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.)

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

Gravitational lensing by eigenvalue distributions of random matrix models

Science.gov (United States)

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.

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)

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.

A random matrix approach to credit risk.

Science.gov (United States)

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.

Random matrix approach to plasmon resonances in the random impedance network model of disordered nanocomposites

Science.gov (United States)

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

Products of random matrices from fixed trace and induced Ginibre ensembles

Science.gov (United States)

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.

Universal shocks in the Wishart random-matrix ensemble.

Science.gov (United States)

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.

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 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

Evaluation of stability of k-means cluster ensembles with respect to random initialization.

Science.gov (United States)

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.

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.

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.

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

Skew-orthogonal polynomials and random matrix theory

CERN Document Server

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 ...

Polarized ensembles of random pure states

Science.gov (United 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.

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)

'Lazy' quantum ensembles

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

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

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.)

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.)

Random Matrix Theory and Econophysics

Science.gov (United States)

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

A Matrix-Free Posterior Ensemble Kalman Filter Implementation Based on a Modified Cholesky Decomposition

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.

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)

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

Limit theorems for linear spectrum statistics of orthogonal polynomial ensembles and their applications in random matrix theory

Science.gov (United States)

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.

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.

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.

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.

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.

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...

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)

Combinatorial theory of the semiclassical evaluation of transport moments. I. Equivalence with the random matrix approach

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.

Chaos and random matrices in supersymmetric SYK

Science.gov (United States)

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.

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.

An Efficient Local Correlation Matrix Decomposition Approach for the Localization Implementation of Ensemble-Based Assimilation Methods

Science.gov (United States)

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.

Random matrix approach to cross correlations in financial data

Science.gov (United States)

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.

Spectral properties of embedded Gaussian unitary ensemble of random matrices with Wigner's SU(4) symmetry

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

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.)

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)

Random walk loop soups and conformal loop ensembles

NARCIS (Netherlands)

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

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.

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

Random Matrix Theory of the Energy-Level Statistics of Disordered Systems at the Anderson Transition

OpenAIRE

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

Using histograms to introduce randomization in the generation of ensembles of decision trees

Science.gov (United States)

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.

Chaos, complexity, and random matrices

Science.gov (United States)

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.

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

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)

Crossover between the Gaussian orthogonal ensemble, the Gaussian unitary ensemble, and Poissonian statistics.

Science.gov (United States)

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.

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

Eigenvalue distribution of large random matrices

CERN Document Server

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...

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.

In the eye of the beholder: Inhomogeneous distribution of high-resolution shapes within the random-walk ensemble

Science.gov (United States)

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

Random matrix theory for transition strengths: Applications and open questions

Science.gov (United States)

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.

Transitions in eigenvalue and wavefunction structure in (1+2) -body random matrix ensembles with spin.

Science.gov (United States)

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.

Diversity in random subspacing ensembles

NARCIS (Netherlands)

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

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.

Orthogonal polynomials and random matrices

CERN Document Server

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.

A Note on Functional Averages over Gaussian Ensembles

Directory of Open Access Journals (Sweden)

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.

On the use of transition matrix methods with extended ensembles.

Science.gov (United States)

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.

Random Correlation Matrix and De-Noising

OpenAIRE

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...

Random matrix improved subspace clustering

KAUST Repository

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

Assessing the predictive capability of randomized tree-based ensembles in streamflow modelling

Science.gov (United States)

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.

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

Random matrix theory with an external source

CERN Document Server

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 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...

Symmetric minimally entangled typical thermal states for canonical and grand-canonical ensembles

Science.gov (United States)

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.

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

A fast ergodic algorithm for generating ensembles of equilateral random polygons

Science.gov (United States)

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.

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.)

Improving the ensemble-optimization method through covariance-matrix adaptation

NARCIS (Netherlands)

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

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...

Social patterns revealed through random matrix theory

Science.gov (United States)

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.

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%.

Wigner Function:from Ensemble Average of Density Operator to Its One Matrix Element in Entangled Pure States

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.

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 ensemble learning for EEG classification.

Science.gov (United States)

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.

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.

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.

Constrained Perturbation Regularization Approach for Signal Estimation Using Random Matrix Theory

KAUST Repository

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.

On the Generation of Random Ensembles of Qubits and Qutrits Computing Separability Probabilities for Fixed Rank States

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.

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.

Statistical Analysis of the Figure of Merit of a Two-Level Thermoelectric System: A Random Matrix Approach

KAUST Repository

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.

Statistical Analysis of the Figure of Merit of a Two-Level Thermoelectric System: A Random Matrix Approach

KAUST Repository

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.

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...

Finite-range Coulomb gas models of banded random matrices and quantum kicked rotors.

Science.gov (United States)

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.

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

Multivariate localization methods for ensemble Kalman filtering

KAUST Repository

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

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 ...

Improving the ensemble optimization method through covariance matrix adaptation (CMA-EnOpt)

NARCIS (Netherlands)

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

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

On Ensemble Nonlinear Kalman Filtering with Symmetric Analysis Ensembles

KAUST Repository

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].

Random matrix improved subspace clustering

KAUST Repository

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.

An Improved Ensemble of Random Vector Functional Link Networks Based on Particle Swarm Optimization with Double Optimization Strategy.

Science.gov (United States)

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.

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)

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)

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

Creating ensembles of decision trees through sampling

Science.gov (United States)

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.

On the Wigner law in dilute random matrices

Science.gov (United States)

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.

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...

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.

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.

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 ...

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)

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

Entropy of network ensembles

Science.gov (United States)

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.

Universality in chaos: Lyapunov spectrum and random matrix theory.

Science.gov (United States)

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

Science.gov (United States)

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.

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 ...

A random-matrix theory of the number sense.

Science.gov (United States)

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).

Ensemble Bayesian forecasting system Part I: Theory and algorithms

Science.gov (United States)

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

Random Matrix Approach for Primal-Dual Portfolio Optimization Problems

Science.gov (United States)

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.

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.)

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.

Generation of triangulated random surfaces by means of 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 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

The Fault Diagnosis of Rolling Bearing Based on Ensemble Empirical Mode Decomposition and Random Forest

OpenAIRE

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...

Simultaneous escaping of explicit and hidden free energy barriers: application of the orthogonal space random walk strategy in generalized ensemble based conformational sampling.

Science.gov (United States)

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.

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)

Multivariate localization methods for ensemble Kalman filtering

KAUST Repository

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

KAUST Repository

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

KAUST Repository

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.

Multivariate localization methods for ensemble Kalman filtering

Science.gov (United States)

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.

A generalization of random matrix theory and its application to statistical physics.

Science.gov (United States)

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.

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

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 ...

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

Enumeration of RNA complexes via random matrix theory.

Science.gov (United States)

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.

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

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

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.

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)

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.

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.

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.

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.

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.

Exploring diversity in ensemble classification: Applications in large area land cover mapping

Science.gov (United States)

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

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

A Brief Tutorial on the Ensemble Kalman Filter

OpenAIRE

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...

Exploring multicollinearity using a random matrix theory approach.

Science.gov (United States)

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 SU(2) invariant tensors

Science.gov (United States)

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.

Modeling cometary photopolarimetric characteristics with Sh-matrix method

Science.gov (United States)

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.

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

Some open problems in random matrix theory and the theory of integrable systems

OpenAIRE

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.

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)

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

Protein folding simulations by generalized-ensemble algorithms.

Science.gov (United States)

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.

Random matrix theory and fund of funds portfolio optimisation

Science.gov (United States)

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.

Random matrix theory and portfolio optimization in Moroccan stock exchange

Science.gov (United States)

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.

Raney Distributions and Random Matrix Theory

Science.gov (United States)

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.

Ensemble Machine Learning Methods and Applications

CERN Document Server

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...

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)

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

Subcritical Multiplicative Chaos for Regularized Counting Statistics from Random Matrix Theory

Science.gov (United States)

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.

Constrained Perturbation Regularization Approach for Signal Estimation Using Random Matrix Theory

KAUST Repository

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

The Fault Diagnosis of Rolling Bearing Based on Ensemble Empirical Mode Decomposition and Random Forest

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.

Fluorescence Intrinsic Characterization of Excitation-Emission Matrix Using Multi-Dimensional Ensemble Empirical Mode Decomposition

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.

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

A random matrix approach to language acquisition

Science.gov (United States)

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.

Ensemble singular vectors and their use as additive inflation in EnKF

Directory of Open Access Journals (Sweden)

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.

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.

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)

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.

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)

On the mean density of complex eigenvalues for an ensemble of random matrices with prescribed singular values

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)

A Fast Reactive Power Optimization in Distribution Network Based on Large Random Matrix Theory and Data Analysis

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.

The Ensembl REST API: Ensembl Data for Any Language.

Science.gov (United States)

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.

Asymptotic Distribution of Eigenvalues of Weakly Dilute Wishart Matrices

Energy Technology Data Exchange (ETDEWEB)

Khorunzhy, A. [Institute for Low Temperature Physics (Ukraine)], E-mail: khorunjy@ilt.kharkov.ua; Rodgers, G. J. [Brunel University, Uxbridge, Department of Mathematics and Statistics (United Kingdom)], E-mail: g.j.rodgers@brunel.ac.uk

2000-03-15

We study the eigenvalue distribution of large random matrices that are randomly diluted. We consider two random matrix ensembles that in the pure (nondilute) case have a limiting eigenvalue distribution with a singular component at the origin. These include the Wishart random matrix ensemble and Gaussian random matrices with correlated entries. Our results show that the singularity in the eigenvalue distribution is rather unstable under dilution and that even weak dilution destroys it.

Network trending; leadership, followership and neutrality among companies: A random matrix approach

Science.gov (United States)

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.

Hartree and Exchange in Ensemble Density Functional Theory: Avoiding the Nonuniqueness Disaster.

Science.gov (United States)

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.

Randomized central limit theorems: A unified theory.

Science.gov (United States)

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.

Localized motion in random matrix decomposition of complex financial systems

Science.gov (United States)

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.

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)

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.

Thermodynamics of protein folding: a random matrix formulation.

Science.gov (United States)

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

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

ABCD of Beta Ensembles and Topological Strings

CERN Document Server

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.

Supplementary Appendix for: Constrained Perturbation Regularization Approach for Signal Estimation Using Random Matrix Theory

KAUST Repository

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 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...

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...

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)

On the equilibrium state of a small system with random matrix coupling to its environment

Science.gov (United States)

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.

Ensemble Methods

Science.gov (United States)

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

Ensemble based system for whole-slide prostate cancer probability mapping using color texture features.

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.

Stabilizing canonical-ensemble calculations in the auxiliary-field Monte Carlo method

Science.gov (United States)

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.

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.

Encoding of Spatial Attention by Primate Prefrontal Cortex Neuronal Ensembles

Science.gov (United States)

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

Introduction to random matrices theory and practice

CERN Document Server

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.

Mass Conservation and Positivity Preservation with Ensemble-type Kalman Filter Algorithms

Science.gov (United States)

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.

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.

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...

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)

The Reduced Rank of Ensemble Kalman Filter to Estimate the Temperature of Non Isothermal Continue Stirred Tank Reactor

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.

An Adaptive Approach to Mitigate Background Covariance Limitations in the Ensemble Kalman Filter

KAUST Repository

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.

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

Kinematic matrix theory and universalities in self-propellers and active swimmers.

Science.gov (United States)

Nourhani, Amir; Lammert, Paul E; Borhan, Ali; Crespi, Vincent H

2014-06-01

We describe an efficient and parsimonious matrix-based theory for studying the ensemble behavior of self-propellers and active swimmers, such as nanomotors or motile bacteria, that are typically studied by differential-equation-based Langevin or Fokker-Planck formalisms. The kinematic effects for elementary processes of motion are incorporated into a matrix, called the "kinematrix," from which we immediately obtain correlators and the mean and variance of angular and position variables (and thus effective diffusivity) by simple matrix algebra. The kinematrix formalism enables us recast the behaviors of a diverse range of self-propellers into a unified form, revealing universalities in their ensemble behavior in terms of new emergent time scales. Active fluctuations and hydrodynamic interactions can be expressed as an additive composition of separate self-propellers.

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.

A variational ensemble scheme for noisy image data assimilation

Science.gov (United States)

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

DroidEnsemble: Detecting Android Malicious Applications with Ensemble of String and Structural Static Features

KAUST Repository

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

KAUST Repository

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].

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.)

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

An iterative stochastic ensemble method for parameter estimation of subsurface flow models

KAUST Repository

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.

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.)

A multi-model ensemble approach to seabed mapping

Science.gov (United States)

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.

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

Wavelet analysis of biological tissue's Mueller-matrix images

Science.gov (United States)

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.

Accurate Quasiparticle Spectra from the T-Matrix Self-Energy and the Particle-Particle Random Phase Approximation.

Science.gov (United States)

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.

Random quantum operations

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

Deterministic matrices matching the compressed sensing phase transitions of Gaussian random matrices

Science.gov (United States)

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

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

Blind Measurement Selection: A Random Matrix Theory Approach

KAUST Repository

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.

pSuc-Lys: Predict lysine succinylation sites in proteins with PseAAC and ensemble random forest approach.

Science.gov (United States)

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.

Accounting for Sampling Error in Genetic Eigenvalues Using Random Matrix Theory.

Science.gov (United States)

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.

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.

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.

MSEBAG: a dynamic classifier ensemble generation based on `minimum-sufficient ensemble' and bagging

Science.gov (United States)

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.

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.

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

Improving sub-pixel imperviousness change prediction by ensembling heterogeneous non-linear regression models

Science.gov (United States)

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.

Ensembl 2004.

Science.gov (United States)

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.

Quantifying polypeptide conformational space: sensitivity to conformation and ensemble definition.

Science.gov (United States)

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.

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.

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.

Universal mesoscopic conductance fluctuations

International Nuclear Information System (INIS)

Evangelou, S.N.

1992-01-01

The theory of conductance fluctuations in disordered metallic systems with size large compared to the mean free path of the electron but small compared to localization length is considered. It is demonstrates that fluctuations have an universal character and are due to repulsion between levels and spectral rigidity. The basic fluctuation measures for the energy spectrum in the mesoscopic regime of disordered systems are consistent with the Gaussian random matrix ensemble predictions. Although our disordered electron random matrix ensemble does not belong to the Gaussian ensemble the two ensembles turn out to be essentially similar. The level repulsion and the spectral rigidity found in nuclear spectra should also be observed in the metallic regime of Anderson localization. 7 refs. (orig.)

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)

LigandRFs: random forest ensemble to identify ligand-binding residues from sequence information alone

KAUST Repository

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.

Deterministic Mean-Field Ensemble Kalman Filtering

KAUST Repository

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

KAUST Repository

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.

An Adjoint-Based Adaptive Ensemble Kalman Filter

KAUST Repository

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

KAUST Repository

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.

Measuring order in disordered systems and disorder in ordered systems: Random matrix theory for isotropic and nematic liquid crystals and its perspective on pseudo-nematic domains

Science.gov (United States)

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.

Impact of distributions on the archetypes and prototypes in heterogeneous nanoparticle ensembles.

Science.gov (United States)

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.

Canonical-ensemble state-averaged complete active space self-consistent field (SA-CASSCF) strategy for problems with more diabatic than adiabatic states: Charge-bond resonance in monomethine cyanines

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

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

Developing Novel Frameworks for Many-Body Ensembles

Science.gov (United States)

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

Ensembl variation resources

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.

Virial expansion for almost diagonal random matrices

Science.gov (United States)

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\

Ensemble Kinetic Modeling of Metabolic Networks from Dynamic Metabolic Profiles

Directory of Open Access Journals (Sweden)

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.

NYYD Ensemble

Index Scriptorium Estoniae

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

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

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)

Power to Detect Intervention Effects on Ensembles of Social Networks

Science.gov (United States)

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…

Fitting a function to time-dependent ensemble averaged data.

Science.gov (United States)

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.

Shallow cumuli ensemble statistics for development of a stochastic parameterization

Science.gov (United States)

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

Minimum error discrimination for an ensemble of linearly independent pure states

International Nuclear Information System (INIS)

Singal, Tanmay; Ghosh, Sibasish

2016-01-01

Inspired by the work done by Belavkin (1975 Stochastics 1 315) and independently by Mochon, (2006 Phys. Rev. A 73 032328), we formulate the problem of minimum error discrimination (MED) of any ensemble of n linearly independent pure states by stripping the problem of its rotational covariance and retaining only the rotationally invariant aspect of the problem. This is done by embedding the optimal conditions in a matrix equality as well as matrix inequality. Employing the implicit function theorem in these conditions we get a set of first-order coupled ordinary nonlinear differential equations which can be used to drag the solution from an initial point (where solution is known) to another point (whose solution is sought). This way of obtaining the solution can be done through a simple Taylor series expansion and analytic continuation when required. Thus, we complete the work done by Belavkin and Mochon by ultimately leading their theory to a solution for the MED problem of linearly independent pure state ensembles. We also compare the computational complexity of our technique with the barrier-type interior point method of SDP and show that our technique is computationally as efficient as (actually, a bit more than) the SDP algorithm, with the added advantage of being much simpler to implement. (paper)

Performance Analysis of Local Ensemble Kalman Filter

Science.gov (United States)

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.

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.

Imprinting and recalling cortical ensembles.

Science.gov (United States)

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.

World Music Ensemble: Kulintang

Science.gov (United States)

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…

Random matrix theory filters in portfolio optimisation: A stability and risk assessment

Science.gov (United States)

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 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

Classroom Environment as Related to Contest Ratings among High School Performing Ensembles.

Science.gov (United States)

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…

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)

A Simple Approach to Account for Climate Model Interdependence in Multi-Model Ensembles

Science.gov (United States)

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.

Ensemble data assimilation in the Red Sea: sensitivity to ensemble selection and atmospheric forcing

KAUST Repository

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.

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

A molecular ensemble in the rER for procollagen maturation.

Science.gov (United States)

Ishikawa, Yoshihiro; Bächinger, Hans Peter

2013-11-01

Extracellular matrix (ECM) proteins create structural frameworks in tissues such as bone, skin, tendon and cartilage etc. These connective tissues play important roles in the development and homeostasis of organs. Collagen is the most abundant ECM protein and represents one third of all proteins in humans. The biosynthesis of ECM proteins occurs in the rough endoplasmic reticulum (rER). This review describes the current understanding of the biosynthesis and folding of procollagens, which are the precursor molecules of collagens, in the rER. Multiple folding enzymes and molecular chaperones are required for procollagen to establish specific posttranslational modifications, and facilitate folding and transport to the cell surface. Thus, this molecular ensemble in the rER contributes to ECM maturation and to the development and homeostasis of tissues. Mutations in this ensemble are likely candidates for connective tissue disorders. This article is part of a Special Issue entitled: Functional and structural diversity of endoplasmic reticulum. Copyright © 2013 Elsevier B.V. All rights reserved.

Ensemble manifold regularization.

Science.gov (United States)

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.

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

Path planning in uncertain flow fields using ensemble method

KAUST Repository

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.

Compressing an Ensemble with Statistical Models: An Algorithm for Global 3D Spatio-Temporal Temperature

KAUST Repository

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.

Compressing an Ensemble with Statistical Models: An Algorithm for Global 3D Spatio-Temporal Temperature

KAUST Repository

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.

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

Ensembl 2017

OpenAIRE

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 ...

Ensemble Sampling

OpenAIRE

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...

Contributions to Ensemble Classifiers with Image Analysis Applications

OpenAIRE

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 ...

Symmetric minimally entangled typical thermal states, grand-canonical ensembles, and the influence of the collapse bases

Science.gov (United States)

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.

Random interactions, isospin, and the ground states of odd-A and odd-odd nuclei

International Nuclear Information System (INIS)

Horoi, Mihai; Volya, Alexander; Zelevinsky, Vladimir

2002-01-01

It was recently shown that the ground state quantum numbers of even-even nuclei have a high probability to be reproduced by an ensemble of random but rotationally invariant two-body interactions. In the present work we extend these investigations to odd-A and odd-odd nuclei, considering in particular the isospin effects. Studying the realistic shell model as well as the single-j model, we show that random interactions have a tendency to assign the lowest possible total angular momentum and isospin to the ground state. In the sd shell model this reproduces correctly the isospin but not the spin quantum numbers of actual odd-odd nuclei. An odd-even staggering effect in probability of various ground state quantum numbers is present for even-even and odd-odd nuclei, while it is smeared out for odd-A nuclei. The observed regularities suggest the underlying mechanism of bosonlike pairing of fermionic pairs in T=0 and T=1 states generated by the off-diagonal matrix elements of random interactions. The relation to the models of random spin interactions is briefly discussed

EnsembleGASVR: A novel ensemble method for classifying missense single nucleotide polymorphisms

KAUST Repository

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

Monte Carlo Molecular Simulation with Isobaric-Isothermal and Gibbs-NPT Ensembles

KAUST Repository

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.

Monte Carlo Molecular Simulation with Isobaric-Isothermal and Gibbs-NPT Ensembles

KAUST Repository

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.

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

Collective Dynamics of Specific Gene Ensembles Crucial for Neutrophil Differentiation: The Existence of Genome Vehicles Revealed

Science.gov (United States)

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

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.

Low Complexity Precoder and Receiver Design for Massive MIMO Systems: A Large System Analysis using Random Matrix Theory

KAUST Repository

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

A second-order unconstrained optimization method for canonical-ensemble density-functional methods

Science.gov (United States)

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.

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.

Impacts of calibration strategies and ensemble methods on ensemble flood forecasting over Lanjiang basin, Southeast China

Science.gov (United States)

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.

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)

The mesoscopic conductance of disordered rings, its random matrix theory and the generalized variable range hopping picture

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)

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.)

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)

Ensemble of ground subsidence hazard maps using fuzzy logic

Science.gov (United States)

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.

Harmony Search Based Parameter Ensemble Adaptation for Differential Evolution

Directory of Open Access Journals (Sweden)

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.

Measuring social interaction in music ensembles.

Science.gov (United States)

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).

Joys of Community Ensemble Playing: The Case of the Happy Roll Elastic Ensemble in Taiwan

Science.gov (United States)

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…

Prediction of drug synergy in cancer using ensemble-based machine learning techniques

Science.gov (United States)

Singh, Harpreet; Rana, Prashant Singh; Singh, Urvinder

2018-04-01

Drug synergy prediction plays a significant role in the medical field for inhibiting specific cancer agents. It can be developed as a pre-processing tool for therapeutic successes. Examination of different drug-drug interaction can be done by drug synergy score. It needs efficient regression-based machine learning approaches to minimize the prediction errors. Numerous machine learning techniques such as neural networks, support vector machines, random forests, LASSO, Elastic Nets, etc., have been used in the past to realize requirement as mentioned above. However, these techniques individually do not provide significant accuracy in drug synergy score. Therefore, the primary objective of this paper is to design a neuro-fuzzy-based ensembling approach. To achieve this, nine well-known machine learning techniques have been implemented by considering the drug synergy data. Based on the accuracy of each model, four techniques with high accuracy are selected to develop ensemble-based machine learning model. These models are Random forest, Fuzzy Rules Using Genetic Cooperative-Competitive Learning method (GFS.GCCL), Adaptive-Network-Based Fuzzy Inference System (ANFIS) and Dynamic Evolving Neural-Fuzzy Inference System method (DENFIS). Ensembling is achieved by evaluating the biased weighted aggregation (i.e. adding more weights to the model with a higher prediction score) of predicted data by selected models. The proposed and existing machine learning techniques have been evaluated on drug synergy score data. The comparative analysis reveals that the proposed method outperforms others in terms of accuracy, root mean square error and coefficient of correlation.

Efficient Matrix Models for Relational Learning

Science.gov (United States)

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

Ensemble Data Mining Methods

Science.gov (United States)

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.

Gridded Calibration of Ensemble Wind Vector Forecasts Using Ensemble Model Output Statistics

Science.gov (United States)

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.

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.

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

Ensemble hydrological forecast efficiency evolution over various issue dates and lead-time: case study for the Cheboksary reservoir (Volga River)

Science.gov (United States)

Gelfan, Alexander; Moreido, Vsevolod

2017-04-01

Ensemble hydrological forecasting allows for describing uncertainty caused by variability of meteorological conditions in the river basin for the forecast lead-time. At the same time, in snowmelt-dependent river basins another significant source of uncertainty relates to variability of initial conditions of the basin (snow water equivalent, soil moisture content, etc.) prior to forecast issue. Accurate long-term hydrological forecast is most crucial for large water management systems, such as the Cheboksary reservoir (the catchment area is 374 000 sq.km) located in the Middle Volga river in Russia. Accurate forecasts of water inflow volume, maximum discharge and other flow characteristics are of great value for this basin, especially before the beginning of the spring freshet season that lasts here from April to June. The semi-distributed hydrological model ECOMAG was used to develop long-term ensemble forecast of daily water inflow into the Cheboksary reservoir. To describe variability of the meteorological conditions and construct ensemble of possible weather scenarios for the lead-time of the forecast, two approaches were applied. The first one utilizes 50 weather scenarios observed in the previous years (similar to the ensemble streamflow prediction (ESP) procedure), the second one uses 1000 synthetic scenarios simulated by a stochastic weather generator. We investigated the evolution of forecast uncertainty reduction, expressed as forecast efficiency, over various consequent forecast issue dates and lead time. We analyzed the Nash-Sutcliffe efficiency of inflow hindcasts for the period 1982 to 2016 starting from 1st of March with 15 days frequency for lead-time of 1 to 6 months. This resulted in the forecast efficiency matrix with issue dates versus lead-time that allows for predictability identification of the basin. The matrix was constructed separately for observed and synthetic weather ensembles.

Hybrid vs Adaptive Ensemble Kalman Filtering for Storm Surge Forecasting

Science.gov (United States)

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.

Induction of aversive learning through thermogenetic activation of Kenyon cell ensembles in Drosophila

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.

A New Ensemble Method with Feature Space Partitioning for High-Dimensional Data Classification

Directory of Open Access Journals (Sweden)

Yongjun Piao

2015-01-01

Full Text Available Ensemble data mining methods, also known as classifier combination, are often used to improve the performance of classification. Various classifier combination methods such as bagging, boosting, and random forest have been devised and have received considerable attention in the past. However, data dimensionality increases rapidly day by day. Such a trend poses various challenges as these methods are not suitable to directly apply to high-dimensional datasets. In this paper, we propose an ensemble method for classification of high-dimensional data, with each classifier constructed from a different set of features determined by partitioning of redundant features. In our method, the redundancy of features is considered to divide the original feature space. Then, each generated feature subset is trained by a support vector machine, and the results of each classifier are combined by majority voting. The efficiency and effectiveness of our method are demonstrated through comparisons with other ensemble techniques, and the results show that our method outperforms other methods.

Pramana – Journal of Physics | Indian Academy of Sciences

Indian Academy of Sciences (India)

Transitions to universality classes of random matrix ensembles have been useful in the study of weakly-broken symmetries in quantum chaotic systems. Transitions involving Poisson as the initial ensemble have been particularly interesting. The exact two-point correlation function was derived by one of the present authors ...

Ensembl 2002: accommodating comparative genomics.

Science.gov (United States)

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.

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.

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)

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.)

The Canopy Graph and Level Statistics for Random Operators on Trees

International Nuclear Information System (INIS)

Aizenman, Michael; Warzel, Simone

2006-01-01

For operators with homogeneous disorder, it is generally expected that there is a relation between the spectral characteristics of a random operator in the infinite setup and the distribution of the energy gaps in its finite volume versions, in corresponding energy ranges. Whereas pure point spectrum of the infinite operator goes along with Poisson level statistics, it is expected that purely absolutely continuous spectrum would be associated with gap distributions resembling the corresponding random matrix ensemble. We prove that on regular rooted trees, which exhibit both spectral types, the eigenstate point process has always Poissonian limit. However, we also find that this does not contradict the picture described above if that is carefully interpreted, as the relevant limit of finite trees is not the infinite homogenous tree graph but rather a single-ended 'canopy graph.' For this tree graph, the random Schroedinger operator is proven here to have only pure-point spectrum at any strength of the disorder. For more general single-ended trees it is shown that the spectrum is always singular - pure point possibly with singular continuous component which is proven to occur in some cases

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.

Quantum ensembles of quantum classifiers.

Science.gov (United States)

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.

Tailored graph ensembles as proxies or null models for real networks I: tools for quantifying structure

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.

Uncertainty Assessment: Reservoir Inflow Forecasting with Ensemble Precipitation Forecasts and HEC-HMS

Directory of Open Access Journals (Sweden)

Sheng-Chi Yang

2014-01-01

Full Text Available During an extreme event, having accurate inflow forecasting with enough lead time helps reservoir operators decrease the impact of floods downstream. Furthermore, being able to efficiently operate reservoirs could help maximize flood protection while saving water for drier times of the year. This study combines ensemble quantitative precipitation forecasts and a hydrological model to provide a 3-day reservoir inflow in the Shihmen Reservoir, Taiwan. A total of six historical typhoons were used for model calibration, validation, and application. An understanding of cascaded uncertainties from the numerical weather model through the hydrological model is necessary for a better use for forecasting. This study thus conducted an assessment of forecast uncertainty on magnitude and timing of peak and cumulative inflows. It found that using the ensemble-mean had less uncertainty than randomly selecting individual member. The inflow forecasts with shorter length of cumulative time had a higher uncertainty. The results showed that using the ensemble precipitation forecasts with the hydrological model would have the advantage of extra lead time and serve as a valuable reference for operating reservoirs.

Strong diffusion formulation of Markov chain ensembles and its optimal weaker reductions

Science.gov (United States)

Güler, Marifi

2017-10-01

Two self-contained diffusion formulations, in the form of coupled stochastic differential equations, are developed for the temporal evolution of state densities over an ensemble of Markov chains evolving independently under a common transition rate matrix. Our first formulation derives from Kurtz's strong approximation theorem of density-dependent Markov jump processes [Stoch. Process. Their Appl. 6, 223 (1978), 10.1016/0304-4149(78)90020-0] and, therefore, strongly converges with an error bound of the order of lnN /N for ensemble size N . The second formulation eliminates some fluctuation variables, and correspondingly some noise terms, within the governing equations of the strong formulation, with the objective of achieving a simpler analytic formulation and a faster computation algorithm when the transition rates are constant or slowly varying. There, the reduction of the structural complexity is optimal in the sense that the elimination of any given set of variables takes place with the lowest attainable increase in the error bound. The resultant formulations are supported by numerical simulations.

Random matrix theory filters and currency portfolio optimisation

Science.gov (United States)

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.

A Pseudoproxy-Ensemble Study of Late-Holocene Climate Field Reconstructions Using CCA

Science.gov (United States)

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

Using support vector machine ensembles for target audience classification on Twitter.

Science.gov (United States)

Lo, Siaw Ling; Chiong, Raymond; Cornforth, David

2015-01-01

The vast amount and diversity of the content shared on social media can pose a challenge for any business wanting to use it to identify potential customers. In this paper, our aim is to investigate the use of both unsupervised and supervised learning methods for target audience classification on Twitter with minimal annotation efforts. Topic domains were automatically discovered from contents shared by followers of an account owner using Twitter Latent Dirichlet Allocation (LDA). A Support Vector Machine (SVM) ensemble was then trained using contents from different account owners of the various topic domains identified by Twitter LDA. Experimental results show that the methods presented are able to successfully identify a target audience with high accuracy. In addition, we show that using a statistical inference approach such as bootstrapping in over-sampling, instead of using random sampling, to construct training datasets can achieve a better classifier in an SVM ensemble. We conclude that such an ensemble system can take advantage of data diversity, which enables real-world applications for differentiating prospective customers from the general audience, leading to business advantage in the crowded social media space.

Using support vector machine ensembles for target audience classification on Twitter.

Directory of Open Access Journals (Sweden)

Siaw Ling Lo

Full Text Available The vast amount and diversity of the content shared on social media can pose a challenge for any business wanting to use it to identify potential customers. In this paper, our aim is to investigate the use of both unsupervised and supervised learning methods for target audience classification on Twitter with minimal annotation efforts. Topic domains were automatically discovered from contents shared by followers of an account owner using Twitter Latent Dirichlet Allocation (LDA. A Support Vector Machine (SVM ensemble was then trained using contents from different account owners of the various topic domains identified by Twitter LDA. Experimental results show that the methods presented are able to successfully identify a target audience with high accuracy. In addition, we show that using a statistical inference approach such as bootstrapping in over-sampling, instead of using random sampling, to construct training datasets can achieve a better classifier in an SVM ensemble. We conclude that such an ensemble system can take advantage of data diversity, which enables real-world applications for differentiating prospective customers from the general audience, leading to business advantage in the crowded social media space.

Musical ensembles in Ancient Mesapotamia

NARCIS (Netherlands)

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.

PSO-Ensemble Demo Application

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...

Multilevel ensemble Kalman filter

KAUST Repository

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

KAUST Repository

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.

Multi-Model Ensemble Wake Vortex Prediction

Science.gov (United States)

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.

Optical hyperpolarization of 13C nuclear spins in nanodiamond ensembles

Science.gov (United States)

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.

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.

Monthly ENSO Forecast Skill and Lagged Ensemble Size

Science.gov (United States)

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.

Multiuser Random Coding Techniques for Mismatched Decoding

OpenAIRE

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...

New technique for ensemble dressing combining Multimodel SuperEnsemble and precipitation PDF

Science.gov (United States)

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.

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.

On the density of eigenvalues of a random matrix; Concernant la densite des racines caracteristiques d'une matrice stochastique

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.

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.

A polynomial chaos ensemble hydrologic prediction system for efficient parameter inference and robust uncertainty assessment

Science.gov (United States)

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.

Using ensemble models to identify and apportion heavy metal pollution sources in agricultural soils on a local scale

International Nuclear Information System (INIS)

Wang, Qi; Xie, Zhiyi; Li, Fangbai

2015-01-01

This study aims to identify and apportion multi-source and multi-phase heavy metal pollution from natural and anthropogenic inputs using ensemble models that include stochastic gradient boosting (SGB) and random forest (RF) in agricultural soils on the local scale. The heavy metal pollution sources were quantitatively assessed, and the results illustrated the suitability of the ensemble models for the assessment of multi-source and multi-phase heavy metal pollution in agricultural soils on the local scale. The results of SGB and RF consistently demonstrated that anthropogenic sources contributed the most to the concentrations of Pb and Cd in agricultural soils in the study region and that SGB performed better than RF. - Highlights: • Ensemble models including stochastic gradient boosting and random forest are used. • The models were verified by cross-validation and SGB performed better than RF. • Heavy metal pollution sources on a local scale are identified and apportioned. • Models illustrate good suitability in assessing sources in local-scale agricultural soils. • Anthropogenic sources contributed most to soil Pb and Cd pollution in our case. - Multi-source and multi-phase pollution by heavy metals in agricultural soils on a local scale were identified and apportioned.

Effect of land model ensemble versus coupled model ensemble on the simulation of precipitation climatology and variability

Science.gov (United States)

Wei, Jiangfeng; Dirmeyer, Paul A.; Yang, Zong-Liang; Chen, Haishan

2017-10-01

Through a series of model simulations with an atmospheric general circulation model coupled to three different land surface models, this study investigates the impacts of land model ensembles and coupled model ensemble on precipitation simulation. It is found that coupling an ensemble of land models to an atmospheric model has a very minor impact on the improvement of precipitation climatology and variability, but a simple ensemble average of the precipitation from three individually coupled land-atmosphere models produces better results, especially for precipitation variability. The generally weak impact of land processes on precipitation should be the main reason that the land model ensembles do not improve precipitation simulation. However, if there are big biases in the land surface model or land surface data set, correcting them could improve the simulated climate, especially for well-constrained regional climate simulations.

Quantification of uncertainties in turbulence modeling: A comparison of physics-based and random matrix theoretic approaches

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

Comparison of projection skills of deterministic ensemble methods using pseudo-simulation data generated from multivariate Gaussian distribution

Science.gov (United States)

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.

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.

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

The Ensembl genome database project.

Science.gov (United States)

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.

A stochastic Markov chain model to describe lung cancer growth and metastasis.

Directory of Open Access Journals (Sweden)

Paul K Newton

Full Text Available A stochastic Markov chain model for metastatic progression is developed for primary lung cancer based on a network construction of metastatic sites with dynamics modeled as an ensemble of random walkers on the network. We calculate a transition matrix, with entries (transition probabilities interpreted as random variables, and use it to construct a circular bi-directional network of primary and metastatic locations based on postmortem tissue analysis of 3827 autopsies on untreated patients documenting all primary tumor locations and metastatic sites from this population. The resulting 50 potential metastatic sites are connected by directed edges with distributed weightings, where the site connections and weightings are obtained by calculating the entries of an ensemble of transition matrices so that the steady-state distribution obtained from the long-time limit of the Markov chain dynamical system corresponds to the ensemble metastatic distribution obtained from the autopsy data set. We condition our search for a transition matrix on an initial distribution of metastatic tumors obtained from the data set. Through an iterative numerical search procedure, we adjust the entries of a sequence of approximations until a transition matrix with the correct steady-state is found (up to a numerical threshold. Since this constrained linear optimization problem is underdetermined, we characterize the statistical variance of the ensemble of transition matrices calculated using the means and variances of their singular value distributions as a diagnostic tool. We interpret the ensemble averaged transition probabilities as (approximately normally distributed random variables. The model allows us to simulate and quantify disease progression pathways and timescales of progression from the lung position to other sites and we highlight several key findings based on the model.

A stochastic Markov chain model to describe lung cancer growth and metastasis.

Science.gov (United States)

Newton, Paul K; Mason, Jeremy; Bethel, Kelly; Bazhenova, Lyudmila A; Nieva, Jorge; Kuhn, Peter

2012-01-01

A stochastic Markov chain model for metastatic progression is developed for primary lung cancer based on a network construction of metastatic sites with dynamics modeled as an ensemble of random walkers on the network. We calculate a transition matrix, with entries (transition probabilities) interpreted as random variables, and use it to construct a circular bi-directional network of primary and metastatic locations based on postmortem tissue analysis of 3827 autopsies on untreated patients documenting all primary tumor locations and metastatic sites from this population. The resulting 50 potential metastatic sites are connected by directed edges with distributed weightings, where the site connections and weightings are obtained by calculating the entries of an ensemble of transition matrices so that the steady-state distribution obtained from the long-time limit of the Markov chain dynamical system corresponds to the ensemble metastatic distribution obtained from the autopsy data set. We condition our search for a transition matrix on an initial distribution of metastatic tumors obtained from the data set. Through an iterative numerical search procedure, we adjust the entries of a sequence of approximations until a transition matrix with the correct steady-state is found (up to a numerical threshold). Since this constrained linear optimization problem is underdetermined, we characterize the statistical variance of the ensemble of transition matrices calculated using the means and variances of their singular value distributions as a diagnostic tool. We interpret the ensemble averaged transition probabilities as (approximately) normally distributed random variables. The model allows us to simulate and quantify disease progression pathways and timescales of progression from the lung position to other sites and we highlight several key findings based on the model.

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.

Layered Ensemble Architecture for Time Series Forecasting.

Science.gov (United States)

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.

Exact solution of Chern-Simons-matter matrix models with characteristic/orthogonal polynomials

International Nuclear Information System (INIS)

Tierz, Miguel

2016-01-01

We solve for finite N the matrix model of supersymmetric U(N) Chern-Simons theory coupled to N f fundamental and N f anti-fundamental chiral multiplets of R-charge 1/2 and of mass m, by identifying it with an average of inverse characteristic polynomials in a Stieltjes-Wigert ensemble. This requires the computation of the Cauchy transform of the Stieltjes-Wigert polynomials, which we carry out, finding a relationship with Mordell integrals, and hence with previous analytical results on the matrix model. The semiclassical limit of the model is expressed, for arbitrary N f , in terms of a single Hermite polynomial. This result also holds for more general matter content, involving matrix models with double-sine functions.

Exact many-body dynamics with stochastic one-body density matrix evolution

International Nuclear Information System (INIS)

Lacroix, D.

2004-05-01

In this article, we discuss some properties of the exact treatment of the many-body problem with stochastic Schroedinger equation (SSE). Starting from the SSE theory, an equivalent reformulation is proposed in terms of quantum jumps in the density matrix space. The technical details of the derivation a stochastic version of the Liouville von Neumann equation are given. It is shown that the exact Many-Body problem could be replaced by an ensemble of one-body density evolution, where each density matrix evolves according to its own mean-field augmented by a one-body noise. (author)

Supplementary Material for: Compressing an Ensemble With Statistical Models: An Algorithm for Global 3D Spatio-Temporal Temperature

KAUST Repository

Castruccio, Stefano

2016-01-01

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 datasets, 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 nontrivial model to a dataset of 1 billion data points with a covariance matrix comprising of 10¹⁸ entries. Supplementary materials for this article are available online.

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

Science.gov (United States)

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.

Downscaling RCP8.5 daily temperatures and precipitation in Ontario using localized ensemble optimal interpolation (EnOI) and bias correction

Science.gov (United States)

Deng, Ziwang; Liu, Jinliang; Qiu, Xin; Zhou, Xiaolan; Zhu, Huaiping

2017-10-01

A novel method for daily temperature and precipitation downscaling is proposed in this study which combines the Ensemble Optimal Interpolation (EnOI) and bias correction techniques. For downscaling temperature, the day to day seasonal cycle of high resolution temperature of the NCEP climate forecast system reanalysis (CFSR) is used as background state. An enlarged ensemble of daily temperature anomaly relative to this seasonal cycle and information from global climate models (GCMs) are used to construct a gain matrix for each calendar day. Consequently, the relationship between large and local-scale processes represented by the gain matrix will change accordingly. The gain matrix contains information of realistic spatial correlation of temperature between different CFSR grid points, between CFSR grid points and GCM grid points, and between different GCM grid points. Therefore, this downscaling method keeps spatial consistency and reflects the interaction between local geographic and atmospheric conditions. Maximum and minimum temperatures are downscaled using the same method. For precipitation, because of the non-Gaussianity issue, a logarithmic transformation is used to daily total precipitation prior to conducting downscaling. Cross validation and independent data validation are used to evaluate this algorithm. Finally, data from a 29-member ensemble of phase 5 of the Coupled Model Intercomparison Project (CMIP5) GCMs are downscaled to CFSR grid points in Ontario for the period from 1981 to 2100. The results show that this method is capable of generating high resolution details without changing large scale characteristics. It results in much lower absolute errors in local scale details at most grid points than simple spatial downscaling methods. Biases in the downscaled data inherited from GCMs are corrected with a linear method for temperatures and distribution mapping for precipitation. The downscaled ensemble projects significant warming with amplitudes of 3

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...

AUC-Maximizing Ensembles through Metalearning.

Science.gov (United States)

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.

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....

Evaluation of the Plant-Craig stochastic convection scheme in an ensemble forecasting system

Science.gov (United States)

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.

Multilevel ensemble Kalman filtering

KAUST Repository

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.

Multilevel ensemble Kalman filtering

KAUST Repository

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.

CELES: CUDA-accelerated simulation of electromagnetic scattering by large ensembles of spheres

Science.gov (United States)

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.

Ensemble of trees approaches to risk adjustment for evaluating a hospital's performance.

Science.gov (United States)

Liu, Yang; Traskin, Mikhail; Lorch, Scott A; George, Edward I; Small, Dylan

2015-03-01

A commonly used method for evaluating a hospital's performance on an outcome is to compare the hospital's observed outcome rate to the hospital's expected outcome rate given its patient (case) mix and service. The process of calculating the hospital's expected outcome rate given its patient mix and service is called risk adjustment (Iezzoni 1997). Risk adjustment is critical for accurately evaluating and comparing hospitals' performances since we would not want to unfairly penalize a hospital just because it treats sicker patients. The key to risk adjustment is accurately estimating the probability of an Outcome given patient characteristics. For cases with binary outcomes, the method that is commonly used in risk adjustment is logistic regression. In this paper, we consider ensemble of trees methods as alternatives for risk adjustment, including random forests and Bayesian additive regression trees (BART). Both random forests and BART are modern machine learning methods that have been shown recently to have excellent performance for prediction of outcomes in many settings. We apply these methods to carry out risk adjustment for the performance of neonatal intensive care units (NICU). We show that these ensemble of trees methods outperform logistic regression in predicting mortality among babies treated in NICU, and provide a superior method of risk adjustment compared to logistic regression.

Ensembles of gustatory cortical neurons anticipate and discriminate between tastants in a single lick

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.

Information in small neuronal ensemble activity in the hippocampal CA1 during delayed non-matching to sample performance in rats

Directory of Open Access Journals (Sweden)

Takahashi Susumu

2009-09-01

Full Text Available Abstract Background The matrix-like organization of the hippocampus, with its several inputs and outputs, has given rise to several theories related to hippocampal information processing. Single-cell electrophysiological studies and studies of lesions or genetically altered animals using recognition memory tasks such as delayed non-matching-to-sample (DNMS tasks support the theories. However, a complete understanding of hippocampal function necessitates knowledge of the encoding of information by multiple neurons in a single trial. The role of neuronal ensembles in the hippocampal CA1 for a DNMS task was assessed quantitatively in this study using multi-neuronal recordings and an artificial neural network classifier as a decoder. Results The activity of small neuronal ensembles (6-18 cells over brief time intervals (2-50 ms contains accurate information specifically related to the matching/non-matching of continuously presented stimuli (stimulus comparison. The accuracy of the combination of neurons pooled over all the ensembles was markedly lower than those of the ensembles over all examined time intervals. Conclusion The results show that the spatiotemporal patterns of spiking activity among cells in the small neuronal ensemble contain much information that is specifically useful for the stimulus comparison. Small neuronal networks in the hippocampal CA1 might therefore act as a comparator during recognition memory tasks.

Bayesian ensemble refinement by replica simulations and reweighting

Science.gov (United States)

Hummer, Gerhard; Köfinger, Jürgen

2015-12-01

We describe different Bayesian ensemble refinement methods, examine their interrelation, and discuss their practical application. With ensemble refinement, the properties of dynamic and partially disordered (bio)molecular structures can be characterized by integrating a wide range of experimental data, including measurements of ensemble-averaged observables. We start from a Bayesian formulation in which the posterior is a functional that ranks different configuration space distributions. By maximizing this posterior, we derive an optimal Bayesian ensemble distribution. For discrete configurations, this optimal distribution is identical to that obtained by the maximum entropy "ensemble refinement of SAXS" (EROS) formulation. Bayesian replica ensemble refinement enhances the sampling of relevant configurations by imposing restraints on averages of observables in coupled replica molecular dynamics simulations. We show that the strength of the restraints should scale linearly with the number of replicas to ensure convergence to the optimal Bayesian result in the limit of infinitely many replicas. In the "Bayesian inference of ensembles" method, we combine the replica and EROS approaches to accelerate the convergence. An adaptive algorithm can be used to sample directly from the optimal ensemble, without replicas. We discuss the incorporation of single-molecule measurements and dynamic observables such as relaxation parameters. The theoretical analysis of different Bayesian ensemble refinement approaches provides a basis for practical applications and a starting point for further investigations.

Bivariate- distribution for transition matrix elements in Breit-Wigner to Gaussian domains of interacting particle systems.

Science.gov (United States)

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.

Time-optimal path planning in uncertain flow fields using ensemble method

KAUST Repository

Wang, Tong

2016-01-06

An ensemble-based approach is developed to conduct time-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 a set deterministic predictions is used to model and quantify uncertainty in the predictions. In the operational setting, much about dynamics, topography and forcing of the ocean environment is uncertain, and as a result a single path produced by a model simulation has limited utility. To overcome this limitation, we rely on a finitesize ensemble of deterministic forecasts to quantify the impact of variability in the dynamics. The uncertainty of 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 the resulting realizations of the uncertain current field, we predict the optimal path 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 sampling strategy, and develop insight into extensions dealing with regional or general circulation 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.

Evaluation of medium-range ensemble flood forecasting based on calibration strategies and ensemble methods in Lanjiang Basin, Southeast China

Science.gov (United States)

Liu, Li; Gao, Chao; Xuan, Weidong; Xu, Yue-Ping

2017-11-01

Ensemble flood forecasts by hydrological models using numerical weather prediction products as forcing data are becoming more commonly used in operational flood forecasting applications. In this study, a hydrological ensemble flood forecasting system comprised of an automatically calibrated Variable Infiltration Capacity 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 the parallel programmed ε-NSGA II multi-objective algorithm. According to the solutions by ε-NSGA II, two differently parameterized models are determined to simulate daily flows and peak flows at each of the three hydrological stations. Then a simple yet effective modular approach is proposed to combine these daily and peak flows at the same station into one composite series. Five ensemble methods and various evaluation metrics are adopted. The results show that ε-NSGA II can provide an objective determination on parameter estimation, and the parallel program permits a more efficient simulation. It is also demonstrated that the forecasts from ECMWF have more favorable skill scores than other Ensemble Prediction Systems. The multimodel ensembles have advantages over all the single model ensembles and the multimodel methods weighted on members and skill scores outperform other methods. Furthermore, the overall performance at three stations can be satisfactory up to ten days, however the hydrological errors can degrade the skill score by approximately 2 days, and the influence persists until a lead time of 10 days with a weakening trend. With respect to peak flows selected by the Peaks Over Threshold approach, the ensemble means from single models or multimodels are generally underestimated, indicating that the ensemble mean can bring overall improvement in forecasting of flows. For

Ensemble method for dengue prediction.

Science.gov (United States)

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.

An Effective Antifreeze Protein Predictor with Ensemble Classifiers and Comprehensive Sequence Descriptors

Directory of Open Access Journals (Sweden)

Runtao Yang

2015-09-01

Full Text Available Antifreeze proteins (AFPs play a pivotal role in the antifreeze effect of overwintering organisms. They have a wide range of applications in numerous fields, such as improving the production of crops and the quality of frozen foods. Accurate identification of AFPs may provide important clues to decipher the underlying mechanisms of AFPs in ice-binding and to facilitate the selection of the most appropriate AFPs for several applications. Based on an ensemble learning technique, this study proposes an AFP identification system called AFP-Ensemble. In this system, random forest classifiers are trained by different training subsets and then aggregated into a consensus classifier by majority voting. The resulting predictor yields a sensitivity of 0.892, a specificity of 0.940, an accuracy of 0.938 and a balanced accuracy of 0.916 on an independent dataset, which are far better than the results obtained by previous methods. These results reveal that AFP-Ensemble is an effective and promising predictor for large-scale determination of AFPs. The detailed feature analysis in this study may give useful insights into the molecular mechanisms of AFP-ice interactions and provide guidance for the related experimental validation. A web server has been designed to implement the proposed method.

Identifying Different Transportation Modes from Trajectory Data Using Tree-Based Ensemble Classifiers

Directory of Open Access Journals (Sweden)

Zhibin Xiao

2017-02-01

Full Text Available Recognition of transportation modes can be used in different applications including human behavior research, transport management and traffic control. Previous work on transportation mode recognition has often relied on using multiple sensors or matching Geographic Information System (GIS information, which is not possible in many cases. In this paper, an approach based on ensemble learning is proposed to infer hybrid transportation modes using only Global Position System (GPS data. First, in order to distinguish between different transportation modes, we used a statistical method to generate global features and extract several local features from sub-trajectories after trajectory segmentation, before these features were combined in the classification stage. Second, to obtain a better performance, we used tree-based ensemble models (Random Forest, Gradient Boosting Decision Tree, and XGBoost instead of traditional methods (K-Nearest Neighbor, Decision Tree, and Support Vector Machines to classify the different transportation modes. The experiment results on the later have shown the efficacy of our proposed approach. Among them, the XGBoost model produced the best performance with a classification accuracy of 90.77% obtained on the GEOLIFE dataset, and we used a tree-based ensemble method to ensure accurate feature selection to reduce the model complexity.

A Fault-Tolerant HPC Scheduler Extension for Large and Operational Ensemble Data Assimilation:Application to the Red Sea

KAUST Repository

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

Pathological Brain Detection Using Weiner Filtering, 2D-Discrete Wavelet Transform, Probabilistic PCA, and Random Subspace Ensemble Classifier

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.

Contact planarization of ensemble nanowires

Science.gov (United States)

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.

Ensemble forecasting of species distributions.

Science.gov (United States)

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.

A virtual pebble game to ensemble average graph rigidity.

Science.gov (United States)

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

The MIXMAX random number generator

Science.gov (United States)

Savvidy, Konstantin G.

2015-11-01

In this paper, we study the randomness properties of unimodular matrix random number generators. Under well-known conditions, these discrete-time dynamical systems have the highly desirable K-mixing properties which guarantee high quality random numbers. It is found that some widely used random number generators have poor Kolmogorov entropy and consequently fail in empirical tests of randomness. These tests show that the lowest acceptable value of the Kolmogorov entropy is around 50. Next, we provide a solution to the problem of determining the maximal period of unimodular matrix generators of pseudo-random numbers. We formulate the necessary and sufficient condition to attain the maximum period and present a family of specific generators in the MIXMAX family with superior performance and excellent statistical properties. Finally, we construct three efficient algorithms for operations with the MIXMAX matrix which is a multi-dimensional generalization of the famous cat-map. First, allowing to compute the multiplication by the MIXMAX matrix with O(N) operations. Second, to recursively compute its characteristic polynomial with O(N2) operations, and third, to apply skips of large number of steps S to the sequence in O(N2 log(S)) operations.

Random matrix theory for analyzing the brain functional network in attention deficit hyperactivity disorder

Science.gov (United States)

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.

Reproducing multi-model ensemble average with Ensemble-averaged Reconstructed Forcings (ERF) in regional climate modeling

Science.gov (United States)

Erfanian, A.; Fomenko, L.; Wang, G.

2016-12-01

Multi-model ensemble (MME) average is considered the most reliable for simulating both present-day and future climates. It has been a primary reference for making conclusions in major coordinated studies i.e. IPCC Assessment Reports and CORDEX. The biases of individual models cancel out each other in MME average, enabling the ensemble mean to outperform individual members in simulating the mean climate. This enhancement however comes with tremendous computational cost, which is especially inhibiting for regional climate modeling as model uncertainties can originate from both RCMs and the driving GCMs. Here we propose the Ensemble-based Reconstructed Forcings (ERF) approach to regional climate modeling that achieves a similar level of bias reduction at a fraction of cost compared with the conventional MME approach. The new method constructs a single set of initial and boundary conditions (IBCs) by averaging the IBCs of multiple GCMs, and drives the RCM with this ensemble average of IBCs to conduct a single run. Using a regional climate model (RegCM4.3.4-CLM4.5), we tested the method over West Africa for multiple combination of (up to six) GCMs. Our results indicate that the performance of the ERF method is comparable to that of the MME average in simulating the mean climate. The bias reduction seen in ERF simulations is achieved by using more realistic IBCs in solving the system of equations underlying the RCM physics and dynamics. This endows the new method with a theoretical advantage in addition to reducing computational cost. The ERF output is an unaltered solution of the RCM as opposed to a climate state that might not be physically plausible due to the averaging of multiple solutions with the conventional MME approach. The ERF approach should be considered for use in major international efforts such as CORDEX. Key words: Multi-model ensemble, ensemble analysis, ERF, regional climate modeling

A new strategy for snow-cover mapping using remote sensing data and ensemble based systems techniques

Science.gov (United States)

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

Conductor gestures influence evaluations of ensemble performance.

Science.gov (United States)

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

Science.gov (United States)

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.

Improving sub-pixel imperviousness change prediction by ensembling heterogeneous non-linear regression models

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.

A theory of solving TAP equations for Ising models with general invariant random matrices

DEFF Research Database (Denmark)

Opper, Manfred; Çakmak, Burak; Winther, Ole

2016-01-01

We consider the problem of solving TAP mean field equations by iteration for Ising models with coupling matrices that are drawn at random from general invariant ensembles. We develop an analysis of iterative algorithms using a dynamical functional approach that in the thermodynamic limit yields...... the iteration dependent on a Gaussian distributed field only. The TAP magnetizations are stable fixed points if a de Almeida–Thouless stability criterion is fulfilled. We illustrate our method explicitly for coupling matrices drawn from the random orthogonal ensemble....

"A space-time ensemble Kalman filter for state and parameter estimation of groundwater transport models"

Science.gov (United States)

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

Sequential ensemble-based optimal design for parameter estimation: SEQUENTIAL ENSEMBLE-BASED OPTIMAL DESIGN

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.

Modality-Driven Classification and Visualization of Ensemble Variance

Energy Technology Data Exchange (ETDEWEB)

Bensema, Kevin; Gosink, Luke; Obermaier, Harald; Joy, Kenneth I.

2016-10-01

Advances in computational power now enable domain scientists to address conceptual and parametric uncertainty by running simulations multiple times in order to sufficiently sample the uncertain input space. While this approach helps address conceptual and parametric uncertainties, the ensemble datasets produced by this technique present a special challenge to visualization researchers as the ensemble dataset records a distribution of possible values for each location in the domain. Contemporary visualization approaches that rely solely on summary statistics (e.g., mean and variance) cannot convey the detailed information encoded in ensemble distributions that are paramount to ensemble analysis; summary statistics provide no information about modality classification and modality persistence. To address this problem, we propose a novel technique that classifies high-variance locations based on the modality of the distribution of ensemble predictions. Additionally, we develop a set of confidence metrics to inform the end-user of the quality of fit between the distribution at a given location and its assigned class. We apply a similar method to time-varying ensembles to illustrate the relationship between peak variance and bimodal or multimodal behavior. These classification schemes enable a deeper understanding of the behavior of the ensemble members by distinguishing between distributions that can be described by a single tendency and distributions which reflect divergent trends in the ensemble.

On the extreme value statistics of normal random matrices and 2D Coulomb gases: Universality and finite N corrections

Science.gov (United States)

Ebrahimi, R.; Zohren, S.

2018-03-01

In this paper we extend the orthogonal polynomials approach for extreme value calculations of Hermitian random matrices, developed by Nadal and Majumdar (J. Stat. Mech. P04001 arXiv:1102.0738), to normal random matrices and 2D Coulomb gases in general. Firstly, we show that this approach provides an alternative derivation of results in the literature. More precisely, we show convergence of the rescaled eigenvalue with largest modulus of a normal Gaussian ensemble to a Gumbel distribution, as well as universality for an arbitrary radially symmetric potential. Secondly, it is shown that this approach can be generalised to obtain convergence of the eigenvalue with smallest modulus and its universality for ring distributions. Most interestingly, the here presented techniques are used to compute all slowly varying finite N correction of the above distributions, which is important for practical applications, given the slow convergence. Another interesting aspect of this work is the fact that we can use standard techniques from Hermitian random matrices to obtain the extreme value statistics of non-Hermitian random matrices resembling the large N expansion used in context of the double scaling limit of Hermitian matrix models in string theory.

Enhancing Predictive Accuracy of Cardiac Autonomic Neuropathy Using Blood Biochemistry Features and Iterative Multitier Ensembles.

Science.gov (United States)

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.

Metallic microwires obtained as replicas of etched ion tracks in polymer matrixes: Microscopy and emission properties

International Nuclear Information System (INIS)

Zagorski, D.L.; Bedin, S.A.; Oleinikov, V.A.; Polyakov, N.B.; Rybalko, O.G.; Mchedlishvili, B.V.

2009-01-01

Specially prepared porous matrixes (with through and dead-end pores of cylindrical or conical forms) were used as the templates for making ensembles of microwires. The process of electrodeposition of metal (Cu) into these pores was investigated. AFM technique was used for studying the 'composite material' (metal microwires embedded into the polymer matrix). It was shown that the combination of different modes of AFM (tapping with phase-contrast mode, contact with lateral force mode) makes it possible to detect metal in the polymer matrix. Additional spread resistance mode in the contact regime allowed to measure the electrical conductivity of a single wire. The ensembles of free-standing microwires (metallic replicas of the pores obtained after removing of the polymer matrix) were used as the substrates (for deposition of the probe) for ion emission in the mass-spectrometer. It was shown that the intensity of formed ion beam increases with increasing of power of the laser pulse and with increasing of the mass of the probe. The intensity of mass-spectra signal on the power of laser pulse has a threshold character with saturation accompanied with the appearance of dimer ions. At the same time this intensity decreases with the increasing of the surface density of wires. The effect of degradation of wires during the laser pulse irradiation was found.

Spectral correlations of the massive QCD Dirac operator at finite temperature

International Nuclear Information System (INIS)

Seif, Burkhard; Wettig, Tilo; Guhr, Thomas

1999-01-01

We use the graded eigenvalue method, a variant of the supersymmetry technique, to compute the universal spectral correlations of the QCD Dirac operator in the presence of massive dynamical quarks. The calculation is done for the chiral Gaussian unitary ensemble of random matrix theory with an arbitrary Hermitian matrix added to the Dirac matrix. This case is of interest for schematic models of OCD at finite temperature

Bioactive focus in conformational ensembles: a pluralistic approach

Science.gov (United States)

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.

Dynamic Output Feedback Control for Nonlinear Networked Control Systems with Random Packet Dropout and Random Delay

Directory of Open Access Journals (Sweden)

Shuiqing Yu

2013-01-01

Full Text Available This paper investigates the dynamic output feedback control for nonlinear networked control systems with both random packet dropout and random delay. Random packet dropout and random delay are modeled as two independent random variables. An observer-based dynamic output feedback controller is designed based upon the Lyapunov theory. The quantitative relationship of the dropout rate, transition probability matrix, and nonlinear level is derived by solving a set of linear matrix inequalities. Finally, an example is presented to illustrate the effectiveness of the proposed method.

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

Ensemble Weight Enumerators for Protograph LDPC Codes

Science.gov (United States)

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.

Approximating prediction uncertainty for random forest regression models

Science.gov (United States)

John W. Coulston; Christine E. Blinn; Valerie A. Thomas; Randolph H. Wynne

2016-01-01

Machine learning approaches such as random forest have increased for the spatial modeling and mapping of continuous variables. Random forest is a non-parametric ensemble approach, and unlike traditional regression approaches there is no direct quantification of prediction error. Understanding prediction uncertainty is important when using model-based continuous maps as...

Maximizing the Diversity of Ensemble Random Forests for Tree Genera Classification Using High Density LiDAR Data

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.

Ensemble atmospheric dispersion calculations for decision support systems

International Nuclear Information System (INIS)

Borysiewicz, M.; Potempski, S.; Galkowski, A.; Zelazny, R.

2003-01-01

This document describes two approaches to long-range atmospheric dispersion of pollutants based on the ensemble concept. In the first part of the report some experiences related to the exercises undertaken under the ENSEMBLE project of the European Union are presented. The second part is devoted to the implementation of mesoscale numerical prediction models RAMS and atmospheric dispersion model HYPACT on Beowulf cluster and theirs usage for ensemble forecasting and long range atmospheric ensemble dispersion calculations based on available meteorological data from NCEO, NOAA (USA). (author)

Extensions and applications of ensemble-of-trees methods in machine learning

Science.gov (United States)

Bleich, Justin

Ensemble-of-trees algorithms have emerged to the forefront of machine learning due to their ability to generate high forecasting accuracy for a wide array of regression and classification problems. Classic ensemble methodologies such as random forests (RF) and stochastic gradient boosting (SGB) rely on algorithmic procedures to generate fits to data. In contrast, more recent ensemble techniques such as Bayesian Additive Regression Trees (BART) and Dynamic Trees (DT) focus on an underlying Bayesian probability model to generate the fits. These new probability model-based approaches show much promise versus their algorithmic counterparts, but also offer substantial room for improvement. The first part of this thesis focuses on methodological advances for ensemble-of-trees techniques with an emphasis on the more recent Bayesian approaches. In particular, we focus on extensions of BART in four distinct ways. First, we develop a more robust implementation of BART for both research and application. We then develop a principled approach to variable selection for BART as well as the ability to naturally incorporate prior information on important covariates into the algorithm. Next, we propose a method for handling missing data that relies on the recursive structure of decision trees and does not require imputation. Last, we relax the assumption of homoskedasticity in the BART model to allow for parametric modeling of heteroskedasticity. The second part of this thesis returns to the classic algorithmic approaches in the context of classification problems with asymmetric costs of forecasting errors. First we consider the performance of RF and SGB more broadly and demonstrate its superiority to logistic regression for applications in criminology with asymmetric costs. Next, we use RF to forecast unplanned hospital readmissions upon patient discharge with asymmetric costs taken into account. Finally, we explore the construction of stable decision trees for forecasts of

Synchronization of an ensemble of oscillators regulated by their spatial movement.

Science.gov (United States)

Sarkar, Sumantra; Parmananda, P

2010-12-01

Synchronization for a collection of oscillators residing in a finite two dimensional plane is explored. The coupling between any two oscillators in this array is unidirectional, viz., master-slave configuration. Initially the oscillators are distributed randomly in space and their autonomous time-periods follow a Gaussian distribution. The duty cycles of these oscillators, which work under an on-off scenario, are normally distributed as well. It is realized that random hopping of oscillators is a necessary condition for observing global synchronization in this ensemble of oscillators. Global synchronization in the context of the present work is defined as the state in which all the oscillators are rendered identical. Furthermore, there exists an optimal amplitude of random hopping for which the attainment of this global synchronization is the fastest. The present work is deemed to be of relevance to the synchronization phenomena exhibited by pulse coupled oscillators such as a collection of fireflies. © 2010 American Institute of Physics.

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.

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.

Quantum graphs: a simple model for chaotic scattering

International Nuclear Information System (INIS)

Kottos, Tsampikos; Smilansky, Uzy

2003-01-01

We connect quantum graphs with infinite leads, and turn them into scattering systems. We show that they display all the features which characterize quantum scattering systems with an underlying classical chaotic dynamics: typical poles, delay time and conductance distributions, Ericson fluctuations, and when considered statistically, the ensemble of scattering matrices reproduces quite well the predictions of the appropriately defined random matrix ensembles. The underlying classical dynamics can be defined, and it provides important parameters which are needed for the quantum theory. In particular, we derive exact expressions for the scattering matrix, and an exact trace formula for the density of resonances, in terms of classical orbits, analogous to the semiclassical theory of chaotic scattering. We use this in order to investigate the origin of the connection between random matrix theory and the underlying classical chaotic dynamics. Being an exact theory, and due to its relative simplicity, it offers new insights into this problem which is at the forefront of the research in chaotic scattering and related fields

Exchange-correlation energy from pairing matrix fluctuation and the particle-particle random phase approximation.

Science.gov (United States)

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.

Exchange-correlation energy from pairing matrix fluctuation and the particle-particle random phase approximation

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

Chern-Simons matrix models, two-dimensional Yang-Mills theory and the Sutherland model

International Nuclear Information System (INIS)

Szabo, Richard J; Tierz, Miguel

2010-01-01

We derive some new relationships between matrix models of Chern-Simons gauge theory and of two-dimensional Yang-Mills theory. We show that q-integration of the Stieltjes-Wigert matrix model is the discrete matrix model that describes q-deformed Yang-Mills theory on S 2 . We demonstrate that the semiclassical limit of the Chern-Simons matrix model is equivalent to the Gross-Witten model in the weak-coupling phase. We study the strong-coupling limit of the unitary Chern-Simons matrix model and show that it too induces the Gross-Witten model, but as a first-order deformation of Dyson's circular ensemble. We show that the Sutherland model is intimately related to Chern-Simons gauge theory on S 3 , and hence to q-deformed Yang-Mills theory on S 2 . In particular, the ground-state wavefunction of the Sutherland model in its classical equilibrium configuration describes the Chern-Simons free energy. The correspondence is extended to Wilson line observables and to arbitrary simply laced gauge groups.

Popular Music and the Instrumental Ensemble.

Science.gov (United States)

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)

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)

Robust Face Recognition via Multi-Scale Patch-Based Matrix Regression.

Directory of Open Access Journals (Sweden)

Guangwei Gao

Full Text Available In many real-world applications such as smart card solutions, law enforcement, surveillance and access control, the limited training sample size is the most fundamental problem. By making use of the low-rank structural information of the reconstructed error image, the so-called nuclear norm-based matrix regression has been demonstrated to be effective for robust face recognition with continuous occlusions. However, the recognition performance of nuclear norm-based matrix regression degrades greatly in the face of the small sample size problem. An alternative solution to tackle this problem is performing matrix regression on each patch and then integrating the outputs from all patches. However, it is difficult to set an optimal patch size across different databases. To fully utilize the complementary information from different patch scales for the final decision, we propose a multi-scale patch-based matrix regression scheme based on which the ensemble of multi-scale outputs can be achieved optimally. Extensive experiments on benchmark face databases validate the effectiveness and robustness of our method, which outperforms several state-of-the-art patch-based face recognition algorithms.

The Wasteland of Random Supergravities

OpenAIRE

Marsh, David; McAllister, Liam; Wrase, Timm

2011-01-01

We show that in a general \\cal{N} = 1 supergravity with N \\gg 1 scalar fields, an exponentially small fraction of the de Sitter critical points are metastable vacua. Taking the superpotential and Kahler potential to be random functions, we construct a random matrix model for the Hessian matrix, which is well-approximated by the sum of a Wigner matrix and two Wishart matrices. We compute the eigenvalue spectrum analytically from the free convolution of the constituent spectra and find that in ...

Global Ensemble Forecast System (GEFS) [1 Deg.

Data.gov (United States)

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...

Bidirectional Modulation of Intrinsic Excitability in Rat Prelimbic Cortex Neuronal Ensembles and Non-Ensembles after Operant Learning.

Science.gov (United States)

Whitaker, Leslie R; Warren, Brandon L; Venniro, Marco; Harte, Tyler C; McPherson, Kylie B; Beidel, Jennifer; Bossert, Jennifer M; Shaham, Yavin; Bonci, Antonello; Hope, Bruce T

2017-09-06

Learned associations between environmental stimuli and rewards drive goal-directed learning and motivated behavior. These memories are thought to be encoded by alterations within specific patterns of sparsely distributed neurons called neuronal ensembles that are activated selectively by reward-predictive stimuli. Here, we use the Fos promoter to identify strongly activated neuronal ensembles in rat prelimbic cortex (PLC) and assess altered intrinsic excitability after 10 d of operant food self-administration training (1 h/d). First, we used the Daun02 inactivation procedure in male FosLacZ-transgenic rats to ablate selectively Fos-expressing PLC neurons that were active during operant food self-administration. Selective ablation of these neurons decreased food seeking. We then used male FosGFP-transgenic rats to assess selective alterations of intrinsic excitability in Fos-expressing neuronal ensembles (FosGFP + ) that were activated during food self-administration and compared these with alterations in less activated non-ensemble neurons (FosGFP - ). Using whole-cell recordings of layer V pyramidal neurons in an ex vivo brain slice preparation, we found that operant self-administration increased excitability of FosGFP + neurons and decreased excitability of FosGFP - neurons. Increased excitability of FosGFP + neurons was driven by increased steady-state input resistance. Decreased excitability of FosGFP - neurons was driven by increased contribution of small-conductance calcium-activated potassium (SK) channels. Injections of the specific SK channel antagonist apamin into PLC increased Fos expression but had no effect on food seeking. Overall, operant learning increased intrinsic excitability of PLC Fos-expressing neuronal ensembles that play a role in food seeking but decreased intrinsic excitability of Fos - non-ensembles. SIGNIFICANCE STATEMENT Prefrontal cortex activity plays a critical role in operant learning, but the underlying cellular mechanisms are

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

Science.gov (United States)

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.

Can single classifiers be as useful as model ensembles to produce benthic seabed substratum maps?

Science.gov (United States)

Turner, Joseph A.; Babcock, Russell C.; Hovey, Renae; Kendrick, Gary A.

2018-05-01

Numerous machine-learning classifiers are available for benthic habitat map production, which can lead to different results. This study highlights the performance of the Random Forest (RF) classifier, which was significantly better than Classification Trees (CT), Naïve Bayes (NB), and a multi-model ensemble in terms of overall accuracy, Balanced Error Rate (BER), Kappa, and area under the curve (AUC) values. RF accuracy was often higher than 90% for each substratum class, even at the most detailed level of the substratum classification and AUC values also indicated excellent performance (0.8-1). Total agreement between classifiers was high at the broadest level of classification (75-80%) when differentiating between hard and soft substratum. However, this sharply declined as the number of substratum categories increased (19-45%) including a mix of rock, gravel, pebbles, and sand. The model ensemble, produced from the results of all three classifiers by majority voting, did not show any increase in predictive performance when compared to the single RF classifier. This study shows how a single classifier may be sufficient to produce benthic seabed maps and model ensembles of multiple classifiers.

Spam comments prediction using stacking with ensemble learning

Science.gov (United States)

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.

Ensemble inequivalence: Landau theory and the ABC model

International Nuclear Information System (INIS)

Cohen, O; Mukamel, D

2012-01-01

It is well known that systems with long-range interactions may exhibit different phase diagrams when studied within two different ensembles. In many of the previously studied examples of ensemble inequivalence, the phase diagrams differ only when the transition in one of the ensembles is first order. By contrast, in a recent study of a generalized ABC model, the canonical and grand-canonical ensembles of the model were shown to differ even when they both exhibit a continuous transition. Here we show that the order of the transition where ensemble inequivalence may occur is related to the symmetry properties of the order parameter associated with the transition. This is done by analyzing the Landau expansion of a generic model with long-range interactions. The conclusions drawn from the generic analysis are demonstrated for the ABC model by explicit calculation of its Landau expansion. (paper)

An Efficient GPU General Sparse Matrix-Matrix Multiplication for Irregular Data

DEFF Research Database (Denmark)

Liu, Weifeng; Vinter, Brian

2014-01-01

General sparse matrix-matrix multiplication (SpGEMM) is a fundamental building block for numerous applications such as algebraic multigrid method, breadth first search and shortest path problem. Compared to other sparse BLAS routines, an efficient parallel SpGEMM algorithm has to handle extra...... irregularity from three aspects: (1) the number of the nonzero entries in the result sparse matrix is unknown in advance, (2) very expensive parallel insert operations at random positions in the result sparse matrix dominate the execution time, and (3) load balancing must account for sparse data in both input....... Load balancing builds on the number of the necessary arithmetic operations on the nonzero entries and is guaranteed in all stages. Compared with the state-of-the-art GPU SpGEMM methods in the CUSPARSE library and the CUSP library and the latest CPU SpGEMM method in the Intel Math Kernel Library, our...

Regionalization of post-processed ensemble runoff forecasts

Directory of Open Access Journals (Sweden)

J. O. Skøien

2016-05-01

Full Text Available For many years, meteorological models have been run with perturbated initial conditions or parameters to produce ensemble forecasts that are used as a proxy of the uncertainty of the forecasts. However, the ensembles are usually both biased (the mean is systematically too high or too low, compared with the observed weather, and has dispersion errors (the ensemble variance indicates a too low or too high confidence in the forecast, compared with the observed weather. The ensembles are therefore commonly post-processed to correct for these shortcomings. Here we look at one of these techniques, referred to as Ensemble Model Output Statistics (EMOS (Gneiting et al., 2005. Originally, the post-processing parameters were identified as a fixed set of parameters for a region. The application of our work is the European Flood Awareness System (http://www.efas.eu, where a distributed model is run with meteorological ensembles as input. We are therefore dealing with a considerably larger data set than previous analyses. We also want to regionalize the parameters themselves for other locations than the calibration gauges. The post-processing parameters are therefore estimated for each calibration station, but with a spatial penalty for deviations from neighbouring stations, depending on the expected semivariance between the calibration catchment and these stations. The estimated post-processed parameters can then be used for regionalization of the postprocessing parameters also for uncalibrated locations using top-kriging in the rtop-package (Skøien et al., 2006, 2014. We will show results from cross-validation of the methodology and although our interest is mainly in identifying exceedance probabilities for certain return levels, we will also show how the rtop package can be used for creating a set of post-processed ensembles through simulations.

Pauci ex tanto numero: reducing redundancy in multi-model ensembles

Science.gov (United States)

Solazzo, E.; Riccio, A.; Kioutsioukis, I.; Galmarini, S.

2013-02-01

We explicitly address the fundamental issue of member diversity in multi-model ensembles. To date no attempts in this direction are documented within the air quality (AQ) community, although the extensive use of ensembles in this field. Common biases and redundancy are the two issues directly deriving from lack of independence, undermining the significance of a multi-model ensemble, and are the subject of this study. Shared biases among models will determine a biased ensemble, making therefore essential the errors of the ensemble members to be independent so that bias can cancel out. Redundancy derives from having too large a portion of common variance among the members of the ensemble, producing overconfidence in the predictions and underestimation of the uncertainty. The two issues of common biases and redundancy are analysed in detail using the AQMEII ensemble of AQ model results for four air pollutants in two European regions. We show that models share large portions of bias and variance, extending well beyond those induced by common inputs. We make use of several techniques to further show that subsets of models can explain the same amount of variance as the full ensemble with the advantage of being poorly correlated. Selecting the members for generating skilful, non-redundant ensembles from such subsets proved, however, non-trivial. We propose and discuss various methods of member selection and rate the ensemble performance they produce. In most cases, the full ensemble is outscored by the reduced ones. We conclude that, although independence of outputs may not always guarantee enhancement of scores (but this depends upon the skill being investigated) we discourage selecting the members of the ensemble simply on the basis of scores, that is, independence and skills need to be considered disjointly.

A Comparison of Ensemble Kalman Filters for Storm Surge Assimilation

KAUST Repository

Altaf, Muhammad

2014-08-01

This study evaluates and compares the performances of several variants of the popular ensembleKalman filter for the assimilation of storm surge data with the advanced circulation (ADCIRC) model. Using meteorological data from Hurricane Ike to force the ADCIRC model on a domain including the Gulf ofMexico coastline, the authors implement and compare the standard stochastic ensembleKalman filter (EnKF) and three deterministic square root EnKFs: the singular evolutive interpolated Kalman (SEIK) filter, the ensemble transform Kalman filter (ETKF), and the ensemble adjustment Kalman filter (EAKF). Covariance inflation and localization are implemented in all of these filters. The results from twin experiments suggest that the square root ensemble filters could lead to very comparable performances with appropriate tuning of inflation and localization, suggesting that practical implementation details are at least as important as the choice of the square root ensemble filter itself. These filters also perform reasonably well with a relatively small ensemble size, whereas the stochastic EnKF requires larger ensemble sizes to provide similar accuracy for forecasts of storm surge.

A Comparison of Ensemble Kalman Filters for Storm Surge Assimilation

KAUST Repository

Altaf, Muhammad; Butler, T.; Mayo, T.; Luo, X.; Dawson, C.; Heemink, A. W.; Hoteit, Ibrahim

2014-01-01

This study evaluates and compares the performances of several variants of the popular ensembleKalman filter for the assimilation of storm surge data with the advanced circulation (ADCIRC) model. Using meteorological data from Hurricane Ike to force the ADCIRC model on a domain including the Gulf ofMexico coastline, the authors implement and compare the standard stochastic ensembleKalman filter (EnKF) and three deterministic square root EnKFs: the singular evolutive interpolated Kalman (SEIK) filter, the ensemble transform Kalman filter (ETKF), and the ensemble adjustment Kalman filter (EAKF). Covariance inflation and localization are implemented in all of these filters. The results from twin experiments suggest that the square root ensemble filters could lead to very comparable performances with appropriate tuning of inflation and localization, suggesting that practical implementation details are at least as important as the choice of the square root ensemble filter itself. These filters also perform reasonably well with a relatively small ensemble size, whereas the stochastic EnKF requires larger ensemble sizes to provide similar accuracy for forecasts of storm surge.

HIGH-RESOLUTION ATMOSPHERIC ENSEMBLE MODELING AT SRNL

Energy Technology Data Exchange (ETDEWEB)

Buckley, R.; Werth, D.; Chiswell, S.; Etherton, B.

2011-05-10

The High-Resolution Mid-Atlantic Forecasting Ensemble (HME) is a federated effort to improve operational forecasts related to precipitation, convection and boundary layer evolution, and fire weather utilizing data and computing resources from a diverse group of cooperating institutions in order to create a mesoscale ensemble from independent members. Collaborating organizations involved in the project include universities, National Weather Service offices, and national laboratories, including the Savannah River National Laboratory (SRNL). The ensemble system is produced from an overlapping numerical weather prediction model domain and parameter subsets provided by each contributing member. The coordination, synthesis, and dissemination of the ensemble information are performed by the Renaissance Computing Institute (RENCI) at the University of North Carolina-Chapel Hill. This paper discusses background related to the HME effort, SRNL participation, and example results available from the RENCI website.

An Improved Ensemble Learning Method for Classifying High-Dimensional and Imbalanced Biomedicine Data.

Science.gov (United States)

Yu, Hualong; Ni, Jun

2014-01-01

Training classifiers on skewed data can be technically challenging tasks, especially if the data is high-dimensional simultaneously, the tasks can become more difficult. In biomedicine field, skewed data type often appears. In this study, we try to deal with this problem by combining asymmetric bagging ensemble classifier (asBagging) that has been presented in previous work and an improved random subspace (RS) generation strategy that is called feature subspace (FSS). Specifically, FSS is a novel method to promote the balance level between accuracy and diversity of base classifiers in asBagging. In view of the strong generalization capability of support vector machine (SVM), we adopt it to be base classifier. Extensive experiments on four benchmark biomedicine data sets indicate that the proposed ensemble learning method outperforms many baseline approaches in terms of Accuracy, F-measure, G-mean and AUC evaluation criterions, thus it can be regarded as an effective and efficient tool to deal with high-dimensional and imbalanced biomedical data.

Classification of premalignant pancreatic cancer mass-spectrometry data using decision tree ensembles

Directory of Open Access Journals (Sweden)

Wong G William

2008-06-01

Full Text Available Abstract Background Pancreatic cancer is the fourth leading cause of cancer death in the United States. Consequently, identification of clinically relevant biomarkers for the early detection of this cancer type is urgently needed. In recent years, proteomics profiling techniques combined with various data analysis methods have been successfully used to gain critical insights into processes and mechanisms underlying pathologic conditions, particularly as they relate to cancer. However, the high dimensionality of proteomics data combined with their relatively small sample sizes poses a significant challenge to current data mining methodology where many of the standard methods cannot be applied directly. Here, we propose a novel methodological framework using machine learning method, in which decision tree based classifier ensembles coupled with feature selection methods, is applied to proteomics data generated from premalignant pancreatic cancer. Results This study explores the utility of three different feature selection schemas (Student t test, Wilcoxon rank sum test and genetic algorithm to reduce the high dimensionality of a pancreatic cancer proteomic dataset. Using the top features selected from each method, we compared the prediction performances of a single decision tree algorithm C4.5 with six different decision-tree based classifier ensembles (Random forest, Stacked generalization, Bagging, Adaboost, Logitboost and Multiboost. We show that ensemble classifiers always outperform single decision tree classifier in having greater accuracies and smaller prediction errors when applied to a pancreatic cancer proteomics dataset. Conclusion In our cross validation framework, classifier ensembles generally have better classification accuracies compared to that of a single decision tree when applied to a pancreatic cancer proteomic dataset, thus suggesting its utility in future proteomics data analysis. Additionally, the use of feature selection

Anisotropic properties of the enamel organic extracellular matrix.

Science.gov (United States)

do Espírito Santo, Alexandre R; Novaes, Pedro D; Line, Sérgio R P

2006-05-01

Enamel biosynthesis is initiated by the secretion, processing, and self-assembly of a complex mixture of proteins. This supramolecular ensemble controls the nucleation of the crystalline mineral phase. The detection of anisotropic properties by polarizing microscopy has been extensively used to detect macromolecular organizations in ordinary histological sections. The aim of this work was to study the birefringence of enamel organic matrix during the development of rat molar and incisor teeth. Incisor and molar teeth of rats were fixed in 2% paraformaldehyde/0.5% glutaraldehyde in 0.2 M phosphate-buffered saline (PBS), pH 7.2, and decalcified in 5% nitric acid/4% formaldehyde. After paraffin embedding, 5-microm-thick sections were obtained, treated with xylene, and hydrated. Form birefringence curves were obtained after measuring optical retardations in imbibing media, with different refractive indices. Our observations showed that enamel organic matrix of rat incisor and molar teeth is strongly birefringent, presenting an ordered supramolecular structure. The birefringence starts during the early secretion phase and disappears at the maturation phase. The analysis of enamel organic matrix birefringence may be used to detect the effects of genetic and environmental factors on the supramolecular orientation of enamel matrix and their effects on the structure of mature enamel.

The Hydrologic Ensemble Prediction Experiment (HEPEX)

Science.gov (United States)

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.

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.

Individual eigenvalue distributions of crossover chiral random matrices and low-energy constants of SU(2) × U(1) lattice gauge theory

Science.gov (United States)

Yamamoto, Takuya; Nishigaki, Shinsuke M.

2018-02-01

We compute individual distributions of low-lying eigenvalues of a chiral random matrix ensemble interpolating symplectic and unitary symmetry classes by the Nyström-type method of evaluating the Fredholm Pfaffian and resolvents of the quaternion kernel. The one-parameter family of these distributions is shown to fit excellently the Dirac spectra of SU(2) lattice gauge theory with a constant U(1) background or dynamically fluctuating U(1) gauge field, which weakly breaks the pseudoreality of the unperturbed SU(2) Dirac operator. The observed linear dependence of the crossover parameter with the strength of the U(1) perturbations leads to precise determination of the pseudo-scalar decay constant, as well as the chiral condensate in the effective chiral Lagrangian of the AI class.

Many-Body Quantum Chaos: Analytic Connection to Random Matrix Theory

Science.gov (United States)

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

Pauci ex tanto numero: reduce redundancy in multi-model ensembles

Science.gov (United States)

Solazzo, E.; Riccio, A.; Kioutsioukis, I.; Galmarini, S.

2013-08-01

We explicitly address the fundamental issue of member diversity in multi-model ensembles. To date, no attempts in this direction have been documented within the air quality (AQ) community despite the extensive use of ensembles in this field. Common biases and redundancy are the two issues directly deriving from lack of independence, undermining the significance of a multi-model ensemble, and are the subject of this study. Shared, dependant biases among models do not cancel out but will instead determine a biased ensemble. Redundancy derives from having too large a portion of common variance among the members of the ensemble, producing overconfidence in the predictions and underestimation of the uncertainty. The two issues of common biases and redundancy are analysed in detail using the AQMEII ensemble of AQ model results for four air pollutants in two European regions. We show that models share large portions of bias and variance, extending well beyond those induced by common inputs. We make use of several techniques to further show that subsets of models can explain the same amount of variance as the full ensemble with the advantage of being poorly correlated. Selecting the members for generating skilful, non-redundant ensembles from such subsets proved, however, non-trivial. We propose and discuss various methods of member selection and rate the ensemble performance they produce. In most cases, the full ensemble is outscored by the reduced ones. We conclude that, although independence of outputs may not always guarantee enhancement of scores (but this depends upon the skill being investigated), we discourage selecting the members of the ensemble simply on the basis of scores; that is, independence and skills need to be considered disjointly.

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...

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.

Many-body quantum chaos: Recent developments and applications to nuclei

International Nuclear Information System (INIS)

Gomez, J.M.G.; Kar, K.; Kota, V.K.B.; Molina, R.A.; Relano, A.; Retamosa, J.

2011-01-01

In the last decade, there has been an increasing interest in the analysis of energy level spectra and wave functions of nuclei, particles, atoms and other quantum many-body systems by means of statistical methods and random matrix ensembles. The concept of quantum chaos plays a central role for understanding the universal properties of the energy spectrum of quantum systems. Since these properties concern the whole spectrum, statistical methods become an essential tool. Besides random matrix theory, new theoretical developments making use of information theory, time series analysis, and the merging of thermodynamics and the semiclassical approximation are emphasized. Applications of these methods to quantum systems, especially to atomic nuclei, are reviewed. We focus on recent developments like the study of 'imperfect spectra' to estimate the degree of symmetry breaking or the fraction of missing levels, the existence of chaos remnants in nuclear masses, the onset of chaos in nuclei, and advances in the comprehension of the Hamiltonian structure in many-body systems. Finally, some applications of statistical spectroscopy methods generated by many-body chaos and two-body random matrix ensembles are described, with emphasis on Gamow-Teller strength sums and beta decay rates for stellar evolution and supernovae.

Advances in sequential data assimilation and numerical weather forecasting: An Ensemble Transform Kalman-Bucy Filter, a study on clustering in deterministic ensemble square root filters, and a test of a new time stepping scheme in an atmospheric model

Science.gov (United States)

Amezcua, Javier

This dissertation deals with aspects of sequential data assimilation (in particular ensemble Kalman filtering) and numerical weather forecasting. In the first part, the recently formulated Ensemble Kalman-Bucy (EnKBF) filter is revisited. It is shown that the previously used numerical integration scheme fails when the magnitude of the background error covariance grows beyond that of the observational error covariance in the forecast window. Therefore, we present a suitable integration scheme that handles the stiffening of the differential equations involved and doesn't represent further computational expense. Moreover, a transform-based alternative to the EnKBF is developed: under this scheme, the operations are performed in the ensemble space instead of in the state space. Advantages of this formulation are explained. For the first time, the EnKBF is implemented in an atmospheric model. The second part of this work deals with ensemble clustering, a phenomenon that arises when performing data assimilation using of deterministic ensemble square root filters in highly nonlinear forecast models. Namely, an M-member ensemble detaches into an outlier and a cluster of M-1 members. Previous works may suggest that this issue represents a failure of EnSRFs; this work dispels that notion. It is shown that ensemble clustering can be reverted also due to nonlinear processes, in particular the alternation between nonlinear expansion and compression of the ensemble for different regions of the attractor. Some EnSRFs that use random rotations have been developed to overcome this issue; these formulations are analyzed and their advantages and disadvantages with respect to common EnSRFs are discussed. The third and last part contains the implementation of the Robert-Asselin-Williams (RAW) filter in an atmospheric model. The RAW filter is an improvement to the widely popular Robert-Asselin filter that successfully suppresses spurious computational waves while avoiding any distortion

Boosting iterative stochastic ensemble method for nonlinear calibration of subsurface flow models

KAUST Repository

Elsheikh, Ahmed H.

2013-06-01

A novel parameter estimation algorithm is proposed. The inverse problem is formulated as a sequential data integration problem in which Gaussian process regression (GPR) is used to integrate the prior knowledge (static data). The search space is further parameterized using Karhunen-Loève expansion to build a set of basis functions that spans the search space. Optimal weights of the reduced basis functions are estimated by an iterative stochastic ensemble method (ISEM). ISEM employs directional derivatives within a Gauss-Newton iteration for efficient gradient estimation. The resulting update equation relies on the inverse of the output covariance matrix which is rank deficient.In the proposed algorithm we use an iterative regularization based on the ℓ2 Boosting algorithm. ℓ2 Boosting iteratively fits the residual and the amount of regularization is controlled by the number of iterations. A termination criteria based on Akaike information criterion (AIC) is utilized. This regularization method is very attractive in terms of performance and simplicity of implementation. The proposed algorithm combining ISEM and ℓ2 Boosting is evaluated on several nonlinear subsurface flow parameter estimation problems. The efficiency of the proposed algorithm is demonstrated by the small size of utilized ensembles and in terms of error convergence rates. © 2013 Elsevier B.V.

Decadal climate predictions improved by ocean ensemble dispersion filtering

Science.gov (United States)

Kadow, C.; Illing, S.; Kröner, I.; Ulbrich, U.; Cubasch, U.

2017-06-01

Decadal predictions by Earth system models aim to capture the state and phase of the climate several years in advance. Atmosphere-ocean interaction plays an important role for such climate forecasts. While short-term weather forecasts represent an initial value problem and long-term climate projections represent a boundary condition problem, the decadal climate prediction falls in-between these two time scales. In recent years, more precise initialization techniques of coupled Earth system models and increased ensemble sizes have improved decadal predictions. However, climate models in general start losing the initialized signal and its predictive skill from one forecast year to the next. Here we show that the climate prediction skill of an Earth system model can be improved by a shift of the ocean state toward the ensemble mean of its individual members at seasonal intervals. We found that this procedure, called ensemble dispersion filter, results in more accurate results than the standard decadal prediction. Global mean and regional temperature, precipitation, and winter cyclone predictions show an increased skill up to 5 years ahead. Furthermore, the novel technique outperforms predictions with larger ensembles and higher resolution. Our results demonstrate how decadal climate predictions benefit from ocean ensemble dispersion filtering toward the ensemble mean.Plain Language SummaryDecadal predictions aim to predict the climate several years in advance. Atmosphere-ocean interaction plays an important role for such climate forecasts. The ocean memory due to its heat capacity holds big potential skill. In recent years, more precise initialization techniques of coupled Earth system models (incl. atmosphere and ocean) have improved decadal predictions. Ensembles are another important aspect. Applying slightly perturbed predictions to trigger the famous butterfly effect results in an ensemble. Instead of evaluating one prediction, but the whole ensemble with its