemble variance of pure-tone measurements in reverberation rooms
DEFF Research Database (Denmark)
Jacobsen, Finn; Molares, Alfonso Rodriguez
2010-01-01
Reverberation rooms are often used for measuring the sound power emitted by sources of sound. At medium and high frequencies, where the modal overlap is high, a fairly simple model based on sums of waves from random directions having random phase relations gives good predictions of the ensemble s...
The complex Laguerre symplectic ensemble of non-Hermitian matrices
International Nuclear Information System (INIS)
Akemann, G.
2005-01-01
We solve the complex extension of the chiral Gaussian symplectic ensemble, defined as a Gaussian two-matrix model of chiral non-Hermitian quaternion real matrices. This leads to the appearance of Laguerre polynomials in the complex plane and we prove their orthogonality. Alternatively, a complex eigenvalue representation of this ensemble is given for general weight functions. All k-point correlation functions of complex eigenvalues are given in terms of the corresponding skew orthogonal polynomials in the complex plane for finite-N, where N is the matrix size or number of eigenvalues, respectively. We also allow for an arbitrary number of complex conjugate pairs of characteristic polynomials in the weight function, corresponding to massive quark flavours in applications to field theory. Explicit expressions are given in the large-N limit at both weak and strong non-Hermiticity for the weight of the Gaussian two-matrix model. This model can be mapped to the complex Dirac operator spectrum with non-vanishing chemical potential. It belongs to the symmetry class of either the adjoint representation or two colours in the fundamental representation using staggered lattice fermions
Wilkinson, Michael; Grant, John
2018-03-01
We consider a stochastic process in which independent identically distributed random matrices are multiplied and where the Lyapunov exponent of the product is positive. We continue multiplying the random matrices as long as the norm, ɛ, of the product is less than unity. If the norm is greater than unity we reset the matrix to a multiple of the identity and then continue the multiplication. We address the problem of determining the probability density function of the norm, \
International Nuclear Information System (INIS)
Bruzda, Wojciech; Cappellini, Valerio; Sommers, Hans-Juergen; Zyczkowski, Karol
2009-01-01
We define a natural ensemble of trace preserving, completely positive quantum maps and present algorithms to generate them at random. Spectral properties of the superoperator Φ associated with a given quantum map are investigated and a quantum analogue of the Frobenius-Perron theorem is proved. We derive a general formula for the density of eigenvalues of Φ and show the connection with the Ginibre ensemble of real non-symmetric random matrices. Numerical investigations of the spectral gap imply that a generic state of the system iterated several times by a fixed generic map converges exponentially to an invariant state
Mass Conservation and Positivity Preservation with Ensemble-type Kalman Filter Algorithms
Janjic, Tijana; McLaughlin, Dennis B.; Cohn, Stephen E.; Verlaan, Martin
2013-01-01
Maintaining conservative physical laws numerically has long been recognized as being important in the development of numerical weather prediction (NWP) models. In the broader context of data assimilation, concerted efforts to maintain conservation laws numerically and to understand the significance of doing so have begun only recently. In order to enforce physically based conservation laws of total mass and positivity in the ensemble Kalman filter, we incorporate constraints to ensure that the filter ensemble members and the ensemble mean conserve mass and remain nonnegative through measurement updates. We show that the analysis steps of ensemble transform Kalman filter (ETKF) algorithm and ensemble Kalman filter algorithm (EnKF) can conserve the mass integral, but do not preserve positivity. Further, if localization is applied or if negative values are simply set to zero, then the total mass is not conserved either. In order to ensure mass conservation, a projection matrix that corrects for localization effects is constructed. In order to maintain both mass conservation and positivity preservation through the analysis step, we construct a data assimilation algorithms based on quadratic programming and ensemble Kalman filtering. Mass and positivity are both preserved by formulating the filter update as a set of quadratic programming problems that incorporate constraints. Some simple numerical experiments indicate that this approach can have a significant positive impact on the posterior ensemble distribution, giving results that are more physically plausible both for individual ensemble members and for the ensemble mean. The results show clear improvements in both analyses and forecasts, particularly in the presence of localized features. Behavior of the algorithm is also tested in presence of model error.
A variational ensemble scheme for noisy image data assimilation
Yang, Yin; Robinson, Cordelia; Heitz, Dominique; Mémin, Etienne
2014-05-01
-dependent background error covariance matrix that can be consistently adjusted to the background error. These nice advantages come however at the cost of a reduced rank modeling of the solution space. The B matrix is at most of rank N - 1 (N is the size of the ensemble) which is considerably lower than the dimension of state space. This rank deficiency may introduce spurious correlation errors, which particularly impact the quality of results associated with a high resolution computing grid. The common strategy to suppress these distant correlations for ensemble Kalman techniques is through localization procedures. In this paper we present key theoretical properties associated to different choices of methods involved in this setup and compare with an incremental 4DVar method experimentally the performances of several variations of an ensemble technique of interest. The comparisons have been led on the basis of a Shallow Water model and have been carried out both with synthetic data and real observations. We particularly addressed the potential pitfalls and advantages of the different methods. The results indicate an advantage in favor of the ensemble technique both in quality and computational cost when dealing with incomplete observations. We highlight as the premise of using ensemble variational assimilation, that the initial perturbation used to build the initial ensemble has to fit the physics of the observed phenomenon . We also apply the method to a stochastic shallow-water model which incorporate an uncertainty expression if the subgrid stress tensor related to the ensemble spread. References [1] A. C. Lorenc, The potential of the ensemble kalman filter for nwp - a comparison with 4d-var, Quart. J. Roy. Meteor. Soc., Vol. 129, pp. 3183-3203, 2003. [2] C. Liu, Q. Xiao, and B. Wang, An Ensemble-Based Four-Dimensional Variational Data Assimilation Scheme. Part I: Technical Formulation and Preliminary Test, Mon. Wea. Rev., Vol. 136(9), pp. 3363-3373, 2008. [3] M. Buehner, Ensemble
Measuring social interaction in music ensembles.
Volpe, Gualtiero; D'Ausilio, Alessandro; Badino, Leonardo; Camurri, Antonio; Fadiga, Luciano
2016-05-05
Music ensembles are an ideal test-bed for quantitative analysis of social interaction. Music is an inherently social activity, and music ensembles offer a broad variety of scenarios which are particularly suitable for investigation. Small ensembles, such as string quartets, are deemed a significant example of self-managed teams, where all musicians contribute equally to a task. In bigger ensembles, such as orchestras, the relationship between a leader (the conductor) and a group of followers (the musicians) clearly emerges. This paper presents an overview of recent research on social interaction in music ensembles with a particular focus on (i) studies from cognitive neuroscience; and (ii) studies adopting a computational approach for carrying out automatic quantitative analysis of ensemble music performances. © 2016 The Author(s).
Statistical ensembles in quantum mechanics
International Nuclear Information System (INIS)
Blokhintsev, D.
1976-01-01
The interpretation of quantum mechanics presented in this paper is based on the concept of quantum ensembles. This concept differs essentially from the canonical one by that the interference of the observer into the state of a microscopic system is of no greater importance than in any other field of physics. Owing to this fact, the laws established by quantum mechanics are not of less objective character than the laws governing classical statistical mechanics. The paradoxical nature of some statements of quantum mechanics which result from the interpretation of the wave functions as the observer's notebook greatly stimulated the development of the idea presented. (Auth.)
Wind Power Prediction using Ensembles
DEFF Research Database (Denmark)
Giebel, Gregor; Badger, Jake; Landberg, Lars
2005-01-01
offshore wind farm and the whole Jutland/Funen area. The utilities used these forecasts for maintenance planning, fuel consumption estimates and over-the-weekend trading on the Leipzig power exchange. Othernotable scientific results include the better accuracy of forecasts made up from a simple...... superposition of two NWP provider (in our case, DMI and DWD), an investigation of the merits of a parameterisation of the turbulent kinetic energy within thedelivered wind speed forecasts, and the finding that a “naïve” downscaling of each of the coarse ECMWF ensemble members with higher resolution HIRLAM did...
EnsembleGASVR: A novel ensemble method for classifying missense single nucleotide polymorphisms
Rapakoulia, Trisevgeni; Theofilatos, Konstantinos A.; Kleftogiannis, Dimitrios A.; Likothanasis, Spiridon D.; Tsakalidis, Athanasios K.; Mavroudi, Seferina P.
2014-01-01
do not support their predictions with confidence scores. Results: To overcome these limitations, a novel ensemble computational methodology is proposed. EnsembleGASVR facilitates a twostep algorithm, which in its first step applies a novel
Multi-Model Ensemble Wake Vortex Prediction
Koerner, Stephan; Holzaepfel, Frank; Ahmad, Nash'at N.
2015-01-01
Several multi-model ensemble methods are investigated for predicting wake vortex transport and decay. This study is a joint effort between National Aeronautics and Space Administration and Deutsches Zentrum fuer Luft- und Raumfahrt to develop a multi-model ensemble capability using their wake models. An overview of different multi-model ensemble methods and their feasibility for wake applications is presented. The methods include Reliability Ensemble Averaging, Bayesian Model Averaging, and Monte Carlo Simulations. The methodologies are evaluated using data from wake vortex field experiments.
Urban runoff forecasting with ensemble weather predictions
DEFF Research Database (Denmark)
Pedersen, Jonas Wied; Courdent, Vianney Augustin Thomas; Vezzaro, Luca
This research shows how ensemble weather forecasts can be used to generate urban runoff forecasts up to 53 hours into the future. The results highlight systematic differences between ensemble members that needs to be accounted for when these forecasts are used in practice.......This research shows how ensemble weather forecasts can be used to generate urban runoff forecasts up to 53 hours into the future. The results highlight systematic differences between ensemble members that needs to be accounted for when these forecasts are used in practice....
Replica methods for loopy sparse random graphs
International Nuclear Information System (INIS)
Coolen, ACC
2016-01-01
I report on the development of a novel statistical mechanical formalism for the analysis of random graphs with many short loops, and processes on such graphs. The graphs are defined via maximum entropy ensembles, in which both the degrees (via hard constraints) and the adjacency matrix spectrum (via a soft constraint) are prescribed. The sum over graphs can be done analytically, using a replica formalism with complex replica dimensions. All known results for tree-like graphs are recovered in a suitable limit. For loopy graphs, the emerging theory has an appealing and intuitive structure, suggests how message passing algorithms should be adapted, and what is the structure of theories describing spin systems on loopy architectures. However, the formalism is still largely untested, and may require further adjustment and refinement. (paper)
Improved validation of IDP ensembles by one-bond Cα–Hα scalar couplings
Energy Technology Data Exchange (ETDEWEB)
Gapsys, Vytautas [Max Planck Institute for Biophysical Chemistry, Computational Biomolecular Dynamics Group (Germany); Narayanan, Raghavendran L.; Xiang, ShengQi [Max Planck Institute for Biophysical Chemistry, Department for NMR-Based Structural Biology (Germany); Groot, Bert L. de [Max Planck Institute for Biophysical Chemistry, Computational Biomolecular Dynamics Group (Germany); Zweckstetter, Markus, E-mail: markus.zweckstetter@dzne.de [Max Planck Institute for Biophysical Chemistry, Department for NMR-Based Structural Biology (Germany)
2015-11-15
Intrinsically disordered proteins (IDPs) are best described by ensembles of conformations and a variety of approaches have been developed to determine IDP ensembles. Because of the large number of conformations, however, cross-validation of the determined ensembles by independent experimental data is crucial. The {sup 1}J{sub CαHα} coupling constant is particularly suited for cross-validation, because it has a large magnitude and mostly depends on the often less accessible dihedral angle ψ. Here, we reinvestigated the connection between {sup 1}J{sub CαHα} values and protein backbone dihedral angles. We show that accurate amino-acid specific random coil values of the {sup 1}J{sub CαHα} coupling constant, in combination with a reparameterized empirical Karplus-type equation, allow for reliable cross-validation of molecular ensembles of IDPs.
Hybrid vs Adaptive Ensemble Kalman Filtering for Storm Surge Forecasting
Altaf, M. U.; Raboudi, N.; Gharamti, M. E.; Dawson, C.; McCabe, M. F.; Hoteit, I.
2014-12-01
Recent storm surge events due to Hurricanes in the Gulf of Mexico have motivated the efforts to accurately forecast water levels. Toward this goal, a parallel architecture has been implemented based on a high resolution storm surge model, ADCIRC. However the accuracy of the model notably depends on the quality and the recentness of the input data (mainly winds and bathymetry), model parameters (e.g. wind and bottom drag coefficients), and the resolution of the model grid. Given all these uncertainties in the system, the challenge is to build an efficient prediction system capable of providing accurate forecasts enough ahead of time for the authorities to evacuate the areas at risk. We have developed an ensemble-based data assimilation system to frequently assimilate available data into the ADCIRC model in order to improve the accuracy of the model. In this contribution we study and analyze the performances of different ensemble Kalman filter methodologies for efficient short-range storm surge forecasting, the aim being to produce the most accurate forecasts at the lowest possible computing time. Using Hurricane Ike meteorological data to force the ADCIRC model over a domain including the Gulf of Mexico coastline, we implement and compare the forecasts of the standard EnKF, the hybrid EnKF and an adaptive EnKF. The last two schemes have been introduced as efficient tools for enhancing the behavior of the EnKF when implemented with small ensembles by exploiting information from a static background covariance matrix. Covariance inflation and localization are implemented in all these filters. Our results suggest that both the hybrid and the adaptive approach provide significantly better forecasts than those resulting from the standard EnKF, even when implemented with much smaller ensembles.
Joys of Community Ensemble Playing: The Case of the Happy Roll Elastic Ensemble in Taiwan
Hsieh, Yuan-Mei; Kao, Kai-Chi
2012-01-01
The Happy Roll Elastic Ensemble (HREE) is a community music ensemble supported by Tainan Culture Centre in Taiwan. With enjoyment and friendship as its primary goals, it aims to facilitate the joys of ensemble playing and the spirit of social networking. This article highlights the key aspects of HREE's development in its first two years…
Directory of Open Access Journals (Sweden)
Erna Apriliani
2011-01-01
Full Text Available Kalman filter is an algorithm to estimate the state variable of dynamical stochastic system. The square root ensemble Kalman filter is an modification of Kalman filter. The square root ensemble Kalman filter is proposed to keep the computational stability and reduce the computational time. In this paper we study the efficiency of the reduced rank ensemble Kalman filter. We apply this algorithm to the non isothermal continue stirred tank reactor problem. We decompose the covariance of the ensemble estimation by using the singular value decomposition (the SVD, and then we reduced the rank of the diagonal matrix of those singular values. We make a simulation by using Matlab program. We took some the number of ensemble such as 100, 200 and 500. We compared the computational time and the accuracy between the square root ensemble Kalman filter and the ensemble Kalman filter. The reduced rank ensemble Kalman filter can’t be applied in this problem because the dimension of state variable is too less.
A Simple Approach to Account for Climate Model Interdependence in Multi-Model Ensembles
Herger, N.; Abramowitz, G.; Angelil, O. M.; Knutti, R.; Sanderson, B.
2016-12-01
Multi-model ensembles are an indispensable tool for future climate projection and its uncertainty quantification. Ensembles containing multiple climate models generally have increased skill, consistency and reliability. Due to the lack of agreed-on alternatives, most scientists use the equally-weighted multi-model mean as they subscribe to model democracy ("one model, one vote").Different research groups are known to share sections of code, parameterizations in their model, literature, or even whole model components. Therefore, individual model runs do not represent truly independent estimates. Ignoring this dependence structure might lead to a false model consensus, wrong estimation of uncertainty and effective number of independent models.Here, we present a way to partially address this problem by selecting a subset of CMIP5 model runs so that its climatological mean minimizes the RMSE compared to a given observation product. Due to the cancelling out of errors, regional biases in the ensemble mean are reduced significantly.Using a model-as-truth experiment we demonstrate that those regional biases persist into the future and we are not fitting noise, thus providing improved observationally-constrained projections of the 21st century. The optimally selected ensemble shows significantly higher global mean surface temperature projections than the original ensemble, where all the model runs are considered. Moreover, the spread is decreased well beyond that expected from the decreased ensemble size.Several previous studies have recommended an ensemble selection approach based on performance ranking of the model runs. Here, we show that this approach can perform even worse than randomly selecting ensemble members and can thus be harmful. We suggest that accounting for interdependence in the ensemble selection process is a necessary step for robust projections for use in impact assessments, adaptation and mitigation of climate change.
Ping, Jing
2017-05-19
Optimal management of subsurface processes requires the characterization of the uncertainty in reservoir description and reservoir performance prediction. For fractured reservoirs, the location and orientation of fractures are crucial for predicting production characteristics. With the help of accurate and comprehensive knowledge of fracture distributions, early water/CO 2 breakthrough can be prevented and sweep efficiency can be improved. However, since the rock property fields are highly non-Gaussian in this case, it is a challenge to estimate fracture distributions by conventional history matching approaches. In this work, a method that combines vector-based level-set parameterization technique and ensemble Kalman filter (EnKF) for estimating fracture distributions is presented. Performing the necessary forward modeling is particularly challenging. In addition to the large number of forward models needed, each model is used for sampling of randomly located fractures. Conventional mesh generation for such systems would be time consuming if possible at all. For these reasons, we rely on a novel polyhedral mesh method using the mimetic finite difference (MFD) method. A discrete fracture model is adopted that maintains the full geometry of the fracture network. By using a cut-cell paradigm, a computational mesh for the matrix can be generated quickly and reliably. In this research, we apply this workflow on 2D two-phase fractured reservoirs. The combination of MFD approach, level-set parameterization, and EnKF provides an effective solution to address the challenges in the history matching problem of highly non-Gaussian fractured reservoirs.
Yi, Ju Won; Kim, Jae Kwang
2015-03-01
The purpose of this study was to evaluate the clinical outcomes of cografting of acellular dermal matrix with autologous split-thickness skin and autologous split-thickness skin graft alone for full-thickness skin defects on the extremities. In this prospective randomized study, 19 consecutive patients with full-thickness skin defects on the extremities following trauma underwent grafting using either cograft of acellular dermal matrix with autologous split-thickness skin graft (nine patients, group A) or autologous split-thickness skin graft alone (10 patients, group B) from June of 2011 to December of 2012. The postoperative evaluations included observation of complications (including graft necrosis, graft detachment, or seroma formation) and Vancouver Scar Scale score. No statistically significant difference was found regarding complications, including graft necrosis, graft detachment, or seroma formation. At week 8, significantly lower Vancouver Scar Scale scores for vascularity, pliability, height, and total score were found in group A compared with group B. At week 12, lower scores for pliability and height and total scores were identified in group A compared with group B. For cases with traumatic full-thickness skin defects on the extremities, a statistically significant better result was achieved with cograft of acellular dermal matrix with autologous split-thickness skin graft than with autologous split-thickness skin graft alone in terms of Vancouver Scar Scale score. Therapeutic, II.
Popular Music and the Instrumental Ensemble.
Boespflug, George
1999-01-01
Discusses popular music, the role of the musical performer as a creator, and the styles of jazz and popular music. Describes the pop ensemble at the college level, focusing on improvisation, rehearsals, recording, and performance. Argues that pop ensembles be used in junior and senior high school. (CMK)
Layered Ensemble Architecture for Time Series Forecasting.
Rahman, Md Mustafizur; Islam, Md Monirul; Murase, Kazuyuki; Yao, Xin
2016-01-01
Time series forecasting (TSF) has been widely used in many application areas such as science, engineering, and finance. The phenomena generating time series are usually unknown and information available for forecasting is only limited to the past values of the series. It is, therefore, necessary to use an appropriate number of past values, termed lag, for forecasting. This paper proposes a layered ensemble architecture (LEA) for TSF problems. Our LEA consists of two layers, each of which uses an ensemble of multilayer perceptron (MLP) networks. While the first ensemble layer tries to find an appropriate lag, the second ensemble layer employs the obtained lag for forecasting. Unlike most previous work on TSF, the proposed architecture considers both accuracy and diversity of the individual networks in constructing an ensemble. LEA trains different networks in the ensemble by using different training sets with an aim of maintaining diversity among the networks. However, it uses the appropriate lag and combines the best trained networks to construct the ensemble. This indicates LEAs emphasis on accuracy of the networks. The proposed architecture has been tested extensively on time series data of neural network (NN)3 and NN5 competitions. It has also been tested on several standard benchmark time series data. In terms of forecasting accuracy, our experimental results have revealed clearly that LEA is better than other ensemble and nonensemble methods.
Ensemble methods for seasonal limited area forecasts
DEFF Research Database (Denmark)
Arritt, Raymond W.; Anderson, Christopher J.; Takle, Eugene S.
2004-01-01
The ensemble prediction methods used for seasonal limited area forecasts were examined by comparing methods for generating ensemble simulations of seasonal precipitation. The summer 1993 model over the north-central US was used as a test case. The four methods examined included the lagged-average...
Ensemble singular vectors and their use as additive inflation in EnKF
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Shu-Chih Yang
2015-07-01
Full Text Available Given an ensemble of forecasts, it is possible to determine the leading ensemble singular vector (ESV, that is, the linear combination of the forecasts that, given the choice of the perturbation norm and forecast interval, will maximise the growth of the perturbations. Because the ESV indicates the directions of the fastest growing forecast errors, we explore the potential of applying the leading ESVs in ensemble Kalman filter (EnKF for correcting fast-growing errors. The ESVs are derived based on a quasi-geostrophic multi-level channel model, and data assimilation experiments are carried out under framework of the local ensemble transform Kalman filter. We confirm that even during the early spin-up starting with random initial conditions, the final ESVs of the first analysis with a 12-h window are strongly related to the background errors. Since initial ensemble singular vectors (IESVs grow much faster than Lyapunov Vectors (LVs, and the final ensemble singular vectors (FESVs are close to convergence to leading LVs, perturbations based on leading IESVs grow faster than those based on FESVs, and are therefore preferable as additive inflation. The IESVs are applied in the EnKF framework for constructing flow-dependent additive perturbations to inflate the analysis ensemble. Compared with using random perturbations as additive inflation, a positive impact from using ESVs is found especially in areas with large growing errors. When an EnKF is ‘cold-started’ from random perturbations and poor initial condition, results indicate that using the ESVs as additive inflation has the advantage of correcting large errors so that the spin-up of the EnKF can be accelerated.
Topological quantization of ensemble averages
International Nuclear Information System (INIS)
Prodan, Emil
2009-01-01
We define the current of a quantum observable and, under well-defined conditions, we connect its ensemble average to the index of a Fredholm operator. The present work builds on a formalism developed by Kellendonk and Schulz-Baldes (2004 J. Funct. Anal. 209 388) to study the quantization of edge currents for continuous magnetic Schroedinger operators. The generalization given here may be a useful tool to scientists looking for novel manifestations of the topological quantization. As a new application, we show that the differential conductance of atomic wires is given by the index of a certain operator. We also comment on how the formalism can be used to probe the existence of edge states
Characterizing Ensembles of Superconducting Qubits
Sears, Adam; Birenbaum, Jeff; Hover, David; Rosenberg, Danna; Weber, Steven; Yoder, Jonilyn L.; Kerman, Jamie; Gustavsson, Simon; Kamal, Archana; Yan, Fei; Oliver, William
We investigate ensembles of up to 48 superconducting qubits embedded within a superconducting cavity. Such arrays of qubits have been proposed for the experimental study of Ising Hamiltonians, and efficient methods to characterize and calibrate these types of systems are still under development. Here we leverage high qubit coherence (> 70 μs) to characterize individual devices as well as qubit-qubit interactions, utilizing the common resonator mode for a joint readout. This research was funded by the Office of the Director of National Intelligence (ODNI), Intelligence Advanced Research Projects Activity (IARPA) under Air Force Contract No. FA8721-05-C-0002. The views and conclusions contained herein are those of the authors and should not be interpreted as necessarily representing the official policies or endorsements, either expressed or implied, of ODNI, IARPA, or the US Government.
Singular value correlation functions for products of Wishart random matrices
International Nuclear Information System (INIS)
Akemann, Gernot; Kieburg, Mario; Wei, Lu
2013-01-01
We consider the product of M quadratic random matrices with complex elements and no further symmetry, where all matrix elements of each factor have a Gaussian distribution. This generalizes the classical Wishart–Laguerre Gaussian unitary ensemble with M = 1. In this paper, we first compute the joint probability distribution for the singular values of the product matrix when the matrix size N and the number M are fixed but arbitrary. This leads to a determinantal point process which can be realized in two different ways. First, it can be written as a one-matrix singular value model with a non-standard Jacobian, or second, for M ⩾ 2, as a two-matrix singular value model with a set of auxiliary singular values and a weight proportional to the Meijer G-function. For both formulations, we determine all singular value correlation functions in terms of the kernels of biorthogonal polynomials which we explicitly construct. They are given in terms of the hypergeometric and Meijer G-functions, generalizing the Laguerre polynomials for M = 1. Our investigation was motivated from applications in telecommunication of multi-layered scattering multiple-input and multiple-output channels. We present the ergodic mutual information for finite-N for such a channel model with M − 1 layers of scatterers as an example. (paper)
Bodewig, E
1959-01-01
Matrix Calculus, Second Revised and Enlarged Edition focuses on systematic calculation with the building blocks of a matrix and rows and columns, shunning the use of individual elements. The publication first offers information on vectors, matrices, further applications, measures of the magnitude of a matrix, and forms. The text then examines eigenvalues and exact solutions, including the characteristic equation, eigenrows, extremum properties of the eigenvalues, bounds for the eigenvalues, elementary divisors, and bounds for the determinant. The text ponders on approximate solutions, as well
Ensemble Kinetic Modeling of Metabolic Networks from Dynamic Metabolic Profiles
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Gengjie Jia
2012-11-01
Full Text Available Kinetic modeling of metabolic pathways has important applications in metabolic engineering, but significant challenges still remain. The difficulties faced vary from finding best-fit parameters in a highly multidimensional search space to incomplete parameter identifiability. To meet some of these challenges, an ensemble modeling method is developed for characterizing a subset of kinetic parameters that give statistically equivalent goodness-of-fit to time series concentration data. The method is based on the incremental identification approach, where the parameter estimation is done in a step-wise manner. Numerical efficacy is achieved by reducing the dimensionality of parameter space and using efficient random parameter exploration algorithms. The shift toward using model ensembles, instead of the traditional “best-fit” models, is necessary to directly account for model uncertainty during the application of such models. The performance of the ensemble modeling approach has been demonstrated in the modeling of a generic branched pathway and the trehalose pathway in Saccharomyces cerevisiae using generalized mass action (GMA kinetics.
Harmony Search Based Parameter Ensemble Adaptation for Differential Evolution
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Rammohan Mallipeddi
2013-01-01
Full Text Available In differential evolution (DE algorithm, depending on the characteristics of the problem at hand and the available computational resources, different strategies combined with a different set of parameters may be effective. In addition, a single, well-tuned combination of strategies and parameters may not guarantee optimal performance because different strategies combined with different parameter settings can be appropriate during different stages of the evolution. Therefore, various adaptive/self-adaptive techniques have been proposed to adapt the DE strategies and parameters during the course of evolution. In this paper, we propose a new parameter adaptation technique for DE based on ensemble approach and harmony search algorithm (HS. In the proposed method, an ensemble of parameters is randomly sampled which form the initial harmony memory. The parameter ensemble evolves during the course of the optimization process by HS algorithm. Each parameter combination in the harmony memory is evaluated by testing them on the DE population. The performance of the proposed adaptation method is evaluated using two recently proposed strategies (DE/current-to-pbest/bin and DE/current-to-gr_best/bin as basic DE frameworks. Numerical results demonstrate the effectiveness of the proposed adaptation technique compared to the state-of-the-art DE based algorithms on a set of challenging test problems (CEC 2005.
Ensemble of ground subsidence hazard maps using fuzzy logic
Park, Inhye; Lee, Jiyeong; Saro, Lee
2014-06-01
Hazard maps of ground subsidence around abandoned underground coal mines (AUCMs) in Samcheok, Korea, were constructed using fuzzy ensemble techniques and a geographical information system (GIS). To evaluate the factors related to ground subsidence, a spatial database was constructed from topographic, geologic, mine tunnel, land use, groundwater, and ground subsidence maps. Spatial data, topography, geology, and various ground-engineering data for the subsidence area were collected and compiled in a database for mapping ground-subsidence hazard (GSH). The subsidence area was randomly split 70/30 for training and validation of the models. The relationships between the detected ground-subsidence area and the factors were identified and quantified by frequency ratio (FR), logistic regression (LR) and artificial neural network (ANN) models. The relationships were used as factor ratings in the overlay analysis to create ground-subsidence hazard indexes and maps. The three GSH maps were then used as new input factors and integrated using fuzzy-ensemble methods to make better hazard maps. All of the hazard maps were validated by comparison with known subsidence areas that were not used directly in the analysis. As the result, the ensemble model was found to be more effective in terms of prediction accuracy than the individual model.
Quantifying polypeptide conformational space: sensitivity to conformation and ensemble definition.
Sullivan, David C; Lim, Carmay
2006-08-24
Quantifying the density of conformations over phase space (the conformational distribution) is needed to model important macromolecular processes such as protein folding. In this work, we quantify the conformational distribution for a simple polypeptide (N-mer polyalanine) using the cumulative distribution function (CDF), which gives the probability that two randomly selected conformations are separated by less than a "conformational" distance and whose inverse gives conformation counts as a function of conformational radius. An important finding is that the conformation counts obtained by the CDF inverse depend critically on the assignment of a conformation's distance span and the ensemble (e.g., unfolded state model): varying ensemble and conformation definition (1 --> 2 A) varies the CDF-based conformation counts for Ala(50) from 10(11) to 10(69). In particular, relatively short molecular dynamics (MD) relaxation of Ala(50)'s random-walk ensemble reduces the number of conformers from 10(55) to 10(14) (using a 1 A root-mean-square-deviation radius conformation definition) pointing to potential disconnections in comparing the results from simplified models of unfolded proteins with those from all-atom MD simulations. Explicit waters are found to roughen the landscape considerably. Under some common conformation definitions, the results herein provide (i) an upper limit to the number of accessible conformations that compose unfolded states of proteins, (ii) the optimal clustering radius/conformation radius for counting conformations for a given energy and solvent model, (iii) a means of comparing various studies, and (iv) an assessment of the applicability of random search in protein folding.
Contributions to Ensemble Classifiers with Image Analysis Applications
Ayerdi Vilches, Borja
2015-01-01
134 p. Ésta tesis tiene dos aspectos fundamentales, por un lado, la propuesta denuevas arquitecturas de clasificadores y, por otro, su aplicación a el análisis deimagen.Desde el punto de vista de proponer nuevas arquitecturas de clasificaciónla tesis tiene dos contribucciones principales. En primer lugar la propuestade un innovador ensemble de clasificadores basado en arquitecturas aleatorias,como pueden ser las Extreme Learning Machines (ELM), Random Forest (RF) yRotation Forest, llamado ...
A virtual pebble game to ensemble average graph rigidity.
González, Luis C; Wang, Hui; Livesay, Dennis R; Jacobs, Donald J
2015-01-01
The body-bar Pebble Game (PG) algorithm is commonly used to calculate network rigidity properties in proteins and polymeric materials. To account for fluctuating interactions such as hydrogen bonds, an ensemble of constraint topologies are sampled, and average network properties are obtained by averaging PG characterizations. At a simpler level of sophistication, Maxwell constraint counting (MCC) provides a rigorous lower bound for the number of internal degrees of freedom (DOF) within a body-bar network, and it is commonly employed to test if a molecular structure is globally under-constrained or over-constrained. MCC is a mean field approximation (MFA) that ignores spatial fluctuations of distance constraints by replacing the actual molecular structure by an effective medium that has distance constraints globally distributed with perfect uniform density. The Virtual Pebble Game (VPG) algorithm is a MFA that retains spatial inhomogeneity in the density of constraints on all length scales. Network fluctuations due to distance constraints that may be present or absent based on binary random dynamic variables are suppressed by replacing all possible constraint topology realizations with the probabilities that distance constraints are present. The VPG algorithm is isomorphic to the PG algorithm, where integers for counting "pebbles" placed on vertices or edges in the PG map to real numbers representing the probability to find a pebble. In the VPG, edges are assigned pebble capacities, and pebble movements become a continuous flow of probability within the network. Comparisons between the VPG and average PG results over a test set of proteins and disordered lattices demonstrate the VPG quantitatively estimates the ensemble average PG results well. The VPG performs about 20% faster than one PG, and it provides a pragmatic alternative to averaging PG rigidity characteristics over an ensemble of constraint topologies. The utility of the VPG falls in between the most
Fluctuations in a quasi-stationary shallow cumulus cloud ensemble
Directory of Open Access Journals (Sweden)
M. Sakradzija
2015-01-01
Full Text Available We propose an approach to stochastic parameterisation of shallow cumulus clouds to represent the convective variability and its dependence on the model resolution. To collect information about the individual cloud lifecycles and the cloud ensemble as a whole, we employ a large eddy simulation (LES model and a cloud tracking algorithm, followed by conditional sampling of clouds at the cloud-base level. In the case of a shallow cumulus ensemble, the cloud-base mass flux distribution is bimodal, due to the different shallow cloud subtypes, active and passive clouds. Each distribution mode can be approximated using a Weibull distribution, which is a generalisation of exponential distribution by accounting for the change in distribution shape due to the diversity of cloud lifecycles. The exponential distribution of cloud mass flux previously suggested for deep convection parameterisation is a special case of the Weibull distribution, which opens a way towards unification of the statistical convective ensemble formalism of shallow and deep cumulus clouds. Based on the empirical and theoretical findings, a stochastic model has been developed to simulate a shallow convective cloud ensemble. It is formulated as a compound random process, with the number of convective elements drawn from a Poisson distribution, and the cloud mass flux sampled from a mixed Weibull distribution. Convective memory is accounted for through the explicit cloud lifecycles, making the model formulation consistent with the choice of the Weibull cloud mass flux distribution function. The memory of individual shallow clouds is required to capture the correct convective variability. The resulting distribution of the subgrid convective states in the considered shallow cumulus case is scale-adaptive – the smaller the grid size, the broader the distribution.
Stabilizing canonical-ensemble calculations in the auxiliary-field Monte Carlo method
Gilbreth, C. N.; Alhassid, Y.
2015-03-01
Quantum Monte Carlo methods are powerful techniques for studying strongly interacting Fermi systems. However, implementing these methods on computers with finite-precision arithmetic requires careful attention to numerical stability. In the auxiliary-field Monte Carlo (AFMC) method, low-temperature or large-model-space calculations require numerically stabilized matrix multiplication. When adapting methods used in the grand-canonical ensemble to the canonical ensemble of fixed particle number, the numerical stabilization increases the number of required floating-point operations for computing observables by a factor of the size of the single-particle model space, and thus can greatly limit the systems that can be studied. We describe an improved method for stabilizing canonical-ensemble calculations in AFMC that exhibits better scaling, and present numerical tests that demonstrate the accuracy and improved performance of the method.
Large deviations of the maximum eigenvalue in Wishart random matrices
International Nuclear Information System (INIS)
Vivo, Pierpaolo; Majumdar, Satya N; Bohigas, Oriol
2007-01-01
We analytically compute the probability of large fluctuations to the left of the mean of the largest eigenvalue in the Wishart (Laguerre) ensemble of positive definite random matrices. We show that the probability that all the eigenvalues of a (N x N) Wishart matrix W = X T X (where X is a rectangular M x N matrix with independent Gaussian entries) are smaller than the mean value (λ) = N/c decreases for large N as ∼exp[-β/2 N 2 Φ - (2√c + 1: c)], where β = 1, 2 corresponds respectively to real and complex Wishart matrices, c = N/M ≤ 1 and Φ - (x; c) is a rate (sometimes also called large deviation) function that we compute explicitly. The result for the anti-Wishart case (M < N) simply follows by exchanging M and N. We also analytically determine the average spectral density of an ensemble of Wishart matrices whose eigenvalues are constrained to be smaller than a fixed barrier. Numerical simulations are in excellent agreement with the analytical predictions
Large deviations of the maximum eigenvalue in Wishart random matrices
Energy Technology Data Exchange (ETDEWEB)
Vivo, Pierpaolo [School of Information Systems, Computing and Mathematics, Brunel University, Uxbridge, Middlesex, UB8 3PH (United Kingdom) ; Majumdar, Satya N [Laboratoire de Physique Theorique et Modeles Statistiques (UMR 8626 du CNRS), Universite Paris-Sud, Batiment 100, 91405 Orsay Cedex (France); Bohigas, Oriol [Laboratoire de Physique Theorique et Modeles Statistiques (UMR 8626 du CNRS), Universite Paris-Sud, Batiment 100, 91405 Orsay Cedex (France)
2007-04-20
We analytically compute the probability of large fluctuations to the left of the mean of the largest eigenvalue in the Wishart (Laguerre) ensemble of positive definite random matrices. We show that the probability that all the eigenvalues of a (N x N) Wishart matrix W = X{sup T}X (where X is a rectangular M x N matrix with independent Gaussian entries) are smaller than the mean value ({lambda}) = N/c decreases for large N as {approx}exp[-{beta}/2 N{sup 2}{phi}{sub -} (2{radical}c + 1: c)], where {beta} = 1, 2 corresponds respectively to real and complex Wishart matrices, c = N/M {<=} 1 and {phi}{sub -}(x; c) is a rate (sometimes also called large deviation) function that we compute explicitly. The result for the anti-Wishart case (M < N) simply follows by exchanging M and N. We also analytically determine the average spectral density of an ensemble of Wishart matrices whose eigenvalues are constrained to be smaller than a fixed barrier. Numerical simulations are in excellent agreement with the analytical predictions.
Inflation with a graceful exit in a random landscape
Energy Technology Data Exchange (ETDEWEB)
Pedro, F.G. [Departamento de Física Teórica and Instituto de Física Teórica UAM/CSIC,Universidad Autónoma de Madrid,Cantoblanco, 28049 Madrid (Spain); Westphal, A. [Deutsches Elektronen-Synchrotron DESY, Theory Group,D-22603 Hamburg (Germany)
2017-03-30
We develop a stochastic description of small-field inflationary histories with a graceful exit in a random potential whose Hessian is a Gaussian random matrix as a model of the unstructured part of the string landscape. The dynamical evolution in such a random potential from a small-field inflation region towards a viable late-time de Sitter (dS) minimum maps to the dynamics of Dyson Brownian motion describing the relaxation of non-equilibrium eigenvalue spectra in random matrix theory. We analytically compute the relaxation probability in a saddle point approximation of the partition function of the eigenvalue distribution of the Wigner ensemble describing the mass matrices of the critical points. When applied to small-field inflation in the landscape, this leads to an exponentially strong bias against small-field ranges and an upper bound N≪10 on the number of light fields N participating during inflation from the non-observation of negative spatial curvature.
MSEBAG: a dynamic classifier ensemble generation based on `minimum-sufficient ensemble' and bagging
Chen, Lei; Kamel, Mohamed S.
2016-01-01
In this paper, we propose a dynamic classifier system, MSEBAG, which is characterised by searching for the 'minimum-sufficient ensemble' and bagging at the ensemble level. It adopts an 'over-generation and selection' strategy and aims to achieve a good bias-variance trade-off. In the training phase, MSEBAG first searches for the 'minimum-sufficient ensemble', which maximises the in-sample fitness with the minimal number of base classifiers. Then, starting from the 'minimum-sufficient ensemble', a backward stepwise algorithm is employed to generate a collection of ensembles. The objective is to create a collection of ensembles with a descending fitness on the data, as well as a descending complexity in the structure. MSEBAG dynamically selects the ensembles from the collection for the decision aggregation. The extended adaptive aggregation (EAA) approach, a bagging-style algorithm performed at the ensemble level, is employed for this task. EAA searches for the competent ensembles using a score function, which takes into consideration both the in-sample fitness and the confidence of the statistical inference, and averages the decisions of the selected ensembles to label the test pattern. The experimental results show that the proposed MSEBAG outperforms the benchmarks on average.
Derivation of Mayer Series from Canonical Ensemble
International Nuclear Information System (INIS)
Wang Xian-Zhi
2016-01-01
Mayer derived the Mayer series from both the canonical ensemble and the grand canonical ensemble by use of the cluster expansion method. In 2002, we conjectured a recursion formula of the canonical partition function of a fluid (X.Z. Wang, Phys. Rev. E 66 (2002) 056102). In this paper we give a proof for this formula by developing an appropriate expansion of the integrand of the canonical partition function. We further derive the Mayer series solely from the canonical ensemble by use of this recursion formula. (paper)
Derivation of Mayer Series from Canonical Ensemble
Wang, Xian-Zhi
2016-02-01
Mayer derived the Mayer series from both the canonical ensemble and the grand canonical ensemble by use of the cluster expansion method. In 2002, we conjectured a recursion formula of the canonical partition function of a fluid (X.Z. Wang, Phys. Rev. E 66 (2002) 056102). In this paper we give a proof for this formula by developing an appropriate expansion of the integrand of the canonical partition function. We further derive the Mayer series solely from the canonical ensemble by use of this recursion formula.
NIMEFI: gene regulatory network inference using multiple ensemble feature importance algorithms.
Directory of Open Access Journals (Sweden)
Joeri Ruyssinck
Full Text Available One of the long-standing open challenges in computational systems biology is the topology inference of gene regulatory networks from high-throughput omics data. Recently, two community-wide efforts, DREAM4 and DREAM5, have been established to benchmark network inference techniques using gene expression measurements. In these challenges the overall top performer was the GENIE3 algorithm. This method decomposes the network inference task into separate regression problems for each gene in the network in which the expression values of a particular target gene are predicted using all other genes as possible predictors. Next, using tree-based ensemble methods, an importance measure for each predictor gene is calculated with respect to the target gene and a high feature importance is considered as putative evidence of a regulatory link existing between both genes. The contribution of this work is twofold. First, we generalize the regression decomposition strategy of GENIE3 to other feature importance methods. We compare the performance of support vector regression, the elastic net, random forest regression, symbolic regression and their ensemble variants in this setting to the original GENIE3 algorithm. To create the ensemble variants, we propose a subsampling approach which allows us to cast any feature selection algorithm that produces a feature ranking into an ensemble feature importance algorithm. We demonstrate that the ensemble setting is key to the network inference task, as only ensemble variants achieve top performance. As second contribution, we explore the effect of using rankwise averaged predictions of multiple ensemble algorithms as opposed to only one. We name this approach NIMEFI (Network Inference using Multiple Ensemble Feature Importance algorithms and show that this approach outperforms all individual methods in general, although on a specific network a single method can perform better. An implementation of NIMEFI has been made
Classroom Environment as Related to Contest Ratings among High School Performing Ensembles.
Hamann, Donald L.; And Others
1990-01-01
Examines influence of classroom environments, measured by the Classroom Environment Scale, Form R (CESR), on vocal and instrumental ensembles' musical achievement at festival contests. Using random sample, reveals subjects with higher scores on CESR scales of involvement, affiliation, teacher support, and organization received better contest…
Efficient Matrix Models for Relational Learning
2009-10-01
base learners and h1:r is the ensemble learner. For example, consider the case where h1, . . . , hr are linear discriminants. The weighted vote of...a multilinear form naturally leads one to consider tensor factorization: e.g., UAV T is a special case of Tucker decomposition [129] on a 2D- tensor , a...matrix. Our five modeling choices can also be used to differentiate tensor factorizations, but the choices may be subtler for tensors than for
DEFF Research Database (Denmark)
Cherchi, Elisabetta; Guevara, Cristian Angelo
2012-01-01
of parameters increases is usually known as the “curse of dimensionality” in the simulation methods. We investigate this problem in the case of the random coefficients Logit model. We compare the traditional Maximum Simulated Likelihood (MSL) method with two alternative estimation methods: the Expectation......–Maximization (EM) and the Laplace Approximation (HH) methods that do not require simulation. We use Monte Carlo experimentation to investigate systematically the performance of the methods under different circumstances, including different numbers of variables, sample sizes and structures of the variance...
A Link-Based Cluster Ensemble Approach For Improved Gene Expression Data Analysis
Directory of Open Access Journals (Sweden)
P.Balaji
2015-01-01
Full Text Available Abstract It is difficult from possibilities to select a most suitable effective way of clustering algorithm and its dataset for a defined set of gene expression data because we have a huge number of ways and huge number of gene expressions. At present many researchers are preferring to use hierarchical clustering in different forms this is no more totally optimal. Cluster ensemble research can solve this type of problem by automatically merging multiple data partitions from a wide range of different clusterings of any dimensions to improve both the quality and robustness of the clustering result. But we have many existing ensemble approaches using an association matrix to condense sample-cluster and co-occurrence statistics and relations within the ensemble are encapsulated only at raw level while the existing among clusters are totally discriminated. Finding these missing associations can greatly expand the capability of those ensemble methodologies for microarray data clustering. We propose general K-means cluster ensemble approach for the clustering of general categorical data into required number of partitions.
International Nuclear Information System (INIS)
Craps, Ben; Evnin, Oleg; Nguyen, Kévin
2017-01-01
Matrix quantum mechanics offers an attractive environment for discussing gravitational holography, in which both sides of the holographic duality are well-defined. Similarly to higher-dimensional implementations of holography, collapsing shell solutions in the gravitational bulk correspond in this setting to thermalization processes in the dual quantum mechanical theory. We construct an explicit, fully nonlinear supergravity solution describing a generic collapsing dilaton shell, specify the holographic renormalization prescriptions necessary for computing the relevant boundary observables, and apply them to evaluating thermalizing two-point correlation functions in the dual matrix theory.
Craps, Ben; Evnin, Oleg; Nguyen, Kévin
2017-02-01
Matrix quantum mechanics offers an attractive environment for discussing gravitational holography, in which both sides of the holographic duality are well-defined. Similarly to higher-dimensional implementations of holography, collapsing shell solutions in the gravitational bulk correspond in this setting to thermalization processes in the dual quantum mechanical theory. We construct an explicit, fully nonlinear supergravity solution describing a generic collapsing dilaton shell, specify the holographic renormalization prescriptions necessary for computing the relevant boundary observables, and apply them to evaluating thermalizing two-point correlation functions in the dual matrix theory.
Energy Technology Data Exchange (ETDEWEB)
Craps, Ben [Theoretische Natuurkunde, Vrije Universiteit Brussel (VUB), and International Solvay Institutes, Pleinlaan 2, B-1050 Brussels (Belgium); Evnin, Oleg [Department of Physics, Faculty of Science, Chulalongkorn University, Thanon Phayathai, Pathumwan, Bangkok 10330 (Thailand); Theoretische Natuurkunde, Vrije Universiteit Brussel (VUB), and International Solvay Institutes, Pleinlaan 2, B-1050 Brussels (Belgium); Nguyen, Kévin [Theoretische Natuurkunde, Vrije Universiteit Brussel (VUB), and International Solvay Institutes, Pleinlaan 2, B-1050 Brussels (Belgium)
2017-02-08
Matrix quantum mechanics offers an attractive environment for discussing gravitational holography, in which both sides of the holographic duality are well-defined. Similarly to higher-dimensional implementations of holography, collapsing shell solutions in the gravitational bulk correspond in this setting to thermalization processes in the dual quantum mechanical theory. We construct an explicit, fully nonlinear supergravity solution describing a generic collapsing dilaton shell, specify the holographic renormalization prescriptions necessary for computing the relevant boundary observables, and apply them to evaluating thermalizing two-point correlation functions in the dual matrix theory.
Ensemble Weight Enumerators for Protograph LDPC Codes
Divsalar, Dariush
2006-01-01
Recently LDPC codes with projected graph, or protograph structures have been proposed. In this paper, finite length ensemble weight enumerators for LDPC codes with protograph structures are obtained. Asymptotic results are derived as the block size goes to infinity. In particular we are interested in obtaining ensemble average weight enumerators for protograph LDPC codes which have minimum distance that grows linearly with block size. As with irregular ensembles, linear minimum distance property is sensitive to the proportion of degree-2 variable nodes. In this paper the derived results on ensemble weight enumerators show that linear minimum distance condition on degree distribution of unstructured irregular LDPC codes is a sufficient but not a necessary condition for protograph LDPC codes.
Ensemble Kalman filtering with residual nudging
Luo, X.; Hoteit, Ibrahim
2012-01-01
Covariance inflation and localisation are two important techniques that are used to improve the performance of the ensemble Kalman filter (EnKF) by (in effect) adjusting the sample covariances of the estimates in the state space. In this work
AUC-Maximizing Ensembles through Metalearning.
LeDell, Erin; van der Laan, Mark J; Petersen, Maya
2016-05-01
Area Under the ROC Curve (AUC) is often used to measure the performance of an estimator in binary classification problems. An AUC-maximizing classifier can have significant advantages in cases where ranking correctness is valued or if the outcome is rare. In a Super Learner ensemble, maximization of the AUC can be achieved by the use of an AUC-maximining metalearning algorithm. We discuss an implementation of an AUC-maximization technique that is formulated as a nonlinear optimization problem. We also evaluate the effectiveness of a large number of different nonlinear optimization algorithms to maximize the cross-validated AUC of the ensemble fit. The results provide evidence that AUC-maximizing metalearners can, and often do, out-perform non-AUC-maximizing metalearning methods, with respect to ensemble AUC. The results also demonstrate that as the level of imbalance in the training data increases, the Super Learner ensemble outperforms the top base algorithm by a larger degree.
Quark ensembles with infinite correlation length
Molodtsov, S. V.; Zinovjev, G. M.
2014-01-01
By studying quark ensembles with infinite correlation length we formulate the quantum field theory model that, as we show, is exactly integrable and develops an instability of its standard vacuum ensemble (the Dirac sea). We argue such an instability is rooted in high ground state degeneracy (for 'realistic' space-time dimensions) featuring a fairly specific form of energy distribution, and with the cutoff parameter going to infinity this inherent energy distribution becomes infinitely narrow...
Orbital magnetism in ensembles of ballistic billiards
International Nuclear Information System (INIS)
Ullmo, D.; Richter, K.; Jalabert, R.A.
1993-01-01
The magnetic response of ensembles of small two-dimensional structures at finite temperatures is calculated. Using semiclassical methods and numerical calculation it is demonstrated that only short classical trajectories are relevant. The magnetic susceptibility is enhanced in regular systems, where these trajectories appear in families. For ensembles of squares large paramagnetic susceptibility is obtained, in good agreement with recent measurements in the ballistic regime. (authors). 20 refs., 2 figs
Multivariate localization methods for ensemble Kalman filtering
S. Roh; M. Jun; I. Szunyogh; M. G. Genton
2015-01-01
In ensemble Kalman filtering (EnKF), the small number of ensemble members that is feasible to use in a practical data assimilation application leads to sampling variability of the estimates of the background error covariances. The standard approach to reducing the effects of this sampling variability, which has also been found to be highly efficient in improving the performance of EnKF, is the localization of the estimates of the covariances. One family of ...
Liu, Li; Xu, Yue-Ping
2017-04-01
Ensemble flood forecasting driven by numerical weather prediction products is becoming more commonly used in operational flood forecasting applications.In this study, a hydrological ensemble flood forecasting system based on Variable Infiltration Capacity (VIC) model and quantitative precipitation forecasts from TIGGE dataset is constructed for Lanjiang Basin, Southeast China. The impacts of calibration strategies and ensemble methods on the performance of the system are then evaluated.The hydrological model is optimized by parallel programmed ɛ-NSGAII multi-objective algorithm and two respectively parameterized models are determined to simulate daily flows and peak flows coupled with a modular approach.The results indicatethat the ɛ-NSGAII algorithm permits more efficient optimization and rational determination on parameter setting.It is demonstrated that the multimodel ensemble streamflow mean have better skills than the best singlemodel ensemble mean (ECMWF) and the multimodel ensembles weighted on members and skill scores outperform other multimodel ensembles. For typical flood event, it is proved that the flood can be predicted 3-4 days in advance, but the flows in rising limb can be captured with only 1-2 days ahead due to the flash feature. With respect to peak flows selected by Peaks Over Threshold approach, the ensemble means from either singlemodel or multimodels are generally underestimated as the extreme values are smoothed out by ensemble process.
Towards a GME ensemble forecasting system: Ensemble initialization using the breeding technique
Directory of Open Access Journals (Sweden)
Jan D. Keller
2008-12-01
Full Text Available The quantitative forecast of precipitation requires a probabilistic background particularly with regard to forecast lead times of more than 3 days. As only ensemble simulations can provide useful information of the underlying probability density function, we built a new ensemble forecasting system (GME-EFS based on the GME model of the German Meteorological Service (DWD. For the generation of appropriate initial ensemble perturbations we chose the breeding technique developed by Toth and Kalnay (1993, 1997, which develops perturbations by estimating the regions of largest model error induced uncertainty. This method is applied and tested in the framework of quasi-operational forecasts for a three month period in 2007. The performance of the resulting ensemble forecasts are compared to the operational ensemble prediction systems ECMWF EPS and NCEP GFS by means of ensemble spread of free atmosphere parameters (geopotential and temperature and ensemble skill of precipitation forecasting. This comparison indicates that the GME ensemble forecasting system (GME-EFS provides reasonable forecasts with spread skill score comparable to that of the NCEP GFS. An analysis with the continuous ranked probability score exhibits a lack of resolution for the GME forecasts compared to the operational ensembles. However, with significant enhancements during the 3 month test period, the first results of our work with the GME-EFS indicate possibilities for further development as well as the potential for later operational usage.
Ensemble of randomized soft decision trees for robust classification
Indian Academy of Sciences (India)
G KISHOR KUMAR
1Department of Information Technology, Rajeev Gandhi Memorial College of Engineering and Technology,. Nandyal ... Data Mining is a process which discovers knowledge from ... for many applications like diagnosis systems [23], video.
Conductor gestures influence evaluations of ensemble performance.
Morrison, Steven J; Price, Harry E; Smedley, Eric M; Meals, Cory D
2014-01-01
Previous research has found that listener evaluations of ensemble performances vary depending on the expressivity of the conductor's gestures, even when performances are otherwise identical. It was the purpose of the present study to test whether this effect of visual information was evident in the evaluation of specific aspects of ensemble performance: articulation and dynamics. We constructed a set of 32 music performances that combined auditory and visual information and were designed to feature a high degree of contrast along one of two target characteristics: articulation and dynamics. We paired each of four music excerpts recorded by a chamber ensemble in both a high- and low-contrast condition with video of four conductors demonstrating high- and low-contrast gesture specifically appropriate to either articulation or dynamics. Using one of two equivalent test forms, college music majors and non-majors (N = 285) viewed sixteen 30 s performances and evaluated the quality of the ensemble's articulation, dynamics, technique, and tempo along with overall expressivity. Results showed significantly higher evaluations for performances featuring high rather than low conducting expressivity regardless of the ensemble's performance quality. Evaluations for both articulation and dynamics were strongly and positively correlated with evaluations of overall ensemble expressivity.
Spatial Ensemble Postprocessing of Precipitation Forecasts Using High Resolution Analyses
Lang, Moritz N.; Schicker, Irene; Kann, Alexander; Wang, Yong
2017-04-01
shows a mean improvement of more than 40% in CRPS when compared to bilinearly interpolated uncalibrated ensemble forecasts. The validation on randomly selected grid points, representing the true height distribution over Austria, still indicates a mean improvement of 35%. The applied statistical model is currently set up for 6-hourly and daily accumulation periods, but will be extended to a temporal resolution of 1-3 hours within a new probabilistic nowcasting system operated by ZAMG.
Characterization of the critical submanifolds in quantum ensemble control landscapes
International Nuclear Information System (INIS)
Wu Rebing; Rabitz, Herschel; Hsieh, Michael
2008-01-01
The quantum control landscape is defined as the functional that maps the control variables to the expectation values of an observable over the ensemble of quantum systems. Analyzing the topology of such landscapes is important for understanding the origins of the increasing number of laboratory successes in the optimal control of quantum processes. This paper proposes a simple scheme to compute the characteristics of the critical topology of the quantum ensemble control landscapes showing that the set of disjoint critical submanifolds one-to-one corresponds to a finite number of contingency tables that solely depend on the degeneracy structure of the eigenvalues of the initial system density matrix and the observable whose expectation value is to be maximized. The landscape characteristics can be calculated as functions of the table entries, including the dimensions and the numbers of positive and negative eigenvalues of the Hessian quadratic form of each of the connected components of the critical submanifolds. Typical examples are given to illustrate the effectiveness of this method
Statistical hadronization and hadronic micro-canonical ensemble II
International Nuclear Information System (INIS)
Becattini, F.; Ferroni, L.
2004-01-01
We present a Monte Carlo calculation of the micro-canonical ensemble of the ideal hadron-resonance gas including all known states up to a mass of about 1.8 GeV and full quantum statistics. The micro-canonical average multiplicities of the various hadron species are found to converge to the canonical ones for moderately low values of the total energy, around 8 GeV, thus bearing out previous analyses of hadronic multiplicities in the canonical ensemble. The main numerical computing method is an importance sampling Monte Carlo algorithm using the product of Poisson distributions to generate multi-hadronic channels. It is shown that the use of this multi-Poisson distribution allows for an efficient and fast computation of averages, which can be further improved in the limit of very large clusters. We have also studied the fitness of a previously proposed computing method, based on the Metropolis Monte Carlo algorithm, for event generation in the statistical hadronization model. We find that the use of the multi-Poisson distribution as proposal matrix dramatically improves the computation performance. However, due to the correlation of subsequent samples, this method proves to be generally less robust and effective than the importance sampling method. (orig.)
Toye, Habib
2018-04-26
A fully parallel ensemble data assimilation and forecasting system has been developed for the Red Sea based on the MIT general circulation model (MITgcm) to simulate the Red Sea circulation and the Data Assimilation Research Testbed (DART) ensemble assimilation software. An important limitation of operational ensemble assimilation systems is the risk of ensemble members’ collapse. This could happen in those situations when the filter update step imposes large corrections on one, or more, of the forecasted ensemble members that are not fully consistent with the model physics. Increasing the ensemble size is expected to improve the assimilation system performances, but obviously increases the risk of members’ collapse. Hardware failure or slow numerical convergence encountered for some members should also occur more frequently. In this context, the manual steering of the whole process appears as a real challenge and makes the implementation of the ensemble assimilation procedure uneasy and extremely time consuming.This paper presents our efforts to build an efficient and fault-tolerant MITgcm-DART ensemble assimilation system capable of operationally running thousands of members. Built on top of Decimate, a scheduler extension developed to ease the submission, monitoring and dynamic steering of workflow of dependent jobs in a fault-tolerant environment, we describe the assimilation system implementation and discuss in detail its coupling strategies. Within Decimate, only a few additional lines of Python is needed to define flexible convergence criteria and to implement any necessary actions to the forecast ensemble members, as for instance (i) restarting faulty job in case of job failure, (ii) changing the random seed in case of poor convergence or numerical instability, (iii) adjusting (reducing or increasing) the number of parallel forecasts on the fly, (iv) replacing members on the fly to enrich the ensemble with new members, etc.We demonstrate the efficiency
International Nuclear Information System (INIS)
Annibale, A; Coolen, A C C; Fernandes, L P; Fraternali, F; Kleinjung, J
2009-01-01
We study the tailoring of structured random graph ensembles to real networks, with the objective of generating precise and practical mathematical tools for quantifying and comparing network topologies macroscopically, beyond the level of degree statistics. Our family of ensembles can produce graphs with any prescribed degree distribution and any degree-degree correlation function; its control parameters can be calculated fully analytically, and as a result we can calculate (asymptotically) formulae for entropies and complexities and for information-theoretic distances between networks, expressed directly and explicitly in terms of their measured degree distribution and degree correlations.
Tailored graph ensembles as proxies or null models for real networks II: results on directed graphs
International Nuclear Information System (INIS)
Roberts, E S; Coolen, A C C; Schlitt, T
2011-01-01
We generate new mathematical tools with which to quantify the macroscopic topological structure of large directed networks. This is achieved via a statistical mechanical analysis of constrained maximum entropy ensembles of directed random graphs with prescribed joint distributions for in- and out-degrees and prescribed degree-degree correlation functions. We calculate exact and explicit formulae for the leading orders in the system size of the Shannon entropies and complexities of these ensembles, and for information-theoretic distances. The results are applied to data on gene regulation networks.
Optical hyperpolarization of 13C nuclear spins in nanodiamond ensembles
Chen, Q.; Schwarz, I.; Jelezko, F.; Retzker, A.; Plenio, M. B.
2015-11-01
Dynamical nuclear polarization holds the key for orders of magnitude enhancements of nuclear magnetic resonance signals which, in turn, would enable a wide range of novel applications in biomedical sciences. However, current implementations of DNP require cryogenic temperatures and long times for achieving high polarization. Here we propose and analyze in detail protocols that can achieve rapid hyperpolarization of 13C nuclear spins in randomly oriented ensembles of nanodiamonds at room temperature. Our protocols exploit a combination of optical polarization of electron spins in nitrogen-vacancy centers and the transfer of this polarization to 13C nuclei by means of microwave control to overcome the severe challenges that are posed by the random orientation of the nanodiamonds and their nitrogen-vacancy centers. Specifically, these random orientations result in exceedingly large energy variations of the electron spin levels that render the polarization and coherent control of the nitrogen-vacancy center electron spins as well as the control of their coherent interaction with the surrounding 13C nuclear spins highly inefficient. We address these challenges by a combination of an off-resonant microwave double resonance scheme in conjunction with a realization of the integrated solid effect which, together with adiabatic rotations of external magnetic fields or rotations of nanodiamonds, leads to a protocol that achieves high levels of hyperpolarization of the entire nuclear-spin bath in a randomly oriented ensemble of nanodiamonds even at room temperature. This hyperpolarization together with the long nuclear-spin polarization lifetimes in nanodiamonds and the relatively high density of 13C nuclei has the potential to result in a major signal enhancement in 13C nuclear magnetic resonance imaging and suggests functionalized and hyperpolarized nanodiamonds as a unique probe for molecular imaging both in vitro and in vivo.
Drzewiecki, Wojciech
2016-12-01
In this work nine non-linear regression models were compared for sub-pixel impervious surface area mapping from Landsat images. The comparison was done in three study areas both for accuracy of imperviousness coverage evaluation in individual points in time and accuracy of imperviousness change assessment. The performance of individual machine learning algorithms (Cubist, Random Forest, stochastic gradient boosting of regression trees, k-nearest neighbors regression, random k-nearest neighbors regression, Multivariate Adaptive Regression Splines, averaged neural networks, and support vector machines with polynomial and radial kernels) was also compared with the performance of heterogeneous model ensembles constructed from the best models trained using particular techniques. The results proved that in case of sub-pixel evaluation the most accurate prediction of change may not necessarily be based on the most accurate individual assessments. When single methods are considered, based on obtained results Cubist algorithm may be advised for Landsat based mapping of imperviousness for single dates. However, Random Forest may be endorsed when the most reliable evaluation of imperviousness change is the primary goal. It gave lower accuracies for individual assessments, but better prediction of change due to more correlated errors of individual predictions. Heterogeneous model ensembles performed for individual time points assessments at least as well as the best individual models. In case of imperviousness change assessment the ensembles always outperformed single model approaches. It means that it is possible to improve the accuracy of sub-pixel imperviousness change assessment using ensembles of heterogeneous non-linear regression models.
An Adjoint-Based Adaptive Ensemble Kalman Filter
Song, Hajoon
2013-10-01
A new hybrid ensemble Kalman filter/four-dimensional variational data assimilation (EnKF/4D-VAR) approach is introduced to mitigate background covariance limitations in the EnKF. The work is based on the adaptive EnKF (AEnKF) method, which bears a strong resemblance to the hybrid EnKF/three-dimensional variational data assimilation (3D-VAR) method. In the AEnKF, the representativeness of the EnKF ensemble is regularly enhanced with new members generated after back projection of the EnKF analysis residuals to state space using a 3D-VAR [or optimal interpolation (OI)] scheme with a preselected background covariance matrix. The idea here is to reformulate the transformation of the residuals as a 4D-VAR problem, constraining the new member with model dynamics and the previous observations. This should provide more information for the estimation of the new member and reduce dependence of the AEnKF on the assumed stationary background covariance matrix. This is done by integrating the analysis residuals backward in time with the adjoint model. Numerical experiments are performed with the Lorenz-96 model under different scenarios to test the new approach and to evaluate its performance with respect to the EnKF and the hybrid EnKF/3D-VAR. The new method leads to the least root-mean-square estimation errors as long as the linear assumption guaranteeing the stability of the adjoint model holds. It is also found to be less sensitive to choices of the assimilation system inputs and parameters.
An Adjoint-Based Adaptive Ensemble Kalman Filter
Song, Hajoon; Hoteit, Ibrahim; Cornuelle, Bruce D.; Luo, Xiaodong; Subramanian, Aneesh C.
2013-01-01
A new hybrid ensemble Kalman filter/four-dimensional variational data assimilation (EnKF/4D-VAR) approach is introduced to mitigate background covariance limitations in the EnKF. The work is based on the adaptive EnKF (AEnKF) method, which bears a strong resemblance to the hybrid EnKF/three-dimensional variational data assimilation (3D-VAR) method. In the AEnKF, the representativeness of the EnKF ensemble is regularly enhanced with new members generated after back projection of the EnKF analysis residuals to state space using a 3D-VAR [or optimal interpolation (OI)] scheme with a preselected background covariance matrix. The idea here is to reformulate the transformation of the residuals as a 4D-VAR problem, constraining the new member with model dynamics and the previous observations. This should provide more information for the estimation of the new member and reduce dependence of the AEnKF on the assumed stationary background covariance matrix. This is done by integrating the analysis residuals backward in time with the adjoint model. Numerical experiments are performed with the Lorenz-96 model under different scenarios to test the new approach and to evaluate its performance with respect to the EnKF and the hybrid EnKF/3D-VAR. The new method leads to the least root-mean-square estimation errors as long as the linear assumption guaranteeing the stability of the adjoint model holds. It is also found to be less sensitive to choices of the assimilation system inputs and parameters.
Wavelet analysis of biological tissue's Mueller-matrix images
Tomka, Yu. Ya.
2008-05-01
The interrelations between statistics of the 1st-4th orders of the ensemble of Mueller-matrix images and geometric structure of birefringent architectonic nets of different morphological structure have been analyzed. The sensitivity of asymmetry and excess of statistic distributions of matrix elements Cik to changing of orientation structure of optically anisotropic protein fibrils of physiologically normal and pathologically changed biological tissues architectonics has been shown.
Zhan, Xingzhi
2002-01-01
The main purpose of this monograph is to report on recent developments in the field of matrix inequalities, with emphasis on useful techniques and ingenious ideas. Among other results this book contains the affirmative solutions of eight conjectures. Many theorems unify or sharpen previous inequalities. The author's aim is to streamline the ideas in the literature. The book can be read by research workers, graduate students and advanced undergraduates.
Ensemble data assimilation in the Red Sea: sensitivity to ensemble selection and atmospheric forcing
Toye, Habib
2017-05-26
We present our efforts to build an ensemble data assimilation and forecasting system for the Red Sea. The system consists of the high-resolution Massachusetts Institute of Technology general circulation model (MITgcm) to simulate ocean circulation and of the Data Research Testbed (DART) for ensemble data assimilation. DART has been configured to integrate all members of an ensemble adjustment Kalman filter (EAKF) in parallel, based on which we adapted the ensemble operations in DART to use an invariant ensemble, i.e., an ensemble Optimal Interpolation (EnOI) algorithm. This approach requires only single forward model integration in the forecast step and therefore saves substantial computational cost. To deal with the strong seasonal variability of the Red Sea, the EnOI ensemble is then seasonally selected from a climatology of long-term model outputs. Observations of remote sensing sea surface height (SSH) and sea surface temperature (SST) are assimilated every 3 days. Real-time atmospheric fields from the National Center for Environmental Prediction (NCEP) and the European Center for Medium-Range Weather Forecasts (ECMWF) are used as forcing in different assimilation experiments. We investigate the behaviors of the EAKF and (seasonal-) EnOI and compare their performances for assimilating and forecasting the circulation of the Red Sea. We further assess the sensitivity of the assimilation system to various filtering parameters (ensemble size, inflation) and atmospheric forcing.
Directory of Open Access Journals (Sweden)
David eVasmer
2014-05-01
Full Text Available Drosophila represents a model organism to analyze neuronal mechanisms underlying learning and memory. Kenyon cells of the Drosophila mushroom body are required for associative odor learning and memory retrieval. But is the mushroom body sufficient to acquire and retrieve an associative memory? To answer this question we have conceived an experimental approach to bypass olfactory sensory input and to thermogenetically activate sparse and random ensembles of Kenyon cells directly. We found that if the artifical activation of Kenyon cell ensembles coincides with a salient, aversive stimulus learning was induced The animals adjusted their behavior in a subsequent test situation and actively avoided reactivation of these Kenyon cells. Our results show that Kenyon cell activity in coincidence with a salient aversive stimulus can suffice to form an associative memory. Memory retrieval is characterized by a closed feedback loop between a behavioral action and the reactivation of sparse ensembles of Kenyon cells.
Atom lasers, coherent states, and coherence II. Maximally robust ensembles of pure states
International Nuclear Information System (INIS)
Wiseman, H.M.; Vaccaro, John A.
2002-01-01
As discussed in the preceding paper [Wiseman and Vaccaro, preceding paper, Phys. Rev. A 65, 043605 (2002)], the stationary state of an optical or atom laser far above threshold is a mixture of coherent field states with random phase, or, equivalently, a Poissonian mixture of number states. We are interested in which, if either, of these descriptions of ρ ss as a stationary ensemble of pure states, is more natural. In the preceding paper we concentrated upon the question of whether descriptions such as these are physically realizable (PR). In this paper we investigate another relevant aspect of these ensembles, their robustness. A robust ensemble is one for which the pure states that comprise it survive relatively unchanged for a long time under the system evolution. We determine numerically the most robust ensembles as a function of the parameters in the laser model: the self-energy χ of the bosons in the laser mode, and the excess phase noise ν. We find that these most robust ensembles are PR ensembles, or similar to PR ensembles, for all values of these parameters. In the ideal laser limit (ν=χ=0), the most robust states are coherent states. As the phase noise or phase dispersion is increased through ν or the self-interaction of the bosons χ, respectively, the most robust states become more and more amplitude squeezed. We find scaling laws for these states, and give analytical derivations for them. As the phase diffusion or dispersion becomes so large that the laser output is no longer quantum coherent, the most robust states become so squeezed that they cease to have a well-defined coherent amplitude. That is, the quantum coherence of the laser output is manifest in the most robust PR ensemble being an ensemble of states with a well-defined coherent amplitude. This lends support to our approach of regarding robust PR ensembles as the most natural description of the state of the laser mode. It also has interesting implications for atom lasers in particular
International Nuclear Information System (INIS)
Mieck, B.
2007-01-01
We consider bosonic atoms with a repulsive contact interaction in a trap potential for a Bose-Einstein condensation (BEC) and additionally include a random potential. The ensemble averages for two models of static (I) and dynamic (II) disorder are performed and investigated in parallel. The bosonic many body systems of the two disorder models are represented by coherent state path integrals on the Keldysh time contour which allow exact ensemble averages for zero and finite temperatures. These ensemble averages of coherent state path integrals therefore present alternatives to replica field theories or super-symmetric averaging techniques. Hubbard-Stratonovich transformations (HST) lead to two corresponding self-energies for the hermitian repulsive interaction and for the non-hermitian disorder-interaction. The self-energy of the repulsive interaction is absorbed by a shift into the disorder-self-energy which comprises as an element of a larger symplectic Lie algebra sp(4M) the self-energy of the repulsive interaction as a subalgebra (which is equivalent to the direct product of M x sp(2); 'M' is the number of discrete time intervals of the disorder-self-energy in the generating function). After removal of the remaining Gaussian integral for the self-energy of the repulsive interaction, the first order variations of the coherent state path integrals result in the exact mean field or saddle point equations, solely depending on the disorder-self-energy matrix. These equations can be solved by continued fractions and are reminiscent to the 'Nambu-Gorkov' Green function formalism in superconductivity because anomalous terms or pair condensates of the bosonic atoms are also included into the selfenergies. The derived mean field equations of the models with static (I) and dynamic (II) disorder are particularly applicable for BEC in d=3 spatial dimensions because of the singularity of the density of states at vanishing wavevector. However, one usually starts out from
The Hydrologic Ensemble Prediction Experiment (HEPEX)
Wood, A. W.; Thielen, J.; Pappenberger, F.; Schaake, J. C.; Hartman, R. K.
2012-12-01
The Hydrologic Ensemble Prediction Experiment was established in March, 2004, at a workshop hosted by the European Center for Medium Range Weather Forecasting (ECMWF). With support from the US National Weather Service (NWS) and the European Commission (EC), the HEPEX goal was to bring the international hydrological and meteorological communities together to advance the understanding and adoption of hydrological ensemble forecasts for decision support in emergency management and water resources sectors. The strategy to meet this goal includes meetings that connect the user, forecast producer and research communities to exchange ideas, data and methods; the coordination of experiments to address specific challenges; and the formation of testbeds to facilitate shared experimentation. HEPEX has organized about a dozen international workshops, as well as sessions at scientific meetings (including AMS, AGU and EGU) and special issues of scientific journals where workshop results have been published. Today, the HEPEX mission is to demonstrate the added value of hydrological ensemble prediction systems (HEPS) for emergency management and water resources sectors to make decisions that have important consequences for economy, public health, safety, and the environment. HEPEX is now organised around six major themes that represent core elements of a hydrologic ensemble prediction enterprise: input and pre-processing, ensemble techniques, data assimilation, post-processing, verification, and communication and use in decision making. This poster presents an overview of recent and planned HEPEX activities, highlighting case studies that exemplify the focus and objectives of HEPEX.
Giuliani, Alessandro; Tomita, Masaru
2010-01-01
Cell fate decision remarkably generates specific cell differentiation path among the multiple possibilities that can arise through the complex interplay of high-dimensional genome activities. The coordinated action of thousands of genes to switch cell fate decision has indicated the existence of stable attractors guiding the process. However, origins of the intracellular mechanisms that create “cellular attractor” still remain unknown. Here, we examined the collective behavior of genome-wide expressions for neutrophil differentiation through two different stimuli, dimethyl sulfoxide (DMSO) and all-trans-retinoic acid (atRA). To overcome the difficulties of dealing with single gene expression noises, we grouped genes into ensembles and analyzed their expression dynamics in correlation space defined by Pearson correlation and mutual information. The standard deviation of correlation distributions of gene ensembles reduces when the ensemble size is increased following the inverse square root law, for both ensembles chosen randomly from whole genome and ranked according to expression variances across time. Choosing the ensemble size of 200 genes, we show the two probability distributions of correlations of randomly selected genes for atRA and DMSO responses overlapped after 48 hours, defining the neutrophil attractor. Next, tracking the ranked ensembles' trajectories, we noticed that only certain, not all, fall into the attractor in a fractal-like manner. The removal of these genome elements from the whole genomes, for both atRA and DMSO responses, destroys the attractor providing evidence for the existence of specific genome elements (named “genome vehicle”) responsible for the neutrophil attractor. Notably, within the genome vehicles, genes with low or moderate expression changes, which are often considered noisy and insignificant, are essential components for the creation of the neutrophil attractor. Further investigations along with our findings might
Wang, S.; Huang, G. H.; Baetz, B. W.; Huang, W.
2015-11-01
This paper presents a polynomial chaos ensemble hydrologic prediction system (PCEHPS) for an efficient and robust uncertainty assessment of model parameters and predictions, in which possibilistic reasoning is infused into probabilistic parameter inference with simultaneous consideration of randomness and fuzziness. The PCEHPS is developed through a two-stage factorial polynomial chaos expansion (PCE) framework, which consists of an ensemble of PCEs to approximate the behavior of the hydrologic model, significantly speeding up the exhaustive sampling of the parameter space. Multiple hypothesis testing is then conducted to construct an ensemble of reduced-dimensionality PCEs with only the most influential terms, which is meaningful for achieving uncertainty reduction and further acceleration of parameter inference. The PCEHPS is applied to the Xiangxi River watershed in China to demonstrate its validity and applicability. A detailed comparison between the HYMOD hydrologic model, the ensemble of PCEs, and the ensemble of reduced PCEs is performed in terms of accuracy and efficiency. Results reveal temporal and spatial variations in parameter sensitivities due to the dynamic behavior of hydrologic systems, and the effects (magnitude and direction) of parametric interactions depending on different hydrological metrics. The case study demonstrates that the PCEHPS is capable not only of capturing both expert knowledge and probabilistic information in the calibration process, but also of implementing an acceleration of more than 10 times faster than the hydrologic model without compromising the predictive accuracy.
Directory of Open Access Journals (Sweden)
Jennifer R Stapleton
2007-10-01
Full Text Available The gustatory cortex (GC processes chemosensory and somatosensory information and is involved in learning and anticipation. Previously we found that a subpopulation of GC neurons responded to tastants in a single lick (Stapleton et al., 2006. Here we extend this investigation to determine if small ensembles of GC neurons, obtained while rats received blocks of tastants on a fixed ratio schedule (FR5, can discriminate between tastants and their concentrations after a single 50 µL delivery. In the FR5 schedule subjects received tastants every fifth (reinforced lick and the intervening licks were unreinforced. The ensemble firing patterns were analyzed with a Bayesian generalized linear model whose parameters included the firing rates and temporal patterns of the spike trains. We found that when both the temporal and rate parameters were included, 12 of 13 ensembles correctly identified single tastant deliveries. We also found that the activity during the unreinforced licks contained signals regarding the identity of the upcoming tastant, which suggests that GC neurons contain anticipatory information about the next tastant delivery. To support this finding we performed experiments in which tastant delivery was randomized within each block and found that the neural activity following the unreinforced licks did not predict the upcoming tastant. Collectively, these results suggest that after a single lick ensembles of GC neurons can discriminate between tastants, that they may utilize both temporal and rate information, and when the tastant delivery is repetitive ensembles contain information about the identity of the upcoming tastant delivery.
Understanding ensemble protein folding at atomic detail
International Nuclear Information System (INIS)
Wallin, Stefan; Shakhnovich, Eugene I
2008-01-01
Although far from routine, simulating the folding of specific short protein chains on the computer, at a detailed atomic level, is starting to become a reality. This remarkable progress, which has been made over the last decade or so, allows a fundamental aspect of the protein folding process to be addressed, namely its statistical nature. In order to make quantitative comparisons with experimental kinetic data a complete ensemble view of folding must be achieved, with key observables averaged over the large number of microscopically different folding trajectories available to a protein chain. Here we review recent advances in atomic-level protein folding simulations and the new insight provided by them into the protein folding process. An important element in understanding ensemble folding kinetics are methods for analyzing many separate folding trajectories, and we discuss techniques developed to condense the large amount of information contained in an ensemble of trajectories into a manageable picture of the folding process. (topical review)
Ensemble Network Architecture for Deep Reinforcement Learning
Directory of Open Access Journals (Sweden)
Xi-liang Chen
2018-01-01
Full Text Available The popular deep Q learning algorithm is known to be instability because of the Q-value’s shake and overestimation action values under certain conditions. These issues tend to adversely affect their performance. In this paper, we develop the ensemble network architecture for deep reinforcement learning which is based on value function approximation. The temporal ensemble stabilizes the training process by reducing the variance of target approximation error and the ensemble of target values reduces the overestimate and makes better performance by estimating more accurate Q-value. Our results show that this architecture leads to statistically significant better value evaluation and more stable and better performance on several classical control tasks at OpenAI Gym environment.
Ensemble Kalman methods for inverse problems
International Nuclear Information System (INIS)
Iglesias, Marco A; Law, Kody J H; Stuart, Andrew M
2013-01-01
The ensemble Kalman filter (EnKF) was introduced by Evensen in 1994 (Evensen 1994 J. Geophys. Res. 99 10143–62) as a novel method for data assimilation: state estimation for noisily observed time-dependent problems. Since that time it has had enormous impact in many application domains because of its robustness and ease of implementation, and numerical evidence of its accuracy. In this paper we propose the application of an iterative ensemble Kalman method for the solution of a wide class of inverse problems. In this context we show that the estimate of the unknown function that we obtain with the ensemble Kalman method lies in a subspace A spanned by the initial ensemble. Hence the resulting error may be bounded above by the error found from the best approximation in this subspace. We provide numerical experiments which compare the error incurred by the ensemble Kalman method for inverse problems with the error of the best approximation in A, and with variants on traditional least-squares approaches, restricted to the subspace A. In so doing we demonstrate that the ensemble Kalman method for inverse problems provides a derivative-free optimization method with comparable accuracy to that achieved by traditional least-squares approaches. Furthermore, we also demonstrate that the accuracy is of the same order of magnitude as that achieved by the best approximation. Three examples are used to demonstrate these assertions: inversion of a compact linear operator; inversion of piezometric head to determine hydraulic conductivity in a Darcy model of groundwater flow; and inversion of Eulerian velocity measurements at positive times to determine the initial condition in an incompressible fluid. (paper)
Cluster ensembles, quantization and the dilogarithm
DEFF Research Database (Denmark)
Fock, Vladimir; Goncharov, Alexander B.
2009-01-01
A cluster ensemble is a pair of positive spaces (i.e. varieties equipped with positive atlases), coming with an action of a symmetry group . The space is closely related to the spectrum of a cluster algebra [ 12 ]. The two spaces are related by a morphism . The space is equipped with a closed -form......, possibly degenerate, and the space has a Poisson structure. The map is compatible with these structures. The dilogarithm together with its motivic and quantum avatars plays a central role in the cluster ensemble structure. We define a non-commutative -deformation of the -space. When is a root of unity...
Ensemble computing for the petroleum industry
International Nuclear Information System (INIS)
Annaratone, M.; Dossa, D.
1995-01-01
Computer downsizing is one of the most often used buzzwords in today's competitive business, and the petroleum industry is at the forefront of this revolution. Ensemble computing provides the key for computer downsizing with its first incarnation, i.e., workstation farms. This paper concerns the importance of increasing the productivity cycle and not just the execution time of a job. The authors introduce the concept of ensemble computing and workstation farms. The they discuss how different computing paradigms can be addressed by workstation farms
Bhatia, Rajendra
1997-01-01
A good part of matrix theory is functional analytic in spirit. This statement can be turned around. There are many problems in operator theory, where most of the complexities and subtleties are present in the finite-dimensional case. My purpose in writing this book is to present a systematic treatment of methods that are useful in the study of such problems. This book is intended for use as a text for upper division and gradu ate courses. Courses based on parts of the material have been given by me at the Indian Statistical Institute and at the University of Toronto (in collaboration with Chandler Davis). The book should also be useful as a reference for research workers in linear algebra, operator theory, mathe matical physics and numerical analysis. A possible subtitle of this book could be Matrix Inequalities. A reader who works through the book should expect to become proficient in the art of deriving such inequalities. Other authors have compared this art to that of cutting diamonds. One first has to...
Binder, Moritz; Barthel, Thomas
Based on DMRG, strongly correlated quantum many-body systems at finite temperatures can be simulated by sampling over a certain class of pure matrix product states (MPS) called minimally entangled typical thermal states (METTS). Here, we show how symmetries of the system can be exploited to considerably reduce computation costs in the METTS algorithm. While this is straightforward for the canonical ensemble, we introduce a modification of the algorithm to efficiently simulate the grand-canonical ensemble under utilization of symmetries. In addition, we construct novel symmetry-conserving collapse bases for the transitions in the Markov chain of METTS that improve the speed of convergence of the algorithm by reducing autocorrelations.
A class of energy-based ensembles in Tsallis statistics
International Nuclear Information System (INIS)
Chandrashekar, R; Naina Mohammed, S S
2011-01-01
A comprehensive investigation is carried out on the class of energy-based ensembles. The eight ensembles are divided into two main classes. In the isothermal class of ensembles the individual members are at the same temperature. A unified framework is evolved to describe the four isothermal ensembles using the currently accepted third constraint formalism. The isothermal–isobaric, grand canonical and generalized ensembles are illustrated through a study of the classical nonrelativistic and extreme relativistic ideal gas models. An exact calculation is possible only in the case of the isothermal–isobaric ensemble. The study of the ideal gas models in the grand canonical and the generalized ensembles has been carried out using a perturbative procedure with the nonextensivity parameter (1 − q) as the expansion parameter. Though all the thermodynamic quantities have been computed up to a particular order in (1 − q) the procedure can be extended up to any arbitrary order in the expansion parameter. In the adiabatic class of ensembles the individual members of the ensemble have the same value of the heat function and a unified formulation to described all four ensembles is given. The nonrelativistic and the extreme relativistic ideal gases are studied in the isoenthalpic–isobaric ensemble, the adiabatic ensemble with number fluctuations and the adiabatic ensemble with number and particle fluctuations
An iterative stochastic ensemble method for parameter estimation of subsurface flow models
International Nuclear Information System (INIS)
Elsheikh, Ahmed H.; Wheeler, Mary F.; Hoteit, Ibrahim
2013-01-01
Parameter estimation for subsurface flow models is an essential step for maximizing the value of numerical simulations for future prediction and the development of effective control strategies. We propose the iterative stochastic ensemble method (ISEM) as a general method for parameter estimation based on stochastic estimation of gradients using an ensemble of directional derivatives. ISEM eliminates the need for adjoint coding and deals with the numerical simulator as a blackbox. The proposed method employs directional derivatives within a Gauss–Newton iteration. The update equation in ISEM resembles the update step in ensemble Kalman filter, however the inverse of the output covariance matrix in ISEM is regularized using standard truncated singular value decomposition or Tikhonov regularization. We also investigate the performance of a set of shrinkage based covariance estimators within ISEM. The proposed method is successfully applied on several nonlinear parameter estimation problems for subsurface flow models. The efficiency of the proposed algorithm is demonstrated by the small size of utilized ensembles and in terms of error convergence rates
Quantum correlations of ideal Bose and Fermi gases in the canonical ensemble
International Nuclear Information System (INIS)
Tsutsui, Kazumasa; Kita, Takafumi
2016-01-01
We derive an expression for the reduced density matrices of ideal Bose and Fermi gases in the canonical ensemble, which corresponds to the Bloch-De Dominicis (or Wick's) theorem in the grand canonical ensemble for normal-ordered products of operators. Using this expression, we study one- and two-body correlations of homogeneous ideal gases with N particles. The pair distribution function g (2) (r) of fermions clearly exhibits antibunching with g (2) (0) = 0 due to the Pauli exclusion principle at all temperatures, whereas that of normal bosons shows bunching with g (2) (0) ≈ 2, corresponding to the Hanbury Brown-Twiss effect. For bosons below the Bose-Einstein condensation temperature T 0 , an off-diagonal long-range order develops in the one-particle density matrix to reach g (1) (r) = 1 at T = 0, and the pair correlation starts to decrease towards g (2) (r) ≈ 1 at T = 0. The results for N → ∞ are seen to converge to those of the grand canonical ensemble obtained by assuming the average <ψ(r)> of the field operator ψ(r) below T 0 . This fact justifies the introduction of the 'anomalous' average <ψ(r)> ≠ 0 below T 0 in the grand canonical ensemble as a mathematical means of removing unphysical particle-number fluctuations to reproduce the canonical results in the thermodynamic limit. (author)
Castruccio, Stefano
2015-04-02
One of the main challenges when working with modern climate model ensembles is the increasingly larger size of the data produced, and the consequent difficulty in storing large amounts of spatio-temporally resolved information. Many compression algorithms can be used to mitigate this problem, but since they are designed to compress generic scientific data sets, they do not account for the nature of climate model output and they compress only individual simulations. In this work, we propose a different, statistics-based approach that explicitly accounts for the space-time dependence of the data for annual global three-dimensional temperature fields in an initial condition ensemble. The set of estimated parameters is small (compared to the data size) and can be regarded as a summary of the essential structure of the ensemble output; therefore, it can be used to instantaneously reproduce the temperature fields in an ensemble with a substantial saving in storage and time. The statistical model exploits the gridded geometry of the data and parallelization across processors. It is therefore computationally convenient and allows to fit a non-trivial model to a data set of one billion data points with a covariance matrix comprising of 10^18 entries.
Castruccio, Stefano; Genton, Marc G.
2015-01-01
One of the main challenges when working with modern climate model ensembles is the increasingly larger size of the data produced, and the consequent difficulty in storing large amounts of spatio-temporally resolved information. Many compression algorithms can be used to mitigate this problem, but since they are designed to compress generic scientific data sets, they do not account for the nature of climate model output and they compress only individual simulations. In this work, we propose a different, statistics-based approach that explicitly accounts for the space-time dependence of the data for annual global three-dimensional temperature fields in an initial condition ensemble. The set of estimated parameters is small (compared to the data size) and can be regarded as a summary of the essential structure of the ensemble output; therefore, it can be used to instantaneously reproduce the temperature fields in an ensemble with a substantial saving in storage and time. The statistical model exploits the gridded geometry of the data and parallelization across processors. It is therefore computationally convenient and allows to fit a non-trivial model to a data set of one billion data points with a covariance matrix comprising of 10^18 entries.
An iterative stochastic ensemble method for parameter estimation of subsurface flow models
Elsheikh, Ahmed H.
2013-06-01
Parameter estimation for subsurface flow models is an essential step for maximizing the value of numerical simulations for future prediction and the development of effective control strategies. We propose the iterative stochastic ensemble method (ISEM) as a general method for parameter estimation based on stochastic estimation of gradients using an ensemble of directional derivatives. ISEM eliminates the need for adjoint coding and deals with the numerical simulator as a blackbox. The proposed method employs directional derivatives within a Gauss-Newton iteration. The update equation in ISEM resembles the update step in ensemble Kalman filter, however the inverse of the output covariance matrix in ISEM is regularized using standard truncated singular value decomposition or Tikhonov regularization. We also investigate the performance of a set of shrinkage based covariance estimators within ISEM. The proposed method is successfully applied on several nonlinear parameter estimation problems for subsurface flow models. The efficiency of the proposed algorithm is demonstrated by the small size of utilized ensembles and in terms of error convergence rates. © 2013 Elsevier Inc.
Belitsky, A. V.
2017-10-01
The Operator Product Expansion for null polygonal Wilson loop in planar maximally supersymmetric Yang-Mills theory runs systematically in terms of multi-particle pentagon transitions which encode the physics of excitations propagating on the color flux tube ending on the sides of the four-dimensional contour. Their dynamics was unraveled in the past several years and culminated in a complete description of pentagons as an exact function of the 't Hooft coupling. In this paper we provide a solution for the last building block in this program, the SU(4) matrix structure arising from internal symmetry indices of scalars and fermions. This is achieved by a recursive solution of the Mirror and Watson equations obeyed by the so-called singlet pentagons and fixing the form of the twisted component in their tensor decomposition. The non-singlet, or charged, pentagons are deduced from these by a limiting procedure.
Directory of Open Access Journals (Sweden)
A.V. Belitsky
2017-10-01
Full Text Available The Operator Product Expansion for null polygonal Wilson loop in planar maximally supersymmetric Yang–Mills theory runs systematically in terms of multi-particle pentagon transitions which encode the physics of excitations propagating on the color flux tube ending on the sides of the four-dimensional contour. Their dynamics was unraveled in the past several years and culminated in a complete description of pentagons as an exact function of the 't Hooft coupling. In this paper we provide a solution for the last building block in this program, the SU(4 matrix structure arising from internal symmetry indices of scalars and fermions. This is achieved by a recursive solution of the Mirror and Watson equations obeyed by the so-called singlet pentagons and fixing the form of the twisted component in their tensor decomposition. The non-singlet, or charged, pentagons are deduced from these by a limiting procedure.
The Hydrologic Ensemble Prediction Experiment (HEPEX)
Wood, Andy; Wetterhall, Fredrik; Ramos, Maria-Helena
2015-04-01
The Hydrologic Ensemble Prediction Experiment was established in March, 2004, at a workshop hosted by the European Center for Medium Range Weather Forecasting (ECMWF), and co-sponsored by the US National Weather Service (NWS) and the European Commission (EC). The HEPEX goal was to bring the international hydrological and meteorological communities together to advance the understanding and adoption of hydrological ensemble forecasts for decision support. HEPEX pursues this goal through research efforts and practical implementations involving six core elements of a hydrologic ensemble prediction enterprise: input and pre-processing, ensemble techniques, data assimilation, post-processing, verification, and communication and use in decision making. HEPEX has grown through meetings that connect the user, forecast producer and research communities to exchange ideas, data and methods; the coordination of experiments to address specific challenges; and the formation of testbeds to facilitate shared experimentation. In the last decade, HEPEX has organized over a dozen international workshops, as well as sessions at scientific meetings (including AMS, AGU and EGU) and special issues of scientific journals where workshop results have been published. Through these interactions and an active online blog (www.hepex.org), HEPEX has built a strong and active community of nearly 400 researchers & practitioners around the world. This poster presents an overview of recent and planned HEPEX activities, highlighting case studies that exemplify the focus and objectives of HEPEX.
A method for ensemble wildland fire simulation
Mark A. Finney; Isaac C. Grenfell; Charles W. McHugh; Robert C. Seli; Diane Trethewey; Richard D. Stratton; Stuart Brittain
2011-01-01
An ensemble simulation system that accounts for uncertainty in long-range weather conditions and two-dimensional wildland fire spread is described. Fuel moisture is expressed based on the energy release component, a US fire danger rating index, and its variation throughout the fire season is modeled using time series analysis of historical weather data. This analysis...
The Phantasmagoria of Competition in School Ensembles
Abramo, Joseph Michael
2017-01-01
Participation in competition festivals--where students and ensembles compete against each other for high scores and accolades--is a widespread practice in North American formal music education. In this article, I use Marx's theories of labor, value, and phantasmagoria to suggest a capitalist logic that structures these competitions. Marx's…
Ensembl Genomes 2016: more genomes, more complexity.
Kersey, Paul Julian; Allen, James E; Armean, Irina; Boddu, Sanjay; Bolt, Bruce J; Carvalho-Silva, Denise; Christensen, Mikkel; Davis, Paul; Falin, Lee J; Grabmueller, Christoph; Humphrey, Jay; Kerhornou, Arnaud; Khobova, Julia; Aranganathan, Naveen K; Langridge, Nicholas; Lowy, Ernesto; McDowall, Mark D; Maheswari, Uma; Nuhn, Michael; Ong, Chuang Kee; Overduin, Bert; Paulini, Michael; Pedro, Helder; Perry, Emily; Spudich, Giulietta; Tapanari, Electra; Walts, Brandon; Williams, Gareth; Tello-Ruiz, Marcela; Stein, Joshua; Wei, Sharon; Ware, Doreen; Bolser, Daniel M; Howe, Kevin L; Kulesha, Eugene; Lawson, Daniel; Maslen, Gareth; Staines, Daniel M
2016-01-04
Ensembl Genomes (http://www.ensemblgenomes.org) is an integrating resource for genome-scale data from non-vertebrate species, complementing the resources for vertebrate genomics developed in the context of the Ensembl project (http://www.ensembl.org). Together, the two resources provide a consistent set of programmatic and interactive interfaces to a rich range of data including reference sequence, gene models, transcriptional data, genetic variation and comparative analysis. This paper provides an update to the previous publications about the resource, with a focus on recent developments. These include the development of new analyses and views to represent polyploid genomes (of which bread wheat is the primary exemplar); and the continued up-scaling of the resource, which now includes over 23 000 bacterial genomes, 400 fungal genomes and 100 protist genomes, in addition to 55 genomes from invertebrate metazoa and 39 genomes from plants. This dramatic increase in the number of included genomes is one part of a broader effort to automate the integration of archival data (genome sequence, but also associated RNA sequence data and variant calls) within the context of reference genomes and make it available through the Ensembl user interfaces. © The Author(s) 2015. Published by Oxford University Press on behalf of Nucleic Acids Research.
NYYD Ensemble ja Riho Sibul / Anneli Remme
Remme, Anneli, 1968-
2001-01-01
Gavin Bryarsi teos "Jesus' Blood Never Failed Me Yet" NYYD Ensemble'i ja Riho Sibula esituses 27. detsembril Pauluse kirikus Tartus ja 28. detsembril Rootsi- Mihkli kirikus Tallinnas. Kaastegevad Tartu Ülikooli Kammerkoor (Tartus) ja kammerkoor Voces Musicales (Tallinnas). Kunstiline juht Olari Elts
Conductor gestures influence evaluations of ensemble performance
Directory of Open Access Journals (Sweden)
Steven eMorrison
2014-07-01
Full Text Available Previous research has found that listener evaluations of ensemble performances vary depending on the expressivity of the conductor’s gestures, even when performances are otherwise identical. It was the purpose of the present study to test whether this effect of visual information was evident in the evaluation of specific aspects of ensemble performance, articulation and dynamics. We constructed a set of 32 music performances that combined auditory and visual information and were designed to feature a high degree of contrast along one of two target characteristics: articulation and dynamics. We paired each of four music excerpts recorded by a chamber ensemble in both a high- and low-contrast condition with video of four conductors demonstrating high- and low-contrast gesture specifically appropriate to either articulation or dynamics. Using one of two equivalent test forms, college music majors and nonmajors (N = 285 viewed sixteen 30-second performances and evaluated the quality of the ensemble’s articulation, dynamics, technique and tempo along with overall expressivity. Results showed significantly higher evaluations for performances featuring high rather than low conducting expressivity regardless of the ensemble’s performance quality. Evaluations for both articulation and dynamics were strongly and positively correlated with evaluations of overall ensemble expressivity.
Genetic Algorithm Optimized Neural Networks Ensemble as ...
African Journals Online (AJOL)
NJD
Improvements in neural network calibration models by a novel approach using neural network ensemble (NNE) for the simultaneous ... process by training a number of neural networks. .... Matlab® version 6.1 was employed for building principal component ... provide a fair simulation of calibration data set with some degree.
A Theoretical Analysis of Why Hybrid Ensembles Work
Directory of Open Access Journals (Sweden)
Kuo-Wei Hsu
2017-01-01
Full Text Available Inspired by the group decision making process, ensembles or combinations of classifiers have been found favorable in a wide variety of application domains. Some researchers propose to use the mixture of two different types of classification algorithms to create a hybrid ensemble. Why does such an ensemble work? The question remains. Following the concept of diversity, which is one of the fundamental elements of the success of ensembles, we conduct a theoretical analysis of why hybrid ensembles work, connecting using different algorithms to accuracy gain. We also conduct experiments on classification performance of hybrid ensembles of classifiers created by decision tree and naïve Bayes classification algorithms, each of which is a top data mining algorithm and often used to create non-hybrid ensembles. Therefore, through this paper, we provide a complement to the theoretical foundation of creating and using hybrid ensembles.
Ensemble-based Kalman Filters in Strongly Nonlinear Dynamics
Institute of Scientific and Technical Information of China (English)
Zhaoxia PU; Joshua HACKER
2009-01-01
This study examines the effectiveness of ensemble Kalman filters in data assimilation with the strongly nonlinear dynamics of the Lorenz-63 model, and in particular their use in predicting the regime transition that occurs when the model jumps from one basin of attraction to the other. Four configurations of the ensemble-based Kalman filtering data assimilation techniques, including the ensemble Kalman filter, ensemble adjustment Kalman filter, ensemble square root filter and ensemble transform Kalman filter, are evaluated with their ability in predicting the regime transition (also called phase transition) and also are compared in terms of their sensitivity to both observational and sampling errors. The sensitivity of each ensemble-based filter to the size of the ensemble is also examined.
Ensemble of classifiers based network intrusion detection system performance bound
CSIR Research Space (South Africa)
Mkuzangwe, Nenekazi NP
2017-11-01
Full Text Available This paper provides a performance bound of a network intrusion detection system (NIDS) that uses an ensemble of classifiers. Currently researchers rely on implementing the ensemble of classifiers based NIDS before they can determine the performance...
Global Ensemble Forecast System (GEFS) [2.5 Deg.
National Oceanic and Atmospheric Administration, Department of Commerce — The Global Ensemble Forecast System (GEFS) is a weather forecast model made up of 21 separate forecasts, or ensemble members. The National Centers for Environmental...
Utilising Tree-Based Ensemble Learning for Speaker Segmentation
DEFF Research Database (Denmark)
Abou-Zleikha, Mohamed; Tan, Zheng-Hua; Christensen, Mads Græsbøll
2014-01-01
In audio and speech processing, accurate detection of the changing points between multiple speakers in speech segments is an important stage for several applications such as speaker identification and tracking. Bayesian Information Criteria (BIC)-based approaches are the most traditionally used...... for a certain condition, the model becomes biased to the data used for training limiting the model’s generalisation ability. In this paper, we propose a BIC-based tuning-free approach for speaker segmentation through the use of ensemble-based learning. A forest of segmentation trees is constructed in which each...... tree is trained using a sampled version of the speech segment. During the tree construction process, a set of randomly selected points in the input sequence is examined as potential segmentation points. The point that yields the highest ΔBIC is chosen and the same process is repeated for the resultant...
Spam comments prediction using stacking with ensemble learning
Mehmood, Arif; On, Byung-Won; Lee, Ingyu; Ashraf, Imran; Choi, Gyu Sang
2018-01-01
Illusive comments of product or services are misleading for people in decision making. The current methodologies to predict deceptive comments are concerned for feature designing with single training model. Indigenous features have ability to show some linguistic phenomena but are hard to reveal the latent semantic meaning of the comments. We propose a prediction model on general features of documents using stacking with ensemble learning. Term Frequency/Inverse Document Frequency (TF/IDF) features are inputs to stacking of Random Forest and Gradient Boosted Trees and the outputs of the base learners are encapsulated with decision tree to make final training of the model. The results exhibits that our approach gives the accuracy of 92.19% which outperform the state-of-the-art method.
Persistent currents in an ensemble of isolated mesoscopic rings
International Nuclear Information System (INIS)
Altland, A.; Iida, S.; Mueller-Groelling, A.; Weidenmueller, H.A.
1992-01-01
In this work, the authors calculate the persistent current induced at zero temperature by an external, constant, and homogeneous magnetic field in an ensemble of isolated mesoscopic rings. In each ring, the electrons are assumed to move independently under the influence of a Gaussian white noise random impurity potential. They account for the magnetic field only in terms of the flux threading each ring, without considering the field present in the body of the ring. Particular attention is paid to the constraint of integer particle number on each ring. The authors evaluate the persistent current non-perturbatively, using a generating functional involving Grassmann integration. The magnetic flux threading each ring breaks the orthogonal symmetry of the formalism; forcing us to calculate explicitly the orthogonal-unitary crossover. 24 refs., 1 fig
Ensemble Learning or Deep Learning? Application to Default Risk Analysis
Directory of Open Access Journals (Sweden)
Shigeyuki Hamori
2018-03-01
Full Text Available Proper credit-risk management is essential for lending institutions, as substantial losses can be incurred when borrowers default. Consequently, statistical methods that can measure and analyze credit risk objectively are becoming increasingly important. This study analyzes default payment data and compares the prediction accuracy and classification ability of three ensemble-learning methods—specifically, bagging, random forest, and boosting—with those of various neural-network methods, each of which has a different activation function. The results obtained indicate that the classification ability of boosting is superior to other machine-learning methods including neural networks. It is also found that the performance of neural-network models depends on the choice of activation function, the number of middle layers, and the inclusion of dropout.
Using ensemble forecasting for wind power
Energy Technology Data Exchange (ETDEWEB)
Giebel, G.; Landberg, L.; Badger, J. [Risoe National Lab., Roskilde (Denmark); Sattler, K.
2003-07-01
Short-term prediction of wind power has a long tradition in Denmark. It is an essential tool for the operators to keep the grid from becoming unstable in a region like Jutland, where more than 27% of the electricity consumption comes from wind power. This means that the minimum load is already lower than the maximum production from wind energy alone. Danish utilities have therefore used short-term prediction of wind energy since the mid-90ies. However, the accuracy is still far from being sufficient in the eyes of the utilities (used to have load forecasts accurate to within 5% on a one-week horizon). The Ensemble project tries to alleviate the dependency of the forecast quality on one model by using multiple models, and also will investigate the possibilities of using the model spread of multiple models or of dedicated ensemble runs for a prediction of the uncertainty of the forecast. Usually, short-term forecasting works (especially for the horizon beyond 6 hours) by gathering input from a Numerical Weather Prediction (NWP) model. This input data is used together with online data in statistical models (this is the case eg in Zephyr/WPPT) to yield the output of the wind farms or of a whole region for the next 48 hours (only limited by the NWP model horizon). For the accuracy of the final production forecast, the accuracy of the NWP prediction is paramount. While many efforts are underway to increase the accuracy of the NWP forecasts themselves (which ultimately are limited by the amount of computing power available, the lack of a tight observational network on the Atlantic and limited physics modelling), another approach is to use ensembles of different models or different model runs. This can be either an ensemble of different models output for the same area, using different data assimilation schemes and different model physics, or a dedicated ensemble run by a large institution, where the same model is run with slight variations in initial conditions and
International Nuclear Information System (INIS)
Ginsparg, P.
1991-01-01
These are introductory lectures for a general audience that give an overview of the subject of matrix models and their application to random surfaces, 2d gravity, and string theory. They are intentionally 1.5 years out of date
From deep TLS validation to ensembles of atomic models built from elemental motions
International Nuclear Information System (INIS)
Urzhumtsev, Alexandre; Afonine, Pavel V.; Van Benschoten, Andrew H.; Fraser, James S.; Adams, Paul D.
2015-01-01
Procedures are described for extracting the vibration and libration parameters corresponding to a given set of TLS matrices and their simultaneous validation. Knowledge of these parameters allows the generation of structural ensembles corresponding to these matrices. The translation–libration–screw model first introduced by Cruickshank, Schomaker and Trueblood describes the concerted motions of atomic groups. Using TLS models can improve the agreement between calculated and experimental diffraction data. Because the T, L and S matrices describe a combination of atomic vibrations and librations, TLS models can also potentially shed light on molecular mechanisms involving correlated motions. However, this use of TLS models in mechanistic studies is hampered by the difficulties in translating the results of refinement into molecular movement or a structural ensemble. To convert the matrices into a constituent molecular movement, the matrix elements must satisfy several conditions. Refining the T, L and S matrix elements as independent parameters without taking these conditions into account may result in matrices that do not represent concerted molecular movements. Here, a mathematical framework and the computational tools to analyze TLS matrices, resulting in either explicit decomposition into descriptions of the underlying motions or a report of broken conditions, are described. The description of valid underlying motions can then be output as a structural ensemble. All methods are implemented as part of the PHENIX project
From deep TLS validation to ensembles of atomic models built from elemental motions
Energy Technology Data Exchange (ETDEWEB)
Urzhumtsev, Alexandre, E-mail: sacha@igbmc.fr [Centre for Integrative Biology, Institut de Génétique et de Biologie Moléculaire et Cellulaire, CNRS–INSERM–UdS, 1 Rue Laurent Fries, BP 10142, 67404 Illkirch (France); Université de Lorraine, BP 239, 54506 Vandoeuvre-les-Nancy (France); Afonine, Pavel V. [Lawrence Berkeley National Laboratory, Berkeley, California (United States); Van Benschoten, Andrew H.; Fraser, James S. [University of California, San Francisco, San Francisco, CA 94158 (United States); Adams, Paul D. [Lawrence Berkeley National Laboratory, Berkeley, California (United States); University of California Berkeley, Berkeley, CA 94720 (United States); Centre for Integrative Biology, Institut de Génétique et de Biologie Moléculaire et Cellulaire, CNRS–INSERM–UdS, 1 Rue Laurent Fries, BP 10142, 67404 Illkirch (France)
2015-07-28
Procedures are described for extracting the vibration and libration parameters corresponding to a given set of TLS matrices and their simultaneous validation. Knowledge of these parameters allows the generation of structural ensembles corresponding to these matrices. The translation–libration–screw model first introduced by Cruickshank, Schomaker and Trueblood describes the concerted motions of atomic groups. Using TLS models can improve the agreement between calculated and experimental diffraction data. Because the T, L and S matrices describe a combination of atomic vibrations and librations, TLS models can also potentially shed light on molecular mechanisms involving correlated motions. However, this use of TLS models in mechanistic studies is hampered by the difficulties in translating the results of refinement into molecular movement or a structural ensemble. To convert the matrices into a constituent molecular movement, the matrix elements must satisfy several conditions. Refining the T, L and S matrix elements as independent parameters without taking these conditions into account may result in matrices that do not represent concerted molecular movements. Here, a mathematical framework and the computational tools to analyze TLS matrices, resulting in either explicit decomposition into descriptions of the underlying motions or a report of broken conditions, are described. The description of valid underlying motions can then be output as a structural ensemble. All methods are implemented as part of the PHENIX project.
Multiuser Random Coding Techniques for Mismatched Decoding
Scarlett, Jonathan; Martinez, Alfonso; Guillén i Fàbregas, Albert
2016-01-01
This paper studies multiuser random coding techniques for channel coding with a given (possibly suboptimal) decoding rule. For the mismatched discrete memoryless multiple-access channel, an error exponent is obtained that is tight with respect to the ensemble average, and positive within the interior of Lapidoth's achievable rate region. This exponent proves the ensemble tightness of the exponent of Liu and Hughes in the case of maximum-likelihood decoding. An equivalent dual form of Lapidoth...
Ensemble data assimilation in the Red Sea: sensitivity to ensemble selection and atmospheric forcing
Toye, Habib; Zhan, Peng; Gopalakrishnan, Ganesh; Kartadikaria, Aditya R.; Huang, Huang; Knio, Omar; Hoteit, Ibrahim
2017-01-01
We present our efforts to build an ensemble data assimilation and forecasting system for the Red Sea. The system consists of the high-resolution Massachusetts Institute of Technology general circulation model (MITgcm) to simulate ocean circulation
Robust Ensemble Filtering and Its Relation to Covariance Inflation in the Ensemble Kalman Filter
Luo, Xiaodong; Hoteit, Ibrahim
2011-01-01
A robust ensemble filtering scheme based on the H∞ filtering theory is proposed. The optimal H∞ filter is derived by minimizing the supremum (or maximum) of a predefined cost function, a criterion different from the minimum variance used
Quantum canonical ensemble: A projection operator approach
Magnus, Wim; Lemmens, Lucien; Brosens, Fons
2017-09-01
Knowing the exact number of particles N, and taking this knowledge into account, the quantum canonical ensemble imposes a constraint on the occupation number operators. The constraint particularly hampers the systematic calculation of the partition function and any relevant thermodynamic expectation value for arbitrary but fixed N. On the other hand, fixing only the average number of particles, one may remove the above constraint and simply factorize the traces in Fock space into traces over single-particle states. As is well known, that would be the strategy of the grand-canonical ensemble which, however, comes with an additional Lagrange multiplier to impose the average number of particles. The appearance of this multiplier can be avoided by invoking a projection operator that enables a constraint-free computation of the partition function and its derived quantities in the canonical ensemble, at the price of an angular or contour integration. Introduced in the recent past to handle various issues related to particle-number projected statistics, the projection operator approach proves beneficial to a wide variety of problems in condensed matter physics for which the canonical ensemble offers a natural and appropriate environment. In this light, we present a systematic treatment of the canonical ensemble that embeds the projection operator into the formalism of second quantization while explicitly fixing N, the very number of particles rather than the average. Being applicable to both bosonic and fermionic systems in arbitrary dimensions, transparent integral representations are provided for the partition function ZN and the Helmholtz free energy FN as well as for two- and four-point correlation functions. The chemical potential is not a Lagrange multiplier regulating the average particle number but can be extracted from FN+1 -FN, as illustrated for a two-dimensional fermion gas.
The classicality and quantumness of a quantum ensemble
International Nuclear Information System (INIS)
Zhu Xuanmin; Pang Shengshi; Wu Shengjun; Liu Quanhui
2011-01-01
In this Letter, we investigate the classicality and quantumness of a quantum ensemble. We define a quantity called ensemble classicality based on classical cloning strategy (ECCC) to characterize how classical a quantum ensemble is. An ensemble of commuting states has a unit ECCC, while a general ensemble can have a ECCC less than 1. We also study how quantum an ensemble is by defining a related quantity called quantumness. We find that the classicality of an ensemble is closely related to how perfectly the ensemble can be cloned, and that the quantumness of the ensemble used in a quantum key distribution (QKD) protocol is exactly the attainable lower bound of the error rate in the sifted key. - Highlights: → A quantity is defined to characterize how classical a quantum ensemble is. → The classicality of an ensemble is closely related to the cloning performance. → Another quantity is also defined to investigate how quantum an ensemble is. → This quantity gives the lower bound of the error rate in a QKD protocol.
Exploring and Listening to Chinese Classical Ensembles in General Music
Zhang, Wenzhuo
2017-01-01
Music diversity is valued in theory, but the extent to which it is efficiently presented in music class remains limited. Within this article, I aim to bridge this gap by introducing four genres of Chinese classical ensembles--Qin and Xiao duets, Jiang Nan bamboo and silk ensembles, Cantonese ensembles, and contemporary Chinese orchestras--into the…
Critical Listening in the Ensemble Rehearsal: A Community of Learners
Bell, Cindy L.
2018-01-01
This article explores a strategy for engaging ensemble members in critical listening analysis of performances and presents opportunities for improving ensemble sound through rigorous dialogue, reflection, and attentive rehearsing. Critical listening asks ensemble members to draw on individual playing experience and knowledge to describe what they…
Polarimetric SAR Image Classification Using Multiple-feature Fusion and Ensemble Learning
Directory of Open Access Journals (Sweden)
Sun Xun
2016-12-01
Full Text Available In this paper, we propose a supervised classification algorithm for Polarimetric Synthetic Aperture Radar (PolSAR images using multiple-feature fusion and ensemble learning. First, we extract different polarimetric features, including extended polarimetric feature space, Hoekman, Huynen, H/alpha/A, and fourcomponent scattering features of PolSAR images. Next, we randomly select two types of features each time from all feature sets to guarantee the reliability and diversity of later ensembles and use a support vector machine as the basic classifier for predicting classification results. Finally, we concatenate all prediction probabilities of basic classifiers as the final feature representation and employ the random forest method to obtain final classification results. Experimental results at the pixel and region levels show the effectiveness of the proposed algorithm.
Thermodynamic state ensemble models of cis-regulation.
Directory of Open Access Journals (Sweden)
Marc S Sherman
Full Text Available A major goal in computational biology is to develop models that accurately predict a gene's expression from its surrounding regulatory DNA. Here we present one class of such models, thermodynamic state ensemble models. We describe the biochemical derivation of the thermodynamic framework in simple terms, and lay out the mathematical components that comprise each model. These components include (1 the possible states of a promoter, where a state is defined as a particular arrangement of transcription factors bound to a DNA promoter, (2 the binding constants that describe the affinity of the protein-protein and protein-DNA interactions that occur in each state, and (3 whether each state is capable of transcribing. Using these components, we demonstrate how to compute a cis-regulatory function that encodes the probability of a promoter being active. Our intention is to provide enough detail so that readers with little background in thermodynamics can compose their own cis-regulatory functions. To facilitate this goal, we also describe a matrix form of the model that can be easily coded in any programming language. This formalism has great flexibility, which we show by illustrating how phenomena such as competition between transcription factors and cooperativity are readily incorporated into these models. Using this framework, we also demonstrate that Michaelis-like functions, another class of cis-regulatory models, are a subset of the thermodynamic framework with specific assumptions. By recasting Michaelis-like functions as thermodynamic functions, we emphasize the relationship between these models and delineate the specific circumstances representable by each approach. Application of thermodynamic state ensemble models is likely to be an important tool in unraveling the physical basis of combinatorial cis-regulation and in generating formalisms that accurately predict gene expression from DNA sequence.
Monte Carlo method for random surfaces
International Nuclear Information System (INIS)
Berg, B.
1985-01-01
Previously two of the authors proposed a Monte Carlo method for sampling statistical ensembles of random walks and surfaces with a Boltzmann probabilistic weight. In the present paper we work out the details for several models of random surfaces, defined on d-dimensional hypercubic lattices. (orig.)
Randomized central limit theorems: A unified theory.
Eliazar, Iddo; Klafter, Joseph
2010-08-01
The central limit theorems (CLTs) characterize the macroscopic statistical behavior of large ensembles of independent and identically distributed random variables. The CLTs assert that the universal probability laws governing ensembles' aggregate statistics are either Gaussian or Lévy, and that the universal probability laws governing ensembles' extreme statistics are Fréchet, Weibull, or Gumbel. The scaling schemes underlying the CLTs are deterministic-scaling all ensemble components by a common deterministic scale. However, there are "random environment" settings in which the underlying scaling schemes are stochastic-scaling the ensemble components by different random scales. Examples of such settings include Holtsmark's law for gravitational fields and the Stretched Exponential law for relaxation times. In this paper we establish a unified theory of randomized central limit theorems (RCLTs)-in which the deterministic CLT scaling schemes are replaced with stochastic scaling schemes-and present "randomized counterparts" to the classic CLTs. The RCLT scaling schemes are shown to be governed by Poisson processes with power-law statistics, and the RCLTs are shown to universally yield the Lévy, Fréchet, and Weibull probability laws.
Shukla, Pragya
2004-01-01
We find that the statistics of levels undergoing metal-insulator transition in systems with multi-parametric Gaussian disorders and non-interacting electrons behaves in a way similar to that of the single parametric Brownian ensembles \\cite{dy}. The latter appear during a Poisson $\\to$ Wigner-Dyson transition, driven by a random perturbation. The analogy provides the analytical evidence for the single parameter scaling of the level-correlations in disordered systems as well as a tool to obtai...
Kota, V K B; Chavda, N D; Sahu, R
2006-04-01
Interacting many-particle systems with a mean-field one-body part plus a chaos generating random two-body interaction having strength lambda exhibit Poisson to Gaussian orthogonal ensemble and Breit-Wigner (BW) to Gaussian transitions in level fluctuations and strength functions with transition points marked by lambda = lambda c and lambda = lambda F, respectively; lambda F > lambda c. For these systems a theory for the matrix elements of one-body transition operators is available, as valid in the Gaussian domain, with lambda > lambda F, in terms of orbital occupation numbers, level densities, and an integral involving a bivariate Gaussian in the initial and final energies. Here we show that, using a bivariate-t distribution, the theory extends below from the Gaussian regime to the BW regime up to lambda = lambda c. This is well tested in numerical calculations for 6 spinless fermions in 12 single-particle states.
Improving Climate Projections Using "Intelligent" Ensembles
Baker, Noel C.; Taylor, Patrick C.
2015-01-01
Recent changes in the climate system have led to growing concern, especially in communities which are highly vulnerable to resource shortages and weather extremes. There is an urgent need for better climate information to develop solutions and strategies for adapting to a changing climate. Climate models provide excellent tools for studying the current state of climate and making future projections. However, these models are subject to biases created by structural uncertainties. Performance metrics-or the systematic determination of model biases-succinctly quantify aspects of climate model behavior. Efforts to standardize climate model experiments and collect simulation data-such as the Coupled Model Intercomparison Project (CMIP)-provide the means to directly compare and assess model performance. Performance metrics have been used to show that some models reproduce present-day climate better than others. Simulation data from multiple models are often used to add value to projections by creating a consensus projection from the model ensemble, in which each model is given an equal weight. It has been shown that the ensemble mean generally outperforms any single model. It is possible to use unequal weights to produce ensemble means, in which models are weighted based on performance (called "intelligent" ensembles). Can performance metrics be used to improve climate projections? Previous work introduced a framework for comparing the utility of model performance metrics, showing that the best metrics are related to the variance of top-of-atmosphere outgoing longwave radiation. These metrics improve present-day climate simulations of Earth's energy budget using the "intelligent" ensemble method. The current project identifies several approaches for testing whether performance metrics can be applied to future simulations to create "intelligent" ensemble-mean climate projections. It is shown that certain performance metrics test key climate processes in the models, and
Briseño, Jessica; Herrera, Graciela S.
2010-05-01
Herrera (1998) proposed a method for the optimal design of groundwater quality monitoring networks that involves space and time in a combined form. The method was applied later by Herrera et al (2001) and by Herrera and Pinder (2005). To get the estimates of the contaminant concentration being analyzed, this method uses a space-time ensemble Kalman filter, based on a stochastic flow and transport model. When the method is applied, it is important that the characteristics of the stochastic model be congruent with field data, but, in general, it is laborious to manually achieve a good match between them. For this reason, the main objective of this work is to extend the space-time ensemble Kalman filter proposed by Herrera, to estimate the hydraulic conductivity, together with hydraulic head and contaminant concentration, and its application in a synthetic example. The method has three steps: 1) Given the mean and the semivariogram of the natural logarithm of hydraulic conductivity (ln K), random realizations of this parameter are obtained through two alternatives: Gaussian simulation (SGSim) and Latin Hypercube Sampling method (LHC). 2) The stochastic model is used to produce hydraulic head (h) and contaminant (C) realizations, for each one of the conductivity realizations. With these realization the mean of ln K, h and C are obtained, for h and C, the mean is calculated in space and time, and also the cross covariance matrix h-ln K-C in space and time. The covariance matrix is obtained averaging products of the ln K, h and C realizations on the estimation points and times, and the positions and times with data of the analyzed variables. The estimation points are the positions at which estimates of ln K, h or C are gathered. In an analogous way, the estimation times are those at which estimates of any of the three variables are gathered. 3) Finally the ln K, h and C estimate are obtained using the space-time ensemble Kalman filter. The realization mean for each one
Roberge, S.; Chokmani, K.; De Sève, D.
2012-04-01
The snow cover plays an important role in the hydrological cycle of Quebec (Eastern Canada). Consequently, evaluating its spatial extent interests the authorities responsible for the management of water resources, especially hydropower companies. The main objective of this study is the development of a snow-cover mapping strategy using remote sensing data and ensemble based systems techniques. Planned to be tested in a near real-time operational mode, this snow-cover mapping strategy has the advantage to provide the probability of a pixel to be snow covered and its uncertainty. Ensemble systems are made of two key components. First, a method is needed to build an ensemble of classifiers that is diverse as much as possible. Second, an approach is required to combine the outputs of individual classifiers that make up the ensemble in such a way that correct decisions are amplified, and incorrect ones are cancelled out. In this study, we demonstrate the potential of ensemble systems to snow-cover mapping using remote sensing data. The chosen classifier is a sequential thresholds algorithm using NOAA-AVHRR data adapted to conditions over Eastern Canada. Its special feature is the use of a combination of six sequential thresholds varying according to the day in the winter season. Two versions of the snow-cover mapping algorithm have been developed: one is specific for autumn (from October 1st to December 31st) and the other for spring (from March 16th to May 31st). In order to build the ensemble based system, different versions of the algorithm are created by varying randomly its parameters. One hundred of the versions are included in the ensemble. The probability of a pixel to be snow, no-snow or cloud covered corresponds to the amount of votes the pixel has been classified as such by all classifiers. The overall performance of ensemble based mapping is compared to the overall performance of the chosen classifier, and also with ground observations at meteorological
Oh, Seok-Geun; Suh, Myoung-Seok
2017-07-01
The projection skills of five ensemble methods were analyzed according to simulation skills, training period, and ensemble members, using 198 sets of pseudo-simulation data (PSD) produced by random number generation assuming the simulated temperature of regional climate models. The PSD sets were classified into 18 categories according to the relative magnitude of bias, variance ratio, and correlation coefficient, where each category had 11 sets (including 1 truth set) with 50 samples. The ensemble methods used were as follows: equal weighted averaging without bias correction (EWA_NBC), EWA with bias correction (EWA_WBC), weighted ensemble averaging based on root mean square errors and correlation (WEA_RAC), WEA based on the Taylor score (WEA_Tay), and multivariate linear regression (Mul_Reg). The projection skills of the ensemble methods improved generally as compared with the best member for each category. However, their projection skills are significantly affected by the simulation skills of the ensemble member. The weighted ensemble methods showed better projection skills than non-weighted methods, in particular, for the PSD categories having systematic biases and various correlation coefficients. The EWA_NBC showed considerably lower projection skills than the other methods, in particular, for the PSD categories with systematic biases. Although Mul_Reg showed relatively good skills, it showed strong sensitivity to the PSD categories, training periods, and number of members. On the other hand, the WEA_Tay and WEA_RAC showed relatively superior skills in both the accuracy and reliability for all the sensitivity experiments. This indicates that WEA_Tay and WEA_RAC are applicable even for simulation data with systematic biases, a short training period, and a small number of ensemble members.
Transverse components of the radiation force on nonspherical particles in the T-matrix formalism
International Nuclear Information System (INIS)
Saija, Rosalba; Antonia Iati, Maria; Giusto, Arianna; Denti, Paolo; Borghese, Ferdinando
2005-01-01
In the framework of the transition matrix approach, we calculate the force exerted by a plane wave (radiation force) on a dispersion of nonspherical particles modeled as aggregates of spheres. Beyond the customary radiation pressure we also consider the components of the radiation force in a plane orthogonal to the direction of incidence of the incoming wave (transverse components). Our calculations show that, although the latter are generally smaller than the radiation pressure, they are in no way negligible and may be important for some applications, e.g. when studying the dynamics of cosmic dust grains. We also calculate the ensemble average of the components of the radiation force over the orientation of the particles in two physically significant cases: the case of random distribution and the case in which the orientations are randomly distributed around an axis fixed in space (axial average). As expected, we find that, unlike the case of random orientation, the transverse components do not vanish for axial average
A second-order unconstrained optimization method for canonical-ensemble density-functional methods
Nygaard, Cecilie R.; Olsen, Jeppe
2013-03-01
A second order converging method of ensemble optimization (SOEO) in the framework of Kohn-Sham Density-Functional Theory is presented, where the energy is minimized with respect to an ensemble density matrix. It is general in the sense that the number of fractionally occupied orbitals is not predefined, but rather it is optimized by the algorithm. SOEO is a second order Newton-Raphson method of optimization, where both the form of the orbitals and the occupation numbers are optimized simultaneously. To keep the occupation numbers between zero and two, a set of occupation angles is defined, from which the occupation numbers are expressed as trigonometric functions. The total number of electrons is controlled by a built-in second order restriction of the Newton-Raphson equations, which can be deactivated in the case of a grand-canonical ensemble (where the total number of electrons is allowed to change). To test the optimization method, dissociation curves for diatomic carbon are produced using different functionals for the exchange-correlation energy. These curves show that SOEO favors symmetry broken pure-state solutions when using functionals with exact exchange such as Hartree-Fock and Becke three-parameter Lee-Yang-Parr. This is explained by an unphysical contribution to the exact exchange energy from interactions between fractional occupations. For functionals without exact exchange, such as local density approximation or Becke Lee-Yang-Parr, ensemble solutions are favored at interatomic distances larger than the equilibrium distance. Calculations on the chromium dimer are also discussed. They show that SOEO is able to converge to ensemble solutions for systems that are more complicated than diatomic carbon.
Demonstrating the value of larger ensembles in forecasting physical systems
Directory of Open Access Journals (Sweden)
Reason L. Machete
2016-12-01
Full Text Available Ensemble simulation propagates a collection of initial states forward in time in a Monte Carlo fashion. Depending on the fidelity of the model and the properties of the initial ensemble, the goal of ensemble simulation can range from merely quantifying variations in the sensitivity of the model all the way to providing actionable probability forecasts of the future. Whatever the goal is, success depends on the properties of the ensemble, and there is a longstanding discussion in meteorology as to the size of initial condition ensemble most appropriate for Numerical Weather Prediction. In terms of resource allocation: how is one to divide finite computing resources between model complexity, ensemble size, data assimilation and other components of the forecast system. One wishes to avoid undersampling information available from the model's dynamics, yet one also wishes to use the highest fidelity model available. Arguably, a higher fidelity model can better exploit a larger ensemble; nevertheless it is often suggested that a relatively small ensemble, say ~16 members, is sufficient and that larger ensembles are not an effective investment of resources. This claim is shown to be dubious when the goal is probabilistic forecasting, even in settings where the forecast model is informative but imperfect. Probability forecasts for a ‘simple’ physical system are evaluated at different lead times; ensembles of up to 256 members are considered. The pure density estimation context (where ensemble members are drawn from the same underlying distribution as the target differs from the forecasting context, where one is given a high fidelity (but imperfect model. In the forecasting context, the information provided by additional members depends also on the fidelity of the model, the ensemble formation scheme (data assimilation, the ensemble interpretation and the nature of the observational noise. The effect of increasing the ensemble size is quantified by
Data assimilation in integrated hydrological modeling using ensemble Kalman filtering
DEFF Research Database (Denmark)
Rasmussen, Jørn; Madsen, H.; Jensen, Karsten Høgh
2015-01-01
Groundwater head and stream discharge is assimilated using the ensemble transform Kalman filter in an integrated hydrological model with the aim of studying the relationship between the filter performance and the ensemble size. In an attempt to reduce the required number of ensemble members...... and estimating parameters requires a much larger ensemble size than just assimilating groundwater head observations. However, the required ensemble size can be greatly reduced with the use of adaptive localization, which by far outperforms distance-based localization. The study is conducted using synthetic data...
Mueller matrix polarimetry for the characterization of complex ...
Indian Academy of Sciences (India)
Scattering; polarization; Mueller matrix; wave propagation in random media; ... Initial biomedical applications of this novel general method for polarimetry analysis in random media are also presented. ... Pramana – Journal of Physics | News.
Statistical ensembles for money and debt
Viaggiu, Stefano; Lionetto, Andrea; Bargigli, Leonardo; Longo, Michele
2012-10-01
We build a statistical ensemble representation of two economic models describing respectively, in simplified terms, a payment system and a credit market. To this purpose we adopt the Boltzmann-Gibbs distribution where the role of the Hamiltonian is taken by the total money supply (i.e. including money created from debt) of a set of interacting economic agents. As a result, we can read the main thermodynamic quantities in terms of monetary ones. In particular, we define for the credit market model a work term which is related to the impact of monetary policy on credit creation. Furthermore, with our formalism we recover and extend some results concerning the temperature of an economic system, previously presented in the literature by considering only the monetary base as a conserved quantity. Finally, we study the statistical ensemble for the Pareto distribution.
Quark ensembles with the infinite correlation length
Zinov'ev, G. M.; Molodtsov, S. V.
2015-01-01
A number of exactly integrable (quark) models of quantum field theory with the infinite correlation length have been considered. It has been shown that the standard vacuum quark ensemble—Dirac sea (in the case of the space-time dimension higher than three)—is unstable because of the strong degeneracy of a state, which is due to the character of the energy distribution. When the momentum cutoff parameter tends to infinity, the distribution becomes infinitely narrow, leading to large (unlimited) fluctuations. Various vacuum ensembles—Dirac sea, neutral ensemble, color superconductor, and BCS state—have been compared. In the case of the color interaction between quarks, the BCS state has been certainly chosen as the ground state of the quark ensemble.
Quark ensembles with the infinite correlation length
International Nuclear Information System (INIS)
Zinov’ev, G. M.; Molodtsov, S. V.
2015-01-01
A number of exactly integrable (quark) models of quantum field theory with the infinite correlation length have been considered. It has been shown that the standard vacuum quark ensemble—Dirac sea (in the case of the space-time dimension higher than three)—is unstable because of the strong degeneracy of a state, which is due to the character of the energy distribution. When the momentum cutoff parameter tends to infinity, the distribution becomes infinitely narrow, leading to large (unlimited) fluctuations. Various vacuum ensembles—Dirac sea, neutral ensemble, color superconductor, and BCS state—have been compared. In the case of the color interaction between quarks, the BCS state has been certainly chosen as the ground state of the quark ensemble
Quark ensembles with the infinite correlation length
Energy Technology Data Exchange (ETDEWEB)
Zinov’ev, G. M. [National Academy of Sciences of Ukraine, Bogoliubov Institute for Theoretical Physics (Ukraine); Molodtsov, S. V., E-mail: molodtsov@itep.ru [Joint Institute for Nuclear Research (Russian Federation)
2015-01-15
A number of exactly integrable (quark) models of quantum field theory with the infinite correlation length have been considered. It has been shown that the standard vacuum quark ensemble—Dirac sea (in the case of the space-time dimension higher than three)—is unstable because of the strong degeneracy of a state, which is due to the character of the energy distribution. When the momentum cutoff parameter tends to infinity, the distribution becomes infinitely narrow, leading to large (unlimited) fluctuations. Various vacuum ensembles—Dirac sea, neutral ensemble, color superconductor, and BCS state—have been compared. In the case of the color interaction between quarks, the BCS state has been certainly chosen as the ground state of the quark ensemble.
Various multistage ensembles for prediction of heating energy consumption
Directory of Open Access Journals (Sweden)
Radisa Jovanovic
2015-04-01
Full Text Available Feedforward neural network models are created for prediction of daily heating energy consumption of a NTNU university campus Gloshaugen using actual measured data for training and testing. Improvement of prediction accuracy is proposed by using neural network ensemble. Previously trained feed-forward neural networks are first separated into clusters, using k-means algorithm, and then the best network of each cluster is chosen as member of an ensemble. Two conventional averaging methods for obtaining ensemble output are applied; simple and weighted. In order to achieve better prediction results, multistage ensemble is investigated. As second level, adaptive neuro-fuzzy inference system with various clustering and membership functions are used to aggregate the selected ensemble members. Feedforward neural network in second stage is also analyzed. It is shown that using ensemble of neural networks can predict heating energy consumption with better accuracy than the best trained single neural network, while the best results are achieved with multistage ensemble.
Koromantzos, Panagiotis A; Makrilakis, Konstantinos; Dereka, Xanthippi; Offenbacher, Steven; Katsilambros, Nicholas; Vrotsos, Ioannis A; Madianos, Phoebus N
2012-01-01
It is well accepted that glycemic control in patients with diabetes mellitus (DM) is affected by systemic inflammation and oxidative stress. The effect of periodontal therapy on these systemic factors may be related to improvement on glycemic status. The aim of the present study is to assess over a period of 6 months the effect of non-surgical periodontal therapy on serum levels of high-sensitivity C-reactive protein (hsCRP), d-8-iso prostaglandin F2a (d-8-iso) as a marker of oxidative stress, and matrix metalloproteinase (MMP)-2 and MMP-9 on patients with type 2 DM. Sixty participants with type 2 DM and moderate to severe periodontal disease were randomized into intervention (IG) and control (CG) groups. IG received scaling and root planing, whereas CG received supragingival cleaning at baseline and scaling and root planing at 6 months. Participants of both groups were evaluated at baseline and 1, 3, and 6 months. Periodontal data recorded at each visit included probing depth, clinical attachment loss, bleeding on probing, and gingival index. Blood was collected at each visit for the assay of serum glycated hemoglobin A1c (A1c), hsCRP, d-8-iso, MMP-2, and MMP-9. Although there was a trend to a reduction in hsCRP, d-8-iso and MMP-9 it did not reach statistical significance. MMP-2 levels remained unchanged after periodontal treatment. Effective non-surgical periodontal treatment of participants with type 2 DM and moderate to severe periodontal disease improved significantly A1c levels but did not result in a statistically significant improvement in hsCRP, d-8-iso, MMP-2, and MMP-9 levels.
Online Learning of Commission Avoidant Portfolio Ensembles
Uziel, Guy; El-Yaniv, Ran
2016-01-01
We present a novel online ensemble learning strategy for portfolio selection. The new strategy controls and exploits any set of commission-oblivious portfolio selection algorithms. The strategy handles transaction costs using a novel commission avoidance mechanism. We prove a logarithmic regret bound for our strategy with respect to optimal mixtures of the base algorithms. Numerical examples validate the viability of our method and show significant improvement over the state-of-the-art.
Modeling Coordination Problems in a Music Ensemble
DEFF Research Database (Denmark)
Frimodt-Møller, Søren R.
2008-01-01
This paper considers in general terms, how musicians are able to coordinate through rational choices in a situation of (temporary) doubt in an ensemble performance. A fictitious example involving a 5-bar development in an unknown piece of music is analyzed in terms of epistemic logic, more...... to coordinate. Such coordination can be described in terms of Michael Bacharach's theory of variable frames as an aid to solve game theoretic coordination problems....
Microcanonical ensemble formulation of lattice gauge theory
International Nuclear Information System (INIS)
Callaway, D.J.E.; Rahman, A.
1982-01-01
A new formulation of lattice gauge theory without explicit path integrals or sums is obtained by using the microcanonical ensemble of statistical mechanics. Expectation values in the new formalism are calculated by solving a large set of coupled, nonlinear, ordinary differential equations. The average plaquette for compact electrodynamics calculated in this fashion agrees with standard Monte Carlo results. Possible advantages of the microcanonical method in applications to fermionic systems are discussed
Ensemble forecasts of road surface temperatures
Czech Academy of Sciences Publication Activity Database
Sokol, Zbyněk; Bližňák, Vojtěch; Sedlák, Pavel; Zacharov, Petr, jr.; Pešice, Petr; Škuthan, M.
2017-01-01
Roč. 187, 1 May (2017), s. 33-41 ISSN 0169-8095 R&D Projects: GA ČR GA13-34856S; GA TA ČR(CZ) TA01031509 Institutional support: RVO:68378289 Keywords : ensemble prediction * road surface temperature * road weather forecast Subject RIV: DG - Athmosphere Sciences, Meteorology OBOR OECD: Meteorology and atmospheric sciences Impact factor: 3.778, year: 2016 http://www.sciencedirect.com/science/article/pii/S0169809516307311
Monte Carlo Molecular Simulation with Isobaric-Isothermal and Gibbs-NPT Ensembles
Du, Shouhong
2012-01-01
This thesis presents Monte Carlo methods for simulations of phase behaviors of Lennard-Jones fluids. The isobaric-isothermal (NPT) ensemble and Gibbs-NPT ensemble are introduced in detail. NPT ensemble is employed to determine the phase diagram of pure component. The reduced simulation results are verified by comparison with the equation of state by by Johnson et al. and results with L-J parameters of methane agree considerably with the experiment measurements. We adopt the blocking method for variance estimation and error analysis of the simulation results. The relationship between variance and number of Monte Carlo cycles, error propagation and Random Number Generator performance are also investigated. We review the Gibbs-NPT ensemble employed for phase equilibrium of binary mixture. The phase equilibrium is achieved by performing three types of trial move: particle displacement, volume rearrangement and particle transfer. The simulation models and the simulation details are introduced. The simulation results of phase coexistence for methane and ethane are reported with comparison of the experimental data. Good agreement is found for a wide range of pressures. The contribution of this thesis work lies in the study of the error analysis with respect to the Monte Carlo cycles and number of particles in some interesting aspects.
Impact of distributions on the archetypes and prototypes in heterogeneous nanoparticle ensembles.
Fernandez, Michael; Wilson, Hugh F; Barnard, Amanda S
2017-01-05
The magnitude and complexity of the structural and functional data available on nanomaterials requires data analytics, statistical analysis and information technology to drive discovery. We demonstrate that multivariate statistical analysis can recognise the sets of truly significant nanostructures and their most relevant properties in heterogeneous ensembles with different probability distributions. The prototypical and archetypal nanostructures of five virtual ensembles of Si quantum dots (SiQDs) with Boltzmann, frequency, normal, Poisson and random distributions are identified using clustering and archetypal analysis, where we find that their diversity is defined by size and shape, regardless of the type of distribution. At the complex hull of the SiQD ensembles, simple configuration archetypes can efficiently describe a large number of SiQDs, whereas more complex shapes are needed to represent the average ordering of the ensembles. This approach provides a route towards the characterisation of computationally intractable virtual nanomaterial spaces, which can convert big data into smart data, and significantly reduce the workload to simulate experimentally relevant virtual samples.
Monte Carlo Molecular Simulation with Isobaric-Isothermal and Gibbs-NPT Ensembles
Du, Shouhong
2012-05-01
This thesis presents Monte Carlo methods for simulations of phase behaviors of Lennard-Jones fluids. The isobaric-isothermal (NPT) ensemble and Gibbs-NPT ensemble are introduced in detail. NPT ensemble is employed to determine the phase diagram of pure component. The reduced simulation results are verified by comparison with the equation of state by by Johnson et al. and results with L-J parameters of methane agree considerably with the experiment measurements. We adopt the blocking method for variance estimation and error analysis of the simulation results. The relationship between variance and number of Monte Carlo cycles, error propagation and Random Number Generator performance are also investigated. We review the Gibbs-NPT ensemble employed for phase equilibrium of binary mixture. The phase equilibrium is achieved by performing three types of trial move: particle displacement, volume rearrangement and particle transfer. The simulation models and the simulation details are introduced. The simulation results of phase coexistence for methane and ethane are reported with comparison of the experimental data. Good agreement is found for a wide range of pressures. The contribution of this thesis work lies in the study of the error analysis with respect to the Monte Carlo cycles and number of particles in some interesting aspects.
Microcanonical ensemble extensive thermodynamics of Tsallis statistics
International Nuclear Information System (INIS)
Parvan, A.S.
2005-01-01
The microscopic foundation of the generalized equilibrium statistical mechanics based on the Tsallis entropy is given by using the Gibbs idea of statistical ensembles of the classical and quantum mechanics.The equilibrium distribution functions are derived by the thermodynamic method based upon the use of the fundamental equation of thermodynamics and the statistical definition of the functions of the state of the system. It is shown that if the entropic index ξ = 1/q - 1 in the microcanonical ensemble is an extensive variable of the state of the system, then in the thermodynamic limit z bar = 1/(q - 1)N = const the principle of additivity and the zero law of thermodynamics are satisfied. In particular, the Tsallis entropy of the system is extensive and the temperature is intensive. Thus, the Tsallis statistics completely satisfies all the postulates of the equilibrium thermodynamics. Moreover, evaluation of the thermodynamic identities in the microcanonical ensemble is provided by the Euler theorem. The principle of additivity and the Euler theorem are explicitly proved by using the illustration of the classical microcanonical ideal gas in the thermodynamic limit
Modeling polydispersive ensembles of diamond nanoparticles
International Nuclear Information System (INIS)
Barnard, Amanda S
2013-01-01
While significant progress has been made toward production of monodispersed samples of a variety of nanoparticles, in cases such as diamond nanoparticles (nanodiamonds) a significant degree of polydispersivity persists, so scaling-up of laboratory applications to industrial levels has its challenges. In many cases, however, monodispersivity is not essential for reliable application, provided that the inevitable uncertainties are just as predictable as the functional properties. As computational methods of materials design are becoming more widespread, there is a growing need for robust methods for modeling ensembles of nanoparticles, that capture the structural complexity characteristic of real specimens. In this paper we present a simple statistical approach to modeling of ensembles of nanoparticles, and apply it to nanodiamond, based on sets of individual simulations that have been carefully selected to describe specific structural sources that are responsible for scattering of fundamental properties, and that are typically difficult to eliminate experimentally. For the purposes of demonstration we show how scattering in the Fermi energy and the electronic band gap are related to different structural variations (sources), and how these results can be combined strategically to yield statistically significant predictions of the properties of an entire ensemble of nanodiamonds, rather than merely one individual ‘model’ particle or a non-representative sub-set. (paper)
Ensemble Clustering using Semidefinite Programming with Applications.
Singh, Vikas; Mukherjee, Lopamudra; Peng, Jiming; Xu, Jinhui
2010-05-01
In this paper, we study the ensemble clustering problem, where the input is in the form of multiple clustering solutions. The goal of ensemble clustering algorithms is to aggregate the solutions into one solution that maximizes the agreement in the input ensemble. We obtain several new results for this problem. Specifically, we show that the notion of agreement under such circumstances can be better captured using a 2D string encoding rather than a voting strategy, which is common among existing approaches. Our optimization proceeds by first constructing a non-linear objective function which is then transformed into a 0-1 Semidefinite program (SDP) using novel convexification techniques. This model can be subsequently relaxed to a polynomial time solvable SDP. In addition to the theoretical contributions, our experimental results on standard machine learning and synthetic datasets show that this approach leads to improvements not only in terms of the proposed agreement measure but also the existing agreement measures based on voting strategies. In addition, we identify several new application scenarios for this problem. These include combining multiple image segmentations and generating tissue maps from multiple-channel Diffusion Tensor brain images to identify the underlying structure of the brain.
Decimated Input Ensembles for Improved Generalization
Tumer, Kagan; Oza, Nikunj C.; Norvig, Peter (Technical Monitor)
1999-01-01
Recently, many researchers have demonstrated that using classifier ensembles (e.g., averaging the outputs of multiple classifiers before reaching a classification decision) leads to improved performance for many difficult generalization problems. However, in many domains there are serious impediments to such "turnkey" classification accuracy improvements. Most notable among these is the deleterious effect of highly correlated classifiers on the ensemble performance. One particular solution to this problem is generating "new" training sets by sampling the original one. However, with finite number of patterns, this causes a reduction in the training patterns each classifier sees, often resulting in considerably worsened generalization performance (particularly for high dimensional data domains) for each individual classifier. Generally, this drop in the accuracy of the individual classifier performance more than offsets any potential gains due to combining, unless diversity among classifiers is actively promoted. In this work, we introduce a method that: (1) reduces the correlation among the classifiers; (2) reduces the dimensionality of the data, thus lessening the impact of the 'curse of dimensionality'; and (3) improves the classification performance of the ensemble.
Microcanonical ensemble extensive thermodynamics of Tsallis statistics
International Nuclear Information System (INIS)
Parvan, A.S.
2006-01-01
The microscopic foundation of the generalized equilibrium statistical mechanics based on the Tsallis entropy is given by using the Gibbs idea of statistical ensembles of the classical and quantum mechanics. The equilibrium distribution functions are derived by the thermodynamic method based upon the use of the fundamental equation of thermodynamics and the statistical definition of the functions of the state of the system. It is shown that if the entropic index ξ=1/(q-1) in the microcanonical ensemble is an extensive variable of the state of the system, then in the thermodynamic limit z-bar =1/(q-1)N=const the principle of additivity and the zero law of thermodynamics are satisfied. In particular, the Tsallis entropy of the system is extensive and the temperature is intensive. Thus, the Tsallis statistics completely satisfies all the postulates of the equilibrium thermodynamics. Moreover, evaluation of the thermodynamic identities in the microcanonical ensemble is provided by the Euler theorem. The principle of additivity and the Euler theorem are explicitly proved by using the illustration of the classical microcanonical ideal gas in the thermodynamic limit
EnsembleGraph: Interactive Visual Analysis of Spatial-Temporal Behavior for Ensemble Simulation Data
Energy Technology Data Exchange (ETDEWEB)
Shu, Qingya; Guo, Hanqi; Che, Limei; Yuan, Xiaoru; Liu, Junfeng; Liang, Jie
2016-04-19
We present a novel visualization framework—EnsembleGraph— for analyzing ensemble simulation data, in order to help scientists understand behavior similarities between ensemble members over space and time. A graph-based representation is used to visualize individual spatiotemporal regions with similar behaviors, which are extracted by hierarchical clustering algorithms. A user interface with multiple-linked views is provided, which enables users to explore, locate, and compare regions that have similar behaviors between and then users can investigate and analyze the selected regions in detail. The driving application of this paper is the studies on regional emission influences over tropospheric ozone, which is based on ensemble simulations conducted with different anthropogenic emission absences using the MOZART-4 (model of ozone and related tracers, version 4) model. We demonstrate the effectiveness of our method by visualizing the MOZART-4 ensemble simulation data and evaluating the relative regional emission influences on tropospheric ozone concentrations. Positive feedbacks from domain experts and two case studies prove efficiency of our method.
Quantum-Confined Stark Effect in Ensemble of Colloidal Semiconductor Quantum Dots
International Nuclear Information System (INIS)
Zhi-Bing, Wang; Hui-Chao, Zhang; Jia-Yu, Zhang; Su, Huaipeng; Wang, Y. Andrew
2010-01-01
The presence of a strong, changing, randomly-oriented, local electric field, which is induced by the photo-ionization that occurs universally in colloidal semiconductor quantum dots (QDs), makes it difficult to observe the quantum-confined Stark effect in ensemble of colloidal QDs. We propose a way to inhibit such a random electric field, and a clear quantum-confined Stark shift is observed directly in close-packed colloidal QDs. Besides the applications in optical switches and modulators, our experimental results indicate how the oscillator strengths of the optical transitions are changed under external electric fields. (condensed matter: electronic structure, electrical, magnetic, and optical properties)
Directory of Open Access Journals (Sweden)
Drzewiecki Wojciech
2016-12-01
Full Text Available In this work nine non-linear regression models were compared for sub-pixel impervious surface area mapping from Landsat images. The comparison was done in three study areas both for accuracy of imperviousness coverage evaluation in individual points in time and accuracy of imperviousness change assessment. The performance of individual machine learning algorithms (Cubist, Random Forest, stochastic gradient boosting of regression trees, k-nearest neighbors regression, random k-nearest neighbors regression, Multivariate Adaptive Regression Splines, averaged neural networks, and support vector machines with polynomial and radial kernels was also compared with the performance of heterogeneous model ensembles constructed from the best models trained using particular techniques.
Monthly ENSO Forecast Skill and Lagged Ensemble Size
Trenary, L.; DelSole, T.; Tippett, M. K.; Pegion, K.
2018-04-01
The mean square error (MSE) of a lagged ensemble of monthly forecasts of the Niño 3.4 index from the Climate Forecast System (CFSv2) is examined with respect to ensemble size and configuration. Although the real-time forecast is initialized 4 times per day, it is possible to infer the MSE for arbitrary initialization frequency and for burst ensembles by fitting error covariances to a parametric model and then extrapolating to arbitrary ensemble size and initialization frequency. Applying this method to real-time forecasts, we find that the MSE consistently reaches a minimum for a lagged ensemble size between one and eight days, when four initializations per day are included. This ensemble size is consistent with the 8-10 day lagged ensemble configuration used operationally. Interestingly, the skill of both ensemble configurations is close to the estimated skill of the infinite ensemble. The skill of the weighted, lagged, and burst ensembles are found to be comparable. Certain unphysical features of the estimated error growth were tracked down to problems with the climatology and data discontinuities.
International Nuclear Information System (INIS)
Conte, Elio; Khrennikov, Andrei; Federici, Antonio; Zbilut, Joseph P.
2009-01-01
We develop a new method for analysis of fundamental brain waves as recorded by the EEG. To this purpose we introduce a Fractal Variance Function that is based on the calculation of the variogram. The method is completed by using Random Matrix Theory. Some examples are given. We also discuss the link of such formulation with H. Weiss and V. Weiss golden ratio found in the brain, and with El Naschie fractal Cantorian space-time theory.
CELES: CUDA-accelerated simulation of electromagnetic scattering by large ensembles of spheres
Egel, Amos; Pattelli, Lorenzo; Mazzamuto, Giacomo; Wiersma, Diederik S.; Lemmer, Uli
2017-09-01
CELES is a freely available MATLAB toolbox to simulate light scattering by many spherical particles. Aiming at high computational performance, CELES leverages block-diagonal preconditioning, a lookup-table approach to evaluate costly functions and massively parallel execution on NVIDIA graphics processing units using the CUDA computing platform. The combination of these techniques allows to efficiently address large electrodynamic problems (>104 scatterers) on inexpensive consumer hardware. In this paper, we validate near- and far-field distributions against the well-established multi-sphere T-matrix (MSTM) code and discuss the convergence behavior for ensembles of different sizes, including an exemplary system comprising 105 particles.
DEFF Research Database (Denmark)
Ben Bouallègue, Zied; Heppelmann, Tobias; Theis, Susanne E.
2016-01-01
the original ensemble forecasts. Based on the assumption of error stationarity, parametric methods aim to fully describe the forecast dependence structures. In this study, the concept of ECC is combined with past data statistics in order to account for the autocorrelation of the forecast error. The new...... approach, called d-ECC, is applied to wind forecasts from the high resolution ensemble system COSMO-DE-EPS run operationally at the German weather service. Scenarios generated by ECC and d-ECC are compared and assessed in the form of time series by means of multivariate verification tools and in a product...
Differential migration and proliferation of geometrical ensembles of cell clusters
International Nuclear Information System (INIS)
Kumar, Girish; Chen, Bo; Co, Carlos C.; Ho, Chia-Chi
2011-01-01
Differential cell migration and growth drives the organization of specific tissue forms and plays a critical role in embryonic development, tissue morphogenesis, and tumor invasion. Localized gradients of soluble factors and extracellular matrix have been shown to modulate cell migration and proliferation. Here we show that in addition to these factors, initial tissue geometry can feedback to generate differential proliferation, cell polarity, and migration patterns. We apply layer by layer polyelectrolyte assembly to confine multicellular organization and subsequently release cells to demonstrate the spatial patterns of cell migration and growth. The cell shapes, spreading areas, and cell-cell contacts are influenced strongly by the confining geometry. Cells within geometric ensembles are morphologically polarized. Symmetry breaking was observed for cells on the circular pattern and cells migrate toward the corners and in the direction parallel to the longest dimension of the geometric shapes. This migration pattern is disrupted when actomyosin based tension was inhibited. Cells near the edge or corner of geometric shapes proliferate while cells within do not. Regions of higher rate of cell migration corresponded to regions of concentrated growth. These findings demonstrate that multicellular organization can result in spatial patterns of migration and proliferation.
Optimized Projection Matrix for Compressive Sensing
Directory of Open Access Journals (Sweden)
Jianping Xu
2010-01-01
Full Text Available Compressive sensing (CS is mainly concerned with low-coherence pairs, since the number of samples needed to recover the signal is proportional to the mutual coherence between projection matrix and sparsifying matrix. Until now, papers on CS always assume the projection matrix to be a random matrix. In this paper, aiming at minimizing the mutual coherence, a method is proposed to optimize the projection matrix. This method is based on equiangular tight frame (ETF design because an ETF has minimum coherence. It is impossible to solve the problem exactly because of the complexity. Therefore, an alternating minimization type method is used to find a feasible solution. The optimally designed projection matrix can further reduce the necessary number of samples for recovery or improve the recovery accuracy. The proposed method demonstrates better performance than conventional optimization methods, which brings benefits to both basis pursuit and orthogonal matching pursuit.
Abawajy, Jemal; Kelarev, Andrei; Chowdhury, Morshed U; Jelinek, Herbert F
2016-01-01
Blood biochemistry attributes form an important class of tests, routinely collected several times per year for many patients with diabetes. The objective of this study is to investigate the role of blood biochemistry for improving the predictive accuracy of the diagnosis of cardiac autonomic neuropathy (CAN) progression. Blood biochemistry contributes to CAN, and so it is a causative factor that can provide additional power for the diagnosis of CAN especially in the absence of a complete set of Ewing tests. We introduce automated iterative multitier ensembles (AIME) and investigate their performance in comparison to base classifiers and standard ensemble classifiers for blood biochemistry attributes. AIME incorporate diverse ensembles into several tiers simultaneously and combine them into one automatically generated integrated system so that one ensemble acts as an integral part of another ensemble. We carried out extensive experimental analysis using large datasets from the diabetes screening research initiative (DiScRi) project. The results of our experiments show that several blood biochemistry attributes can be used to supplement the Ewing battery for the detection of CAN in situations where one or more of the Ewing tests cannot be completed because of the individual difficulties faced by each patient in performing the tests. The results show that AIME provide higher accuracy as a multitier CAN classification paradigm. The best predictive accuracy of 99.57% has been obtained by the AIME combining decorate on top tier with bagging on middle tier based on random forest. Practitioners can use these findings to increase the accuracy of CAN diagnosis.
Semi-Supervised Multi-View Ensemble Learning Based On Extracting Cross-View Correlation
Directory of Open Access Journals (Sweden)
ZALL, R.
2016-05-01
Full Text Available Correlated information between different views incorporate useful for learning in multi view data. Canonical correlation analysis (CCA plays important role to extract these information. However, CCA only extracts the correlated information between paired data and cannot preserve correlated information between within-class samples. In this paper, we propose a two-view semi-supervised learning method called semi-supervised random correlation ensemble base on spectral clustering (SS_RCE. SS_RCE uses a multi-view method based on spectral clustering which takes advantage of discriminative information in multiple views to estimate labeling information of unlabeled samples. In order to enhance discriminative power of CCA features, we incorporate the labeling information of both unlabeled and labeled samples into CCA. Then, we use random correlation between within-class samples from cross view to extract diverse correlated features for training component classifiers. Furthermore, we extend a general model namely SSMV_RCE to construct ensemble method to tackle semi-supervised learning in the presence of multiple views. Finally, we compare the proposed methods with existing multi-view feature extraction methods using multi-view semi-supervised ensembles. Experimental results on various multi-view data sets are presented to demonstrate the effectiveness of the proposed methods.
Ensemble-Based Data Assimilation in Reservoir Characterization: A Review
Directory of Open Access Journals (Sweden)
Seungpil Jung
2018-02-01
Full Text Available This paper presents a review of ensemble-based data assimilation for strongly nonlinear problems on the characterization of heterogeneous reservoirs with different production histories. It concentrates on ensemble Kalman filter (EnKF and ensemble smoother (ES as representative frameworks, discusses their pros and cons, and investigates recent progress to overcome their drawbacks. The typical weaknesses of ensemble-based methods are non-Gaussian parameters, improper prior ensembles and finite population size. Three categorized approaches, to mitigate these limitations, are reviewed with recent accomplishments; improvement of Kalman gains, add-on of transformation functions, and independent evaluation of observed data. The data assimilation in heterogeneous reservoirs, applying the improved ensemble methods, is discussed on predicting unknown dynamic data in reservoir characterization.
Bioactive focus in conformational ensembles: a pluralistic approach
Habgood, Matthew
2017-12-01
Computational generation of conformational ensembles is key to contemporary drug design. Selecting the members of the ensemble that will approximate the conformation most likely to bind to a desired target (the bioactive conformation) is difficult, given that the potential energy usually used to generate and rank the ensemble is a notoriously poor discriminator between bioactive and non-bioactive conformations. In this study an approach to generating a focused ensemble is proposed in which each conformation is assigned multiple rankings based not just on potential energy but also on solvation energy, hydrophobic or hydrophilic interaction energy, radius of gyration, and on a statistical potential derived from Cambridge Structural Database data. The best ranked structures derived from each system are then assembled into a new ensemble that is shown to be better focused on bioactive conformations. This pluralistic approach is tested on ensembles generated by the Molecular Operating Environment's Low Mode Molecular Dynamics module, and by the Cambridge Crystallographic Data Centre's conformation generator software.
A Pseudoproxy-Ensemble Study of Late-Holocene Climate Field Reconstructions Using CCA
Amrhein, D. E.; Smerdon, J. E.
2009-12-01
Recent evaluations of late-Holocene multi-proxy reconstruction methods have used pseudoproxy experiments derived from millennial General Circulation Model (GCM) integrations. These experiments assess the performance of a reconstruction technique by comparing pseudoproxy reconstructions, which use restricted subsets of model data, against complete GCM data fields. Most previous studies have tested methodologies using different pseudoproxy noise levels, but only with single realizations for each noise classification. A more robust evaluation of performance is to create an ensemble of pseudoproxy networks with distinct sets of noise realizations and a corresponding reconstruction ensemble that can be evaluated for consistency and sensitivity to random error. This work investigates canonical correlation analysis (CCA) as a late-Holocene climate field reconstruction (CFR) technique using ensembles of pseudoproxy experiments derived from the NCAR CSM 1.4 millennial integration. Three 200-member reconstruction ensembles are computed using pseudoproxies with signal-to-noise ratios (by standard deviation) of 1, 0.5, and 0.25 and locations that approximate the spatial distribution of real-world multiproxy networks. An important component of these ensemble calculations is the independent optimization of the three CCA truncation parameters for each ensemble member. This task is accomplished using an inexpensive discrete optimization algorithm that minimizes both RMS error in the calibration interval and the number of free parameters in the reconstruction model to avoid artificial skill. Within this framework, CCA is investigated for its sensitivity to the level of noise in the pseudoproxy network and the spatial distribution of the network. Warm biases, variance losses, and validation-interval error increase with noise level and vary spatially within the reconstructed fields. Reconstruction skill, measured as grid-point correlations during the validation interval, is lowest in
Deterministic matrices matching the compressed sensing phase transitions of Gaussian random matrices
Monajemi, Hatef; Jafarpour, Sina; Gavish, Matan; Donoho, David L.; Ambikasaran, Sivaram; Bacallado, Sergio; Bharadia, Dinesh; Chen, Yuxin; Choi, Young; Chowdhury, Mainak; Chowdhury, Soham; Damle, Anil; Fithian, Will; Goetz, Georges; Grosenick, Logan; Gross, Sam; Hills, Gage; Hornstein, Michael; Lakkam, Milinda; Lee, Jason; Li, Jian; Liu, Linxi; Sing-Long, Carlos; Marx, Mike; Mittal, Akshay; Monajemi, Hatef; No, Albert; Omrani, Reza; Pekelis, Leonid; Qin, Junjie; Raines, Kevin; Ryu, Ernest; Saxe, Andrew; Shi, Dai; Siilats, Keith; Strauss, David; Tang, Gary; Wang, Chaojun; Zhou, Zoey; Zhu, Zhen
2013-01-01
In compressed sensing, one takes samples of an N-dimensional vector using an matrix A, obtaining undersampled measurements . For random matrices with independent standard Gaussian entries, it is known that, when is k-sparse, there is a precisely determined phase transition: for a certain region in the (,)-phase diagram, convex optimization typically finds the sparsest solution, whereas outside that region, it typically fails. It has been shown empirically that the same property—with the same phase transition location—holds for a wide range of non-Gaussian random matrix ensembles. We report extensive experiments showing that the Gaussian phase transition also describes numerous deterministic matrices, including Spikes and Sines, Spikes and Noiselets, Paley Frames, Delsarte-Goethals Frames, Chirp Sensing Matrices, and Grassmannian Frames. Namely, for each of these deterministic matrices in turn, for a typical k-sparse object, we observe that convex optimization is successful over a region of the phase diagram that coincides with the region known for Gaussian random matrices. Our experiments considered coefficients constrained to for four different sets , and the results establish our finding for each of the four associated phase transitions. PMID:23277588
Grand Canonical Ensembles in General Relativity
International Nuclear Information System (INIS)
Klein, David; Yang, Wei-Shih
2012-01-01
We develop a formalism for general relativistic, grand canonical ensembles in space-times with timelike Killing fields. Using that, we derive ideal gas laws, and show how they depend on the geometry of the particular space-times. A systematic method for calculating Newtonian limits is given for a class of these space-times, which is illustrated for Kerr space-time. In addition, we prove uniqueness of the infinite volume Gibbs measure, and absence of phase transitions for a class of interaction potentials in anti-de Sitter space.
A Lagrangian formalism for nonequilibrium ensembles
International Nuclear Information System (INIS)
Sobouti, Y.
1989-08-01
It is suggested to formulate a nonequilibrium ensemble theory by maximizing a time-integrated entropy constrained by Liouville's equation. This leads to distribution functions of the form f = Z -1 exp(-g/kT), where g(p,q,t) is a solution of Liouville's equation. A further requirement that the entropy should be an additivie functional of the integrals of Liouville's equation, limits the choice of g to linear superpositions of the nonlinearly independent integrals of motion. Time-dependent and time-independent integrals may participate in this superposition. (author). 14 refs
Evaluation of the Plant-Craig stochastic convection scheme in an ensemble forecasting system
Keane, R. J.; Plant, R. S.; Tennant, W. J.
2015-12-01
The Plant-Craig stochastic convection parameterization (version 2.0) is implemented in the Met Office Regional Ensemble Prediction System (MOGREPS-R) and is assessed in comparison with the standard convection scheme with a simple stochastic element only, from random parameter variation. A set of 34 ensemble forecasts, each with 24 members, is considered, over the month of July 2009. Deterministic and probabilistic measures of the precipitation forecasts are assessed. The Plant-Craig parameterization is found to improve probabilistic forecast measures, particularly the results for lower precipitation thresholds. The impact on deterministic forecasts at the grid scale is neutral, although the Plant-Craig scheme does deliver improvements when forecasts are made over larger areas. The improvements found are greater in conditions of relatively weak synoptic forcing, for which convective precipitation is likely to be less predictable.
Extension of the GHJW theorem for operator ensembles
International Nuclear Information System (INIS)
Choi, Jeong Woon; Hong, Dowon; Chang, Ku-Young; Chi, Dong Pyo; Lee, Soojoon
2011-01-01
The Gisin-Hughston-Jozsa-Wootters theorem plays an important role in analyzing various theories about quantum information, quantum communication, and quantum cryptography. It means that any purifications on the extended system which yield indistinguishable state ensembles on their subsystem should have a specific local unitary relation. In this Letter, we show that the local relation is also established even when the indistinguishability of state ensembles is extended to that of operator ensembles.
Energy Technology Data Exchange (ETDEWEB)
Olsen, Seth, E-mail: seth.olsen@uq.edu.au [School of Mathematics and Physics, The University of Queensland, Brisbane QLD 4072 (Australia)
2015-01-28
This paper reviews basic results from a theory of the a priori classical probabilities (weights) in state-averaged complete active space self-consistent field (SA-CASSCF) models. It addresses how the classical probabilities limit the invariance of the self-consistency condition to transformations of the complete active space configuration interaction (CAS-CI) problem. Such transformations are of interest for choosing representations of the SA-CASSCF solution that are diabatic with respect to some interaction. I achieve the known result that a SA-CASSCF can be self-consistently transformed only within degenerate subspaces of the CAS-CI ensemble density matrix. For uniformly distributed (“microcanonical”) SA-CASSCF ensembles, self-consistency is invariant to any unitary CAS-CI transformation that acts locally on the ensemble support. Most SA-CASSCF applications in current literature are microcanonical. A problem with microcanonical SA-CASSCF models for problems with “more diabatic than adiabatic” states is described. The problem is that not all diabatic energies and couplings are self-consistently resolvable. A canonical-ensemble SA-CASSCF strategy is proposed to solve the problem. For canonical-ensemble SA-CASSCF, the equilibrated ensemble is a Boltzmann density matrix parametrized by its own CAS-CI Hamiltonian and a Lagrange multiplier acting as an inverse “temperature,” unrelated to the physical temperature. Like the convergence criterion for microcanonical-ensemble SA-CASSCF, the equilibration condition for canonical-ensemble SA-CASSCF is invariant to transformations that act locally on the ensemble CAS-CI density matrix. The advantage of a canonical-ensemble description is that more adiabatic states can be included in the support of the ensemble without running into convergence problems. The constraint on the dimensionality of the problem is relieved by the introduction of an energy constraint. The method is illustrated with a complete active space
Gridded Calibration of Ensemble Wind Vector Forecasts Using Ensemble Model Output Statistics
Lazarus, S. M.; Holman, B. P.; Splitt, M. E.
2017-12-01
A computationally efficient method is developed that performs gridded post processing of ensemble wind vector forecasts. An expansive set of idealized WRF model simulations are generated to provide physically consistent high resolution winds over a coastal domain characterized by an intricate land / water mask. Ensemble model output statistics (EMOS) is used to calibrate the ensemble wind vector forecasts at observation locations. The local EMOS predictive parameters (mean and variance) are then spread throughout the grid utilizing flow-dependent statistical relationships extracted from the downscaled WRF winds. Using data withdrawal and 28 east central Florida stations, the method is applied to one year of 24 h wind forecasts from the Global Ensemble Forecast System (GEFS). Compared to the raw GEFS, the approach improves both the deterministic and probabilistic forecast skill. Analysis of multivariate rank histograms indicate the post processed forecasts are calibrated. Two downscaling case studies are presented, a quiescent easterly flow event and a frontal passage. Strengths and weaknesses of the approach are presented and discussed.
Energy Technology Data Exchange (ETDEWEB)
Man, Jun [Zhejiang Provincial Key Laboratory of Agricultural Resources and Environment, Institute of Soil and Water Resources and Environmental Science, College of Environmental and Resource Sciences, Zhejiang University, Hangzhou China; Zhang, Jiangjiang [Zhejiang Provincial Key Laboratory of Agricultural Resources and Environment, Institute of Soil and Water Resources and Environmental Science, College of Environmental and Resource Sciences, Zhejiang University, Hangzhou China; Li, Weixuan [Pacific Northwest National Laboratory, Richland Washington USA; Zeng, Lingzao [Zhejiang Provincial Key Laboratory of Agricultural Resources and Environment, Institute of Soil and Water Resources and Environmental Science, College of Environmental and Resource Sciences, Zhejiang University, Hangzhou China; Wu, Laosheng [Department of Environmental Sciences, University of California, Riverside California USA
2016-10-01
The ensemble Kalman filter (EnKF) has been widely used in parameter estimation for hydrological models. The focus of most previous studies was to develop more efficient analysis (estimation) algorithms. On the other hand, it is intuitively understandable that a well-designed sampling (data-collection) strategy should provide more informative measurements and subsequently improve the parameter estimation. In this work, a Sequential Ensemble-based Optimal Design (SEOD) method, coupled with EnKF, information theory and sequential optimal design, is proposed to improve the performance of parameter estimation. Based on the first-order and second-order statistics, different information metrics including the Shannon entropy difference (SD), degrees of freedom for signal (DFS) and relative entropy (RE) are used to design the optimal sampling strategy, respectively. The effectiveness of the proposed method is illustrated by synthetic one-dimensional and two-dimensional unsaturated flow case studies. It is shown that the designed sampling strategies can provide more accurate parameter estimation and state prediction compared with conventional sampling strategies. Optimal sampling designs based on various information metrics perform similarly in our cases. The effect of ensemble size on the optimal design is also investigated. Overall, larger ensemble size improves the parameter estimation and convergence of optimal sampling strategy. Although the proposed method is applied to unsaturated flow problems in this study, it can be equally applied in any other hydrological problems.
Convergence of the Square Root Ensemble Kalman Filter in the Large Ensemble Limit
Czech Academy of Sciences Publication Activity Database
Kwiatkowski, E.; Mandel, Jan
2015-01-01
Roč. 3, č. 1 (2015), s. 1-17 ISSN 2166-2525 R&D Projects: GA ČR GA13-34856S Institutional support: RVO:67985807 Keywords : data assimilation * Lp laws of large numbers * Hilbert space * ensemble Kalman filter Subject RIV: IN - Informatics, Computer Science
New technique for ensemble dressing combining Multimodel SuperEnsemble and precipitation PDF
Cane, D.; Milelli, M.
2009-09-01
The Multimodel SuperEnsemble technique (Krishnamurti et al., Science 285, 1548-1550, 1999) is a postprocessing method for the estimation of weather forecast parameters reducing direct model output errors. It differs from other ensemble analysis techniques by the use of an adequate weighting of the input forecast models to obtain a combined estimation of meteorological parameters. Weights are calculated by least-square minimization of the difference between the model and the observed field during a so-called training period. Although it can be applied successfully on the continuous parameters like temperature, humidity, wind speed and mean sea level pressure (Cane and Milelli, Meteorologische Zeitschrift, 15, 2, 2006), the Multimodel SuperEnsemble gives good results also when applied on the precipitation, a parameter quite difficult to handle with standard post-processing methods. Here we present our methodology for the Multimodel precipitation forecasts applied on a wide spectrum of results over Piemonte very dense non-GTS weather station network. We will focus particularly on an accurate statistical method for bias correction and on the ensemble dressing in agreement with the observed precipitation forecast-conditioned PDF. Acknowledgement: this work is supported by the Italian Civil Defence Department.