On cross-currency models with stochastic volatility and correlated interest rates

NARCIS (Netherlands)

Grzelak, L.A.; Oosterlee, C.W.

2010-01-01

We construct multi-currency models with stochastic volatility and correlated stochastic interest rates with a full matrix of correlations. We first deal with a foreign exchange (FX) model of Heston-type, in which the domestic and foreign interest rates are generated by the short-rate process of

Stochastic background search correlating ALLEGRO with LIGO engineering data

Energy Technology Data Exchange (ETDEWEB)

Whelan, John T [Department of Physics, Loyola University, New Orleans, Louisiana 70118 (United States); Daw, Edward [Department of Physics and Astronomy, Louisiana State University, Baton Rouge, Louisiana 70803 (United States); Heng, Ik Siong [Max-Planck-Institut fuer Gravitationsphysik, Albert-Einstein-Institut, Aussenstelle Hannover, D-30167 Hannover (Germany); McHugh, Martin P [Department of Physics, Loyola University, New Orleans, Louisiana 70118 (United States); Lazzarini, Albert [LIGO Laboratory, California Institute of Technology, Pasadena, CA 91125 (United States)

2003-09-07

We describe the role of correlation measurements between the LIGO interferometer in Livingston, LA, and the ALLEGRO resonant bar detector in Baton Rouge, LA, in searches for a stochastic background of gravitational waves. Such measurements provide a valuable complement to correlations between interferometers at the two LIGO sites, since they are sensitive in a different, higher, frequency band. Additionally, the variable orientation of the ALLEGRO detector provides a means to distinguish gravitational wave correlations from correlated environmental noise. We describe the analysis underway to set a limit on the strength of a stochastic background at frequencies near 900 Hz using ALLEGRO data and data from LIGO's E7 Engineering Run.

Ranking shortest paths in Stochastic time-denpendent networks

DEFF Research Database (Denmark)

Nielsen, Lars Relund; Andersen, Kim Allan; Pretolani, Daniele

A substantial amount of research has been devoted to the shortest path problem in networks where travel times are stochastic or (deterministic and) time-dependent. More recently, a growing interest has been attracted by networks that are both stochastic and time-dependent. In these networks, the ...... present a computational comparison of time-adaptive and a priori route choices, pointing out the effect of travel time and cost distributions. The reported results show that, under realistic distributions, our solution methods are effective.......A substantial amount of research has been devoted to the shortest path problem in networks where travel times are stochastic or (deterministic and) time-dependent. More recently, a growing interest has been attracted by networks that are both stochastic and time-dependent. In these networks...

Stochastic Geometric Models with Non-stationary Spatial Correlations in Lagrangian Fluid Flows

Science.gov (United States)

Gay-Balmaz, François; Holm, Darryl D.

2018-01-01

Inspired by spatiotemporal observations from satellites of the trajectories of objects drifting near the surface of the ocean in the National Oceanic and Atmospheric Administration's "Global Drifter Program", this paper develops data-driven stochastic models of geophysical fluid dynamics (GFD) with non-stationary spatial correlations representing the dynamical behaviour of oceanic currents. Three models are considered. Model 1 from Holm (Proc R Soc A 471:20140963, 2015) is reviewed, in which the spatial correlations are time independent. Two new models, called Model 2 and Model 3, introduce two different symmetry breaking mechanisms by which the spatial correlations may be advected by the flow. These models are derived using reduction by symmetry of stochastic variational principles, leading to stochastic Hamiltonian systems, whose momentum maps, conservation laws and Lie-Poisson bracket structures are used in developing the new stochastic Hamiltonian models of GFD.

Stochastic Geometric Models with Non-stationary Spatial Correlations in Lagrangian Fluid Flows

Science.gov (United States)

Gay-Balmaz, François; Holm, Darryl D.

2018-06-01

Inspired by spatiotemporal observations from satellites of the trajectories of objects drifting near the surface of the ocean in the National Oceanic and Atmospheric Administration's "Global Drifter Program", this paper develops data-driven stochastic models of geophysical fluid dynamics (GFD) with non-stationary spatial correlations representing the dynamical behaviour of oceanic currents. Three models are considered. Model 1 from Holm (Proc R Soc A 471:20140963, 2015) is reviewed, in which the spatial correlations are time independent. Two new models, called Model 2 and Model 3, introduce two different symmetry breaking mechanisms by which the spatial correlations may be advected by the flow. These models are derived using reduction by symmetry of stochastic variational principles, leading to stochastic Hamiltonian systems, whose momentum maps, conservation laws and Lie-Poisson bracket structures are used in developing the new stochastic Hamiltonian models of GFD.

A multivariate and stochastic approach to identify key variables to rank dairy farms on profitability.

Science.gov (United States)

Atzori, A S; Tedeschi, L O; Cannas, A

2013-05-01

The economic efficiency of dairy farms is the main goal of farmers. The objective of this work was to use routinely available information at the dairy farm level to develop an index of profitability to rank dairy farms and to assist the decision-making process of farmers to increase the economic efficiency of the entire system. A stochastic modeling approach was used to study the relationships between inputs and profitability (i.e., income over feed cost; IOFC) of dairy cattle farms. The IOFC was calculated as: milk revenue + value of male calves + culling revenue - herd feed costs. Two databases were created. The first one was a development database, which was created from technical and economic variables collected in 135 dairy farms. The second one was a synthetic database (sDB) created from 5,000 synthetic dairy farms using the Monte Carlo technique and based on the characteristics of the development database data. The sDB was used to develop a ranking index as follows: (1) principal component analysis (PCA), excluding IOFC, was used to identify principal components (sPC); and (2) coefficient estimates of a multiple regression of the IOFC on the sPC were obtained. Then, the eigenvectors of the sPC were used to compute the principal component values for the original 135 dairy farms that were used with the multiple regression coefficient estimates to predict IOFC (dRI; ranking index from development database). The dRI was used to rank the original 135 dairy farms. The PCA explained 77.6% of the sDB variability and 4 sPC were selected. The sPC were associated with herd profile, milk quality and payment, poor management, and reproduction based on the significant variables of the sPC. The mean IOFC in the sDB was 0.1377 ± 0.0162 euros per liter of milk (€/L). The dRI explained 81% of the variability of the IOFC calculated for the 135 original farms. When the number of farms below and above 1 standard deviation (SD) of the dRI were calculated, we found that 21

Nonperturbative stochastic dynamics driven by strongly correlated colored noise

Science.gov (United States)

Jing, Jun; Li, Rui; You, J. Q.; Yu, Ting

2015-02-01

We propose a quantum model consisting of two remote qubits interacting with two correlated colored noises and establish an exact stochastic Schrödinger equation for this open quantum system. It is shown that the quantum dynamics of the qubit system is profoundly modulated by the mutual correlation between baths and the bath memory capability through dissipation and fluctuation. We report a physical effect on generating inner correlation and entanglement of two distant qubits arising from the strong bath-bath correlation.

Suprathreshold stochastic resonance in neural processing tuned by correlation.

Science.gov (United States)

Durrant, Simon; Kang, Yanmei; Stocks, Nigel; Feng, Jianfeng

2011-07-01

Suprathreshold stochastic resonance (SSR) is examined in the context of integrate-and-fire neurons, with an emphasis on the role of correlation in the neuronal firing. We employed a model based on a network of spiking neurons which received synaptic inputs modeled by Poisson processes stimulated by a stepped input signal. The smoothed ensemble firing rate provided an output signal, and the mutual information between this signal and the input was calculated for networks with different noise levels and different numbers of neurons. It was found that an SSR effect was present in this context. We then examined a more biophysically plausible scenario where the noise was not controlled directly, but instead was tuned by the correlation between the inputs. The SSR effect remained present in this scenario with nonzero noise providing improved information transmission, and it was found that negative correlation between the inputs was optimal. Finally, an examination of SSR in the context of this model revealed its connection with more traditional stochastic resonance and showed a trade-off between supratheshold and subthreshold components. We discuss these results in the context of existing empirical evidence concerning correlations in neuronal firing.

Ranking Performance Measures in Multi-Task Agencies

DEFF Research Database (Denmark)

Christensen, Peter Ove; Sabac, Florin; Tian, Joyce

2010-01-01

We derive sufficient conditions for ranking performance evaluation systems in multi-task agency models (using both optimal and linear contracts) in terms of a second-order stochastic dominance (SSD) condition on the likelihood ratios. The SSD condition can be replaced by a variance-covariance mat......We derive sufficient conditions for ranking performance evaluation systems in multi-task agency models (using both optimal and linear contracts) in terms of a second-order stochastic dominance (SSD) condition on the likelihood ratios. The SSD condition can be replaced by a variance...

Interferences, ghost images and other quantum correlations according to stochastic optics

International Nuclear Information System (INIS)

Fonseca da Silva, Luciano; Dechoum, Kaled

2012-01-01

There are an extensive variety of experiments in quantum optics that emphasize the non-local character of the coincidence measurements recorded by spatially separated photocounters. These are the cases of ghost image and other interference experiments based on correlated photons produced in, for instance, the process of parametric down-conversion or photon cascades. We propose to analyse some of these correlations in the light of stochastic optics, a local formalism based on classical electrodynamics with added background fluctuations that simulate the vacuum field of quantum electrodynamics, and raise the following question: can these experiments be used to distinguish between quantum entanglement and classical correlations? - Highlights: ► We analyse some quantum correlations in the light of stochastic optics. ► We study how vacuum fluctuations can rule quantum correlations. ► Many criteria cannot be considered a boundary between quantum and classical theories. ► Non-locality is a misused term in relation to many observed experiments.

Oriented stochastic data envelopment models: ranking comparison to stochastic frontier approach

Czech Academy of Sciences Publication Activity Database

Brázdik, František

-, č. 271 (2005), s. 1-46 ISSN 1211-3298 Institutional research plan: CEZ:AV0Z70850503 Keywords : stochastic data envelopment analysis * linear programming * rice farm Subject RIV: AH - Economics http://www.cerge-ei.cz/pdf/wp/Wp271.pdf

A study of metrics of distance and correlation between ranked lists for compositionality detection

DEFF Research Database (Denmark)

Lioma, Christina; Hansen, Niels Dalum

2017-01-01

affects the measurement of semantic similarity. We propose a new compositionality detection method that represents phrases as ranked lists of term weights. Our method approximates the semantic similarity between two ranked list representations using a range of well-known distance and correlation metrics...... of compositionality using any of the distance and correlation metrics considered....

Stochastic resonance driven by time-modulated correlated coloured noise sources in a single-mode laser

International Nuclear Information System (INIS)

De-Yi, Chen; Li, Zhang

2009-01-01

This paper investigates the phenomenon of stochastic resonance in a single-mode laser driven by time-modulated correlated coloured noise sources. The power spectrum and signal-to-noise ratio R of the laser intensity are calculated by the linear approximation. The effects caused by noise self-correlation time τ 1 , τ 2 and cross-correlated time τ 3 for stochastic resonance are analysed in two ways: τ 1 , τ 2 and τ 3 are taken to be the independent variables and the parameters respectively. The effects of the gain coefficient Γ and loss coefficient K on the stochastic resonance are also discussed. It is found that besides the presence of the standard form and the broad sense of stochastic resonance, the number of extrema in the curve of R versus K is reduced with the increase of the gain coefficient Γ

Sex-reversed correlation between stress levels and dominance rank in a captive non-breeder flock of crows.

Science.gov (United States)

Ode, Minami; Asaba, Akari; Miyazawa, Eri; Mogi, Kazutaka; Kikusui, Takefumi; Izawa, Ei-Ichi

2015-07-01

Group living has both benefits and costs to individuals; benefits include efficient acquisition of resources, and costs include stress from social conflicts among group members. Such social challenges result in hierarchical dominance ranking among group members as a solution to avoid escalating conflict that causes different levels of basal stress between individuals at different ranks. Stress-associated glucocorticoid (corticosterone in rodents and birds; CORT) levels are known to correlate with dominance rank in diverse taxa and to covary with various social factors, such as sex and dominance maintenance styles. Although there is much evidence for sex differences in the basal levels of CORT in various species, the correlation of sex differences in basal CORT with dominance rank is poorly understood. We investigated the correlation between CORT metabolites (CM) in the droppings and social factors, including rank and sex, in a captive non-breeder group of crows. In this group, all the single males dominated all the single females, and dominance ranks were stable among single males but relatively unstable among single females. CM levels and rank were significantly correlated in a sex-reversed fashion: males at higher rank (i.e., more dominant) had higher CM, whereas females at higher rank exhibited lower CM. This is the first evidence of sex-reversed patterns of CM-rank correlation in birds. The results suggest that different mechanisms of stress-dominance relationships operate on the sexes in non-breeder crow aggregations; in males, stress is associated with the cost of aggressive displays, whereas females experience subordination stress due to males' overt aggression. Copyright © 2015 Elsevier Inc. All rights reserved.

Stochastic resonance in a delayed triple-well potential driven by correlated noises.

Science.gov (United States)

Xu, Pengfei; Jin, Yanfei; Xiao, Shaomin

2017-11-01

In this paper, we investigate stochastic resonance (SR) in a delayed triple-well potential subject to correlated noises and a harmonic signal. The stationary probability density, together with the response amplitude of the system, is obtained by using the small time delay approximation. It is found that the time delay, noise intensities, and the cross-correlation between noises can induce the occurrence of the transition. Moreover, the appropriate choice of noise intensities and time delay can improve the output of the system, enhance the SR effect, and lead to the phenomenon of noise enhanced stability. Especially, the stochastic multi-resonance phenomenon is observed when the multiplicative and additive noises are correlated. Finally, the theoretical results are well verified through numerical simulations.

Ranking paths in stochastic time-dependent networks

DEFF Research Database (Denmark)

Nielsen, Lars Relund; Andersen, Kim Allan; Pretolani, Daniele D.

2014-01-01

In this paper we address optimal routing problems in networks where travel times are both stochastic and time-dependent. In these networks, the best route choice is not necessarily a path, but rather a time-adaptive strategy that assigns successors to nodes as a function of time. Nevertheless, in...

Block models and personalized PageRank.

Science.gov (United States)

Kloumann, Isabel M; Ugander, Johan; Kleinberg, Jon

2017-01-03

Methods for ranking the importance of nodes in a network have a rich history in machine learning and across domains that analyze structured data. Recent work has evaluated these methods through the "seed set expansion problem": given a subset [Formula: see text] of nodes from a community of interest in an underlying graph, can we reliably identify the rest of the community? We start from the observation that the most widely used techniques for this problem, personalized PageRank and heat kernel methods, operate in the space of "landing probabilities" of a random walk rooted at the seed set, ranking nodes according to weighted sums of landing probabilities of different length walks. Both schemes, however, lack an a priori relationship to the seed set objective. In this work, we develop a principled framework for evaluating ranking methods by studying seed set expansion applied to the stochastic block model. We derive the optimal gradient for separating the landing probabilities of two classes in a stochastic block model and find, surprisingly, that under reasonable assumptions the gradient is asymptotically equivalent to personalized PageRank for a specific choice of the PageRank parameter [Formula: see text] that depends on the block model parameters. This connection provides a formal motivation for the success of personalized PageRank in seed set expansion and node ranking generally. We use this connection to propose more advanced techniques incorporating higher moments of landing probabilities; our advanced methods exhibit greatly improved performance, despite being simple linear classification rules, and are even competitive with belief propagation.

Stochastic volatility and stochastic leverage

DEFF Research Database (Denmark)

Veraart, Almut; Veraart, Luitgard A. M.

This paper proposes the new concept of stochastic leverage in stochastic volatility models. Stochastic leverage refers to a stochastic process which replaces the classical constant correlation parameter between the asset return and the stochastic volatility process. We provide a systematic...... treatment of stochastic leverage and propose to model the stochastic leverage effect explicitly, e.g. by means of a linear transformation of a Jacobi process. Such models are both analytically tractable and allow for a direct economic interpretation. In particular, we propose two new stochastic volatility...... models which allow for a stochastic leverage effect: the generalised Heston model and the generalised Barndorff-Nielsen & Shephard model. We investigate the impact of a stochastic leverage effect in the risk neutral world by focusing on implied volatilities generated by option prices derived from our new...

Correlative Stochastic Optical Reconstruction Microscopy and Electron Microscopy

Science.gov (United States)

Kim, Doory; Deerinck, Thomas J.; Sigal, Yaron M.; Babcock, Hazen P.; Ellisman, Mark H.; Zhuang, Xiaowei

2015-01-01

Correlative fluorescence light microscopy and electron microscopy allows the imaging of spatial distributions of specific biomolecules in the context of cellular ultrastructure. Recent development of super-resolution fluorescence microscopy allows the location of molecules to be determined with nanometer-scale spatial resolution. However, correlative super-resolution fluorescence microscopy and electron microscopy (EM) still remains challenging because the optimal specimen preparation and imaging conditions for super-resolution fluorescence microscopy and EM are often not compatible. Here, we have developed several experiment protocols for correlative stochastic optical reconstruction microscopy (STORM) and EM methods, both for un-embedded samples by applying EM-specific sample preparations after STORM imaging and for embedded and sectioned samples by optimizing the fluorescence under EM fixation, staining and embedding conditions. We demonstrated these methods using a variety of cellular targets. PMID:25874453

PageRank and rank-reversal dependence on the damping factor

Science.gov (United States)

Son, S.-W.; Christensen, C.; Grassberger, P.; Paczuski, M.

2012-12-01

PageRank (PR) is an algorithm originally developed by Google to evaluate the importance of web pages. Considering how deeply rooted Google's PR algorithm is to gathering relevant information or to the success of modern businesses, the question of rank stability and choice of the damping factor (a parameter in the algorithm) is clearly important. We investigate PR as a function of the damping factor d on a network obtained from a domain of the World Wide Web, finding that rank reversal happens frequently over a broad range of PR (and of d). We use three different correlation measures, Pearson, Spearman, and Kendall, to study rank reversal as d changes, and we show that the correlation of PR vectors drops rapidly as d changes from its frequently cited value, d0=0.85. Rank reversal is also observed by measuring the Spearman and Kendall rank correlation, which evaluate relative ranks rather than absolute PR. Rank reversal happens not only in directed networks containing rank sinks but also in a single strongly connected component, which by definition does not contain any sinks. We relate rank reversals to rank pockets and bottlenecks in the directed network structure. For the network studied, the relative rank is more stable by our measures around d=0.65 than at d=d0.

PageRank and rank-reversal dependence on the damping factor.

Science.gov (United States)

Son, S-W; Christensen, C; Grassberger, P; Paczuski, M

2012-12-01

PageRank (PR) is an algorithm originally developed by Google to evaluate the importance of web pages. Considering how deeply rooted Google's PR algorithm is to gathering relevant information or to the success of modern businesses, the question of rank stability and choice of the damping factor (a parameter in the algorithm) is clearly important. We investigate PR as a function of the damping factor d on a network obtained from a domain of the World Wide Web, finding that rank reversal happens frequently over a broad range of PR (and of d). We use three different correlation measures, Pearson, Spearman, and Kendall, to study rank reversal as d changes, and we show that the correlation of PR vectors drops rapidly as d changes from its frequently cited value, d_{0}=0.85. Rank reversal is also observed by measuring the Spearman and Kendall rank correlation, which evaluate relative ranks rather than absolute PR. Rank reversal happens not only in directed networks containing rank sinks but also in a single strongly connected component, which by definition does not contain any sinks. We relate rank reversals to rank pockets and bottlenecks in the directed network structure. For the network studied, the relative rank is more stable by our measures around d=0.65 than at d=d_{0}.

Thalamo-Sensorimotor Functional Connectivity Correlates with World Ranking of Olympic, Elite, and High Performance Athletes

Directory of Open Access Journals (Sweden)

Zirui Huang

2017-01-01

Full Text Available Brain plasticity studies have shown functional reorganization in participants with outstanding motor expertise. Little is known about neural plasticity associated with exceptionally long motor training or of its predictive value for motor performance excellence. The present study utilised resting-state functional magnetic resonance imaging (rs-fMRI in a unique sample of world-class athletes: Olympic, elite, and internationally ranked swimmers (n=30. Their world ranking ranged from 1st to 250th: each had prepared for participation in the Olympic Games. Combining rs-fMRI graph-theoretical and seed-based functional connectivity analyses, it was discovered that the thalamus has its strongest connections with the sensorimotor network in elite swimmers with the highest world rankings (career best rank: 1–35. Strikingly, thalamo-sensorimotor functional connections were highly correlated with the swimmers’ motor performance excellence, that is, accounting for 41% of the individual variance in best world ranking. Our findings shed light on neural correlates of long-term athletic performance involving thalamo-sensorimotor functional circuits.

Determining factors behind the PageRank log-log plot

NARCIS (Netherlands)

Volkovich, Y.; Litvak, Nelli; Donato, D.

We study the relation between PageRank and other parameters of information networks such as in-degree, out-degree, and the fraction of dangling nodes. We model this relation through a stochastic equation inspired by the original definition of PageRank. Further, we use the theory of regular variation

Stochastic energy management of renewable micro-grids in the correlated environment using unscented transformation

International Nuclear Information System (INIS)

Tabatabaee, Sajad; Mortazavi, Seyed Saeedallah; Niknam, Taher

2016-01-01

This paper addresses the optimal stochastic scheduling of the distributed generation units in a micro-grid. In this way, it introduces a new sufficient stochastic framework to model the correlated uncertainties in the micro-grid that includes different types of RESs such as photovoltaics, wind turbines, micro-turbine, fuel cell as well as battery as the storage device. The proposed stochastic method makes use of unscented transforms to model correlated uncertain parameters. The ability of the unscented transform method to model correlated uncertain variables is particularly appealing in the context of power systems, wherein noticeable inherent correlation exists. Due to the highly complex nature of the problem, a new optimization method based on the harmony search algorithm along with an intelligent modification method is devised to solve the proposed optimization problem, efficiently. The proposed optimization algorithm is equipped with powerful search mechanisms that make it suitable for solving both discrete and continuous problems. In comparison with the original harmony search algorithm, the proposed modified optimization algorithm has few setting parameters. The new modified harmony search algorithm provides proper balance between the local and global searches. The feasibility and satisfactory performance of performance of the proposed method are examined on two typical grid-connected MGs. - Highlights: • Introducing a new artificial optimization algorithm based on HS evolutionary technique. • Introducing a new stochastic framework based on unscented transform to model the uncertainties of the problem. • Proposing a new modification method for HS to improve its total search ability.

Effect of spatially correlated noise on stochastic synchronization in globally coupled FitzHugh-Nagumo neuron systems

Directory of Open Access Journals (Sweden)

Yange Shao

2014-01-01

Full Text Available The phenomenon of stochastic synchronization in globally coupled FitzHugh-Nagumo (FHN neuron system subjected to spatially correlated Gaussian noise is investigated based on dynamical mean-field approximation (DMA and direct simulation (DS. Results from DMA are in good quantitative or qualitative agreement with those from DS for weak noise intensity and larger system size. Whether the consisting single FHN neuron is staying at the resting state, subthreshold oscillatory regime, or the spiking state, our investigation shows that the synchronization ratio of the globally coupled system becomes higher as the noise correlation coefficient increases, and thus we conclude that spatial correlation has an active effect on stochastic synchronization, and the neurons can achieve complete synchronization in the sense of statistics when the noise correlation coefficient tends to one. Our investigation also discloses that the noise spatial correlation plays the same beneficial role as the global coupling strength in enhancing stochastic synchronization in the ensemble. The result might be useful in understanding the information coding mechanism in neural systems.

Pearson's chi-square test and rank correlation inferences for clustered data.

Science.gov (United States)

Shih, Joanna H; Fay, Michael P

2017-09-01

Pearson's chi-square test has been widely used in testing for association between two categorical responses. Spearman rank correlation and Kendall's tau are often used for measuring and testing association between two continuous or ordered categorical responses. However, the established statistical properties of these tests are only valid when each pair of responses are independent, where each sampling unit has only one pair of responses. When each sampling unit consists of a cluster of paired responses, the assumption of independent pairs is violated. In this article, we apply the within-cluster resampling technique to U-statistics to form new tests and rank-based correlation estimators for possibly tied clustered data. We develop large sample properties of the new proposed tests and estimators and evaluate their performance by simulations. The proposed methods are applied to a data set collected from a PET/CT imaging study for illustration. Published 2017. This article is a U.S. Government work and is in the public domain in the USA.

Reduced Rank Regression

DEFF Research Database (Denmark)

Johansen, Søren

2008-01-01

The reduced rank regression model is a multivariate regression model with a coefficient matrix with reduced rank. The reduced rank regression algorithm is an estimation procedure, which estimates the reduced rank regression model. It is related to canonical correlations and involves calculating...

Nonlinear stochastic exclusion financial dynamics modeling and time-dependent intrinsic detrended cross-correlation

Science.gov (United States)

Zhang, Wei; Wang, Jun

2017-09-01

In attempt to reproduce price dynamics of financial markets, a stochastic agent-based financial price model is proposed and investigated by stochastic exclusion process. The exclusion process, one of interacting particle systems, is usually thought of as modeling particle motion (with the conserved number of particles) in a continuous time Markov process. In this work, the process is utilized to imitate the trading interactions among the investing agents, in order to explain some stylized facts found in financial time series dynamics. To better understand the correlation behaviors of the proposed model, a new time-dependent intrinsic detrended cross-correlation (TDI-DCC) is introduced and performed, also, the autocorrelation analyses are applied in the empirical research. Furthermore, to verify the rationality of the financial price model, the actual return series are also considered to be comparatively studied with the simulation ones. The comparison results of return behaviors reveal that this financial price dynamics model can reproduce some correlation features of actual stock markets.

Similarity analysis between chromosomes of Homo sapiens and monkeys with correlation coefficient, rank correlation coefficient and cosine similarity measures

OpenAIRE

Someswara Rao, Chinta; Viswanadha Raju, S.

2016-01-01

In this paper, we consider correlation coefficient, rank correlation coefficient and cosine similarity measures for evaluating similarity between Homo sapiens and monkeys. We used DNA chromosomes of genome wide genes to determine the correlation between the chromosomal content and evolutionary relationship. The similarity among the H. sapiens and monkeys is measured for a total of 210 chromosomes related to 10 species. The similarity measures of these different species show the relationship b...

Stochastic correlative firing for figure-ground segregation.

Science.gov (United States)

Chen, Zhe

2005-03-01

Segregation of sensory inputs into separate objects is a central aspect of perception and arises in all sensory modalities. The figure-ground segregation problem requires identifying an object of interest in a complex scene, in many cases given binaural auditory or binocular visual observations. The computations required for visual and auditory figure-ground segregation share many common features and can be cast within a unified framework. Sensory perception can be viewed as a problem of optimizing information transmission. Here we suggest a stochastic correlative firing mechanism and an associative learning rule for figure-ground segregation in several classic sensory perception tasks, including the cocktail party problem in binaural hearing, binocular fusion of stereo images, and Gestalt grouping in motion perception.

Canonical correlation analysis of professional stress,social support,and professional burnout among low-rank army officers

Directory of Open Access Journals (Sweden)

Chuan-yun LI

2011-12-01

Full Text Available Objective The present study investigates the influence of professional stress and social support on professional burnout among low-rank army officers.Methods The professional stress,social support,and professional burnout scales among low-rank army officers were used as test tools.Moreover,the officers of established units(battalion,company,and platoon were chosen as test subjects.Out of the 260 scales sent,226 effective scales were received.The descriptive statistic and canonical correlation analysis models were used to analyze the influence of each variable.Results The scores of low-rank army officers in the professional stress,social support,and professional burnout scales were more than average,except on two factors,namely,interpersonal support and de-individualization.The canonical analysis identified three groups of canonical correlation factors,of which two were up to a significant level(P < 0.001.After further eliminating the social support variable,the canonical correlation analysis of professional stress and burnout showed that the canonical correlation coefficients P corresponding to 1 and 2 were 0.62 and 0.36,respectively,and were up to a very significant level(P < 0.001.Conclusion The low-rank army officers experience higher professional stress and burnout levels,showing a lower sense of accomplishment,emotional exhaustion,and more serious depersonalization.However,social support can reduce the onset and seriousness of professional burnout among these officers by lessening pressure factors,such as career development,work features,salary conditions,and other personal factors.

Do Quantitative Measures of Research Productivity Correlate with Academic Rank in Oral and Maxillofacial Surgery?

Science.gov (United States)

Susarla, Srinivas M; Dodson, Thomas B; Lopez, Joseph; Swanson, Edward W; Calotta, Nicholas; Peacock, Zachary S

2015-08-01

Academic promotion is linked to research productivity. The purpose of this study was to assess the correlation between quantitative measures of academic productivity and academic rank among academic oral and maxillofacial surgeons. This was a cross-sectional study of full-time academic oral and maxillofacial surgeons in the United States. The predictor variables were categorized as demographic (gender, medical degree, research doctorate, other advanced degree) and quantitative measures of academic productivity (total number of publications, total number of citations, maximum number of citations for a single article, I-10 index [number of publications with ≥ 10 citations], and h-index [number of publications h with ≥ h citations each]). The outcome variable was current academic rank (instructor, assistant professor, associate professor, professor, or endowed professor). Descriptive, bivariate, and multiple regression statistics were computed to evaluate associations between the predictors and academic rank. Receiver-operator characteristic curves were computed to identify thresholds for academic promotion. The sample consisted of 324 academic oral and maxillofacial surgeons, of whom 11.7% were female, 40% had medical degrees, and 8% had research doctorates. The h-index was the most strongly correlated with academic rank (ρ = 0.62, p research activity.

Correlation techniques for the improvement of signal-to-noise ratio in measurements with stochastic processes

CERN Document Server

Reddy, V R; Reddy, T G; Reddy, P Y; Reddy, K R

2003-01-01

An AC modulation technique is described to convert stochastic signal variations into an amplitude variation and its retrieval through Fourier analysis. It is shown that this AC detection of signals of stochastic processes when processed through auto- and cross-correlation techniques improve the signal-to-noise ratio; the correlation techniques serve a similar purpose of frequency and phase filtering as that of phase-sensitive detection. A few model calculations applied to nuclear spectroscopy measurements such as Angular Correlations, Mossbauer spectroscopy and Pulse Height Analysis reveal considerable improvement in the sensitivity of signal detection. Experimental implementation of the technique is presented in terms of amplitude variations of harmonics representing the derivatives of normal spectra. Improved detection sensitivity to spectral variations is shown to be significant. These correlation techniques are general and can be made applicable to all the fields of particle counting where measurements ar...

Ranking Performance Measures in Multi-Task Agencies

DEFF Research Database (Denmark)

Christensen, Peter Ove; Sabac, Florin; Tian, Joyce

We derive sufficient conditions for ranking performance evaluation systems in multi-task agency models using both optimal and linear contracts in terms of a second-order stochastic dominance (SSD) condition on the likelihood ratios. The SSD condition can be replaced by a variance-covariance matrix...

PageRank as a method to rank biomedical literature by importance.

Science.gov (United States)

Yates, Elliot J; Dixon, Louise C

2015-01-01

Optimal ranking of literature importance is vital in overcoming article overload. Existing ranking methods are typically based on raw citation counts, giving a sum of 'inbound' links with no consideration of citation importance. PageRank, an algorithm originally developed for ranking webpages at the search engine, Google, could potentially be adapted to bibliometrics to quantify the relative importance weightings of a citation network. This article seeks to validate such an approach on the freely available, PubMed Central open access subset (PMC-OAS) of biomedical literature. On-demand cloud computing infrastructure was used to extract a citation network from over 600,000 full-text PMC-OAS articles. PageRanks and citation counts were calculated for each node in this network. PageRank is highly correlated with citation count (R = 0.905, P PageRank can be trivially computed on commodity cluster hardware and is linearly correlated with citation count. Given its putative benefits in quantifying relative importance, we suggest it may enrich the citation network, thereby overcoming the existing inadequacy of citation counts alone. We thus suggest PageRank as a feasible supplement to, or replacement of, existing bibliometric ranking methods.

Weak diffusion limits of dynamic conditional correlation models

DEFF Research Database (Denmark)

Hafner, Christian M.; Laurent, Sebastien; Violante, Francesco

The properties of dynamic conditional correlation (DCC) models are still not entirely understood. This paper fills one of the gaps by deriving weak diffusion limits of a modified version of the classical DCC model. The limiting system of stochastic differential equations is characterized...... by a diffusion matrix of reduced rank. The degeneracy is due to perfect collinearity between the innovations of the volatility and correlation dynamics. For the special case of constant conditional correlations, a non-degenerate diffusion limit can be obtained. Alternative sets of conditions are considered...

Improving residue-residue contact prediction via low-rank and sparse decomposition of residue correlation matrix.

Science.gov (United States)

Zhang, Haicang; Gao, Yujuan; Deng, Minghua; Wang, Chao; Zhu, Jianwei; Li, Shuai Cheng; Zheng, Wei-Mou; Bu, Dongbo

2016-03-25

Strategies for correlation analysis in protein contact prediction often encounter two challenges, namely, the indirect coupling among residues, and the background correlations mainly caused by phylogenetic biases. While various studies have been conducted on how to disentangle indirect coupling, the removal of background correlations still remains unresolved. Here, we present an approach for removing background correlations via low-rank and sparse decomposition (LRS) of a residue correlation matrix. The correlation matrix can be constructed using either local inference strategies (e.g., mutual information, or MI) or global inference strategies (e.g., direct coupling analysis, or DCA). In our approach, a correlation matrix was decomposed into two components, i.e., a low-rank component representing background correlations, and a sparse component representing true correlations. Finally the residue contacts were inferred from the sparse component of correlation matrix. We trained our LRS-based method on the PSICOV dataset, and tested it on both GREMLIN and CASP11 datasets. Our experimental results suggested that LRS significantly improves the contact prediction precision. For example, when equipped with the LRS technique, the prediction precision of MI and mfDCA increased from 0.25 to 0.67 and from 0.58 to 0.70, respectively (Top L/10 predicted contacts, sequence separation: 5 AA, dataset: GREMLIN). In addition, our LRS technique also consistently outperforms the popular denoising technique APC (average product correction), on both local (MI_LRS: 0.67 vs MI_APC: 0.34) and global measures (mfDCA_LRS: 0.70 vs mfDCA_APC: 0.67). Interestingly, we found out that when equipped with our LRS technique, local inference strategies performed in a comparable manner to that of global inference strategies, implying that the application of LRS technique narrowed down the performance gap between local and global inference strategies. Overall, our LRS technique greatly facilitates

Research on the Fusion of Dependent Evidence Based on Rank Correlation Coefficient

Directory of Open Access Journals (Sweden)

Fengjian Shi

2017-10-01

Full Text Available In order to meet the higher accuracy and system reliability requirements, the information fusion for multi-sensor systems is an increasing concern. Dempster–Shafer evidence theory (D–S theory has been investigated for many applications in multi-sensor information fusion due to its flexibility in uncertainty modeling. However, classical evidence theory assumes that the evidence is independent of each other, which is often unrealistic. Ignoring the relationship between the evidence may lead to unreasonable fusion results, and even lead to wrong decisions. This assumption severely prevents D–S evidence theory from practical application and further development. In this paper, an innovative evidence fusion model to deal with dependent evidence based on rank correlation coefficient is proposed. The model first uses rank correlation coefficient to measure the dependence degree between different evidence. Then, total discount coefficient is obtained based on the dependence degree, which also considers the impact of the reliability of evidence. Finally, the discount evidence fusion model is presented. An example is illustrated to show the use and effectiveness of the proposed method.

Research on the Fusion of Dependent Evidence Based on Rank Correlation Coefficient.

Science.gov (United States)

Shi, Fengjian; Su, Xiaoyan; Qian, Hong; Yang, Ning; Han, Wenhua

2017-10-16

In order to meet the higher accuracy and system reliability requirements, the information fusion for multi-sensor systems is an increasing concern. Dempster-Shafer evidence theory (D-S theory) has been investigated for many applications in multi-sensor information fusion due to its flexibility in uncertainty modeling. However, classical evidence theory assumes that the evidence is independent of each other, which is often unrealistic. Ignoring the relationship between the evidence may lead to unreasonable fusion results, and even lead to wrong decisions. This assumption severely prevents D-S evidence theory from practical application and further development. In this paper, an innovative evidence fusion model to deal with dependent evidence based on rank correlation coefficient is proposed. The model first uses rank correlation coefficient to measure the dependence degree between different evidence. Then, total discount coefficient is obtained based on the dependence degree, which also considers the impact of the reliability of evidence. Finally, the discount evidence fusion model is presented. An example is illustrated to show the use and effectiveness of the proposed method.

Stochastic congestion management in power markets using efficient scenario approaches

International Nuclear Information System (INIS)

Esmaili, Masoud; Amjady, Nima; Shayanfar, Heidar Ali

2010-01-01

Congestion management in electricity markets is traditionally performed using deterministic values of system parameters assuming a fixed network configuration. In this paper, a stochastic programming framework is proposed for congestion management considering the power system uncertainties comprising outage of generating units and transmission branches. The Forced Outage Rate of equipment is employed in the stochastic programming. Using the Monte Carlo simulation, possible scenarios of power system operating states are generated and a probability is assigned to each scenario. The performance of the ordinary as well as Lattice rank-1 and rank-2 Monte Carlo simulations is evaluated in the proposed congestion management framework. As a tradeoff between computation time and accuracy, scenario reduction based on the standard deviation of accepted scenarios is adopted. The stochastic congestion management solution is obtained by aggregating individual solutions of accepted scenarios. Congestion management using the proposed stochastic framework provides a more realistic solution compared with traditional deterministic solutions. Results of testing the proposed stochastic congestion management on the 24-bus reliability test system indicate the efficiency of the proposed framework.

Similarity analysis between chromosomes of Homo sapiens and monkeys with correlation coefficient, rank correlation coefficient and cosine similarity measures.

Science.gov (United States)

Someswara Rao, Chinta; Viswanadha Raju, S

2016-03-01

In this paper, we consider correlation coefficient, rank correlation coefficient and cosine similarity measures for evaluating similarity between Homo sapiens and monkeys. We used DNA chromosomes of genome wide genes to determine the correlation between the chromosomal content and evolutionary relationship. The similarity among the H. sapiens and monkeys is measured for a total of 210 chromosomes related to 10 species. The similarity measures of these different species show the relationship between the H. sapiens and monkey. This similarity will be helpful at theft identification, maternity identification, disease identification, etc.

Stochastic model of Zipf's law and the universality of the power-law exponent.

Science.gov (United States)

Yamamoto, Ken

2014-04-01

We propose a stochastic model of Zipf's law, namely a power-law relation between rank and size, and clarify as to why a specific value of its power-law exponent is quite universal. We focus on the successive total of a multiplicative stochastic process. By employing properties of a well-known stochastic process, we concisely show that the successive total follows a stationary power-law distribution, which is directly related to Zipf's law. The formula of the power-law exponent is also derived. Finally, we conclude that the universality of the rank-size exponent is brought about by symmetry between an increase and a decrease in the random growth rate.

Inverted rank distributions: Macroscopic statistics, universality classes, and critical exponents

Science.gov (United States)

Eliazar, Iddo; Cohen, Morrel H.

2014-01-01

An inverted rank distribution is an infinite sequence of positive sizes ordered in a monotone increasing fashion. Interlacing together Lorenzian and oligarchic asymptotic analyses, we establish a macroscopic classification of inverted rank distributions into five “socioeconomic” universality classes: communism, socialism, criticality, feudalism, and absolute monarchy. We further establish that: (i) communism and socialism are analogous to a “disordered phase”, feudalism and absolute monarchy are analogous to an “ordered phase”, and criticality is the “phase transition” between order and disorder; (ii) the universality classes are characterized by two critical exponents, one governing the ordered phase, and the other governing the disordered phase; (iii) communism, criticality, and absolute monarchy are characterized by sharp exponent values, and are inherently deterministic; (iv) socialism is characterized by a continuous exponent range, is inherently stochastic, and is universally governed by continuous power-law statistics; (v) feudalism is characterized by a continuous exponent range, is inherently stochastic, and is universally governed by discrete exponential statistics. The results presented in this paper yield a universal macroscopic socioeconophysical perspective of inverted rank distributions.

Do Standard Bibliometric Measures Correlate with Academic Rank of Full-Time Pediatric Dentistry Faculty Members?

Science.gov (United States)

Susarla, Harlyn K; Dhar, Vineet; Karimbux, Nadeem Y; Tinanoff, Norman

2017-04-01

The aim of this cross-sectional study was to assess the relationship between quantitative measures of research productivity and academic rank for full-time pediatric dentistry faculty members in accredited U.S. and Canadian residency programs. For each pediatric dentist in the study group, academic rank and bibliometric factors derived from publicly available databases were recorded. Academic ranks were lecturer/instructor, assistant professor, associate professor, and professor. Bibliometric factors were mean total number of publications, mean total number of citations, maximum number of citations for a single work, and h-index (a measure of the impact of publications, determined by total number of publications h that had at least h citations each). The study sample was comprised of 267 pediatric dentists: 4% were lecturers/instructors, 44% were assistant professors, 30% were associate professors, and 22% were professors. The mean number of publications for the sample was 15.4±27.8. The mean number of citations was 218.4±482.0. The mean h-index was 4.9±6.6. The h-index was strongly correlated with academic rank (r=0.60, p=0.001). For this sample, an h-index of ≥3 was identified as a threshold for promotion to associate professor, and an h-index of ≥6 was identified as a threshold for promotion to professor. The h-index was strongly correlated with the academic rank of these pediatric dental faculty members, suggesting that this index may be considered a measure for promotion, along with a faculty member's quality and quantity of research, teaching, service, and clinical activities.

Stochastic Parameter Development for PORFLOW Simulations of the Hanford AX Tank Farm

International Nuclear Information System (INIS)

Ho, C.K.; Baca, R.G.; Conrad, S.H.; Smith, G.A.; Shyr, L.; Wheeler, T.A.

1999-01-01

Parameters have been identified that can be modeled stochastically using PORFLOW and Latin Hypercube Sampling (LHS). These parameters include hydrologic and transport properties in the vadose and saturated zones, as well as source-term parameters and infiltration rates. A number of resources were used to define the parameter distributions, primarily those provided in the Retrieval Performance Evaluation Report (Jacobs, 1998). A linear rank regression was performed on the vadose-zone hydrologic parameters given in Khaleel and Freeman (1995) to determine if correlations existed between pairs of parameters. No strong correlations were found among the vadose-zone hydrologic parameters, and it was recommended that these parameters be sampled independently until future data or analyses reveal a strong correlation or functional relationship between parameters. Other distributions for source-term parameters, infiltration rates, and saturated-zone parameters that are required to stochastically analyze the performance of the AX Tank Farm using LHS/PORFLOW were adapted from distributions and values reported in Jacobs (1998) and other literature sources. Discussions pertaining to the geologic conceptualization, vadose-zone modeling, and saturated-zone modeling of the AX Tank Farm are also presented

Universality in the tail of musical note rank distribution

Science.gov (United States)

Beltrán del Río, M.; Cocho, G.; Naumis, G. G.

2008-09-01

Although power laws have been used to fit rank distributions in many different contexts, they usually fail at the tails. Languages as sequences of symbols have been a popular subject for ranking distributions, and for this purpose, music can be treated as such. Here we show that more than 1800 musical compositions are very well fitted by the first kind two parameter beta distribution, which arises in the ranking of multiplicative stochastic processes. The parameters a and b are obtained for classical, jazz and rock music, revealing interesting features. Specially, we have obtained a clear trend in the values of the parameters for major and minor tonal modes. Finally, we discuss the distribution of notes for each octave and its connection with the ranking of the notes.

Resolution of ranking hierarchies in directed networks

Science.gov (United States)

Barucca, Paolo; Lillo, Fabrizio

2018-01-01

Identifying hierarchies and rankings of nodes in directed graphs is fundamental in many applications such as social network analysis, biology, economics, and finance. A recently proposed method identifies the hierarchy by finding the ordered partition of nodes which minimises a score function, termed agony. This function penalises the links violating the hierarchy in a way depending on the strength of the violation. To investigate the resolution of ranking hierarchies we introduce an ensemble of random graphs, the Ranked Stochastic Block Model. We find that agony may fail to identify hierarchies when the structure is not strong enough and the size of the classes is small with respect to the whole network. We analytically characterise the resolution threshold and we show that an iterated version of agony can partly overcome this resolution limit. PMID:29394278

Are Quantitative Measures of Academic Productivity Correlated with Academic Rank in Plastic Surgery? A National Study.

Science.gov (United States)

Susarla, Srinivas M; Lopez, Joseph; Swanson, Edward W; Miller, Devin; O'Brien-Coon, Devin; Zins, James E; Serletti, Joseph M; Yaremchuk, Michael J; Manson, Paul N; Gordon, Chad R

2015-09-01

The purpose of this study was to investigate the correlation between quantitative measures of academic productivity and academic rank among full-time academic plastic surgeons. Bibliometric indices were computed for all full-time academic plastic surgeons in the United States. The primary study variable was academic rank. Bibliometric predictors included the Hirsch index, I-10 index, number of publications, number of citations, and highest number of citations for a single publication. Descriptive, bivariate, and correlation analyses were computed. Multiple comparisons testing was used to calculate adjusted associations for subgroups. For all analyses, a value of p productivity. Although academic promotion is the result of success in multiple different areas, bibliometric measures may be useful adjuncts for assessment of research productivity.

Considerations when ranking stochastically modeled oil sands resource models for mining applications

Energy Technology Data Exchange (ETDEWEB)

Etris, E.L. [Society of Petroleum Engineers, Canadian Section, Calgary, AB (Canada)]|[Petro-Canada, Calgary, AB (Canada); Idris, Y.; Hunter, A.C. [Petro-Canada, Calgary, AB (Canada)

2008-10-15

Alberta's Athabasca oil sands deposit has been targeted as a major resource for development. Bitumen recovery operations fall into 2 categories, namely mining and in situ operations. Mining recovery is done above ground level and consists of open pit digging, disaggregation of the bitumen-saturated sediment through crushing followed by pipeline transport in a water-based slurry and then separation of oil, water and sediment. In situ recovery consists of drilling wells and stimulating the oil sands in the subsurface with a thermal treatment to reduce the viscosity of the bitumen and allow it to come to the surface. Steam assisted gravity drainage (SAGD) is the most popular thermal treatment currently in use. Resource models that simulate the recovery process are needed for both mining and in situ recovery operations. Both types can benefit from the advantages of a stochastic modeling process for resource model building and uncertainty evaluation. Stochastic modeling provides a realistic geology and allows for multiple realizations, which mining operations can use to evaluate the variability of recoverable bitumen volumes and develop mine plans accordingly. This paper described the processes of stochastic modelling and of determining the appropriate single realization for mine planning as applied to the Fort Hills oil sands mine which is currently in the early planning stage. The modeling exercise was used to estimate the in-place resource and quantify the uncertainty in resource volumes. The stochastic models were checked against those generated from conventional methods to identify any differences and to make the appropriate adaptations. 13 refs., 3 tabs., 16 figs.

Video deraining and desnowing using temporal correlation and low-rank matrix completion.

Science.gov (United States)

Kim, Jin-Hwan; Sim, Jae-Young; Kim, Chang-Su

2015-09-01

A novel algorithm to remove rain or snow streaks from a video sequence using temporal correlation and low-rank matrix completion is proposed in this paper. Based on the observation that rain streaks are too small and move too fast to affect the optical flow estimation between consecutive frames, we obtain an initial rain map by subtracting temporally warped frames from a current frame. Then, we decompose the initial rain map into basis vectors based on the sparse representation, and classify those basis vectors into rain streak ones and outliers with a support vector machine. We then refine the rain map by excluding the outliers. Finally, we remove the detected rain streaks by employing a low-rank matrix completion technique. Furthermore, we extend the proposed algorithm to stereo video deraining. Experimental results demonstrate that the proposed algorithm detects and removes rain or snow streaks efficiently, outperforming conventional algorithms.

Stochastic wave-function unravelling of the generalized Lindblad equation using correlated states

International Nuclear Information System (INIS)

Moodley, Mervlyn; Nsio Nzundu, T; Paul, S

2012-01-01

We perform a stochastic wave-function unravelling of the generalized Lindblad master equation using correlated states, a combination of the system state vectors and the environment population. The time-convolutionless projection operator method using correlated projection superoperators is applied to a two-state system, a qubit, that is coupled to an environment consisting of two energy bands which are both populated. These results are compared to the data obtained from Monte Carlo wave-function simulations based on the unravelling of the master equation. We also show a typical quantum trajectory and the average time evolution of the state vector on the Bloch sphere. (paper)

The Extrapolation-Accelerated Multilevel Aggregation Method in PageRank Computation

Directory of Open Access Journals (Sweden)

Bing-Yuan Pu

2013-01-01

Full Text Available An accelerated multilevel aggregation method is presented for calculating the stationary probability vector of an irreducible stochastic matrix in PageRank computation, where the vector extrapolation method is its accelerator. We show how to periodically combine the extrapolation method together with the multilevel aggregation method on the finest level for speeding up the PageRank computation. Detailed numerical results are given to illustrate the behavior of this method, and comparisons with the typical methods are also made.

Connectivity ranking of heterogeneous random conductivity models

Science.gov (United States)

Rizzo, C. B.; de Barros, F.

2017-12-01

To overcome the challenges associated with hydrogeological data scarcity, the hydraulic conductivity (K) field is often represented by a spatial random process. The state-of-the-art provides several methods to generate 2D or 3D random K-fields, such as the classic multi-Gaussian fields or non-Gaussian fields, training image-based fields and object-based fields. We provide a systematic comparison of these models based on their connectivity. We use the minimum hydraulic resistance as a connectivity measure, which it has been found to be strictly correlated with early time arrival of dissolved contaminants. A computationally efficient graph-based algorithm is employed, allowing a stochastic treatment of the minimum hydraulic resistance through a Monte-Carlo approach and therefore enabling the computation of its uncertainty. The results show the impact of geostatistical parameters on the connectivity for each group of random fields, being able to rank the fields according to their minimum hydraulic resistance.

Stochastic tools in turbulence

CERN Document Server

Lumey, John L

2012-01-01

Stochastic Tools in Turbulence discusses the available mathematical tools to describe stochastic vector fields to solve problems related to these fields. The book deals with the needs of turbulence in relation to stochastic vector fields, particularly, on three-dimensional aspects, linear problems, and stochastic model building. The text describes probability distributions and densities, including Lebesgue integration, conditional probabilities, conditional expectations, statistical independence, lack of correlation. The book also explains the significance of the moments, the properties of the

Probabilistic real-time contingency ranking method

International Nuclear Information System (INIS)

Mijuskovic, N.A.; Stojnic, D.

2000-01-01

This paper describes a real-time contingency method based on a probabilistic index-expected energy not supplied. This way it is possible to take into account the stochastic nature of the electric power system equipment outages. This approach enables more comprehensive ranking of contingencies and it is possible to form reliability cost values that can form the basis for hourly spot price calculations. The electric power system of Serbia is used as an example for the method proposed. (author)

Characterization of tail dependence for in-degree and PageRank

NARCIS (Netherlands)

Scheinhardt, Willem R.W.; Volkovich, Y.; Zwart, Bert; Avrachenkov, K.; Donato, D.; Litvak, Nelli

2009-01-01

The dependencies between power law parameters such as in-degree and PageRank, can be characterized by the so-called angular measure, a notion used in extreme value theory to describe the dependency between very large values of coordinates of a random vector. Basing on an analytical stochastic model,

Existence and density theorems for stochastic maps on commutative C*-algebras

International Nuclear Information System (INIS)

Alberti, P.M.; Uhlmann, A.

1979-06-01

Theorems are presented on the structure of stochastic and normalized positive linear maps over commutative C*-algebras. It is shown how strongly the solution of the n-tupel problem for stochastic maps relates to the fact that stochastic maps of finite rank are weakly dense within stochastic maps in case of a commutative C*-algebra. A new proof of the density theorem is given and (besides the solution of the n-tupel problem) results are derived concerning the extremal maps of certain convex subsets which are weakly dense. All stated facts suggest application in statistical physics (algebraic approach), especially concerning questions around evolution of classical systems. (author)

Flexibility of internal and external glenohumeral rotation of junior female tennis players and its correlation with performance ranking.

Science.gov (United States)

Chiang, Ching-Cheng; Hsu, Chih-Chia; Chiang, Jinn-Yen; Chang, Weng-Cheng; Tsai, Jong-Chang

2016-12-01

[Purpose] The purpose of this study was to compare the internal and external rotation of the dominant and nondominant shoulders of adolescent female tennis players. The correlation between the shoulder rotation range of motion and the player's ranking was also analyzed. [Subjects and Methods] Twenty-one female junior tennis players who were 13 to 18 years old participated in this study. A standard goniometer was used to measure the internal and external rotation of both glenohumeral joints. The difference in internal and external rotation was calculated as the glenohumeral rotation deficit. The year-end ranking of each player was obtained from the Chinese Taipei Tennis Association. [Results] The internal rotation of the dominant shoulder was significantly smaller than that of the nondominant shoulder. Moreover, player ranking was significantly and negatively correlated with the internal rotation range of motion of both shoulders. On the other hand, the correlations of the internal and external rotation ranges of motion with the age, height, and weight were not significant. [Conclusion] The flexibility of the glenohumeral internal rotation is smaller in the dominant shoulder than of the nondominant shoulder in these junior female tennis players. Flexibility of the glenohumeral internal rotation may be a factor affecting performance in junior female tennis players.

Sparse and smooth canonical correlation analysis through rank-1 matrix approximation

Science.gov (United States)

Aïssa-El-Bey, Abdeldjalil; Seghouane, Abd-Krim

2017-12-01

Canonical correlation analysis (CCA) is a well-known technique used to characterize the relationship between two sets of multidimensional variables by finding linear combinations of variables with maximal correlation. Sparse CCA and smooth or regularized CCA are two widely used variants of CCA because of the improved interpretability of the former and the better performance of the later. So far, the cross-matrix product of the two sets of multidimensional variables has been widely used for the derivation of these variants. In this paper, two new algorithms for sparse CCA and smooth CCA are proposed. These algorithms differ from the existing ones in their derivation which is based on penalized rank-1 matrix approximation and the orthogonal projectors onto the space spanned by the two sets of multidimensional variables instead of the simple cross-matrix product. The performance and effectiveness of the proposed algorithms are tested on simulated experiments. On these results, it can be observed that they outperform the state of the art sparse CCA algorithms.

Stochastic resonance in a time-delayed mono-stable system with correlated multiplicative and additive white noise

International Nuclear Information System (INIS)

Zhou Yu-Rong

2011-01-01

This paper considers the stochastic resonance for a time-delayed mono-stable system, driven by correlated multiplicative and additive white noise. It finds that the output signal-to-noise ratio (SNR) varies non-monotonically with the delayed times. The SNR varies non-monotonically with the increase of the intensities of the multiplicative and additive noise, with the increase of the correlation strength between the two noises, as well as with the system parameter. (general)

A Ranking Approach to Genomic Selection.

Science.gov (United States)

Blondel, Mathieu; Onogi, Akio; Iwata, Hiroyoshi; Ueda, Naonori

2015-01-01

Genomic selection (GS) is a recent selective breeding method which uses predictive models based on whole-genome molecular markers. Until now, existing studies formulated GS as the problem of modeling an individual's breeding value for a particular trait of interest, i.e., as a regression problem. To assess predictive accuracy of the model, the Pearson correlation between observed and predicted trait values was used. In this paper, we propose to formulate GS as the problem of ranking individuals according to their breeding value. Our proposed framework allows us to employ machine learning methods for ranking which had previously not been considered in the GS literature. To assess ranking accuracy of a model, we introduce a new measure originating from the information retrieval literature called normalized discounted cumulative gain (NDCG). NDCG rewards more strongly models which assign a high rank to individuals with high breeding value. Therefore, NDCG reflects a prerequisite objective in selective breeding: accurate selection of individuals with high breeding value. We conducted a comparison of 10 existing regression methods and 3 new ranking methods on 6 datasets, consisting of 4 plant species and 25 traits. Our experimental results suggest that tree-based ensemble methods including McRank, Random Forests and Gradient Boosting Regression Trees achieve excellent ranking accuracy. RKHS regression and RankSVM also achieve good accuracy when used with an RBF kernel. Traditional regression methods such as Bayesian lasso, wBSR and BayesC were found less suitable for ranking. Pearson correlation was found to correlate poorly with NDCG. Our study suggests two important messages. First, ranking methods are a promising research direction in GS. Second, NDCG can be a useful evaluation measure for GS.

Stochastic Dominance in Portfolio Analysis and Asset Pricing

NARCIS (Netherlands)

A.M. Lizyayev (Andrey)

2010-01-01

textabstractStochastic Dominance relation is a probabilistic concept which allows random outcomes such as portfolio returns to be ranked, by utilizing the full information about the distribution of the returns, in contrast to the mean-variance rule or other mean-risk models which only use a single

How Many Alternatives Can Be Ranked? A Comparison of the Paired Comparison and Ranking Methods.

Science.gov (United States)

Ock, Minsu; Yi, Nari; Ahn, Jeonghoon; Jo, Min-Woo

2016-01-01

To determine the feasibility of converting ranking data into paired comparison (PC) data and suggest the number of alternatives that can be ranked by comparing a PC and a ranking method. Using a total of 222 health states, a household survey was conducted in a sample of 300 individuals from the general population. Each respondent performed a PC 15 times and a ranking method 6 times (two attempts of ranking three, four, and five health states, respectively). The health states of the PC and the ranking method were constructed to overlap each other. We converted the ranked data into PC data and examined the consistency of the response rate. Applying probit regression, we obtained the predicted probability of each method. Pearson correlation coefficients were determined between the predicted probabilities of those methods. The mean absolute error was also assessed between the observed and the predicted values. The overall consistency of the response rate was 82.8%. The Pearson correlation coefficients were 0.789, 0.852, and 0.893 for ranking three, four, and five health states, respectively. The lowest mean absolute error was 0.082 (95% confidence interval [CI] 0.074-0.090) in ranking five health states, followed by 0.123 (95% CI 0.111-0.135) in ranking four health states and 0.126 (95% CI 0.113-0.138) in ranking three health states. After empirically examining the consistency of the response rate between a PC and a ranking method, we suggest that using five alternatives in the ranking method may be superior to using three or four alternatives. Copyright © 2016 International Society for Pharmacoeconomics and Outcomes Research (ISPOR). Published by Elsevier Inc. All rights reserved.

Variance-based sensitivity indices for stochastic models with correlated inputs

Energy Technology Data Exchange (ETDEWEB)

Kala, Zdeněk [Brno University of Technology, Faculty of Civil Engineering, Department of Structural Mechanics Veveří St. 95, ZIP 602 00, Brno (Czech Republic)

2015-03-10

The goal of this article is the formulation of the principles of one of the possible strategies in implementing correlation between input random variables so as to be usable for algorithm development and the evaluation of Sobol’s sensitivity analysis. With regard to the types of stochastic computational models, which are commonly found in structural mechanics, an algorithm was designed for effective use in conjunction with Monte Carlo methods. Sensitivity indices are evaluated for all possible permutations of the decorrelation procedures for input parameters. The evaluation of Sobol’s sensitivity coefficients is illustrated on an example in which a computational model was used for the analysis of the resistance of a steel bar in tension with statistically dependent input geometric characteristics.

Variance-based sensitivity indices for stochastic models with correlated inputs

International Nuclear Information System (INIS)

Kala, Zdeněk

2015-01-01

The goal of this article is the formulation of the principles of one of the possible strategies in implementing correlation between input random variables so as to be usable for algorithm development and the evaluation of Sobol’s sensitivity analysis. With regard to the types of stochastic computational models, which are commonly found in structural mechanics, an algorithm was designed for effective use in conjunction with Monte Carlo methods. Sensitivity indices are evaluated for all possible permutations of the decorrelation procedures for input parameters. The evaluation of Sobol’s sensitivity coefficients is illustrated on an example in which a computational model was used for the analysis of the resistance of a steel bar in tension with statistically dependent input geometric characteristics

Multiobjective fuzzy stochastic linear programming problems with inexact probability distribution

Energy Technology Data Exchange (ETDEWEB)

Hamadameen, Abdulqader Othman [Optimization, Department of Mathematical Sciences, Faculty of Science, UTM (Malaysia); Zainuddin, Zaitul Marlizawati [Department of Mathematical Sciences, Faculty of Science, UTM (Malaysia)

2014-06-19

This study deals with multiobjective fuzzy stochastic linear programming problems with uncertainty probability distribution which are defined as fuzzy assertions by ambiguous experts. The problem formulation has been presented and the two solutions strategies are; the fuzzy transformation via ranking function and the stochastic transformation when α{sup –}. cut technique and linguistic hedges are used in the uncertainty probability distribution. The development of Sen’s method is employed to find a compromise solution, supported by illustrative numerical example.

Advances in ranking and selection, multiple comparisons, and reliability methodology and applications

CERN Document Server

Balakrishnan, N; Nagaraja, HN

2007-01-01

S. Panchapakesan has made significant contributions to ranking and selection and has published in many other areas of statistics, including order statistics, reliability theory, stochastic inequalities, and inference. Written in his honor, the twenty invited articles in this volume reflect recent advances in these areas and form a tribute to Panchapakesan's influence and impact on these areas. Thematically organized, the chapters cover a broad range of topics from: Inference; Ranking and Selection; Multiple Comparisons and Tests; Agreement Assessment; Reliability; and Biostatistics. Featuring

Stochastic TDHF and the Boltzman-Langevin equation

International Nuclear Information System (INIS)

Suraud, E.; Reinhard, P.G.

1991-01-01

Outgoing from a time-dependent theory of correlations, we present a stochastic differential equation for the propagation of ensembles of Slater determinants, called Stochastic Time-Dependent Hartree-Fock (Stochastic TDHF). These ensembles are allowed to develop large fluctuations in the Hartree-Fock mean fields. An alternative stochastic differential equation, the Boltzmann-Langevin equation, can be derived from Stochastic TDHF by averaging over subensembles with small fluctuations

Asymptotic properties of Pearson's rank-variate correlation coefficient under contaminated Gaussian model.

Science.gov (United States)

Ma, Rubao; Xu, Weichao; Zhang, Yun; Ye, Zhongfu

2014-01-01

This paper investigates the robustness properties of Pearson's rank-variate correlation coefficient (PRVCC) in scenarios where one channel is corrupted by impulsive noise and the other is impulsive noise-free. As shown in our previous work, these scenarios that frequently encountered in radar and/or sonar, can be well emulated by a particular bivariate contaminated Gaussian model (CGM). Under this CGM, we establish the asymptotic closed forms of the expectation and variance of PRVCC by means of the well known Delta method. To gain a deeper understanding, we also compare PRVCC with two other classical correlation coefficients, i.e., Spearman's rho (SR) and Kendall's tau (KT), in terms of the root mean squared error (RMSE). Monte Carlo simulations not only verify our theoretical findings, but also reveal the advantage of PRVCC by an example of estimating the time delay in the particular impulsive noise environment.

Stochastic Still Water Response Model

DEFF Research Database (Denmark)

Friis-Hansen, Peter; Ditlevsen, Ove Dalager

2002-01-01

In this study a stochastic field model for the still water loading is formulated where the statistics (mean value, standard deviation, and correlation) of the sectional forces are obtained by integration of the load field over the relevant part of the ship structure. The objective of the model is...... out that an important parameter of the stochastic cargo field model is the mean number of containers delivered by each customer.......In this study a stochastic field model for the still water loading is formulated where the statistics (mean value, standard deviation, and correlation) of the sectional forces are obtained by integration of the load field over the relevant part of the ship structure. The objective of the model...... is to establish the stochastic load field conditional on a given draft and trim of the vessel. The model contributes to a realistic modelling of the stochastic load processes to be used in a reliability evaluation of the ship hull. Emphasis is given to container vessels. The formulation of the model for obtaining...

Alternative Asymmetric Stochastic Volatility Models

NARCIS (Netherlands)

M. Asai (Manabu); M.J. McAleer (Michael)

2010-01-01

textabstractThe stochastic volatility model usually incorporates asymmetric effects by introducing the negative correlation between the innovations in returns and volatility. In this paper, we propose a new asymmetric stochastic volatility model, based on the leverage and size effects. The model is

Evaluating intergenerational risks: Probabillity adjusted rank-discounted utilitarianism

OpenAIRE

Asheim, Geir B.; Zuber, Stéphane

2015-01-01

Climate policies have stochastic consequences that involve a great number of generations. This calls for evaluating social risk (what kind of societies will future people be born into) rather than individual risk (what will happen to people during their own lifetimes). As a response we propose and axiomatize probability adjusted rank-discounted critical-level generalized utilitarianism (PARDCLU), through a key axiom that requires that the social welfare order both be ethical and satisfy first...

Stochastic dominance for law invariant preferences: The happy story of elliptical distributions

OpenAIRE

Matteo Del Vigna

2012-01-01

We study the connections between stochastic dominance and law invariant preferences. Whenever the functional that represents preferences depends only on the law of the random variable, we shall look for conditions that imply a ranking of distributions. In analogy with the Expected Utility paradigm, we prove that functional dominance leads to first order stochastic dominance. We analyze in details the case of Dual Theory of Choice and Cumulative Prospect Theory, including all its distinctive f...

Ranking the Online Documents Based on Relative Credibility Measures

Directory of Open Access Journals (Sweden)

Ahmad Dahlan

2013-09-01

Full Text Available Information searching is the most popular activity in Internet. Usually the search engine provides the search results ranked by the relevance. However, for a certain purpose that concerns with information credibility, particularly citing information for scientific works, another approach of ranking the search engine results is required. This paper presents a study on developing a new ranking method based on the credibility of information. The method is built up upon two well-known algorithms, PageRank and Citation Analysis. The result of the experiment that used Spearman Rank Correlation Coefficient to compare the proposed rank (generated by the method with the standard rank (generated manually by a group of experts showed that the average Spearman 0 < rS < critical value. It means that the correlation was proven but it was not significant. Hence the proposed rank does not satisfy the standard but the performance could be improved.

Ranking the Online Documents Based on Relative Credibility Measures

Directory of Open Access Journals (Sweden)

Ahmad Dahlan

2009-05-01

Full Text Available Information searching is the most popular activity in Internet. Usually the search engine provides the search results ranked by the relevance. However, for a certain purpose that concerns with information credibility, particularly citing information for scientific works, another approach of ranking the search engine results is required. This paper presents a study on developing a new ranking method based on the credibility of information. The method is built up upon two well-known algorithms, PageRank and Citation Analysis. The result of the experiment that used Spearman Rank Correlation Coefficient to compare the proposed rank (generated by the method with the standard rank (generated manually by a group of experts showed that the average Spearman 0 < rS < critical value. It means that the correlation was proven but it was not significant. Hence the proposed rank does not satisfy the standard but the performance could be improved.

Rankings of International Achievement Test Performance and Economic Strength: Correlation or Conjecture?

Directory of Open Access Journals (Sweden)

CHRISTOPHER H. TIENKEN

2008-04-01

Full Text Available Examining a popular political notion, this article presents results from a series of Spearman Rho calculations conducted to investigate relationships between countries’ rankings on international tests of mathematics and science and future economic competitiveness as measured by the 2006 World Economic Forum’s Growth Competitiveness Index (GCI. The study investigated the existence of relationships between international test rankings from three different time periods during the last 50 years of U.S. education policy development (i.e., 1957–1982, 1983–2000, and 2001–2006 and 2006 GCI ranks. It extends previous research on the topic by investigating how GCI rankings in the top 50 percent and bottom 50 percent relate to rankings on international tests for the countries that participated in each test. The study found that the relationship between ranks on international tests of mathematics and science and future economic strength is stronger among nations with lower-performing economies. Nations with strong economies, such as the United States, demonstrate a weaker, nonsignificant relationship.

Generalized Reduced Rank Tests using the Singular Value Decomposition

NARCIS (Netherlands)

F.R. Kleibergen (Frank); R. Paap (Richard)

2003-01-01

textabstractWe propose a novel statistic to test the rank of a matrix. The rank statistic overcomes deficiencies of existing rank statistics, like: necessity of a Kronecker covariance matrix for the canonical correlation rank statistic of Anderson (1951), sensitivity to the ordering of the variables

Stochasticity and transport in Hamiltonian systems

International Nuclear Information System (INIS)

MacKay, R.S.; Meiss, J.D.; Percival, I.C.

1983-08-01

The theory of transport in nonlinear dynamics is developed in terms of leaky barriers which remain when invariant tori are destroyed. We describe the organization of stochastic motion by these barriers and give an explanation of long-time correlations in the stochastic regime

Stochastic resonance in a stochastic bistable system with additive noises and square–wave signal

International Nuclear Information System (INIS)

Feng, Guo; Xiang-Dong, Luo; Shao-Fu, Li; Yu-Rong, Zhou

2010-01-01

This paper considers the stochastic resonance in a stochastic bistable system driven by a periodic square-wave signal and a static force as well as by additive white noise and dichotomous noise from the viewpoint of signal-to-noise ratio. It finds that the signal-to-noise ratio appears as stochastic resonance behaviour when it is plotted as a function of the noise strength of the white noise and dichotomous noise, as a function of the system parameters, or as a function of the static force. Moreover, the influence of the strength of the stochastic potential force and the correlation rate of the dichotomous noise on the signal-to-noise ratio is investigated. (general)

Generalized reduced rank tests using the singular value decomposition

NARCIS (Netherlands)

Kleibergen, F.R.; Paap, R.

2002-01-01

We propose a novel statistic to test the rank of a matrix. The rank statistic overcomes deficiencies of existing rank statistics, like: necessity of a Kronecker covariance matrix for the canonical correlation rank statistic of Anderson (1951), sensitivity to the ordering of the variables for the LDU

Statistical methods for ranking data

CERN Document Server

Alvo, Mayer

2014-01-01

This book introduces advanced undergraduate, graduate students and practitioners to statistical methods for ranking data. An important aspect of nonparametric statistics is oriented towards the use of ranking data. Rank correlation is defined through the notion of distance functions and the notion of compatibility is introduced to deal with incomplete data. Ranking data are also modeled using a variety of modern tools such as CART, MCMC, EM algorithm and factor analysis. This book deals with statistical methods used for analyzing such data and provides a novel and unifying approach for hypotheses testing. The techniques described in the book are illustrated with examples and the statistical software is provided on the authors’ website.

How to Rank Journals.

Science.gov (United States)

Bradshaw, Corey J A; Brook, Barry W

2016-01-01

There are now many methods available to assess the relative citation performance of peer-reviewed journals. Regardless of their individual faults and advantages, citation-based metrics are used by researchers to maximize the citation potential of their articles, and by employers to rank academic track records. The absolute value of any particular index is arguably meaningless unless compared to other journals, and different metrics result in divergent rankings. To provide a simple yet more objective way to rank journals within and among disciplines, we developed a κ-resampled composite journal rank incorporating five popular citation indices: Impact Factor, Immediacy Index, Source-Normalized Impact Per Paper, SCImago Journal Rank and Google 5-year h-index; this approach provides an index of relative rank uncertainty. We applied the approach to six sample sets of scientific journals from Ecology (n = 100 journals), Medicine (n = 100), Multidisciplinary (n = 50); Ecology + Multidisciplinary (n = 25), Obstetrics & Gynaecology (n = 25) and Marine Biology & Fisheries (n = 25). We then cross-compared the κ-resampled ranking for the Ecology + Multidisciplinary journal set to the results of a survey of 188 publishing ecologists who were asked to rank the same journals, and found a 0.68-0.84 Spearman's ρ correlation between the two rankings datasets. Our composite index approach therefore approximates relative journal reputation, at least for that discipline. Agglomerative and divisive clustering and multi-dimensional scaling techniques applied to the Ecology + Multidisciplinary journal set identified specific clusters of similarly ranked journals, with only Nature & Science separating out from the others. When comparing a selection of journals within or among disciplines, we recommend collecting multiple citation-based metrics for a sample of relevant and realistic journals to calculate the composite rankings and their relative uncertainty windows.

Stochastic singular optics

CSIR Research Space (South Africa)

Roux, FS

2013-09-01

Full Text Available Roux Presented at the International Conference on Correlation Optics 2013 Chernivtsi, Ukraine 18-20 September 2013 CSIR National Laser Centre, Pretoria, South Africa – p. 1/24 Contents ⊲ Defining Stochastic Singular Optics (SSO) ⊲ Tools of Stochastic... of vortices: topological charge ±1 (higher order are unstable). Positive and negative vortex densities np(x, y, z) and nn(x, y, z) ⊲ Vortex density: V = np + nn ⊲ Topological charge density: T = np − nn – p. 4/24 Subfields of SSO ⊲ Homogeneous, normally...

Estimating Propensity Parameters Using Google PageRank and Genetic Algorithms.

Science.gov (United States)

Murrugarra, David; Miller, Jacob; Mueller, Alex N

2016-01-01

Stochastic Boolean networks, or more generally, stochastic discrete networks, are an important class of computational models for molecular interaction networks. The stochasticity stems from the updating schedule. Standard updating schedules include the synchronous update, where all the nodes are updated at the same time, and the asynchronous update where a random node is updated at each time step. The former produces a deterministic dynamics while the latter a stochastic dynamics. A more general stochastic setting considers propensity parameters for updating each node. Stochastic Discrete Dynamical Systems (SDDS) are a modeling framework that considers two propensity parameters for updating each node and uses one when the update has a positive impact on the variable, that is, when the update causes the variable to increase its value, and uses the other when the update has a negative impact, that is, when the update causes it to decrease its value. This framework offers additional features for simulations but also adds a complexity in parameter estimation of the propensities. This paper presents a method for estimating the propensity parameters for SDDS. The method is based on adding noise to the system using the Google PageRank approach to make the system ergodic and thus guaranteeing the existence of a stationary distribution. Then with the use of a genetic algorithm, the propensity parameters are estimated. Approximation techniques that make the search algorithms efficient are also presented and Matlab/Octave code to test the algorithms are available at http://www.ms.uky.edu/~dmu228/GeneticAlg/Code.html.

Diversity rankings among bacterial lineages in soil.

Science.gov (United States)

Youssef, Noha H; Elshahed, Mostafa S

2009-03-01

We used rarefaction curve analysis and diversity ordering-based approaches to rank the 11 most frequently encountered bacterial lineages in soil according to diversity in 5 previously reported 16S rRNA gene clone libraries derived from agricultural, undisturbed tall grass prairie and forest soils (n=26,140, 28 328, 31 818, 13 001 and 53 533). The Planctomycetes, Firmicutes and the delta-Proteobacteria were consistently ranked among the most diverse lineages in all data sets, whereas the Verrucomicrobia, Gemmatimonadetes and beta-Proteobacteria were consistently ranked among the least diverse. On the other hand, the rankings of alpha-Proteobacteria, Acidobacteria, Actinobacteria, Bacteroidetes and Chloroflexi varied widely in different soil clone libraries. In general, lineages exhibiting largest differences in diversity rankings also exhibited the largest difference in relative abundance in the data sets examined. Within these lineages, a positive correlation between relative abundance and diversity was observed within the Acidobacteria, Actinobacteria and Chloroflexi, and a negative diversity-abundance correlation was observed within the Bacteroidetes. The ecological and evolutionary implications of these results are discussed.

Stochastic and sensitivity analysis of shape error of inflatable antenna reflectors

Science.gov (United States)

San, Bingbing; Yang, Qingshan; Yin, Liwei

2017-03-01

Inflatable antennas are promising candidates to realize future satellite communications and space observations since they are lightweight, low-cost and small-packaged-volume. However, due to their high flexibility, inflatable reflectors are difficult to manufacture accurately, which may result in undesirable shape errors, and thus affect their performance negatively. In this paper, the stochastic characteristics of shape errors induced during manufacturing process are investigated using Latin hypercube sampling coupled with manufacture simulations. Four main random error sources are involved, including errors in membrane thickness, errors in elastic modulus of membrane, boundary deviations and pressure variations. Using regression and correlation analysis, a global sensitivity study is conducted to rank the importance of these error sources. This global sensitivity analysis is novel in that it can take into account the random variation and the interaction between error sources. Analyses are parametrically carried out with various focal-length-to-diameter ratios (F/D) and aperture sizes (D) of reflectors to investigate their effects on significance ranking of error sources. The research reveals that RMS (Root Mean Square) of shape error is a random quantity with an exponent probability distribution and features great dispersion; with the increase of F/D and D, both mean value and standard deviation of shape errors are increased; in the proposed range, the significance ranking of error sources is independent of F/D and D; boundary deviation imposes the greatest effect with a much higher weight than the others; pressure variation ranks the second; error in thickness and elastic modulus of membrane ranks the last with very close sensitivities to pressure variation. Finally, suggestions are given for the control of the shape accuracy of reflectors and allowable values of error sources are proposed from the perspective of reliability.

Eliciting conditional and unconditional rank correlations from conditional probabilities

International Nuclear Information System (INIS)

Morales, O.; Kurowicka, D.; Roelen, A.

2008-01-01

Causes of uncertainties may be interrelated and may introduce dependencies. Ignoring these dependencies may lead to large errors. A number of graphical models in probability theory such as dependence trees, vines and (continuous) Bayesian belief nets [Cooke RM. Markov and entropy properties of tree and vine-dependent variables. In: Proceedings of the ASA section on Bayesian statistical science, 1997; Kurowicka D, Cooke RM. Distribution-free continuous Bayesian belief nets. In: Proceedings of mathematical methods in reliability conference, 2004; Bedford TJ, Cooke RM. Vines-a new graphical model for dependent random variables. Ann Stat 2002; 30(4):1031-68; Kurowicka D, Cooke RM. Uncertainty analysis with high dimensional dependence modelling. New York: Wiley; 2006; Hanea AM, et al. Hybrid methods for quantifying and analyzing Bayesian belief nets. In: Proceedings of the 2005 ENBIS5 conference, 2005; Shachter RD, Kenley CR. Gaussian influence diagrams. Manage Sci 1998; 35(5) .] have been developed to capture dependencies between random variables. The input for these models are various marginal distributions and dependence information, usually in the form of conditional rank correlations. Often expert elicitation is required. This paper focuses on dependence representation, and dependence elicitation. The techniques presented are illustrated with an application from aviation safety

Detecting determinism with improved sensitivity in time series: rank-based nonlinear predictability score.

Science.gov (United States)

Naro, Daniel; Rummel, Christian; Schindler, Kaspar; Andrzejak, Ralph G

2014-09-01

The rank-based nonlinear predictability score was recently introduced as a test for determinism in point processes. We here adapt this measure to time series sampled from time-continuous flows. We use noisy Lorenz signals to compare this approach against a classical amplitude-based nonlinear prediction error. Both measures show an almost identical robustness against Gaussian white noise. In contrast, when the amplitude distribution of the noise has a narrower central peak and heavier tails than the normal distribution, the rank-based nonlinear predictability score outperforms the amplitude-based nonlinear prediction error. For this type of noise, the nonlinear predictability score has a higher sensitivity for deterministic structure in noisy signals. It also yields a higher statistical power in a surrogate test of the null hypothesis of linear stochastic correlated signals. We show the high relevance of this improved performance in an application to electroencephalographic (EEG) recordings from epilepsy patients. Here the nonlinear predictability score again appears of higher sensitivity to nonrandomness. Importantly, it yields an improved contrast between signals recorded from brain areas where the first ictal EEG signal changes were detected (focal EEG signals) versus signals recorded from brain areas that were not involved at seizure onset (nonfocal EEG signals).

Stochastic resonance in models of neuronal ensembles

International Nuclear Information System (INIS)

Chialvo, D.R.; Longtin, A.; Mueller-Gerkin, J.

1997-01-01

Two recently suggested mechanisms for the neuronal encoding of sensory information involving the effect of stochastic resonance with aperiodic time-varying inputs are considered. It is shown, using theoretical arguments and numerical simulations, that the nonmonotonic behavior with increasing noise of the correlation measures used for the so-called aperiodic stochastic resonance (ASR) scenario does not rely on the cooperative effect typical of stochastic resonance in bistable and excitable systems. Rather, ASR with slowly varying signals is more properly interpreted as linearization by noise. Consequently, the broadening of the open-quotes resonance curveclose quotes in the multineuron stochastic resonance without tuning scenario can also be explained by this linearization. Computation of the input-output correlation as a function of both signal frequency and noise for the model system further reveals conditions where noise-induced firing with aperiodic inputs will benefit from stochastic resonance rather than linearization by noise. Thus, our study clarifies the tuning requirements for the optimal transduction of subthreshold aperiodic signals. It also shows that a single deterministic neuron can perform as well as a network when biased into a suprathreshold regime. Finally, we show that the inclusion of a refractory period in the spike-detection scheme produces a better correlation between instantaneous firing rate and input signal. copyright 1997 The American Physical Society

ARIMA-Based Time Series Model of Stochastic Wind Power Generation

DEFF Research Database (Denmark)

Chen, Peiyuan; Pedersen, Troels; Bak-Jensen, Birgitte

2010-01-01

This paper proposes a stochastic wind power model based on an autoregressive integrated moving average (ARIMA) process. The model takes into account the nonstationarity and physical limits of stochastic wind power generation. The model is constructed based on wind power measurement of one year from...... the Nysted offshore wind farm in Denmark. The proposed limited-ARIMA (LARIMA) model introduces a limiter and characterizes the stochastic wind power generation by mean level, temporal correlation and driving noise. The model is validated against the measurement in terms of temporal correlation...... and probability distribution. The LARIMA model outperforms a first-order transition matrix based discrete Markov model in terms of temporal correlation, probability distribution and model parameter number. The proposed LARIMA model is further extended to include the monthly variation of the stochastic wind power...

The ISI distribution of the stochastic Hodgkin-Huxley neuron.

Science.gov (United States)

Rowat, Peter F; Greenwood, Priscilla E

2014-01-01

The simulation of ion-channel noise has an important role in computational neuroscience. In recent years several approximate methods of carrying out this simulation have been published, based on stochastic differential equations, and all giving slightly different results. The obvious, and essential, question is: which method is the most accurate and which is most computationally efficient? Here we make a contribution to the answer. We compare interspike interval histograms from simulated data using four different approximate stochastic differential equation (SDE) models of the stochastic Hodgkin-Huxley neuron, as well as the exact Markov chain model simulated by the Gillespie algorithm. One of the recent SDE models is the same as the Kurtz approximation first published in 1978. All the models considered give similar ISI histograms over a wide range of deterministic and stochastic input. Three features of these histograms are an initial peak, followed by one or more bumps, and then an exponential tail. We explore how these features depend on deterministic input and on level of channel noise, and explain the results using the stochastic dynamics of the model. We conclude with a rough ranking of the four SDE models with respect to the similarity of their ISI histograms to the histogram of the exact Markov chain model.

The design and content of orthodontic practise websites in the UK is suboptimal and does not correlate with search ranking.

Science.gov (United States)

Patel, Annika; Cobourne, Martyn T

2015-08-01

This study investigated standards of ethical advertising; design and content; and information quality associated with UK dental practice websites offering orthodontic treatment. The World Wide Web was searched from a UK-based computer using the Google search engine combined with the term 'orthodontic braces'. The first 100 UK-based dental practice websites were pooled and saved following duplicate removal. Websites were evaluated for compliance with current General Dental Council ethical advertising guidelines; accessibility, usability, and reliability using the LIDA instrument (a validated outcome tool for healthcare website design and content evaluation); and quality of information using the DISCERN toolkit (a validated method of quality assessment for online written patient information). Nine per cent of websites demonstrated full compliance with current guidelines on ethical advertising. Mean total LIDA score was 110/144 (76%) [range: 51-135; 35-94%]. Eleven websites reached a gold standard of 90% or more for total LIDA score. Mean total DISCERN score was 48/75 (64%) [range: 19-73; 25-97%]. Five websites achieved a total DISCERN score above 90%. Spearman's rank correlation coefficients demonstrated no significant correlations between LIDA (0.1669; P = 0.4252, confidence interval [CI]: -0.2560 to 0.5362) or DISCERN (0.3572; P = 0.0796, CI: -0.0565 to 0.663) score and ranking amongst the 25 highest ranked websites. Most UK websites offering orthodontic services are not fully compliant with national guidelines relating to ethical advertising. Validated measures of website design (LIDA) and information quality (DISCERN) showed wide variation amongst sites. No correlation existed between ranking amongst the highest 25 sites and either of these measures. This investigation was limited to a subsample of UK-only websites; and whilst not representative of European-wide sites, it does suggest that in the UK at least website quality can be improved. © The Author 2014

Estimating Propensity Parameters using Google PageRank and Genetic Algorithms

Directory of Open Access Journals (Sweden)

David Murrugarra

2016-11-01

Full Text Available Stochastic Boolean networks, or more generally, stochastic discrete networks, are an important class of computational models for molecular interaction networks. The stochasticity stems from the updating schedule. Standard updating schedules include the synchronous update, where all the nodes are updated at the same time, and the asynchronous update where a random node is updated at each time step. The former produces a deterministic dynamics while the latter a stochastic dynamics. A more general stochastic setting considers propensity parameters for updating each node. Stochastic Discrete Dynamical Systems (SDDS are a modeling framework that considers two propensity parameters for updating each node and uses one when the update has a positive impact on the variable, that is, when the update causes the variable to increase its value, and uses the other when the update has a negative impact, that is, when the update causes it to decrease its value. This framework offers additional features for simulations but also adds a complexity in parameter estimation of the propensities. This paper presents a method for estimating the propensity parameters for SDDS. The method is based on adding noise to the system using the Google PageRank approach to make the system ergodic and thus guaranteeing the existence of a stationary distribution. Then with the use of a genetic algorithm, the propensity parameters are estimated. Approximation techniques that make the search algorithms efficient are also presented and Matlab/Octave code to test the algorithms are available at~href{http://www.ms.uky.edu/~dmu228/GeneticAlg/Code.html}{http://www.ms.uky.edu/$sim$dmu228GeneticAlgCode.html}.

Linear stochastic neutron transport theory

International Nuclear Information System (INIS)

Lewins, J.

1978-01-01

A new and direct derivation of the Bell-Pal fundamental equation for (low power) neutron stochastic behaviour in the Boltzmann continuum model is given. The development includes correlation of particle emission direction in induced and spontaneous fission. This leads to generalizations of the backward and forward equations for the mean and variance of neutron behaviour. The stochastic importance for neutron transport theory is introduced and related to the conventional deterministic importance. Defining equations and moment equations are derived and shown to be related to the backward fundamental equation with the detector distribution of the operational definition of stochastic importance playing the role of an adjoint source. (author)

Global network centrality of university rankings

Science.gov (United States)

Guo, Weisi; Del Vecchio, Marco; Pogrebna, Ganna

2017-10-01

Universities and higher education institutions form an integral part of the national infrastructure and prestige. As academic research benefits increasingly from international exchange and cooperation, many universities have increased investment in improving and enabling their global connectivity. Yet, the relationship of university performance and its global physical connectedness has not been explored in detail. We conduct, to our knowledge, the first large-scale data-driven analysis into whether there is a correlation between university relative ranking performance and its global connectivity via the air transport network. The results show that local access to global hubs (as measured by air transport network betweenness) strongly and positively correlates with the ranking growth (statistical significance in different models ranges between 5% and 1% level). We also found that the local airport's aggregate flight paths (degree) and capacity (weighted degree) has no effect on university ranking, further showing that global connectivity distance is more important than the capacity of flight connections. We also examined the effect of local city economic development as a confounding variable and no effect was observed suggesting that access to global transportation hubs outweighs economic performance as a determinant of university ranking. The impact of this research is that we have determined the importance of the centrality of global connectivity and, hence, established initial evidence for further exploring potential connections between university ranking and regional investment policies on improving global connectivity.

Multicopy and stochastic transformation of multipartite pure states

International Nuclear Information System (INIS)

Chen Lin; Hayashi, Masahito

2011-01-01

Characterizing the transformation and classification of multipartite entangled states is a basic problem in quantum information. We study the problem under the two most common environments, local operations and classical communications (LOCC), stochastic LOCC and two more general environments, multicopy LOCC (MCLOCC), and multicopy SLOCC (MCSLOCC). We show that two transformable multipartite states under LOCC or SLOCC are also transformable under MCLOCC and MCSLOCC. What is more, these two environments are equivalent in the sense that two transformable states under MCLOCC are also transformable under MCSLOCC, and vice versa. Based on these environments we classify the multipartite pure states into a few inequivalent sets and orbits, between which we build the partial order to decide their transformation. In particular, we investigate the structure of SLOCC-equivalent states in terms of tensor rank, which is known as the generalized Schmidt rank. Given the tensor rank, we show that Greenberger-Horne-Zeilinger states can be used to generate all states with a smaller or equivalent tensor rank under SLOCC, and all reduced separable states with a cardinality smaller than or equivalent to the tensor rank under LOCC. Using these concepts, we extended the concept of the ''maximally entangled state'' in the multipartite system.

Stochastic control of traffic patterns

DEFF Research Database (Denmark)

Gaididei, Yuri B.; Gorria, Carlos; Berkemer, Rainer

2013-01-01

A stochastic modulation of the safety distance can reduce traffic jams. It is found that the effect of random modulation on congestive flow formation depends on the spatial correlation of the noise. Jam creation is suppressed for highly correlated noise. The results demonstrate the advantage of h...

Exact pairing correlations in one-dimensional trapped fermions with stochastic mean-field wave-functions

Energy Technology Data Exchange (ETDEWEB)

Juillet, O.; Gulminelli, F. [Caen Univ., Lab. de Physique Corpusculaire (LPC/ENSICAEN), 14 (France); Chomaz, Ph. [Grand Accelerateur National d' Ions Lourds (GANIL), 14 - Caen (France)

2003-11-01

The canonical thermodynamic properties of a one-dimensional system of interacting spin-1/2 fermions with an attractive zero-range pseudo-potential are investigated within an exact approach. The density operator is evaluated as the statistical average of dyadics formed from a stochastic mean-field propagation of independent Slater determinants. For an harmonically trapped Fermi gas and for fermions confined in a 1D-like torus, we observe the transition to a quasi-BCS state with Cooper-like momentum correlations and an algebraic long-range order. For few trapped fermions in a rotating torus, a dominant superfluid component with quantized circulation can be isolated. (author)

Adaptive stochastic Galerkin FEM with hierarchical tensor representations

KAUST Repository

Eigel, Martin

2016-01-08

PDE with stochastic data usually lead to very high-dimensional algebraic problems which easily become unfeasible for numerical computations because of the dense coupling structure of the discretised stochastic operator. Recently, an adaptive stochastic Galerkin FEM based on a residual a posteriori error estimator was presented and the convergence of the adaptive algorithm was shown. While this approach leads to a drastic reduction of the complexity of the problem due to the iterative discovery of the sparsity of the solution, the problem size and structure is still rather limited. To allow for larger and more general problems, we exploit the tensor structure of the parametric problem by representing operator and solution iterates in the tensor train (TT) format. The (successive) compression carried out with these representations can be seen as a generalisation of some other model reduction techniques, e.g. the reduced basis method. We show that this approach facilitates the efficient computation of different error indicators related to the computational mesh, the active polynomial chaos index set, and the TT rank. In particular, the curse of dimension is avoided.

Hierarchical low-rank approximation for high dimensional approximation

KAUST Repository

Nouy, Anthony

2016-01-07

Tensor methods are among the most prominent tools for the numerical solution of high-dimensional problems where functions of multiple variables have to be approximated. Such high-dimensional approximation problems naturally arise in stochastic analysis and uncertainty quantification. In many practical situations, the approximation of high-dimensional functions is made computationally tractable by using rank-structured approximations. In this talk, we present algorithms for the approximation in hierarchical tensor format using statistical methods. Sparse representations in a given tensor format are obtained with adaptive or convex relaxation methods, with a selection of parameters using crossvalidation methods.

Hierarchical low-rank approximation for high dimensional approximation

KAUST Repository

Nouy, Anthony

2016-01-01

Tensor methods are among the most prominent tools for the numerical solution of high-dimensional problems where functions of multiple variables have to be approximated. Such high-dimensional approximation problems naturally arise in stochastic analysis and uncertainty quantification. In many practical situations, the approximation of high-dimensional functions is made computationally tractable by using rank-structured approximations. In this talk, we present algorithms for the approximation in hierarchical tensor format using statistical methods. Sparse representations in a given tensor format are obtained with adaptive or convex relaxation methods, with a selection of parameters using crossvalidation methods.

Ranking adverse drug reactions with crowdsourcing.

Science.gov (United States)

Gottlieb, Assaf; Hoehndorf, Robert; Dumontier, Michel; Altman, Russ B

2015-03-23

There is no publicly available resource that provides the relative severity of adverse drug reactions (ADRs). Such a resource would be useful for several applications, including assessment of the risks and benefits of drugs and improvement of patient-centered care. It could also be used to triage predictions of drug adverse events. The intent of the study was to rank ADRs according to severity. We used Internet-based crowdsourcing to rank ADRs according to severity. We assigned 126,512 pairwise comparisons of ADRs to 2589 Amazon Mechanical Turk workers and used these comparisons to rank order 2929 ADRs. There is good correlation (rho=.53) between the mortality rates associated with ADRs and their rank. Our ranking highlights severe drug-ADR predictions, such as cardiovascular ADRs for raloxifene and celecoxib. It also triages genes associated with severe ADRs such as epidermal growth-factor receptor (EGFR), associated with glioblastoma multiforme, and SCN1A, associated with epilepsy. ADR ranking lays a first stepping stone in personalized drug risk assessment. Ranking of ADRs using crowdsourcing may have useful clinical and financial implications, and should be further investigated in the context of health care decision making.

Ranking Adverse Drug Reactions With Crowdsourcing

KAUST Repository

Gottlieb, Assaf

2015-03-23

Background: There is no publicly available resource that provides the relative severity of adverse drug reactions (ADRs). Such a resource would be useful for several applications, including assessment of the risks and benefits of drugs and improvement of patient-centered care. It could also be used to triage predictions of drug adverse events. Objective: The intent of the study was to rank ADRs according to severity. Methods: We used Internet-based crowdsourcing to rank ADRs according to severity. We assigned 126,512 pairwise comparisons of ADRs to 2589 Amazon Mechanical Turk workers and used these comparisons to rank order 2929 ADRs. Results: There is good correlation (rho=.53) between the mortality rates associated with ADRs and their rank. Our ranking highlights severe drug-ADR predictions, such as cardiovascular ADRs for raloxifene and celecoxib. It also triages genes associated with severe ADRs such as epidermal growth-factor receptor (EGFR), associated with glioblastoma multiforme, and SCN1A, associated with epilepsy. Conclusions: ADR ranking lays a first stepping stone in personalized drug risk assessment. Ranking of ADRs using crowdsourcing may have useful clinical and financial implications, and should be further investigated in the context of health care decision making.

Interspike interval correlation in a stochastic exponential integrate-and-fire model with subthreshold and spike-triggered adaptation.

Science.gov (United States)

Shiau, LieJune; Schwalger, Tilo; Lindner, Benjamin

2015-06-01

We study the spike statistics of an adaptive exponential integrate-and-fire neuron stimulated by white Gaussian current noise. We derive analytical approximations for the coefficient of variation and the serial correlation coefficient of the interspike interval assuming that the neuron operates in the mean-driven tonic firing regime and that the stochastic input is weak. Our result for the serial correlation coefficient has the form of a geometric sequence and is confirmed by the comparison to numerical simulations. The theory predicts various patterns of interval correlations (positive or negative at lag one, monotonically decreasing or oscillating) depending on the strength of the spike-triggered and subthreshold components of the adaptation current. In particular, for pure subthreshold adaptation we find strong positive ISI correlations that are usually ascribed to positive correlations in the input current. Our results i) provide an alternative explanation for interspike-interval correlations observed in vivo, ii) may be useful in fitting point neuron models to experimental data, and iii) may be instrumental in exploring the role of adaptation currents for signal detection and signal transmission in single neurons.

PageRank, HITS and a unified framework for link analysis

Energy Technology Data Exchange (ETDEWEB)

Ding, Chris; He, Xiaofeng; Husbands, Parry; Zha, Hongyuan; Simon, Horst

2001-10-01

Two popular webpage ranking algorithms are HITS and PageRank. HITS emphasizes mutual reinforcement between authority and hub webpages, while PageRank emphasizes hyperlink weight normalization and web surfing based on random walk models. We systematically generalize/combine these concepts into a unified framework. The ranking framework contains a large algorithm space; HITS and PageRank are two extreme ends in this space. We study several normalized ranking algorithms which are intermediate between HITS and PageRank, and obtain closed-form solutions. We show that, to first order approximation, all ranking algorithms in this framework, including PageRank and HITS, lead to same ranking which is highly correlated with ranking by indegree. These results support the notion that in web resource ranking indegree and outdegree are of fundamental importance. Rankings of webgraphs of different sizes and queries are presented to illustrate our analysis.

Higher-order stochastic differential equations and the positive Wigner function

Science.gov (United States)

Drummond, P. D.

2017-12-01

General higher-order stochastic processes that correspond to any diffusion-type tensor of higher than second order are obtained. The relationship of multivariate higher-order stochastic differential equations with tensor decomposition theory and tensor rank is explained. Techniques for generating the requisite complex higher-order noise are proved to exist either using polar coordinates and γ distributions, or from products of Gaussian variates. This method is shown to allow the calculation of the dynamics of the Wigner function, after it is extended to a complex phase space. The results are illustrated physically through dynamical calculations of the positive Wigner distribution for three-mode parametric downconversion, widely used in quantum optics. The approach eliminates paradoxes arising from truncation of the higher derivative terms in Wigner function time evolution. Anomalous results of negative populations and vacuum scattering found in truncated Wigner quantum simulations in quantum optics and Bose-Einstein condensate dynamics are shown not to occur with this type of stochastic theory.

A stochastic approach to multi-gene expression dynamics

International Nuclear Information System (INIS)

Ochiai, T.; Nacher, J.C.; Akutsu, T.

2005-01-01

In the last years, tens of thousands gene expression profiles for cells of several organisms have been monitored. Gene expression is a complex transcriptional process where mRNA molecules are translated into proteins, which control most of the cell functions. In this process, the correlation among genes is crucial to determine the specific functions of genes. Here, we propose a novel multi-dimensional stochastic approach to deal with the gene correlation phenomena. Interestingly, our stochastic framework suggests that the study of the gene correlation requires only one theoretical assumption-Markov property-and the experimental transition probability, which characterizes the gene correlation system. Finally, a gene expression experiment is proposed for future applications of the model

Photon correlation holography.

Science.gov (United States)

Naik, Dinesh N; Singh, Rakesh Kumar; Ezawa, Takahiro; Miyamoto, Yoko; Takeda, Mitsuo

2011-01-17

Unconventional holography called photon correlation holography is proposed and experimentally demonstrated. Using photon correlation, i.e. intensity correlation or fourth order correlation of optical field, a 3-D image of the object recorded in a hologram is reconstructed stochastically with illumination through a random phase screen. Two different schemes for realizing photon correlation holography are examined by numerical simulations, and the experiment was performed for one of the reconstruction schemes suitable for the experimental proof of the principle. The technique of photon correlation holography provides a new insight into how the information is embedded in the spatial as well as temporal correlation of photons in the stochastic pseudo thermal light.

A stochastic picture of spin

International Nuclear Information System (INIS)

Faris, W.G.

1981-01-01

Dankel has shown how to incorporate spin into stochastic mechanics. The resulting non-local hidden variable theory gives an appealing picture of spin correlation experiments in which Bell's inequality is violated. (orig.)

On the Kendall Correlation Coefficient

OpenAIRE

Stepanov, Alexei

2015-01-01

In the present paper, we first discuss the Kendall rank correlation coefficient. In continuous case, we define the Kendall rank correlation coefficient in terms of the concomitants of order statistics, find the expected value of the Kendall rank correlation coefficient and show that the later is free of n. We also prove that in continuous case the Kendall correlation coefficient converges in probability to its expected value. We then propose to consider the expected value of the Kendall rank ...

Personality correlates (BAS-BIS), self-perception of social ranking, and cortical (alpha frequency band) modulation in peer-group comparison.

Science.gov (United States)

Balconi, Michela; Pagani, Silvia

2014-06-22

The perception and interpretation of social hierarchies are a key part of our social life. In the present research we considered the activation of cortical areas, mainly the prefrontal cortex, related to social ranking perception in conjunction with some personality components (BAS - Behavioral Activation System - and BIS - Behavioral Inhibition System). In two experiments we manipulated the perceived superior/inferior status during a competitive cognitive task. Indeed, we created an explicit and strongly reinforced social hierarchy based on incidental rating in an attentional task. Specifically, a peer group comparison was undertaken and improved (Experiment 1) or decreased (Experiment 2) performance was artificially manipulated by the experimenter. For each experiment two groups were compared, based on a BAS and BIS dichotomy. Alpha band modulation in prefrontal cortex, behavioral measures (performance: error rate, ER; response times, RTs), and self-perceived ranking were considered. Repeated measures ANOVAs and regression analyses showed in Experiment 1 a significant improved cognitive performance (decreased ER and RTs) and higher self-perceived ranking in high-BAS participants. Moreover, their prefrontal activity was increased within the left side (alpha band decreasing). Conversely, in Experiment 2 a significant decreased cognitive performance (increased ER and RTs) and lower self-perceived ranking was observed in higher-BIS participants. Their prefrontal right activity was increased in comparison with higher BAS. The regression analyses confirmed the significant predictive role of alpha band modulation with respect of subjects' performance and self-perception of social ranking, differently for BAS/BIS components. The present results suggest that social status perception is directly modulated by cortical activity and personality correlates. Copyright © 2014 Elsevier Inc. All rights reserved.

Fractional cointegration rank estimation

DEFF Research Database (Denmark)

Lasak, Katarzyna; Velasco, Carlos

the parameters of the model under the null hypothesis of the cointegration rank r = 1, 2, ..., p-1. This step provides consistent estimates of the cointegration degree, the cointegration vectors, the speed of adjustment to the equilibrium parameters and the common trends. In the second step we carry out a sup......-likelihood ratio test of no-cointegration on the estimated p - r common trends that are not cointegrated under the null. The cointegration degree is re-estimated in the second step to allow for new cointegration relationships with different memory. We augment the error correction model in the second step...... to control for stochastic trend estimation effects from the first step. The critical values of the tests proposed depend only on the number of common trends under the null, p - r, and on the interval of the cointegration degrees b allowed, but not on the true cointegration degree b0. Hence, no additional...

Citation ranking versus peer evaluation of senior faculty research performance

DEFF Research Database (Denmark)

Meho, Lokman I.; Sonnenwald, Diane H.

2000-01-01

The purpose of this study is to analyze the relationship between citation ranking and peer evaluation in assessing senior faculty research performance. Other studies typically derive their peer evaluation data directly from referees, often in the form of ranking. This study uses two additional...... indicator of research performance of senior faculty members? Citation data, book reviews, and peer ranking were compiled and examined for faculty members specializing in Kurdish studies. Analysis shows that normalized citation ranking and citation content analysis data yield identical ranking results....... Analysis also shows that normalized citation ranking and citation content analysis, book reviews, and peer ranking perform similarly (i.e., are highly correlated) for high-ranked and low-ranked senior scholars. Additional evaluation methods and measures that take into account the context and content...

Factors influencing lysis time stochasticity in bacteriophage λ

Directory of Open Access Journals (Sweden)

Dennehy John J

2011-08-01

Full Text Available Abstract Background Despite identical genotypes and seemingly uniform environments, stochastic gene expression and other dynamic intracellular processes can produce considerable phenotypic diversity within clonal microbes. One trait that provides a good model to explore the molecular basis of stochastic variation is the timing of host lysis by bacteriophage (phage. Results Individual lysis events of thermally-inducible λ lysogens were observed using a temperature-controlled perfusion chamber mounted on an inverted microscope. Both mean lysis time (MLT and its associated standard deviation (SD were estimated. Using the SD as a measure of lysis time stochasticity, we showed that lysogenic cells in controlled environments varied widely in lysis times, and that the level of lysis time stochasticity depended on allelic variation in the holin sequence, late promoter (pR' activity, and host growth rate. In general, the MLT was positively correlated with the SD. Both lower pR' activities and lower host growth rates resulted in larger SDs. Results from premature lysis, induced by adding KCN at different time points after lysogen induction, showed a negative correlation between the timing of KCN addition and lysis time stochasticity. Conclusions Taken together with results published by others, we conclude that a large fraction of λ lysis time stochasticity is the result of random events following the expression and diffusion of the holin protein. Consequently, factors influencing the timing of reaching critical holin concentrations in the cell membrane, such as holin production rate, strongly influence the mean lysis time and the lysis time stochasticity.

Stochastic Averaging and Stochastic Extremum Seeking

CERN Document Server

Liu, Shu-Jun

2012-01-01

Stochastic Averaging and Stochastic Extremum Seeking develops methods of mathematical analysis inspired by the interest in reverse engineering  and analysis of bacterial  convergence by chemotaxis and to apply similar stochastic optimization techniques in other environments. The first half of the text presents significant advances in stochastic averaging theory, necessitated by the fact that existing theorems are restricted to systems with linear growth, globally exponentially stable average models, vanishing stochastic perturbations, and prevent analysis over infinite time horizon. The second half of the text introduces stochastic extremum seeking algorithms for model-free optimization of systems in real time using stochastic perturbations for estimation of their gradients. Both gradient- and Newton-based algorithms are presented, offering the user the choice between the simplicity of implementation (gradient) and the ability to achieve a known, arbitrary convergence rate (Newton). The design of algorithms...

Application of Stochastic Partial Differential Equations to Reservoir Property Modelling

KAUST Repository

Potsepaev, R.

2010-09-06

Existing algorithms of geostatistics for stochastic modelling of reservoir parameters require a mapping (the \\'uvt-transform\\') into the parametric space and reconstruction of a stratigraphic co-ordinate system. The parametric space can be considered to represent a pre-deformed and pre-faulted depositional environment. Existing approximations of this mapping in many cases cause significant distortions to the correlation distances. In this work we propose a coordinate free approach for modelling stochastic textures through the application of stochastic partial differential equations. By avoiding the construction of a uvt-transform and stratigraphic coordinates, one can generate realizations directly in the physical space in the presence of deformations and faults. In particular the solution of the modified Helmholtz equation driven by Gaussian white noise is a zero mean Gaussian stationary random field with exponential correlation function (in 3-D). This equation can be used to generate realizations in parametric space. In order to sample in physical space we introduce a stochastic elliptic PDE with tensor coefficients, where the tensor is related to correlation anisotropy and its variation is physical space.

The roles of shear and cross-correlations on the fluctuation levels in simple stochastic models. Revision

International Nuclear Information System (INIS)

Krommes, J.A.

1999-01-01

Highly simplified models of random flows interacting with background microturbulence are analyzed. In the limit of very rapid velocity fluctuations, it is shown rigorously that the fluctuation level of a passively advected scalar is not controlled by the rms shear. In a model with random velocities dependent only on time, the level of cross-correlations between the flows and the background turbulence regulates the saturation level. This effect is illustrated by considering a simple stochastic-oscillator model, both exactly and with analysis and numerical solutions of the direct-interaction approximation. Implications for the understanding of self-consistent turbulence are discussed briefly

University rankings in computer science

DEFF Research Database (Denmark)

Ehret, Philip; Zuccala, Alesia Ann; Gipp, Bela

2017-01-01

This is a research-in-progress paper concerning two types of institutional rankings, the Leiden and QS World ranking, and their relationship to a list of universities’ ‘geo-based’ impact scores, and Computing Research and Education Conference (CORE) participation scores in the field of computer...... science. A ‘geo-based’ impact measure examines the geographical distribution of incoming citations to a particular university’s journal articles for a specific period of time. It takes into account both the number of citations and the geographical variability in these citations. The CORE participation...... score is calculated on the basis of the number of weighted proceedings papers that a university has contributed to either an A*, A, B, or C conference as ranked by the Computing Research and Education Association of Australasia. In addition to calculating the correlations between the distinct university...

Trachomatous Scar Ranking: A Novel Outcome for Trachoma Studies.

Science.gov (United States)

Baldwin, Angela; Ryner, Alexander M; Tadesse, Zerihun; Shiferaw, Ayalew; Callahan, Kelly; Fry, Dionna M; Zhou, Zhaoxia; Lietman, Thomas M; Keenan, Jeremy D

2017-06-01

AbstractWe evaluated a new trachoma scarring ranking system with potential use in clinical research. The upper right tarsal conjunctivas of 427 individuals from Ethiopian villages with hyperendemic trachoma were photographed. An expert grader first assigned a scar grade to each photograph using the 1981 World Health Organization (WHO) grading system. Then, all photographs were ranked from least (rank = 1) to most scarring (rank = 427). Photographic grading found 79 (18.5%) conjunctivae without scarring (C0), 191 (44.7%) with minimal scarring (C1), 105 (24.6%) with moderate scarring (C2), and 52 (12.2%) with severe scarring (C3). The ranking method demonstrated good internal validity, exhibiting a monotonic increase in the median rank across the levels of the 1981 WHO grading system. Intrarater repeatability was better for the ranking method (intraclass correlation coefficient = 0.84, 95% CI = 0.74-0.94). Exhibiting better internal and external validity, this ranking method may be useful for evaluating the difference in scarring between groups of individuals.

Stochastic goal-oriented error estimation with memory

Science.gov (United States)

Ackmann, Jan; Marotzke, Jochem; Korn, Peter

2017-11-01

We propose a stochastic dual-weighted error estimator for the viscous shallow-water equation with boundaries. For this purpose, previous work on memory-less stochastic dual-weighted error estimation is extended by incorporating memory effects. The memory is introduced by describing the local truncation error as a sum of time-correlated random variables. The random variables itself represent the temporal fluctuations in local truncation errors and are estimated from high-resolution information at near-initial times. The resulting error estimator is evaluated experimentally in two classical ocean-type experiments, the Munk gyre and the flow around an island. In these experiments, the stochastic process is adapted locally to the respective dynamical flow regime. Our stochastic dual-weighted error estimator is shown to provide meaningful error bounds for a range of physically relevant goals. We prove, as well as show numerically, that our approach can be interpreted as a linearized stochastic-physics ensemble.

Energy losses (gains) of massive coloured particles in stochastic colour medium

International Nuclear Information System (INIS)

Leonidov, A.; Rossijskaya Akademiya Nauk, Moscow

1995-01-01

The propagation of massive coloured particles in stochastic background chromoelectric field is studied using the semiclassical equations of motion. Depending on the nature of the stochastic background we obtain the formulae for the energy losses of heavy coloured projectile in nonperturbative hadronic medium and for the energy gains in the stochastic field present, e.g., in the turbulent plasma. The result appears to be significantly dependent on the form of the correlation function of stochastic external field. (orig.)

Validating rankings in soccer championships

Directory of Open Access Journals (Sweden)

Annibal Parracho Sant'Anna

2012-08-01

Full Text Available The final ranking of a championship is determined by quality attributes combined with other factors which should be filtered out of any decision on relegation or draft for upper level tournaments. Factors like referees' mistakes and difficulty of certain matches due to its accidental importance to the opponents should have their influence reduced. This work tests approaches to combine classification rules considering the imprecision of the number of points as a measure of quality and of the variables that provide reliable explanation for it. Two home-advantage variables are tested and shown to be apt to enter as explanatory variables. Independence between the criteria is checked against the hypothesis of maximal correlation. The importance of factors and of composition rules is evaluated on the basis of correlation between rank vectors, number of classes and number of clubs in tail classes. Data from five years of the Brazilian Soccer Championship are analyzed.

The interpolation method of stochastic functions and the stochastic variational principle

International Nuclear Information System (INIS)

Liu Xianbin; Chen Qiu

1993-01-01

Uncertainties have been attaching more importance to increasingly in modern engineering structural design. Viewed on an appropriate scale, the inherent physical attributes (material properties) of many structural systems always exhibit some patterns of random variation in space and time, generally the random variation shows a small parameter fluctuation. For a linear mechanical system, the random variation is modeled as a random one of a linear partial differential operator and, in stochastic finite element method, a random variation of a stiffness matrix. Besides the stochasticity of the structural physical properties, the influences of random loads which always represent themselves as the random boundary conditions bring about much more complexities in structural analysis. Now the stochastic finite element method or the probabilistic finite element method is used to study the structural systems with random physical parameters, whether or not the loads are random. Differing from the general finite element theory, the main difficulty which the stochastic finite element method faces is the inverse operation of stochastic operators and stochastic matrices, since the inverse operators and the inverse matrices are statistically correlated to the random parameters and random loads. So far, many efforts have been made to obtain the reasonably approximate expressions of the inverse operators and inverse matrices, such as Perturbation Method, Neumann Expansion Method, Galerkin Method (in appropriate Hilbert Spaces defined for random functions), Orthogonal Expansion Method. Among these methods, Perturbation Method appear to be the most available. The advantage of these methods is that the fairly accurate response statistics can be obtained under the condition of the finite information of the input. However, the second-order statistics obtained by use of Perturbation Method and Neumann Expansion Method are not always the appropriate ones, because the relevant second

Rank Dynamics

Science.gov (United States)

Gershenson, Carlos

Studies of rank distributions have been popular for decades, especially since the work of Zipf. For example, if we rank words of a given language by use frequency (most used word in English is 'the', rank 1; second most common word is 'of', rank 2), the distribution can be approximated roughly with a power law. The same applies for cities (most populated city in a country ranks first), earthquakes, metabolism, the Internet, and dozens of other phenomena. We recently proposed ``rank diversity'' to measure how ranks change in time, using the Google Books Ngram dataset. Studying six languages between 1800 and 2009, we found that the rank diversity curves of languages are universal, adjusted with a sigmoid on log-normal scale. We are studying several other datasets (sports, economies, social systems, urban systems, earthquakes, artificial life). Rank diversity seems to be universal, independently of the shape of the rank distribution. I will present our work in progress towards a general description of the features of rank change in time, along with simple models which reproduce it

Maximal stochastic transport in the Lorenz equations

Energy Technology Data Exchange (ETDEWEB)

Agarwal, Sahil, E-mail: sahil.agarwal@yale.edu [Program in Applied Mathematics, Yale University, New Haven (United States); Wettlaufer, J.S., E-mail: john.wettlaufer@yale.edu [Program in Applied Mathematics, Yale University, New Haven (United States); Departments of Geology & Geophysics, Mathematics and Physics, Yale University, New Haven (United States); Mathematical Institute, University of Oxford, Oxford (United Kingdom); Nordita, Royal Institute of Technology and Stockholm University, Stockholm (Sweden)

2016-01-08

We calculate the stochastic upper bounds for the Lorenz equations using an extension of the background method. In analogy with Rayleigh–Bénard convection the upper bounds are for heat transport versus Rayleigh number. As might be expected, the stochastic upper bounds are larger than the deterministic counterpart of Souza and Doering [1], but their variation with noise amplitude exhibits interesting behavior. Below the transition to chaotic dynamics the upper bounds increase monotonically with noise amplitude. However, in the chaotic regime this monotonicity depends on the number of realizations in the ensemble; at a particular Rayleigh number the bound may increase or decrease with noise amplitude. The origin of this behavior is the coupling between the noise and unstable periodic orbits, the degree of which depends on the degree to which the ensemble represents the ergodic set. This is confirmed by examining the close returns plots of the full solutions to the stochastic equations and the numerical convergence of the noise correlations. The numerical convergence of both the ensemble and time averages of the noise correlations is sufficiently slow that it is the limiting aspect of the realization of these bounds. Finally, we note that the full solutions of the stochastic equations demonstrate that the effect of noise is equivalent to the effect of chaos.

Perturbation theory for continuous stochastic equations

International Nuclear Information System (INIS)

Chechetkin, V.R.; Lutovinov, V.S.

1987-01-01

The various general perturbational schemes for continuous stochastic equations are considered. These schemes have many analogous features with the iterational solution of Schwinger equation for S-matrix. The following problems are discussed: continuous stochastic evolution equations for probability distribution functionals, evolution equations for equal time correlators, perturbation theory for Gaussian and Poissonian additive noise, perturbation theory for birth and death processes, stochastic properties of systems with multiplicative noise. The general results are illustrated by diffusion-controlled reactions, fluctuations in closed systems with chemical processes, propagation of waves in random media in parabolic equation approximation, and non-equilibrium phase transitions in systems with Poissonian breeding centers. The rate of irreversible reaction X + X → A (Smoluchowski process) is calculated with the use of general theory based on continuous stochastic equations for birth and death processes. The threshold criterion and range of fluctuational region for synergetic phase transition in system with Poissonian breeding centers are also considered. (author)

Comparison of the Valuations of Alternatives Based on Cumulative Prospect Theory and Almost Stochastic Dominance

Directory of Open Access Journals (Sweden)

Ewa Michalska

2012-01-01

Full Text Available There are commonly accepted and objective decision rules, which are consistent with rationality, for example stochastic dominance rules. But, as can be seen in many research studies in behavioral economics, decision makers do not always act rationally. Rules based on cumulative prospect theory or almost stochastic dominance are relatively new tools which model real choices. Both approaches take into account some behavioral factors. The aim of this paper is to check the consistency of orders of the valuations of random alternatives based on these behavioral rules. The order of the alternatives is generated by a preference relation over the decision set. In this paper, we show that the methodology for creating rankings based on total orders can be used for the preference relations considered, because they enable comparison of all the elements in a set of random alternatives. For almost second degree stochastic dominance, this is possible due to its particular properties, which stochastic dominance does not possess. (original abstract

PageRank tracker: from ranking to tracking.

Science.gov (United States)

Gong, Chen; Fu, Keren; Loza, Artur; Wu, Qiang; Liu, Jia; Yang, Jie

2014-06-01

Video object tracking is widely used in many real-world applications, and it has been extensively studied for over two decades. However, tracking robustness is still an issue in most existing methods, due to the difficulties with adaptation to environmental or target changes. In order to improve adaptability, this paper formulates the tracking process as a ranking problem, and the PageRank algorithm, which is a well-known webpage ranking algorithm used by Google, is applied. Labeled and unlabeled samples in tracking application are analogous to query webpages and the webpages to be ranked, respectively. Therefore, determining the target is equivalent to finding the unlabeled sample that is the most associated with existing labeled set. We modify the conventional PageRank algorithm in three aspects for tracking application, including graph construction, PageRank vector acquisition and target filtering. Our simulations with the use of various challenging public-domain video sequences reveal that the proposed PageRank tracker outperforms mean-shift tracker, co-tracker, semiboosting and beyond semiboosting trackers in terms of accuracy, robustness and stability.

Model assessment using a multi-metric ranking technique

Science.gov (United States)

Fitzpatrick, P. J.; Lau, Y.; Alaka, G.; Marks, F.

2017-12-01

Validation comparisons of multiple models presents challenges when skill levels are similar, especially in regimes dominated by the climatological mean. Assessing skill separation will require advanced validation metrics and identifying adeptness in extreme events, but maintain simplicity for management decisions. Flexibility for operations is also an asset. This work postulates a weighted tally and consolidation technique which ranks results by multiple types of metrics. Variables include absolute error, bias, acceptable absolute error percentages, outlier metrics, model efficiency, Pearson correlation, Kendall's Tau, reliability Index, multiplicative gross error, and root mean squared differences. Other metrics, such as root mean square difference and rank correlation were also explored, but removed when the information was discovered to be generally duplicative to other metrics. While equal weights are applied, weights could be altered depending for preferred metrics. Two examples are shown comparing ocean models' currents and tropical cyclone products, including experimental products. The importance of using magnitude and direction for tropical cyclone track forecasts instead of distance, along-track, and cross-track are discussed. Tropical cyclone intensity and structure prediction are also assessed. Vector correlations are not included in the ranking process, but found useful in an independent context, and will be briefly reported.

Semiparametric Gaussian copula models : Geometry and efficient rank-based estimation

NARCIS (Netherlands)

Segers, J.; van den Akker, R.; Werker, B.J.M.

2014-01-01

We propose, for multivariate Gaussian copula models with unknown margins and structured correlation matrices, a rank-based, semiparametrically efficient estimator for the Euclidean copula parameter. This estimator is defined as a one-step update of a rank-based pilot estimator in the direction of

Model reduction method using variable-separation for stochastic saddle point problems

Science.gov (United States)

Jiang, Lijian; Li, Qiuqi

2018-02-01

In this paper, we consider a variable-separation (VS) method to solve the stochastic saddle point (SSP) problems. The VS method is applied to obtain the solution in tensor product structure for stochastic partial differential equations (SPDEs) in a mixed formulation. The aim of such a technique is to construct a reduced basis approximation of the solution of the SSP problems. The VS method attempts to get a low rank separated representation of the solution for SSP in a systematic enrichment manner. No iteration is performed at each enrichment step. In order to satisfy the inf-sup condition in the mixed formulation, we enrich the separated terms for the primal system variable at each enrichment step. For the SSP problems by regularization or penalty, we propose a more efficient variable-separation (VS) method, i.e., the variable-separation by penalty method. This can avoid further enrichment of the separated terms in the original mixed formulation. The computation of the variable-separation method decomposes into offline phase and online phase. Sparse low rank tensor approximation method is used to significantly improve the online computation efficiency when the number of separated terms is large. For the applications of SSP problems, we present three numerical examples to illustrate the performance of the proposed methods.

Characterizing Microseismicity at the Newberry Volcano Geothermal Site using PageRank

Science.gov (United States)

Aguiar, A. C.; Myers, S. C.

2015-12-01

The Newberry Volcano, within the Deschutes National Forest in Oregon, has been designated as a candidate site for the Department of Energy's Frontier Observatory for Research in Geothermal Energy (FORGE) program. This site was stimulated using high-pressure fluid injection during the fall of 2012, which generated several hundred microseismic events. Exploring the spatial and temporal development of microseismicity is key to understanding how subsurface stimulation modifies stress, fractures rock, and increases permeability. We analyze Newberry seismicity using both surface and borehole seismometers from the AltaRock and LLNL seismic networks. For our analysis we adapt PageRank, Google's initial search algorithm, to evaluate microseismicity during the 2012 stimulation. PageRank is a measure of connectivity, where higher ranking represents highly connected windows. In seismic applications connectivity is measured by the cross correlation of 2 time windows recorded on a common seismic station and channel. Aguiar and Beroza (2014) used PageRank based on cross correlation to detect low-frequency earthquakes, which are highly repetitive but difficult to detect. We expand on this application by using PageRank to define signal-correlation topology for micro-earthquakes, including the identification of signals that are connected to the largest number of other signals. We then use this information to create signal families and compare PageRank families to the spatial and temporal proximity of associated earthquakes. Studying signal PageRank will potentially allow us to efficiently group earthquakes with similar physical characteristics, such as focal mechanisms and stress drop. Our ultimate goal is to determine whether changes in the state of stress and/or changes in the generation of subsurface fracture networks can be detected using PageRank topology. This work performed under the auspices of the U.S. Department of Energy by Lawrence Livermore National Laboratory under

RAYLEIGH SCATTERING MODELS WITH CORRELATION INTEGRAL

Directory of Open Access Journals (Sweden)

S. F. Kolomiets

2014-01-01

Full Text Available This article offers one of possible approaches to the use of the classical correlation concept in Rayleigh scattering models. Classical correlation in contrast to three types of correlations corresponding to stochastic point flows opens the door to the efficient explanation of the interaction between periodical structure of incident radiation and discreet stochastic structure of distributed scatters typical for Rayleigh problems.

Stochastic resonance and MFPT in an asymmetric bistable system driven by correlated multiplicative colored noise and additive white noise

Science.gov (United States)

Shi, Pei-Ming; Li, Qun; Han, Dong-Ying

2017-06-01

This paper investigates a new asymmetric bistable model driven by correlated multiplicative colored noise and additive white noise. The mean first-passage time (MFPT) and the signal-to-noise ratio (SNR) as the indexes of evaluating the model are researched. Based on the two-state theory and the adiabatic approximation theory, the expressions of MFPT and SNR have been obtained for the asymmetric bistable system driven by a periodic signal, correlated multiplicative colored noise and additive noise. Simulation results show that it is easier to generate stochastic resonance (SR) to adjust the intensity of correlation strength λ. Meanwhile, the decrease of asymmetric coefficient r2 and the increase of noise intensity are beneficial to realize the transition between the two steady states in the system. At the same time, the twice SR phenomena can be observed by adjusting additive white noise and correlation strength. The influence of asymmetry of potential function on the MFPTs in two different directions is different.

Distance covariance for stochastic processes

DEFF Research Database (Denmark)

Matsui, Muneya; Mikosch, Thomas Valentin; Samorodnitsky, Gennady

2017-01-01

The distance covariance of two random vectors is a measure of their dependence. The empirical distance covariance and correlation can be used as statistical tools for testing whether two random vectors are independent. We propose an analog of the distance covariance for two stochastic processes...

An Improved Rank Correlation Effect Size Statistic for Single-Case Designs: Baseline Corrected Tau.

Science.gov (United States)

Tarlow, Kevin R

2017-07-01

Measuring treatment effects when an individual's pretreatment performance is improving poses a challenge for single-case experimental designs. It may be difficult to determine whether improvement is due to the treatment or due to the preexisting baseline trend. Tau- U is a popular single-case effect size statistic that purports to control for baseline trend. However, despite its strengths, Tau- U has substantial limitations: Its values are inflated and not bound between -1 and +1, it cannot be visually graphed, and its relatively weak method of trend control leads to unacceptable levels of Type I error wherein ineffective treatments appear effective. An improved effect size statistic based on rank correlation and robust regression, Baseline Corrected Tau, is proposed and field-tested with both published and simulated single-case time series. A web-based calculator for Baseline Corrected Tau is also introduced for use by single-case investigators.

Aperiodic signals processing via parameter-tuning stochastic resonance in a photorefractive ring cavity

Directory of Open Access Journals (Sweden)

Xuefeng Li

2014-04-01

Full Text Available Based on solving numerically the generalized nonlinear Langevin equation describing the nonlinear dynamics of stochastic resonance by Fourth-order Runge-Kutta method, an aperiodic stochastic resonance based on an optical bistable system is numerically investigated. The numerical results show that a parameter-tuning stochastic resonance system can be realized by choosing the appropriate optical bistable parameters, which performs well in reconstructing aperiodic signals from a very high level of noise background. The influences of optical bistable parameters on the stochastic resonance effect are numerically analyzed via cross-correlation, and a maximum cross-correlation gain of 8 is obtained by optimizing optical bistable parameters. This provides a prospective method for reconstructing noise-hidden weak signals in all-optical signal processing systems.

Non-intrusive low-rank separated approximation of high-dimensional stochastic models

KAUST Repository

Doostan, Alireza; Validi, AbdoulAhad; Iaccarino, Gianluca

2013-01-01

This work proposes a sampling-based (non-intrusive) approach within the context of low-. rank separated representations to tackle the issue of curse-of-dimensionality associated with the solution of models, e.g., PDEs/ODEs, with high-dimensional random inputs. Under some conditions discussed in details, the number of random realizations of the solution, required for a successful approximation, grows linearly with respect to the number of random inputs. The construction of the separated representation is achieved via a regularized alternating least-squares regression, together with an error indicator to estimate model parameters. The computational complexity of such a construction is quadratic in the number of random inputs. The performance of the method is investigated through its application to three numerical examples including two ODE problems with high-dimensional random inputs. © 2013 Elsevier B.V.

Non-intrusive low-rank separated approximation of high-dimensional stochastic models

KAUST Repository

Doostan, Alireza

2013-08-01

This work proposes a sampling-based (non-intrusive) approach within the context of low-. rank separated representations to tackle the issue of curse-of-dimensionality associated with the solution of models, e.g., PDEs/ODEs, with high-dimensional random inputs. Under some conditions discussed in details, the number of random realizations of the solution, required for a successful approximation, grows linearly with respect to the number of random inputs. The construction of the separated representation is achieved via a regularized alternating least-squares regression, together with an error indicator to estimate model parameters. The computational complexity of such a construction is quadratic in the number of random inputs. The performance of the method is investigated through its application to three numerical examples including two ODE problems with high-dimensional random inputs. © 2013 Elsevier B.V.

Quantum mechanics and stochastic mechanics for compatible observables at different times

International Nuclear Information System (INIS)

Correggi, M.; Morchio, G.

2002-01-01

Bohm mechanics and Nelson stochastic mechanics are confronted with quantum mechanics in the presence of noninteracting subsystems. In both cases, it is shown that correlations at different times of compatible position observables on stationary states agree with quantum mechanics only in the case of product wave functions. By appropriate Bell-like inequalities it is shown that no classical theory, in particular no stochastic process, can reproduce the quantum mechanical correlations of position variables of noninteracting systems at different times

Multivariate moment closure techniques for stochastic kinetic models

International Nuclear Information System (INIS)

Lakatos, Eszter; Ale, Angelique; Kirk, Paul D. W.; Stumpf, Michael P. H.

2015-01-01

Stochastic effects dominate many chemical and biochemical processes. Their analysis, however, can be computationally prohibitively expensive and a range of approximation schemes have been proposed to lighten the computational burden. These, notably the increasingly popular linear noise approximation and the more general moment expansion methods, perform well for many dynamical regimes, especially linear systems. At higher levels of nonlinearity, it comes to an interplay between the nonlinearities and the stochastic dynamics, which is much harder to capture correctly by such approximations to the true stochastic processes. Moment-closure approaches promise to address this problem by capturing higher-order terms of the temporally evolving probability distribution. Here, we develop a set of multivariate moment-closures that allows us to describe the stochastic dynamics of nonlinear systems. Multivariate closure captures the way that correlations between different molecular species, induced by the reaction dynamics, interact with stochastic effects. We use multivariate Gaussian, gamma, and lognormal closure and illustrate their use in the context of two models that have proved challenging to the previous attempts at approximating stochastic dynamics: oscillations in p53 and Hes1. In addition, we consider a larger system, Erk-mediated mitogen-activated protein kinases signalling, where conventional stochastic simulation approaches incur unacceptably high computational costs

Multivariate moment closure techniques for stochastic kinetic models

Energy Technology Data Exchange (ETDEWEB)

Lakatos, Eszter, E-mail: e.lakatos13@imperial.ac.uk; Ale, Angelique; Kirk, Paul D. W.; Stumpf, Michael P. H., E-mail: m.stumpf@imperial.ac.uk [Department of Life Sciences, Centre for Integrative Systems Biology and Bioinformatics, Imperial College London, London SW7 2AZ (United Kingdom)

2015-09-07

Stochastic effects dominate many chemical and biochemical processes. Their analysis, however, can be computationally prohibitively expensive and a range of approximation schemes have been proposed to lighten the computational burden. These, notably the increasingly popular linear noise approximation and the more general moment expansion methods, perform well for many dynamical regimes, especially linear systems. At higher levels of nonlinearity, it comes to an interplay between the nonlinearities and the stochastic dynamics, which is much harder to capture correctly by such approximations to the true stochastic processes. Moment-closure approaches promise to address this problem by capturing higher-order terms of the temporally evolving probability distribution. Here, we develop a set of multivariate moment-closures that allows us to describe the stochastic dynamics of nonlinear systems. Multivariate closure captures the way that correlations between different molecular species, induced by the reaction dynamics, interact with stochastic effects. We use multivariate Gaussian, gamma, and lognormal closure and illustrate their use in the context of two models that have proved challenging to the previous attempts at approximating stochastic dynamics: oscillations in p53 and Hes1. In addition, we consider a larger system, Erk-mediated mitogen-activated protein kinases signalling, where conventional stochastic simulation approaches incur unacceptably high computational costs.

Fitting PAC spectra with stochastic models: PolyPacFit

Energy Technology Data Exchange (ETDEWEB)

Zacate, M. O., E-mail: zacatem1@nku.edu [Northern Kentucky University, Department of Physics and Geology (United States); Evenson, W. E. [Utah Valley University, College of Science and Health (United States); Newhouse, R.; Collins, G. S. [Washington State University, Department of Physics and Astronomy (United States)

2010-04-15

PolyPacFit is an advanced fitting program for time-differential perturbed angular correlation (PAC) spectroscopy. It incorporates stochastic models and provides robust options for customization of fits. Notable features of the program include platform independence and support for (1) fits to stochastic models of hyperfine interactions, (2) user-defined constraints among model parameters, (3) fits to multiple spectra simultaneously, and (4) any spin nuclear probe.

Stochastic Gravity: Theory and Applications

Directory of Open Access Journals (Sweden)

Hu Bei Lok

2008-05-01

Full Text Available Whereas semiclassical gravity is based on the semiclassical Einstein equation with sources given by the expectation value of the stress-energy tensor of quantum fields, stochastic semiclassical gravity is based on the Einstein–Langevin equation, which has, in addition, sources due to the noise kernel. The noise kernel is the vacuum expectation value of the (operator-valued stress-energy bitensor, which describes the fluctuations of quantum-matter fields in curved spacetimes. A new improved criterion for the validity of semiclassical gravity may also be formulated from the viewpoint of this theory. In the first part of this review we describe the fundamentals of this new theory via two approaches: the axiomatic and the functional. The axiomatic approach is useful to see the structure of the theory from the framework of semiclassical gravity, showing the link from the mean value of the stress-energy tensor to the correlation functions. The functional approach uses the Feynman–Vernon influence functional and the Schwinger–Keldysh closed-time-path effective action methods. In the second part, we describe three applications of stochastic gravity. First, we consider metric perturbations in a Minkowski spacetime, compute the two-point correlation functions of these perturbations and prove that Minkowski spacetime is a stable solution of semiclassical gravity. Second, we discuss structure formation from the stochastic-gravity viewpoint, which can go beyond the standard treatment by incorporating the full quantum effect of the inflaton fluctuations. Third, using the Einstein–Langevin equation, we discuss the backreaction of Hawking radiation and the behavior of metric fluctuations for both the quasi-equilibrium condition of a black-hole in a box and the fully nonequilibrium condition of an evaporating black hole spacetime. Finally, we briefly discuss the theoretical structure of stochastic gravity in relation to quantum gravity and point out

Asynchronous Gossip for Averaging and Spectral Ranking

Science.gov (United States)

Borkar, Vivek S.; Makhijani, Rahul; Sundaresan, Rajesh

2014-08-01

We consider two variants of the classical gossip algorithm. The first variant is a version of asynchronous stochastic approximation. We highlight a fundamental difficulty associated with the classical asynchronous gossip scheme, viz., that it may not converge to a desired average, and suggest an alternative scheme based on reinforcement learning that has guaranteed convergence to the desired average. We then discuss a potential application to a wireless network setting with simultaneous link activation constraints. The second variant is a gossip algorithm for distributed computation of the Perron-Frobenius eigenvector of a nonnegative matrix. While the first variant draws upon a reinforcement learning algorithm for an average cost controlled Markov decision problem, the second variant draws upon a reinforcement learning algorithm for risk-sensitive control. We then discuss potential applications of the second variant to ranking schemes, reputation networks, and principal component analysis.

Additive N-step Markov chains as prototype model of symbolic stochastic dynamical systems with long-range correlations

International Nuclear Information System (INIS)

Mayzelis, Z.A.; Apostolov, S.S.; Melnyk, S.S.; Usatenko, O.V.; Yampol'skii, V.A.

2007-01-01

A theory of symbolic dynamic systems with long-range correlations based on the consideration of the binary N-step Markov chains developed earlier in Phys Rev Lett 2003;90:110601 is generalized to the biased case (non-equal numbers of zeros and unities in the chain). In the model, the conditional probability that the ith symbol in the chain equals zero (or unity) is a linear function of the number of unities (zeros) among the preceding N symbols. The correlation and distribution functions as well as the variance of number of symbols in the words of arbitrary length L are obtained analytically and verified by numerical simulations. A self-similarity of the studied stochastic process is revealed and the similarity group transformation of the chain parameters is presented. The diffusion Fokker-Planck equation governing the distribution function of the L-words is explored. If the persistent correlations are not extremely strong, the distribution function is shown to be the Gaussian with the variance being nonlinearly dependent on L. An equation connecting the memory and correlation function of the additive Markov chain is presented. This equation allows reconstructing a memory function using a correlation function of the system. Effectiveness and robustness of the proposed method is demonstrated by simple model examples. Memory functions of concrete coarse-grained literary texts are found and their universal power-law behavior at long distances is revealed

Additive N-step Markov chains as prototype model of symbolic stochastic dynamical systems with long-range correlations

Energy Technology Data Exchange (ETDEWEB)

Mayzelis, Z.A. [Department of Physics, Kharkov National University, 4 Svoboda Sq., Kharkov 61077 (Ukraine); Apostolov, S.S. [Department of Physics, Kharkov National University, 4 Svoboda Sq., Kharkov 61077 (Ukraine); Melnyk, S.S. [A. Ya. Usikov Institute for Radiophysics and Electronics, Ukrainian Academy of Science, 12 Proskura Street, 61085 Kharkov (Ukraine); Usatenko, O.V. [A. Ya. Usikov Institute for Radiophysics and Electronics, Ukrainian Academy of Science, 12 Proskura Street, 61085 Kharkov (Ukraine)]. E-mail: usatenko@ire.kharkov.ua; Yampol' skii, V.A. [A. Ya. Usikov Institute for Radiophysics and Electronics, Ukrainian Academy of Science, 12 Proskura Street, 61085 Kharkov (Ukraine)

2007-10-15

A theory of symbolic dynamic systems with long-range correlations based on the consideration of the binary N-step Markov chains developed earlier in Phys Rev Lett 2003;90:110601 is generalized to the biased case (non-equal numbers of zeros and unities in the chain). In the model, the conditional probability that the ith symbol in the chain equals zero (or unity) is a linear function of the number of unities (zeros) among the preceding N symbols. The correlation and distribution functions as well as the variance of number of symbols in the words of arbitrary length L are obtained analytically and verified by numerical simulations. A self-similarity of the studied stochastic process is revealed and the similarity group transformation of the chain parameters is presented. The diffusion Fokker-Planck equation governing the distribution function of the L-words is explored. If the persistent correlations are not extremely strong, the distribution function is shown to be the Gaussian with the variance being nonlinearly dependent on L. An equation connecting the memory and correlation function of the additive Markov chain is presented. This equation allows reconstructing a memory function using a correlation function of the system. Effectiveness and robustness of the proposed method is demonstrated by simple model examples. Memory functions of concrete coarse-grained literary texts are found and their universal power-law behavior at long distances is revealed.

Hydrological modeling using a multi-site stochastic weather generator

Science.gov (United States)

Weather data is usually required at several locations over a large watershed, especially when using distributed models for hydrological simulations. In many applications, spatially correlated weather data can be provided by a multi-site stochastic weather generator which considers the spatial correl...

Functional Multiplex PageRank

Science.gov (United States)

Iacovacci, Jacopo; Rahmede, Christoph; Arenas, Alex; Bianconi, Ginestra

2016-10-01

Recently it has been recognized that many complex social, technological and biological networks have a multilayer nature and can be described by multiplex networks. Multiplex networks are formed by a set of nodes connected by links having different connotations forming the different layers of the multiplex. Characterizing the centrality of the nodes in a multiplex network is a challenging task since the centrality of the node naturally depends on the importance associated to links of a certain type. Here we propose to assign to each node of a multiplex network a centrality called Functional Multiplex PageRank that is a function of the weights given to every different pattern of connections (multilinks) existent in the multiplex network between any two nodes. Since multilinks distinguish all the possible ways in which the links in different layers can overlap, the Functional Multiplex PageRank can describe important non-linear effects when large relevance or small relevance is assigned to multilinks with overlap. Here we apply the Functional Page Rank to the multiplex airport networks, to the neuronal network of the nematode C. elegans, and to social collaboration and citation networks between scientists. This analysis reveals important differences existing between the most central nodes of these networks, and the correlations between their so-called pattern to success.

Stochastic Analysis 2010

CERN Document Server

Crisan, Dan

2011-01-01

"Stochastic Analysis" aims to provide mathematical tools to describe and model high dimensional random systems. Such tools arise in the study of Stochastic Differential Equations and Stochastic Partial Differential Equations, Infinite Dimensional Stochastic Geometry, Random Media and Interacting Particle Systems, Super-processes, Stochastic Filtering, Mathematical Finance, etc. Stochastic Analysis has emerged as a core area of late 20th century Mathematics and is currently undergoing a rapid scientific development. The special volume "Stochastic Analysis 2010" provides a sa

Rapidity correlations test stochastic hydrodynamics

International Nuclear Information System (INIS)

Zin, C; Gavin, S; Moschelli, G

2017-01-01

We show that measurements of the rapidity dependence of transverse momentum correlations can be used to determine the characteristic time τ π that dictates the rate of isotropization of the stress energy tensor, as well as the shear viscosity ν = η/sT . We formulate methods for computing these correlations using second order dissipative hydrodynamics with noise. Current data are consistent with τ π /ν ∼ 10 but targeted measurements can improve this precision. (paper)

Linear response in stochastic mean-field theories and the onset of instabilities

International Nuclear Information System (INIS)

Colonna, M.; Chomaz, Ph.

1993-01-01

The small amplitude response of stochastic one-body theories, such as the Boltzmann-Langevin approach is studied. Whereas the two-time correlation function only describes the propagation of fluctuations initially present, the equal-time correlation function is related to the source of stochasticity. For stable systems it yields the Einstein relation, while for unstable systems it determines the growth of the instabilities. These features are illustrated for unstable nuclear matter in two dimensions. (author) 14 refs.; 5 figs

On efficient randomized algorithms for finding the PageRank vector

Science.gov (United States)

Gasnikov, A. V.; Dmitriev, D. Yu.

2015-03-01

Two randomized methods are considered for finding the PageRank vector; in other words, the solution of the system p T = p T P with a stochastic n × n matrix P, where n ˜ 107-109, is sought (in the class of probability distributions) with accuracy ɛ: ɛ ≫ n -1. Thus, the possibility of brute-force multiplication of P by the column is ruled out in the case of dense objects. The first method is based on the idea of Markov chain Monte Carlo algorithms. This approach is efficient when the iterative process p {/t+1 T} = p {/t T} P quickly reaches a steady state. Additionally, it takes into account another specific feature of P, namely, the nonzero off-diagonal elements of P are equal in rows (this property is used to organize a random walk over the graph with the matrix P). Based on modern concentration-of-measure inequalities, new bounds for the running time of this method are presented that take into account the specific features of P. In the second method, the search for a ranking vector is reduced to finding the equilibrium in the antagonistic matrix game where S n (1) is a unit simplex in ℝ n and I is the identity matrix. The arising problem is solved by applying a slightly modified Grigoriadis-Khachiyan algorithm (1995). This technique, like the Nazin-Polyak method (2009), is a randomized version of Nemirovski's mirror descent method. The difference is that randomization in the Grigoriadis-Khachiyan algorithm is used when the gradient is projected onto the simplex rather than when the stochastic gradient is computed. For sparse matrices P, the method proposed yields noticeably better results.

Explicit calibration and simulation of stochastic fields by low-order ARMA processes

DEFF Research Database (Denmark)

Krenk, Steen

2011-01-01

A simple framework for autoregressive simulation of stochastic fields is presented. The autoregressive format leads to a simple exponential correlation structure in the time-dimension. In the case of scalar processes a more detailed correlation structure can be obtained by adding memory...... to the process via an extension to autoregressive moving average (ARMA) processes. The ARMA format incorporates a more detailed correlation structure by including previous values of the simulated process. Alternatively, a more detailed correlation structure can be obtained by including additional 'state......-space' variables in the simulation. For a scalar process this would imply an increase of the dimension of the process to be simulated. In the case of a stochastic field the correlation in the time-dimension is represented, although indirectly, in the simultaneous spatial correlation. The model with the shortest...

Microseismic Event Relocation and Focal Mechanism Estimation Based on PageRank Linkage

Science.gov (United States)

Aguiar, A. C.; Myers, S. C.

2017-12-01

Microseismicity associated with enhanced geothermal systems (EGS) is key in understanding how subsurface stimulation can modify stress, fracture rock, and increase permeability. Large numbers of microseismic events are commonly associated with hydroshearing an EGS, making data mining methods useful in their analysis. We focus on PageRank, originally developed as Google's search engine, and subsequently adapted for use in seismology to detect low-frequency earthquakes by linking events directly and indirectly through cross-correlation (Aguiar and Beroza, 2014). We expand on this application by using PageRank to define signal-correlation topology for micro-earthquakes from the Newberry Volcano EGS in Central Oregon, which has been stimulated two times using high-pressure fluid injection. We create PageRank signal families from both data sets and compare these to the spatial and temporal proximity of associated earthquakes. PageRank families are relocated using differential travel times measured by waveform cross-correlation (CC) and the Bayesloc approach (Myers et al., 2007). Prior to relocation events are loosely clustered with events at a distance from the cluster. After relocation, event families are found to be tightly clustered. Indirect linkage of signals using PageRank is a reliable way to increase the number of events confidently determined to be similar, suggesting an efficient and effective grouping of earthquakes with similar physical characteristics (ie. location, focal mechanism, stress drop). We further explore the possibility of using PageRank families to identify events with similar relative phase polarities and estimate focal mechanisms following Shelly et al. (2016) method, where CC measurements are used to determine individual polarities within event clusters. Given a positive result, PageRank might be a useful tool in adaptive approaches to enhance production at well-instrumented geothermal sites. Prepared by LLNL under Contract DE-AC52-07NA27344

On the Realistic Stochastic Model of GPS Observables: Implementation and Performance

Science.gov (United States)

Zangeneh-Nejad, F.; Amiri-Simkooei, A. R.; Sharifi, M. A.; Asgari, J.

2015-12-01

High-precision GPS positioning requires a realistic stochastic model of observables. A realistic GPS stochastic model of observables should take into account different variances for different observation types, correlations among different observables, the satellite elevation dependence of observables precision, and the temporal correlation of observables. Least-squares variance component estimation (LS-VCE) is applied to GPS observables using the geometry-based observation model (GBOM). To model the satellite elevation dependent of GPS observables precision, an exponential model depending on the elevation angles of the satellites are also employed. Temporal correlation of the GPS observables is modelled by using a first-order autoregressive noise model. An important step in the high-precision GPS positioning is double difference integer ambiguity resolution (IAR). The fraction or percentage of success among a number of integer ambiguity fixing is called the success rate. A realistic estimation of the GNSS observables covariance matrix plays an important role in the IAR. We consider the ambiguity resolution success rate for two cases, namely a nominal and a realistic stochastic model of the GPS observables using two GPS data sets collected by the Trimble R8 receiver. The results confirm that applying a more realistic stochastic model can significantly improve the IAR success rate on individual frequencies, either on L1 or on L2. An improvement of 20% was achieved to the empirical success rate results. The results also indicate that introducing the realistic stochastic model leads to a larger standard deviation for the baseline components by a factor of about 2.6 on the data sets considered.

Redshift space correlations and scale-dependent stochastic biasing of density peaks

Science.gov (United States)

Desjacques, Vincent; Sheth, Ravi K.

2010-01-01

We calculate the redshift space correlation function and the power spectrum of density peaks of a Gaussian random field. Our derivation, which is valid on linear scales k≲0.1hMpc-1, is based on the peak biasing relation given by Desjacques [Phys. Rev. DPRVDAQ1550-7998, 78, 103503 (2008)10.1103/PhysRevD.78.103503]. In linear theory, the redshift space power spectrum is Ppks(k,μ)=exp⁡(-f2σvel2k2μ2)[bpk(k)+bvel(k)fμ2]2Pδ(k), where μ is the angle with respect to the line of sight, σvel is the one-dimensional velocity dispersion, f is the growth rate, and bpk(k) and bvel(k) are k-dependent linear spatial and velocity bias factors. For peaks, the value of σvel depends upon the functional form of bvel. When the k dependence is absent from the square brackets and bvel is set to unity, the resulting expression is assumed to describe models where the bias is linear and deterministic, but the velocities are unbiased. The peak model is remarkable because it has unbiased velocities in this same sense—peak motions are driven by dark matter flows—but, in order to achieve this, bvel must be k dependent. We speculate that this is true in general: k dependence of the spatial bias will lead to k dependence of bvel even if the biased tracers flow with the dark matter. Because of the k dependence of the linear bias parameters, standard manipulations applied to the peak model will lead to k-dependent estimates of the growth factor that could erroneously be interpreted as a signature of modified dark energy or gravity. We use the Fisher formalism to show that the constraint on the growth rate f is degraded by a factor of 2 if one allows for a k-dependent velocity bias of the peak type. Our analysis also demonstrates that the Gaussian smoothing term is part and parcel of linear theory. We discuss a simple estimate of nonlinear evolution and illustrate the effect of the peak bias on the redshift space multipoles. For k≲0.1hMpc-1, the peak bias is deterministic but k

SibRank: Signed bipartite network analysis for neighbor-based collaborative ranking

Science.gov (United States)

Shams, Bita; Haratizadeh, Saman

2016-09-01

Collaborative ranking is an emerging field of recommender systems that utilizes users' preference data rather than rating values. Unfortunately, neighbor-based collaborative ranking has gained little attention despite its more flexibility and justifiability. This paper proposes a novel framework, called SibRank that seeks to improve the state of the art neighbor-based collaborative ranking methods. SibRank represents users' preferences as a signed bipartite network, and finds similar users, through a novel personalized ranking algorithm in signed networks.

Ranking nodes in growing networks: When PageRank fails.

Science.gov (United States)

Mariani, Manuel Sebastian; Medo, Matúš; Zhang, Yi-Cheng

2015-11-10

PageRank is arguably the most popular ranking algorithm which is being applied in real systems ranging from information to biological and infrastructure networks. Despite its outstanding popularity and broad use in different areas of science, the relation between the algorithm's efficacy and properties of the network on which it acts has not yet been fully understood. We study here PageRank's performance on a network model supported by real data, and show that realistic temporal effects make PageRank fail in individuating the most valuable nodes for a broad range of model parameters. Results on real data are in qualitative agreement with our model-based findings. This failure of PageRank reveals that the static approach to information filtering is inappropriate for a broad class of growing systems, and suggest that time-dependent algorithms that are based on the temporal linking patterns of these systems are needed to better rank the nodes.

Numerical computation of the transport matrix in toroidal plasma with a stochastic magnetic field

Science.gov (United States)

Zhu, Siqiang; Chen, Dunqiang; Dai, Zongliang; Wang, Shaojie

2018-04-01

A new numerical method, based on integrating along the full orbit of guiding centers, to compute the transport matrix is realized. The method is successfully applied to compute the phase-space diffusion tensor of passing electrons in a tokamak with a stochastic magnetic field. The new method also computes the Lagrangian correlation function, which can be used to evaluate the Lagrangian correlation time and the turbulence correlation length. For the case of the stochastic magnetic field, we find that the order of magnitude of the parallel correlation length can be estimated by qR0, as expected previously.

Extension of Nelson's stochastic quantization to finite temperature using thermo field dynamics

International Nuclear Information System (INIS)

Kobayashi, K.; Yamanaka, Y.

2011-01-01

We present an extension of Nelson's stochastic quantum mechanics to finite temperature. Utilizing the formulation of Thermo Field Dynamics (TFD), we can show that Ito's stochastic equations for tilde and non-tilde particle positions reproduce the TFD-type Schroedinger equation which is equivalent to the Liouville-von Neumann equation. In our formalism, the drift terms in the Ito's stochastic equation have the temperature dependence and the thermal fluctuation is induced through the correlation of the non-tilde and tilde particles. We show that our formalism satisfies the position-momentum uncertainty relation at finite temperature. -- Highlights: → Utilizing TFD, we extend Nelson's stochastic method to finite temperature. → We introduce stochastic equations for tilde and non-tilde particles. → Our stochastic equations can reproduce the TFD-type Schroedinger equation. → Our formalism satisfies the uncertainly relation at finite temperature.

An Analytically Tractable Model for Pricing Multiasset Options with Correlated Jump-Diffusion Equity Processes and a Two-Factor Stochastic Yield Curve

Directory of Open Access Journals (Sweden)

Tristan Guillaume

2016-01-01

Full Text Available This paper shows how to value multiasset options analytically in a modeling framework that combines both continuous and discontinuous variations in the underlying equity or foreign exchange processes and a stochastic, two-factor yield curve. All correlations are taken into account, between the factors driving the yield curve, between fixed income and equity as asset classes, and between the individual equity assets themselves. The valuation method is applied to three of the most popular two-asset options.

Stochastic and non-stochastic effects - a conceptual analysis

International Nuclear Information System (INIS)

Karhausen, L.R.

1980-01-01

The attempt to divide radiation effects into stochastic and non-stochastic effects is discussed. It is argued that radiation or toxicological effects are contingently related to radiation or chemical exposure. Biological effects in general can be described by general laws but these laws never represent a necessary connection. Actually stochastic effects express contingent, or empirical, connections while non-stochastic effects represent semantic and non-factual connections. These two expressions stem from two different levels of discourse. The consequence of this analysis for radiation biology and radiation protection is discussed. (author)

Extension of Latin hypercube samples with correlated variables

Energy Technology Data Exchange (ETDEWEB)

Sallaberry, C.J. [Sandia National Laboratories, Department 6784, MS 0776, Albuquerque, NM 87185-0776 (United States); Helton, J.C. [Department of Mathematics and Statistics, Arizona State University, Tempe, AZ 85287-1804 (United States)], E-mail: jchelto@sandia.gov; Hora, S.C. [University of Hawaii at Hilo, Hilo, HI 96720-4091 (United States)

2008-07-15

A procedure for extending the size of a Latin hypercube sample (LHS) with rank correlated variables is described and illustrated. The extension procedure starts with an LHS of size m and associated rank correlation matrix C and constructs a new LHS of size 2m that contains the elements of the original LHS and has a rank correlation matrix that is close to the original rank correlation matrix C. The procedure is intended for use in conjunction with uncertainty and sensitivity analysis of computationally demanding models in which it is important to make efficient use of a necessarily limited number of model evaluations.

Extension of Latin hypercube samples with correlated variables

International Nuclear Information System (INIS)

Sallaberry, C.J.; Helton, J.C.; Hora, S.C.

2008-01-01

A procedure for extending the size of a Latin hypercube sample (LHS) with rank correlated variables is described and illustrated. The extension procedure starts with an LHS of size m and associated rank correlation matrix C and constructs a new LHS of size 2m that contains the elements of the original LHS and has a rank correlation matrix that is close to the original rank correlation matrix C. The procedure is intended for use in conjunction with uncertainty and sensitivity analysis of computationally demanding models in which it is important to make efficient use of a necessarily limited number of model evaluations

Extension of latin hypercube samples with correlated variables.

Energy Technology Data Exchange (ETDEWEB)

Hora, Stephen Curtis (University of Hawaii at Hilo, HI); Helton, Jon Craig (Arizona State University, Tempe, AZ); Sallaberry, Cedric J. PhD. (.; .)

2006-11-01

A procedure for extending the size of a Latin hypercube sample (LHS) with rank correlated variables is described and illustrated. The extension procedure starts with an LHS of size m and associated rank correlation matrix C and constructs a new LHS of size 2m that contains the elements of the original LHS and has a rank correlation matrix that is close to the original rank correlation matrix C. The procedure is intended for use in conjunction with uncertainty and sensitivity analysis of computationally demanding models in which it is important to make efficient use of a necessarily limited number of model evaluations.

Relationship Between the Brazilian Soccer Confederation Rankings and the Economical-Financial Indicators of Soccer Teams

Directory of Open Access Journals (Sweden)

Cleston Alexandre dos Santos

2017-02-01

Full Text Available Brazilian soccer teams are required to present good results inside and outside the field. The main demand is about winning titles, to present continuous and increasing profits, and, consequently, to reach economic-financial stability. The present study aims at analyzing the relationship between the ranking formed by the Brazilian Soccer Confederation (CBF and the economic-financial indicators of the Brazilian soccer teams. The sample consisted of 36 Brazilian soccer teams that belong to the series A, B and C. Such teams are linked to CBF and published their financial statements of 2014. For data analysis, we used multi-criteria decision making method VIKOR that was applied along with Kendall rank correlation. Results revealed that the majority of Brazilian soccer teams have insufficient economical liquidity; they cannot bear their own expenses; they dependent of third-party resources; and they present negative profitability. Results also showed, through VIKOR technique, that the soccer teams studied occupy different positions in CBF ranking and in the economical-financial indicators, except for Botafogo club. Kendall rank correlation revealed no correlation and no significance between the rankings. Findings seem to support the idea that there is no relationship between CBF rankings and the economical-financial indicators of Brazilian soccer teams.

RankProdIt: A web-interactive Rank Products analysis tool

Directory of Open Access Journals (Sweden)

Laing Emma

2010-08-01

Full Text Available Abstract Background The first objective of a DNA microarray experiment is typically to generate a list of genes or probes that are found to be differentially expressed or represented (in the case of comparative genomic hybridizations and/or copy number variation between two conditions or strains. Rank Products analysis comprises a robust algorithm for deriving such lists from microarray experiments that comprise small numbers of replicates, for example, less than the number required for the commonly used t-test. Currently, users wishing to apply Rank Products analysis to their own microarray data sets have been restricted to the use of command line-based software which can limit its usage within the biological community. Findings Here we have developed a web interface to existing Rank Products analysis tools allowing users to quickly process their data in an intuitive and step-wise manner to obtain the respective Rank Product or Rank Sum, probability of false prediction and p-values in a downloadable file. Conclusions The online interactive Rank Products analysis tool RankProdIt, for analysis of any data set containing measurements for multiple replicated conditions, is available at: http://strep-microarray.sbs.surrey.ac.uk/RankProducts

RankExplorer: Visualization of Ranking Changes in Large Time Series Data.

Science.gov (United States)

Shi, Conglei; Cui, Weiwei; Liu, Shixia; Xu, Panpan; Chen, Wei; Qu, Huamin

2012-12-01

For many applications involving time series data, people are often interested in the changes of item values over time as well as their ranking changes. For example, people search many words via search engines like Google and Bing every day. Analysts are interested in both the absolute searching number for each word as well as their relative rankings. Both sets of statistics may change over time. For very large time series data with thousands of items, how to visually present ranking changes is an interesting challenge. In this paper, we propose RankExplorer, a novel visualization method based on ThemeRiver to reveal the ranking changes. Our method consists of four major components: 1) a segmentation method which partitions a large set of time series curves into a manageable number of ranking categories; 2) an extended ThemeRiver view with embedded color bars and changing glyphs to show the evolution of aggregation values related to each ranking category over time as well as the content changes in each ranking category; 3) a trend curve to show the degree of ranking changes over time; 4) rich user interactions to support interactive exploration of ranking changes. We have applied our method to some real time series data and the case studies demonstrate that our method can reveal the underlying patterns related to ranking changes which might otherwise be obscured in traditional visualizations.

Correlation risk and optimal portfolio choice

OpenAIRE

Buraschi, Andrea; Porchia, Paolo; Trojani, Fabio

2010-01-01

We develop a new framework for multivariate intertemporal portfolio choice that allows us to derive optimal portfolio implications for economies in which the degree of correlation across industries, countries, or asset classes is stochastic. Optimal portfolios include distinct hedging components against both stochastic volatility and correlation risk. We find that the hedging demand is typically larger than in univariate models, and it includes an economically significant covariance hedging...

The Marketing of Canadian University Rankings: A Misadventure Now 24 Years Old

Science.gov (United States)

Cramer, Kenneth M.; Page, Stewart; Burrows, Vanessa; Lamoureux, Chastine; Mackay, Sarah; Pedri, Victoria; Pschibul, Rebecca

2016-01-01

Based on analyses of Maclean's ranking data pertaining to Canadian universities published over the last 24 years, we present a summary of statistical findings of annual ranking exercises, as well as discussion about their current status and the effects upon student welfare. Some illustrative tables are also presented. Using correlational and…

Stochastic Gravity: Theory and Applications

Directory of Open Access Journals (Sweden)

Hu Bei Lok

2004-01-01

Full Text Available Whereas semiclassical gravity is based on the semiclassical Einstein equation with sources given by the expectation value of the stress-energy tensor of quantum fields, stochastic semiclassical gravity is based on the Einstein-Langevin equation, which has in addition sources due to the noise kernel. The noise kernel is the vacuum expectation value of the (operator-valued stress-energy bi-tensor which describes the fluctuations of quantum matter fields in curved spacetimes. In the first part, we describe the fundamentals of this new theory via two approaches: the axiomatic and the functional. The axiomatic approach is useful to see the structure of the theory from the framework of semiclassical gravity, showing the link from the mean value of the stress-energy tensor to their correlation functions. The functional approach uses the Feynman-Vernon influence functional and the Schwinger-Keldysh closed-time-path effective action methods which are convenient for computations. It also brings out the open systems concepts and the statistical and stochastic contents of the theory such as dissipation, fluctuations, noise, and decoherence. We then focus on the properties of the stress-energy bi-tensor. We obtain a general expression for the noise kernel of a quantum field defined at two distinct points in an arbitrary curved spacetime as products of covariant derivatives of the quantum field's Green function. In the second part, we describe three applications of stochastic gravity theory. First, we consider metric perturbations in a Minkowski spacetime. We offer an analytical solution of the Einstein-Langevin equation and compute the two-point correlation functions for the linearized Einstein tensor and for the metric perturbations. Second, we discuss structure formation from the stochastic gravity viewpoint, which can go beyond the standard treatment by incorporating the full quantum effect of the inflaton fluctuations. Third, we discuss the backreaction

Econophysics of a ranked demand and supply resource allocation problem

Science.gov (United States)

Priel, Avner; Tamir, Boaz

2018-01-01

We present a two sided resource allocation problem, between demands and supplies, where both parties are ranked. For example, in Big Data problems where a set of different computational tasks is divided between a set of computers each with its own resources, or between employees and employers where both parties are ranked, the employees by their fitness and the employers by their package benefits. The allocation process can be viewed as a repeated game where in each iteration the strategy is decided by a meta-rule, based on the ranks of both parties and the results of the previous games. We show the existence of a phase transition between an absorbing state, where all demands are satisfied, and an active one where part of the demands are always left unsatisfied. The phase transition is governed by the ratio between supplies and demand. In a job allocation problem we find positive correlation between the rank of the workers and the rank of the factories; higher rank workers are usually allocated to higher ranked factories. These all suggest global emergent properties stemming from local variables. To demonstrate the global versus local relations, we introduce a local inertial force that increases the rank of employees in proportion to their persistence time in the same factory. We show that such a local force induces non trivial global effects, mostly to benefit the lower ranked employees.

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.

Fast Detection of Compressively Sensed IR Targets Using Stochastically Trained Least Squares and Compressed Quadratic Correlation Filters

KAUST Repository

Millikan, Brian; Dutta, Aritra; Sun, Qiyu; Foroosh, Hassan

2017-01-01

Target detection of potential threats at night can be deployed on a costly infrared focal plane array with high resolution. Due to the compressibility of infrared image patches, the high resolution requirement could be reduced with target detection capability preserved. For this reason, a compressive midwave infrared imager (MWIR) with a low-resolution focal plane array has been developed. As the most probable coefficient indices of the support set of the infrared image patches could be learned from the training data, we develop stochastically trained least squares (STLS) for MWIR image reconstruction. Quadratic correlation filters (QCF) have been shown to be effective for target detection and there are several methods for designing a filter. Using the same measurement matrix as in STLS, we construct a compressed quadratic correlation filter (CQCF) employing filter designs for compressed infrared target detection. We apply CQCF to the U.S. Army Night Vision and Electronic Sensors Directorate dataset. Numerical simulations show that the recognition performance of our algorithm matches that of the standard full reconstruction methods, but at a fraction of the execution time.

Fast Detection of Compressively Sensed IR Targets Using Stochastically Trained Least Squares and Compressed Quadratic Correlation Filters

KAUST Repository

Millikan, Brian

2017-05-02

Target detection of potential threats at night can be deployed on a costly infrared focal plane array with high resolution. Due to the compressibility of infrared image patches, the high resolution requirement could be reduced with target detection capability preserved. For this reason, a compressive midwave infrared imager (MWIR) with a low-resolution focal plane array has been developed. As the most probable coefficient indices of the support set of the infrared image patches could be learned from the training data, we develop stochastically trained least squares (STLS) for MWIR image reconstruction. Quadratic correlation filters (QCF) have been shown to be effective for target detection and there are several methods for designing a filter. Using the same measurement matrix as in STLS, we construct a compressed quadratic correlation filter (CQCF) employing filter designs for compressed infrared target detection. We apply CQCF to the U.S. Army Night Vision and Electronic Sensors Directorate dataset. Numerical simulations show that the recognition performance of our algorithm matches that of the standard full reconstruction methods, but at a fraction of the execution time.

Rankings of International Achievement Test Performance and Economic Strength: Correlation or Conjecture?

Science.gov (United States)

Tienken, Christopher H.

2008-01-01

Examining a popular political notion, this article presents results from a series of Spearman Rho calculations conducted to investigate relationships between countries' rankings on international tests of mathematics and science and future economic competitiveness as measured by the 2006 World Economic Forum's Growth Competitiveness Index (GCI).…

The Pricing of Options on Assets with Stochastic Volatilities.

OpenAIRE

Hull, John C; White, Alan D

1987-01-01

One option-pricing problem which has hitherto been unsolved is the pricing of European call on an asset which has a stochastic volatility. This paper examines this problem. The option price is determined in series form for the case in which the stochastic volatility is independent of the stock price. Numerical solutions are also produced for the case in which the volatility is correlated with the stock price. It is found that the Black-Scholes price frequently overprices options and that the ...

On the (In)Efficiency of the Cross-Correlation Statistic for Gravitational Wave Stochastic Background Signals with Non-Gaussian Noise and Heterogeneous Detector Sensitivities

OpenAIRE

Lionel, Martellini; Tania, Regimbau

2015-01-01

Under standard assumptions including stationary and serially uncorrelated Gaussian gravitational wave stochastic background signal and noise distributions, as well as homogenous detector sensitivities, the standard cross-correlation detection statistic is known to be optimal in the sense of minimizing the probability of a false dismissal at a fixed value of the probability of a false alarm. The focus of this paper is to analyze the comparative efficiency of this statistic, versus a simple alt...

Testing for Volatility Co-movement in Bivariate Stochastic Volatility Models

OpenAIRE

Chen, Jinghui; Kobayashi, Masahito; McAleer, Michael

2017-01-01

markdownabstractThe paper considers the problem of volatility co-movement, namely as to whether two financial returns have perfectly correlated common volatility process, in the framework of multivariate stochastic volatility models and proposes a test which checks the volatility co-movement. The proposed test is a stochastic volatility version of the co-movement test proposed by Engle and Susmel (1993), who investigated whether international equity markets have volatility co-movement using t...

Stochastic population oscillations in spatial predator-prey models

International Nuclear Information System (INIS)

Taeuber, Uwe C

2011-01-01

It is well-established that including spatial structure and stochastic noise in models for predator-prey interactions invalidates the classical deterministic Lotka-Volterra picture of neutral population cycles. In contrast, stochastic models yield long-lived, but ultimately decaying erratic population oscillations, which can be understood through a resonant amplification mechanism for density fluctuations. In Monte Carlo simulations of spatial stochastic predator-prey systems, one observes striking complex spatio-temporal structures. These spreading activity fronts induce persistent correlations between predators and prey. In the presence of local particle density restrictions (finite prey carrying capacity), there exists an extinction threshold for the predator population. The accompanying continuous non-equilibrium phase transition is governed by the directed-percolation universality class. We employ field-theoretic methods based on the Doi-Peliti representation of the master equation for stochastic particle interaction models to (i) map the ensuing action in the vicinity of the absorbing state phase transition to Reggeon field theory, and (ii) to quantitatively address fluctuation-induced renormalizations of the population oscillation frequency, damping, and diffusion coefficients in the species coexistence phase.

A multiscale extension of the Margrabe formula under stochastic volatility

International Nuclear Information System (INIS)

Kim, Jeong-Hoon; Park, Chang-Rae

2017-01-01

Highlights: • Fast-mean-reverting stochastic volatility model is chosen to extend the classical Margrabe formula. • The resultant formula is explicitly given by the greeks of Margrabe price itself. • We show how the stochastic volatility corrects the Margrabe price behavior. - Abstract: The pricing of financial derivatives based on stochastic volatility models has been a popular subject in computational finance. Although exact or approximate closed form formulas of the prices of many options under stochastic volatility have been obtained so that the option prices can be easily computed, such formulas for exchange options leave much to be desired. In this paper, we consider two different risky assets with two different scales of mean-reversion rate of volatility and use asymptotic analysis to extend the classical Margrabe formula, which corresponds to a geometric Brownian motion model, and obtain a pricing formula under a stochastic volatility. The resultant formula can be computed easily, simply by taking derivatives of the Margrabe price itself. Based on the formula, we show how the stochastic volatility corrects the Margrabe price behavior depending on the moneyness and the correlation coefficient between the two asset prices.

Influence of Turbulent Atmosphere on Polarization Properties of Stochastic Electromagnetic Pulsed Beams

International Nuclear Information System (INIS)

Ding Chao-Liang; Zhao Zhi-Guo; Li Xiao-Feng; Pan Liu-Zhan; Yuan Xiao

2011-01-01

Using the coherence theory of non-stationary fields and the characterization of stochastic electromagnetic pulsed beams, the analytical expression for the spectral degree of polarization of stochastic electromagnetic Gaussian Schell-model pulsed (GSMP) beams in turbulent atmosphere is derived and is used to study the polarization properties of stochastic electromagnetic GSMP beams propagating through turbulent atmosphere. The results of numerical calculation are given to illustrate the dependence of spectral degree of polarization on the pulse frequency, refraction index structure constant and spatial correlation length. It is shown that, compared with free-space case, in turbulent atmosphere propagation there are two positions at which the on-axis spectral degree of polarization P is equal to zero. The position change depends on the pulse frequency, refraction index structure constant and spatial correlation length. (fundamental areas of phenomenology(including applications))

Diffusion of test particles in stochastic magnetic fields in the percolative regime

International Nuclear Information System (INIS)

Neuer, Marcus; Spatschek, Karl H.

2006-01-01

For stochastic magnetic flux functions with percolative contours the test particle transport is investigated. The calculations make use of the stochastic Liouville approach. They start from the so-called A-Langevin equations, including stochastic magnetic field components and binary collisions. Using the decorrelation trajectory method, a relation between the Lagrangian velocity correlation function and the Eulerian magnetic field correlation is derived and introduced into the Green-Kubo formalism. Finite Larmor radius effects are included. Interesting results are presented in the percolation regime corresponding to high Kubo numbers. Previous results are found to be limiting cases for small Kubo numbers. For different percolative scenarios the diffusion is analyzed and strong influences of the percolative structures on the transport scaling are found. The finite Larmor radius effects are discussed in detail. Numerical simulations of the A-Langevin equation confirm the semianalytical predictions

Cross-validation analysis for genetic evaluation models for ranking in endurance horses.

Science.gov (United States)

García-Ballesteros, S; Varona, L; Valera, M; Gutiérrez, J P; Cervantes, I

2018-01-01

Ranking trait was used as a selection criterion for competition horses to estimate racing performance. In the literature the most common approaches to estimate breeding values are the linear or threshold statistical models. However, recent studies have shown that a Thurstonian approach was able to fix the race effect (competitive level of the horses that participate in the same race), thus suggesting a better prediction accuracy of breeding values for ranking trait. The aim of this study was to compare the predictability of linear, threshold and Thurstonian approaches for genetic evaluation of ranking in endurance horses. For this purpose, eight genetic models were used for each approach with different combinations of random effects: rider, rider-horse interaction and environmental permanent effect. All genetic models included gender, age and race as systematic effects. The database that was used contained 4065 ranking records from 966 horses and that for the pedigree contained 8733 animals (47% Arabian horses), with an estimated heritability around 0.10 for the ranking trait. The prediction ability of the models for racing performance was evaluated using a cross-validation approach. The average correlation between real and predicted performances across genetic models was around 0.25 for threshold, 0.58 for linear and 0.60 for Thurstonian approaches. Although no significant differences were found between models within approaches, the best genetic model included: the rider and rider-horse random effects for threshold, only rider and environmental permanent effects for linear approach and all random effects for Thurstonian approach. The absolute correlations of predicted breeding values among models were higher between threshold and Thurstonian: 0.90, 0.91 and 0.88 for all animals, top 20% and top 5% best animals. For rank correlations these figures were 0.85, 0.84 and 0.86. The lower values were those between linear and threshold approaches (0.65, 0.62 and 0.51). In

From stochastic completion fields to tensor voting

NARCIS (Netherlands)

Almsick, van M.A.; Duits, R.; Franken, E.M.; Haar Romenij, ter B.M.; Olsen, O.F.; Florack, L.M.J.; Kuijper, A.

2005-01-01

Several image processing algorithms imitate the lateral interaction of neurons in the visual striate cortex V1 to account for the correlations along contours and lines. Here we focus on two methodologies: tensor voting by Guy and Medioni, and stochastic completion fields by Mumford, Williams and

Stochastic nature of series of waiting times

Science.gov (United States)

Anvari, Mehrnaz; Aghamohammadi, Cina; Dashti-Naserabadi, H.; Salehi, E.; Behjat, E.; Qorbani, M.; Khazaei Nezhad, M.; Zirak, M.; Hadjihosseini, Ali; Peinke, Joachim; Tabar, M. Reza Rahimi

2013-06-01

Although fluctuations in the waiting time series have been studied for a long time, some important issues such as its long-range memory and its stochastic features in the presence of nonstationarity have so far remained unstudied. Here we find that the “waiting times” series for a given increment level have long-range correlations with Hurst exponents belonging to the interval 1/2correlation, and then we study its stochastic nature using the Markovian method and determine the corresponding Kramers-Moyal coefficients. As an example, we analyze the velocity fluctuations in high Reynolds number turbulence and determine the level dependence of Markov time scales, as well as the drift and diffusion coefficients. We show that the waiting time distributions exhibit power law tails, and we were able to model the distribution with a continuous time random walk.

. Facial attractiveness: ranking of end-of-treatment facial photographs by pairs of Chinese and US orthodontists.

Science.gov (United States)

Xu, Tian-Min; Korn, Edward L; Liu, Yan; Oh, Hee Soo; Lee, Ki Heon; Boyd, Robert L; Baumrind, Sheldon

2008-07-01

In this study, we assessed agreement and disagreement among pairs of Chinese and US orthodontists in the ranking for "facial attractiveness" of end-of-treatment photographs of growing Chinese and white orthodontic patients. Two groups of orthodontist-judges participated: from the University of the Pacific, School of Dentistry, in California and from Peking University School and Hospital of Stomatology in China. Each judge independently ranked standard clinical sets of profile, frontal, and frontal-smiling photographs of 43 white patients and 48 Chinese patients. Pearson correlations were generated for a total of 1980 rankings by pairs of judges. The resulting correlations ranged from +0.004 to +0.96 with a median of +0.54. Of these, 18.7% were lower than 0.4; 41.0% were lower than 0.5; 68.8% were lower than 0.6; 91.6% were lower than 0.7; and only 8.4% were greater than 0.7. As had been anticipated, correlations between judges were higher when they ranked patients of their own ethnicity than when they ranked patients of different ethnicity, but the differences were smaller than had been expected. The rankings of no pair of judges correlated negatively. This is to say that no pair of judges, whether of the same or different ethnicity, ranked the patients so that those 1 judge tended to find attractive were consistently found unattractive by the other. The distribution of levels of agreement between pairs of orthodontists did not differ substantially whether the pairs included 2 US orthodontists, 2 Chinese orthodontists, or 1 US and 1 Chinese orthodontist. As might be expected, the pairs of Chinese orthodontists agreed with each other slightly better on average when ranking Chinese patients, and the pairs of US orthodontists agreed with each other slightly better on average when ranking white American patients, but the overall differences were small. These findings appear consistent with the inference that, on average, judgments of "facial attractiveness" by

RANK and RANK ligand expression in primary human osteosarcoma

Directory of Open Access Journals (Sweden)

Daniel Branstetter

2015-09-01

Our results demonstrate RANKL expression was observed in the tumor element in 68% of human OS using IHC. However, the staining intensity was relatively low and only 37% (29/79 of samples exhibited≥10% RANKL positive tumor cells. RANK expression was not observed in OS tumor cells. In contrast, RANK expression was clearly observed in other cells within OS samples, including the myeloid osteoclast precursor compartment, osteoclasts and in giant osteoclast cells. The intensity and frequency of RANKL and RANK staining in OS samples were substantially less than that observed in GCTB samples. The observation that RANKL is expressed in OS cells themselves suggests that these tumors may mediate an osteoclastic response, and anti-RANKL therapy may potentially be protective against bone pathologies in OS. However, the absence of RANK expression in primary human OS cells suggests that any autocrine RANKL/RANK signaling in human OS tumor cells is not operative, and anti-RANKL therapy would not directly affect the tumor.

Ranking nodes in growing networks: When PageRank fails

Science.gov (United States)

Mariani, Manuel Sebastian; Medo, Matúš; Zhang, Yi-Cheng

2015-11-01

PageRank is arguably the most popular ranking algorithm which is being applied in real systems ranging from information to biological and infrastructure networks. Despite its outstanding popularity and broad use in different areas of science, the relation between the algorithm’s efficacy and properties of the network on which it acts has not yet been fully understood. We study here PageRank’s performance on a network model supported by real data, and show that realistic temporal effects make PageRank fail in individuating the most valuable nodes for a broad range of model parameters. Results on real data are in qualitative agreement with our model-based findings. This failure of PageRank reveals that the static approach to information filtering is inappropriate for a broad class of growing systems, and suggest that time-dependent algorithms that are based on the temporal linking patterns of these systems are needed to better rank the nodes.

Stochastic modeling of mass transport in porous media

International Nuclear Information System (INIS)

Lim, Seung Cheol; Lee, Kun Jai

1990-01-01

The stochastic moments analysis technique is developed to investigate radionuclide migration in geologic porous media. The mechanisms for radionuclide transport are assumed to be advection in the micropore, radioactive decay of the species, and sorption on the pore wall. Two covariance functions of groundwater velocity, retardation factor, and concentration are derived to incorporate the geologic parameter uncertainty in porous media of small medium dispersivity. The parametric studies show that the correlation length of groundwater velocity has significant influence on the migration behavior of radionuclide. Macro dispersivity is dominantly affected by the fluctuation of groundwater velocity, while the fluctuation of retardation factor has a considerable effect on the retarded stochastic velocity. The upper estimated concentration evaluated from this stochastic moments analysis can be used as a practical conservative value for the performance assessment of nuclear waste repository

Stochastic Resonance in Neuronal Network Motifs with Ornstein-Uhlenbeck Colored Noise

Directory of Open Access Journals (Sweden)

Xuyang Lou

2014-01-01

Full Text Available We consider here the effect of the Ornstein-Uhlenbeck colored noise on the stochastic resonance of the feed-forward-loop (FFL network motif. The FFL motif is modeled through the FitzHugh-Nagumo neuron model as well as the chemical coupling. Our results show that the noise intensity and the correlation time of the noise process serve as the control parameters, which have great impacts on the stochastic dynamics of the FFL motif. We find that, with a proper choice of noise intensities and the correlation time of the noise process, the signal-to-noise ratio (SNR can display more than one peak.

Global CO2 efficiency: Country-wise estimates using a stochastic cost frontier

International Nuclear Information System (INIS)

Herrala, Risto; Goel, Rajeev K.

2012-01-01

This paper examines global carbon dioxide (CO 2 ) efficiency by employing a stochastic cost frontier analysis of about 170 countries in 1997 and 2007. The main contribution lies in providing a new approach to environmental efficiency estimation, in which the efficiency estimates quantify the distance from the policy objective of minimum emissions. We are able to examine a very large pool of nations and provide country-wise efficiency estimates. We estimate three econometric models, corresponding with alternative interpretations of the Cancun vision (Conference of the Parties 2011). The models reveal progress in global environmental efficiency during a preceding decade. The estimates indicate vast differences in efficiency levels, and efficiency changes across countries. The highest efficiency levels are observed in Africa and Europe, while the lowest are clustered around China. The largest efficiency gains were observed in central and eastern Europe. CO 2 efficiency also improved in the US and China, the two largest emitters, but their ranking in terms of CO 2 efficiency deteriorated. Policy implications are discussed. - Highlights: ► We estimate global environmental efficiency in line with the Cancun vision, using a stochastic cost frontier. ► The study covers 170 countries during a 10 year period, ending in 2007. ► The biggest improvements occurred in Europe, and efficiency falls in South America. ► The efficiency ranking of US and China, the largest emitters, deteriorated. ► In 2007, highest efficiency was observed in Africa and Europe, and the lowest around China.

RANK/RANK-Ligand/OPG: Ein neuer Therapieansatz in der Osteoporosebehandlung

Directory of Open Access Journals (Sweden)

Preisinger E

2007-01-01

Full Text Available Die Erforschung der Kopplungsmechanismen zur Osteoklastogenese, Knochenresorption und Remodellierung eröffnete neue mögliche Therapieansätze in der Behandlung der Osteoporose. Eine Schlüsselrolle beim Knochenabbau spielt der RANK- ("receptor activator of nuclear factor (NF- κB"- Ligand (RANKL. Durch die Bindung von RANKL an den Rezeptor RANK wird die Knochenresorption eingeleitet. OPG (Osteoprotegerin sowie der für den klinischen Gebrauch entwickelte humane monoklonale Antikörper (IgG2 Denosumab blockieren die Bindung von RANK-Ligand an RANK und verhindern den Knochenabbau.

Effect of harmonic rank on the streaming of complex tones

DEFF Research Database (Denmark)

Madsen, Sara Miay Kim; Dau, Torsten; Moore, Brian C.J.

2015-01-01

The effect of the rank of the harmonics on sequential stream segregation of complex tones was investigated for normal-hearing participants with no musical training. It was hypothesized that stream segregation would be greater for tones with high pitch salience, as assessed by fundamental frequency....... There was a significant trend for less stream segregation with increasing harmonic rank. The amount of stream segregation was inversely correlated with the f0 difference limens, consistent with the hypothesis....

Conservation threats and the phylogenetic utility of IUCN Red List rankings in Incilius toads.

Science.gov (United States)

Schachat, Sandra R; Mulcahy, Daniel G; Mendelson, Joseph R

2016-02-01

Phylogenetic analysis of extinction threat is an emerging tool in the field of conservation. However, there are problems with the methods and data as commonly used. Phylogenetic sampling usually extends to the level of family or genus, but International Union for Conservation of Nature (IUCN) rankings are available only for individual species, and, although different species within a taxonomic group may have the same IUCN rank, the species may have been ranked as such for different reasons. Therefore, IUCN rank may not reflect evolutionary history and thus may not be appropriate for use in a phylogenetic context. To be used appropriately, threat-risk data should reflect the cause of extinction threat rather than the IUCN threat ranking. In a case study of the toad genus Incilius, with phylogenetic sampling at the species level (so that the resolution of the phylogeny matches character data from the IUCN Red List), we analyzed causes of decline and IUCN threat rankings by calculating metrics of phylogenetic signal (such as Fritz and Purvis' D). We also analyzed the extent to which cause of decline and threat ranking overlap by calculating phylogenetic correlation between these 2 types of character data. Incilius species varied greatly in both threat ranking and cause of decline; this variability would be lost at a coarser taxonomic resolution. We found far more phylogenetic signal, likely correlated with evolutionary history, for causes of decline than for IUCN threat ranking. Individual causes of decline and IUCN threat rankings were largely uncorrelated on the phylogeny. Our results demonstrate the importance of character selection and taxonomic resolution when extinction threat is analyzed in a phylogenetic context. © 2015 Society for Conservation Biology.

Noncausal stochastic calculus

CERN Document Server

Ogawa, Shigeyoshi

2017-01-01

This book presents an elementary introduction to the theory of noncausal stochastic calculus that arises as a natural alternative to the standard theory of stochastic calculus founded in 1944 by Professor Kiyoshi Itô. As is generally known, Itô Calculus is essentially based on the "hypothesis of causality", asking random functions to be adapted to a natural filtration generated by Brownian motion or more generally by square integrable martingale. The intention in this book is to establish a stochastic calculus that is free from this "hypothesis of causality". To be more precise, a noncausal theory of stochastic calculus is developed in this book, based on the noncausal integral introduced by the author in 1979. After studying basic properties of the noncausal stochastic integral, various concrete problems of noncausal nature are considered, mostly concerning stochastic functional equations such as SDE, SIE, SPDE, and others, to show not only the necessity of such theory of noncausal stochastic calculus but ...

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

OpenAIRE

Erna Apriliani; Dieky Adzkiya; Arief Baihaqi

2011-01-01

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 ense...

Zeolite facies and regional rank of bituminous coals

Energy Technology Data Exchange (ETDEWEB)

Kisch, H J

1966-01-01

The author has correlated diagnostic analcime-, heulandite-, and laumontite-bearing mineral assemblages from four areas in the Upper Carboniferous and the Permian of New South Wales with the rank of the associated coals, represented by the carbon content of vitrinite. The results show that lowest-grade regional metamorphism of the zeolite facies reflects at least in part the same physical conditions of metamorphism as the increase in degree of coalification (rank) in the bituminous coal range. Degree of coalification is probably independent of partial pressures of H/sub 2/O and CO/sub 2/: it is controlled mainly by maximum depth of burial, its duration, and the geothermal gradient.

Research of Subgraph Estimation Page Rank Algorithm for Web Page Rank

Directory of Open Access Journals (Sweden)

LI Lan-yin

2017-04-01

Full Text Available The traditional PageRank algorithm can not efficiently perform large data Webpage scheduling problem. This paper proposes an accelerated algorithm named topK-Rank，which is based on PageRank on the MapReduce platform. It can find top k nodes efficiently for a given graph without sacrificing accuracy. In order to identify top k nodes，topK-Rank algorithm prunes unnecessary nodes and edges in each iteration to dynamically construct subgraphs，and iteratively estimates lower/upper bounds of PageRank scores through subgraphs. Theoretical analysis shows that this method guarantees result exactness. Experiments show that topK-Rank algorithm can find k nodes much faster than the existing approaches.

Investment timing under hybrid stochastic and local volatility

International Nuclear Information System (INIS)

Kim, Jeong-Hoon; Lee, Min-Ku; Sohn, So Young

2014-01-01

Highlights: • The effects of hybrid stochastic volatility on real option prices are studied. • The stochastic volatility consists of a fast mean-reverting component and a CEV type one. • A fast mean-reverting factor lowers real option prices and investment thresholds. • The increase of elasticity raises real option prices and investment thresholds. • The effects of the addition of a slowly varying factor depend upon the project value. - Abstract: We consider an investment timing problem under a real option model where the instantaneous volatility of the project value is given by a combination of a hidden stochastic process and the project value itself. The stochastic volatility part is given by a function of a fast mean-reverting process as well as a slowly varying process and the local volatility part is a power (the elasticity parameter) of the project value itself. The elasticity parameter controls directly the correlation between the project value and the volatility. Knowing that the project value represents the market price of a real asset in many applications and the value of the elasticity parameter depends on the asset, the elasticity parameter should be treated with caution for investment decision problems. Based on the hybrid structure of volatility, we investigate the simultaneous impact of the elasticity and the stochastic volatility on the real option value as well as the investment threshold

A New Direction of Cancer Classification: Positive Effect of Low-Ranking MicroRNAs.

Science.gov (United States)

Li, Feifei; Piao, Minghao; Piao, Yongjun; Li, Meijing; Ryu, Keun Ho

2014-10-01

Many studies based on microRNA (miRNA) expression profiles showed a new aspect of cancer classification. Because one characteristic of miRNA expression data is the high dimensionality, feature selection methods have been used to facilitate dimensionality reduction. The feature selection methods have one shortcoming thus far: they just consider the problem of where feature to class is 1:1 or n:1. However, because one miRNA may influence more than one type of cancer, human miRNA is considered to be ranked low in traditional feature selection methods and are removed most of the time. In view of the limitation of the miRNA number, low-ranking miRNAs are also important to cancer classification. We considered both high- and low-ranking features to cover all problems (1:1, n:1, 1:n, and m:n) in cancer classification. First, we used the correlation-based feature selection method to select the high-ranking miRNAs, and chose the support vector machine, Bayes network, decision tree, k-nearest-neighbor, and logistic classifier to construct cancer classification. Then, we chose Chi-square test, information gain, gain ratio, and Pearson's correlation feature selection methods to build the m:n feature subset, and used the selected miRNAs to determine cancer classification. The low-ranking miRNA expression profiles achieved higher classification accuracy compared with just using high-ranking miRNAs in traditional feature selection methods. Our results demonstrate that the m:n feature subset made a positive impression of low-ranking miRNAs in cancer classification.

Stochastic bifurcation in a model of love with colored noise

Science.gov (United States)

Yue, Xiaokui; Dai, Honghua; Yuan, Jianping

2015-07-01

In this paper, we wish to examine the stochastic bifurcation induced by multiplicative Gaussian colored noise in a dynamical model of love where the random factor is used to describe the complexity and unpredictability of psychological systems. First, the dynamics in deterministic love-triangle model are considered briefly including equilibrium points and their stability, chaotic behaviors and chaotic attractors. Then, the influences of Gaussian colored noise with different parameters are explored such as the phase plots, top Lyapunov exponents, stationary probability density function (PDF) and stochastic bifurcation. The stochastic P-bifurcation through a qualitative change of the stationary PDF will be observed and bifurcation diagram on parameter plane of correlation time and noise intensity is presented to find the bifurcation behaviors in detail. Finally, the top Lyapunov exponent is computed to determine the D-bifurcation when the noise intensity achieves to a critical value. By comparison, we find there is no connection between two kinds of stochastic bifurcation.

A fuzzy stochastic framework for managing hydro-environmental and socio-economic interactions under uncertainty

Science.gov (United States)

Subagadis, Yohannes Hagos; Schütze, Niels; Grundmann, Jens

2014-05-01

An amplified interconnectedness between a hydro-environmental and socio-economic system brings about profound challenges of water management decision making. In this contribution, we present a fuzzy stochastic approach to solve a set of decision making problems, which involve hydrologically, environmentally, and socio-economically motivated criteria subjected to uncertainty and ambiguity. The proposed methodological framework combines objective and subjective criteria in a decision making procedure for obtaining an acceptable ranking in water resources management alternatives under different type of uncertainty (subjective/objective) and heterogeneous information (quantitative/qualitative) simultaneously. The first step of the proposed approach involves evaluating the performance of alternatives with respect to different types of criteria. The ratings of alternatives with respect to objective and subjective criteria are evaluated by simulation-based optimization and fuzzy linguistic quantifiers, respectively. Subjective and objective uncertainties related to the input information are handled through linking fuzziness and randomness together. Fuzzy decision making helps entail the linguistic uncertainty and a Monte Carlo simulation process is used to map stochastic uncertainty. With this framework, the overall performance of each alternative is calculated using an Order Weighted Averaging (OWA) aggregation operator accounting for decision makers' experience and opinions. Finally, ranking is achieved by conducting pair-wise comparison of management alternatives. This has been done on the basis of the risk defined by the probability of obtaining an acceptable ranking and mean difference in total performance for the pair of management alternatives. The proposed methodology is tested in a real-world hydrosystem, to find effective and robust intervention strategies for the management of a coastal aquifer system affected by saltwater intrusion due to excessive groundwater

Stochastic inflation: Quantum phase-space approach

International Nuclear Information System (INIS)

Habib, S.

1992-01-01

In this paper a quantum-mechanical phase-space picture is constructed for coarse-grained free quantum fields in an inflationary universe. The appropriate stochastic quantum Liouville equation is derived. Explicit solutions for the phase-space quantum distribution function are found for the cases of power-law and exponential expansions. The expectation values of dynamical variables with respect to these solutions are compared to the corresponding cutoff regularized field-theoretic results (we do not restrict ourselves only to left-angle Φ 2 right-angle). Fair agreement is found provided the coarse-graining scale is kept within certain limits. By focusing on the full phase-space distribution function rather than a reduced distribution it is shown that the thermodynamic interpretation of the stochastic formalism faces several difficulties (e.g., there is no fluctuation-dissipation theorem). The coarse graining does not guarantee an automatic classical limit as quantum correlations turn out to be crucial in order to get results consistent with standard quantum field theory. Therefore, the method does not by itself constitute an explanation of the quantum to classical transition in the early Universe. In particular, we argue that the stochastic equations do not lead to decoherence

Application of Stochastic Partial Differential Equations to Reservoir Property Modelling

KAUST Repository

Potsepaev, R.; Farmer, C.L.

2010-01-01

in parametric space. In order to sample in physical space we introduce a stochastic elliptic PDE with tensor coefficients, where the tensor is related to correlation anisotropy and its variation is physical space.

STOCHASTIC FLOWS OF MAPPINGS

Institute of Scientific and Technical Information of China (English)

无

2007-01-01

In this paper, the stochastic flow of mappings generated by a Feller convolution semigroup on a compact metric space is studied. This kind of flow is the generalization of superprocesses of stochastic flows and stochastic diffeomorphism induced by the strong solutions of stochastic differential equations.

Tracking and fixed ranking of leukocyte telomere length across the adult life course

DEFF Research Database (Denmark)

Benetos, Athanase; Kark, Jeremy D; Susser, Ezra

2013-01-01

whether age-dependent LTL attrition during adulthood can substantially affect individuals' LTL ranking (e.g., longer or shorter LTL) in relation to their peers. We measured LTL in samples donated 12 years apart on average by 1156 participants in four longitudinal studies. We observed correlations of 0.......91-0.96 between baseline and follow-up LTLs. Ranking individuals by deciles revealed that 94.1% (95% confidence interval of 92.6-95.4%) showed no rank change or a 1 decile change over time. We conclude that in adults, LTL is virtually anchored to a given rank with the passage of time. Accordingly, the links...... of LTL with atherosclerosis and longevity appear to be established early in life. It is unlikely that lifestyle and its modification during adulthood exert a major impact on LTL ranking....

Internal additive noise effects in stochastic resonance using organic field effect transistor

Energy Technology Data Exchange (ETDEWEB)

Suzuki, Yoshiharu; Asakawa, Naoki [Division of Molecular Science, Graduate School of Science and Technology, Gunma University, 1-5-1 Tenjin-cho, Kiryu, Gunma 376-8515 (Japan); Matsubara, Kiyohiko [KOOROGI LLC, 6-1585-1-B Sakaino-cho, Kiryu, Gunma 376-0002 (Japan)

2016-08-29

Stochastic resonance phenomenon was observed in organic field effect transistor using poly(3-hexylthiophene), which enhances performance of signal transmission with application of noise. The enhancement of correlation coefficient between the input and output signals was low, and the variation of correlation coefficient was not remarkable with respect to the intensity of external noise, which was due to the existence of internal additive noise following the nonlinear threshold response. In other words, internal additive noise plays a positive role on the capability of approximately constant signal transmission regardless of noise intensity, which can be said “homeostatic” behavior or “noise robustness” against external noise. Furthermore, internal additive noise causes emergence of the stochastic resonance effect even on the threshold unit without internal additive noise on which the correlation coefficient usually decreases monotonically.

VaRank: a simple and powerful tool for ranking genetic variants

Directory of Open Access Journals (Sweden)

Véronique Geoffroy

2015-03-01

Full Text Available Background. Most genetic disorders are caused by single nucleotide variations (SNVs or small insertion/deletions (indels. High throughput sequencing has broadened the catalogue of human variation, including common polymorphisms, rare variations or disease causing mutations. However, identifying one variation among hundreds or thousands of others is still a complex task for biologists, geneticists and clinicians.Results. We have developed VaRank, a command-line tool for the ranking of genetic variants detected by high-throughput sequencing. VaRank scores and prioritizes variants annotated either by Alamut Batch or SnpEff. A barcode allows users to quickly view the presence/absence of variants (with homozygote/heterozygote status in analyzed samples. VaRank supports the commonly used VCF input format for variants analysis thus allowing it to be easily integrated into NGS bioinformatics analysis pipelines. VaRank has been successfully applied to disease-gene identification as well as to molecular diagnostics setup for several hundred patients.Conclusions. VaRank is implemented in Tcl/Tk, a scripting language which is platform-independent but has been tested only on Unix environment. The source code is available under the GNU GPL, and together with sample data and detailed documentation can be downloaded from http://www.lbgi.fr/VaRank/.

Sparse structure regularized ranking

KAUST Repository

Wang, Jim Jing-Yan

2014-04-17

Learning ranking scores is critical for the multimedia database retrieval problem. In this paper, we propose a novel ranking score learning algorithm by exploring the sparse structure and using it to regularize ranking scores. To explore the sparse structure, we assume that each multimedia object could be represented as a sparse linear combination of all other objects, and combination coefficients are regarded as a similarity measure between objects and used to regularize their ranking scores. Moreover, we propose to learn the sparse combination coefficients and the ranking scores simultaneously. A unified objective function is constructed with regard to both the combination coefficients and the ranking scores, and is optimized by an iterative algorithm. Experiments on two multimedia database retrieval data sets demonstrate the significant improvements of the propose algorithm over state-of-the-art ranking score learning algorithms.

Stochastic processes

CERN Document Server

Parzen, Emanuel

1962-01-01

Well-written and accessible, this classic introduction to stochastic processes and related mathematics is appropriate for advanced undergraduate students of mathematics with a knowledge of calculus and continuous probability theory. The treatment offers examples of the wide variety of empirical phenomena for which stochastic processes provide mathematical models, and it develops the methods of probability model-building.Chapter 1 presents precise definitions of the notions of a random variable and a stochastic process and introduces the Wiener and Poisson processes. Subsequent chapters examine

Low-rank coal research

Energy Technology Data Exchange (ETDEWEB)

Weber, G. F.; Laudal, D. L.

1989-01-01

This work is a compilation of reports on ongoing research at the University of North Dakota. Topics include: Control Technology and Coal Preparation Research (SO{sub x}/NO{sub x} control, waste management), Advanced Research and Technology Development (turbine combustion phenomena, combustion inorganic transformation, coal/char reactivity, liquefaction reactivity of low-rank coals, gasification ash and slag characterization, fine particulate emissions), Combustion Research (fluidized bed combustion, beneficiation of low-rank coals, combustion characterization of low-rank coal fuels, diesel utilization of low-rank coals), Liquefaction Research (low-rank coal direct liquefaction), and Gasification Research (hydrogen production from low-rank coals, advanced wastewater treatment, mild gasification, color and residual COD removal from Synfuel wastewaters, Great Plains Gasification Plant, gasifier optimization).

PageRank for low frequency earthquake detection

Science.gov (United States)

Aguiar, A. C.; Beroza, G. C.

2013-12-01

We have analyzed Hi-Net seismic waveform data during the April 2006 tremor episode in the Nankai Trough in SW Japan using the autocorrelation approach of Brown et al. (2008), which detects low frequency earthquakes (LFEs) based on pair-wise waveform matching. We have generalized this to exploit the fact that waveforms may repeat multiple times, on more than just a pair-wise basis. We are working towards developing a sound statistical basis for event detection, but that is complicated by two factors. First, the statistical behavior of the autocorrelations varies between stations. Analyzing one station at a time assures that the detection threshold will only depend on the station being analyzed. Second, the positive detections do not satisfy "closure." That is, if window A correlates with window B, and window B correlates with window C, then window A and window C do not necessarily correlate with one another. We want to evaluate whether or not a linked set of windows are correlated due to chance. To do this, we map our problem on to one that has previously been solved for web search, and apply Google's PageRank algorithm. PageRank is the probability of a 'random surfer' to visit a particular web page; it assigns a ranking for a webpage based on the amount of links associated with that page. For windows of seismic data instead of webpages, the windows with high probabilities suggest likely LFE signals. Once identified, we stack the matched windows to improve the snr and use these stacks as template signals to find other LFEs within continuous data. We compare the results among stations and declare a detection if they are found in a statistically significant number of stations, based on multinomial statistics. We compare our detections using the single-station method to detections found by Shelly et al. (2007) for the April 2006 tremor sequence in Shikoku, Japan. We find strong similarity between the results, as well as many new detections that were not found using

Stochastic assessment of investment efficiency in a power system

International Nuclear Information System (INIS)

Davidov, Sreten; Pantoš, Miloš

2017-01-01

The assessment of investment efficiency plays a critical role in investment prioritization in the context of electrical network expansion planning. Hence, this paper proposes new criteria for the cost-efficiency investment applied in the investment ranking process in electrical network planning, based on the assessment of the new investment candidates impact on active-power losses, bus voltages and line loadings in the network. These three general criteria are chosen due to their strong economic influence when the active-power losses and line loadings are considered and due to their significant impact on quality of supply allowed for the voltage profile. Electrical network reliability of supply is not addressed, since, this criterion has already been extensively applied in other solutions regarding investment efficiency assessment. The proposed ranking procedure involves a stochastic approach applying the Monte Carlo method in the scenario preparation. The number of scenarios is further reduced by the K-MEANS procedure in order to speed up the investment efficiency assessment. The proposed ranking procedure is tested using the standard New England test system. The results show that based on the newly involved investment assessment criteria indices, system operators will obtain a prioritized list of investments that will prevent excessive and economically wasteful spending. - Highlights: • Active-Power Loss Investment Efficiency Index LEI. • Voltage Profile Investment Efficiency Index VEI. • Active-Power Flow Loading Mitigation Investment Efficiency Index PEI. • Optimization model for network expansion planning with new indices.

Which uncertainty is important in multistage stochastic programmes?

DEFF Research Database (Denmark)

Pantuso, Giovanni; Fagerholt, Kjetil; Wallace, Stein W.

2017-01-01

, performed before data collection, can indicate which information should be primarily sought, and which is not critical for the final decision. We apply the analysis to a real-life instance of the maritime fleet renewal. Results show that some properties of the stochastic phenomena, such as the correlation...

Stochastic Approaches Within a High Resolution Rapid Refresh Ensemble

Science.gov (United States)

Jankov, I.

2017-12-01

It is well known that global and regional numerical weather prediction (NWP) ensemble systems are under-dispersive, producing unreliable and overconfident ensemble forecasts. Typical approaches to alleviate this problem include the use of multiple dynamic cores, multiple physics suite configurations, or a combination of the two. While these approaches may produce desirable results, they have practical and theoretical deficiencies and are more difficult and costly to maintain. An active area of research that promotes a more unified and sustainable system is the use of stochastic physics. Stochastic approaches include Stochastic Parameter Perturbations (SPP), Stochastic Kinetic Energy Backscatter (SKEB), and Stochastic Perturbation of Physics Tendencies (SPPT). The focus of this study is to assess model performance within a convection-permitting ensemble at 3-km grid spacing across the Contiguous United States (CONUS) using a variety of stochastic approaches. A single physics suite configuration based on the operational High-Resolution Rapid Refresh (HRRR) model was utilized and ensemble members produced by employing stochastic methods. Parameter perturbations (using SPP) for select fields were employed in the Rapid Update Cycle (RUC) land surface model (LSM) and Mellor-Yamada-Nakanishi-Niino (MYNN) Planetary Boundary Layer (PBL) schemes. Within MYNN, SPP was applied to sub-grid cloud fraction, mixing length, roughness length, mass fluxes and Prandtl number. In the RUC LSM, SPP was applied to hydraulic conductivity and tested perturbing soil moisture at initial time. First iterative testing was conducted to assess the initial performance of several configuration settings (e.g. variety of spatial and temporal de-correlation lengths). Upon selection of the most promising candidate configurations using SPP, a 10-day time period was run and more robust statistics were gathered. SKEB and SPPT were included in additional retrospective tests to assess the impact of using

Progress on stochastic background search codes for LIGO

International Nuclear Information System (INIS)

Whelan, John T; Anderson, Warren G; Casquette, Martha; Diaz, Mario C; Heng, Ik Siong; McHugh, Martin; Romano, Joseph D; Jr, Charlie W Torres; Trejo, Rosa M; Vecchio, Alberto

2002-01-01

One of the types of signals for which the LIGO interferometric gravitational wave detectors will search is a stochastic background of gravitational radiation. We review the technique of searching for a background using the optimally filtered cross-correlation statistic, and describe the state of plans to perform such cross-correlations between the two LIGO interferometers as well as between LIGO and other gravitational-wave detectors, in particular the preparation of software to perform such data analysis

Local Approximation and Hierarchical Methods for Stochastic Optimization

Science.gov (United States)

Cheng, Bolong

In this thesis, we present local and hierarchical approximation methods for two classes of stochastic optimization problems: optimal learning and Markov decision processes. For the optimal learning problem class, we introduce a locally linear model with radial basis function for estimating the posterior mean of the unknown objective function. The method uses a compact representation of the function which avoids storing the entire history, as is typically required by nonparametric methods. We derive a knowledge gradient policy with the locally parametric model, which maximizes the expected value of information. We show the policy is asymptotically optimal in theory, and experimental works suggests that the method can reliably find the optimal solution on a range of test functions. For the Markov decision processes problem class, we are motivated by an application where we want to co-optimize a battery for multiple revenue, in particular energy arbitrage and frequency regulation. The nature of this problem requires the battery to make charging and discharging decisions at different time scales while accounting for the stochastic information such as load demand, electricity prices, and regulation signals. Computing the exact optimal policy becomes intractable due to the large state space and the number of time steps. We propose two methods to circumvent the computation bottleneck. First, we propose a nested MDP model that structure the co-optimization problem into smaller sub-problems with reduced state space. This new model allows us to understand how the battery behaves down to the two-second dynamics (that of the frequency regulation market). Second, we introduce a low-rank value function approximation for backward dynamic programming. This new method only requires computing the exact value function for a small subset of the state space and approximate the entire value function via low-rank matrix completion. We test these methods on historical price data from the

Impact factor, eigenfactor, article influence, scopus SNIP, and SCImage journal rank of occupational therapy journals.

Science.gov (United States)

Brown, Ted; Gutman, Sharon A

2018-05-18

Journals are currently assessed and ranked using a number of different quantitative performance metrics. To compare and correlate the publication metrics of English-language occupational therapy journals published in 2015. Bibliometric data was sourced for 14 English-language occupational therapy journals including the Journal Citations Report (JCR) 2-year impact factor (IF), Eigenfactor Score (EFS), Article Influence Score (AIS), Scopus Source Normalized Impact per Paper (SNIP), Scopus Citescore, and SCImago Journal Rank (SJR) score. The JCR, Scopus, and SJR 2015 bibliometric data were correlated. The top six English-language occupational therapy journals in relation to JCR IF, EFS, AIS, SNIP, Citescore, SJR score, and SJR IIF were AJOT, AOTJ, POPT, CJOT, SJOT, and BJOT. JCR IF, EFS, JCR AIS, SNIP, Citescore, SJR score and SJR IIF were all significantly correlated with coefficients ranging from 0.751 to 0.961 (p article rankings rather than the singular use of IF scores that currently and frequently occurs in many jurisdictions.

Pitch ranking, electrode discrimination, and physiological spread-of-excitation using Cochlear's dual-electrode mode.

Science.gov (United States)

Goehring, Jenny L; Neff, Donna L; Baudhuin, Jacquelyn L; Hughes, Michelle L

2014-08-01

This study compared pitch ranking, electrode discrimination, and electrically evoked compound action potential (ECAP) spatial excitation patterns for adjacent physical electrodes (PEs) and the corresponding dual electrodes (DEs) for newer-generation Cochlear devices (Cochlear Ltd., Macquarie, New South Wales, Australia). The first goal was to determine whether pitch ranking and electrode discrimination yield similar outcomes for PEs and DEs. The second goal was to determine if the amount of spatial separation among ECAP excitation patterns (separation index, Σ) between adjacent PEs and the PE-DE pairs can predict performance on the psychophysical tasks. Using non-adaptive procedures, 13 subjects completed pitch ranking and electrode discrimination for adjacent PEs and the corresponding PE-DE pairs (DE versus each flanking PE) from the basal, middle, and apical electrode regions. Analysis of d' scores indicated that pitch-ranking and electrode-discrimination scores were not significantly different, but rather produced similar levels of performance. As expected, accuracy was significantly better for the PE-PE comparison than either PE-DE comparison. Correlations of the psychophysical versus ECAP Σ measures were positive; however, not all test/region correlations were significant across the array. Thus, the ECAP separation index is not sensitive enough to predict performance on behavioral tasks of pitch ranking or electrode discrimination for adjacent PEs or corresponding DEs.

Study of power reactor dynamics by stochastic reactor oscillator method; Proucavanje dinamike reaktora snage metodom stohastickog reaktorskog oscilatora

Energy Technology Data Exchange (ETDEWEB)

Velickovic, Lj; Petrovic, M [Boris Kidric Institute of nuclear sciences Vinca, Belgrade (Yugoslavia)

1968-12-15

Stochastic reactor oscillator and cross correlation method were used for determining reactor dynamics characteristics. Experimental equipment, fast reactor oscillator (BOR-1) was activated by random pulses from the GBS-16 generator. Tape recorder AMPEX-SF-300 and data acquisition tool registered reactor response to perturbations having different frequencies. Reactor response and activation signals were cross correlated by digital computer for different positions of stochastic oscillator and ionization chamber.

A simplified BBGKY hierarchy for correlated fermions from a stochastic mean-field approach

International Nuclear Information System (INIS)

Lacroix, Denis; Tanimura, Yusuke; Ayik, Sakir; Yilmaz, Bulent

2016-01-01

The stochastic mean-field (SMF) approach allows to treat correlations beyond mean-field using a set of independent mean-field trajectories with appropriate choice of fluctuating initial conditions. We show here that this approach is equivalent to a simplified version of the Bogolyubov-Born-Green-Kirkwood-Yvon (BBGKY) hierarchy between one-, two-,.., N -body degrees of freedom. In this simplified version, one-body degrees of freedom are coupled to fluctuations to all orders while retaining only specific terms of the general BBGKY hierarchy. The use of the simplified BBGKY is illustrated with the Lipkin-Meshkov-Glick (LMG) model. We show that a truncated version of this hierarchy can be useful, as an alternative to the SMF, especially in the weak coupling regime to get physical insight in the effect beyond mean-field. In particular, it leads to approximate analytical expressions for the quantum fluctuations both in the weak and strong coupling regime. In the strong coupling regime, it can only be used for short time evolution. In that case, it gives information on the evolution time-scale close to a saddle point associated to a quantum phase-transition. For long time evolution and strong coupling, we observed that the simplified BBGKY hierarchy cannot be truncated and only the full SMF with initial sampling leads to reasonable results. (orig.)

A folk-psychological ranking of personality facets

Directory of Open Access Journals (Sweden)

Eka Roivainen

2016-10-01

Full Text Available Background Which personality facets should a general personality test measure? No consensus exists on the facet structure of personality, the nature of facets, or the correct method of identifying the most significant facets. However, it can be hypothesized (the lexical hypothesis that high frequency personality describing words more likely represent important personality facets and rarely used words refer to less significant aspects of personality. Participants and procedure A ranking of personality facets was performed by studying the frequency of the use of popular personality adjectives in causal clauses (because he is a kind person on the Internet and in books as attributes of the word person (kind person. Results In Study 1, the 40 most frequently used adjectives had a cumulative usage frequency equal to that of the rest of the 295 terms studied. When terms with a higher-ranking dictionary synonym or antonym were eliminated, 23 terms remained, which represent 23 different facets. In Study 2, clusters of synonymous terms were examined. Within the top 30 clusters, personality terms were used 855 times compared to 240 for the 70 lower-ranking clusters. Conclusions It is hypothesized that personality facets represented by the top-ranking terms and clusters of terms are important and impactful independent of their correlation with abstract underlying personality factors (five/six factor models. Compared to hierarchical personality models, lists of important facets probably better cover those aspects of personality that are situated between the five or six major domains.

Pricing long-dated insurance contracts with stochastic interest rates and stochastic volatility

NARCIS (Netherlands)

van Haastrecht, A.; Lord, R.; Pelsser, A.; Schrager, D.

2009-01-01

We consider the pricing of long-dated insurance contracts under stochastic interest rates and stochastic volatility. In particular, we focus on the valuation of insurance options with long-term equity or foreign exchange exposures. Our modeling framework extends the stochastic volatility model of

Evaluation of the osteoclastogenic process associated with RANK / RANK-L / OPG in odontogenic myxomas

Science.gov (United States)

González-Galván, María del Carmen; Mosqueda-Taylor, Adalberto; Bologna-Molina, Ronell; Setien-Olarra, Amaia; Marichalar-Mendia, Xabier; Aguirre-Urizar, José-Manuel

2018-01-01

Background Odontogenic myxoma (OM) is a benign intraosseous neoplasm that exhibits local aggressiveness and high recurrence rates. Osteoclastogenesis is an important phenomenon in the tumor growth of maxillary neoplasms. RANK (Receptor Activator of Nuclear Factor κappa B) is the signaling receptor of RANK-L (Receptor activator of nuclear factor kappa-Β ligand) that activates the osteoclasts. OPG (osteoprotegerin) is a decoy receptor for RANK-L that inhibits pro-osteoclastogenesis. The RANK / RANKL / OPG system participates in the regulation of osteolytic activity under normal conditions, and its alteration has been associated with greater bone destruction, and also with tumor growth. Objectives To analyze the immunohistochemical expression of OPG, RANK and RANK-L proteins in odontogenic myxomas (OMs) and their relationship with the tumor size. Material and Methods Eighteen OMs, 4 small ( 3cm) and 18 dental follicles (DF) that were included as control were studied by means of standard immunohistochemical procedure with RANK, RANKL and OPG antibodies. For the evaluation, 5 fields (40x) of representative areas of OM and DF were selected where the expression of each antibody was determined. Descriptive and comparative statistical analyses were performed with the obtained data. Results There are significant differences in the expression of RANK in OM samples as compared to DF (p = 0.022) and among the OMSs and OMLs (p = 0.032). Also a strong association is recognized in the expression of RANK-L and OPG in OM samples. Conclusions Activation of the RANK / RANK-L / OPG triad seems to be involved in the mechanisms of bone balance and destruction, as well as associated with tumor growth in odontogenic myxomas. Key words:Odontogenic myxoma, dental follicle, RANK, RANK-L, OPG, osteoclastogenesis. PMID:29680857

Sparse structure regularized ranking

KAUST Repository

Wang, Jim Jing-Yan; Sun, Yijun; Gao, Xin

2014-01-01

Learning ranking scores is critical for the multimedia database retrieval problem. In this paper, we propose a novel ranking score learning algorithm by exploring the sparse structure and using it to regularize ranking scores. To explore the sparse

Satisfaction with Information Centers, E-Journals and Specilized Databases and their Correlation with the Age and Academic Rank of Faculty Members

Directory of Open Access Journals (Sweden)

Mojdeh Salajegheh

2010-04-01

Full Text Available The present study intends to study the extent of utilization of information centers and e-journals as well as satisfaction rate and to correlate these with age and academic status of faculty members at medical schools in Iranian medical universities. A questionnaire was used for data collection. 700 faculty members were selected using regular random sampling. Results indicate that faculty members use e-journals more than printed journals. Satisfaction rate with databases as well as their utilization is high. Digital libraries are used heavily for document access. A combination of digital library and print library comes second, followed by using print libraries exclusively. The study further demonstrates that there is a link between variables such as age and using e-journals, age and using information centers, age and satisfaction with specialized databases. There was no correlation between academic status and e-journal usage, academic status and satisfaction with electronic databases and academic ranking with using information centers.

Stochastic thermodynamics

Science.gov (United States)

Eichhorn, Ralf; Aurell, Erik

2014-04-01

'Stochastic thermodynamics as a conceptual framework combines the stochastic energetics approach introduced a decade ago by Sekimoto [1] with the idea that entropy can consistently be assigned to a single fluctuating trajectory [2]'. This quote, taken from Udo Seifert's [3] 2008 review, nicely summarizes the basic ideas behind stochastic thermodynamics: for small systems, driven by external forces and in contact with a heat bath at a well-defined temperature, stochastic energetics [4] defines the exchanged work and heat along a single fluctuating trajectory and connects them to changes in the internal (system) energy by an energy balance analogous to the first law of thermodynamics. Additionally, providing a consistent definition of trajectory-wise entropy production gives rise to second-law-like relations and forms the basis for a 'stochastic thermodynamics' along individual fluctuating trajectories. In order to construct meaningful concepts of work, heat and entropy production for single trajectories, their definitions are based on the stochastic equations of motion modeling the physical system of interest. Because of this, they are valid even for systems that are prevented from equilibrating with the thermal environment by external driving forces (or other sources of non-equilibrium). In that way, the central notions of equilibrium thermodynamics, such as heat, work and entropy, are consistently extended to the non-equilibrium realm. In the (non-equilibrium) ensemble, the trajectory-wise quantities acquire distributions. General statements derived within stochastic thermodynamics typically refer to properties of these distributions, and are valid in the non-equilibrium regime even beyond the linear response. The extension of statistical mechanics and of exact thermodynamic statements to the non-equilibrium realm has been discussed from the early days of statistical mechanics more than 100 years ago. This debate culminated in the development of linear response

GeneRank: Using search engine technology for the analysis of microarray experiments

Directory of Open Access Journals (Sweden)

Breitling Rainer

2005-09-01

Full Text Available Abstract Background Interpretation of simple microarray experiments is usually based on the fold-change of gene expression between a reference and a "treated" sample where the treatment can be of many types from drug exposure to genetic variation. Interpretation of the results usually combines lists of differentially expressed genes with previous knowledge about their biological function. Here we evaluate a method – based on the PageRank algorithm employed by the popular search engine Google – that tries to automate some of this procedure to generate prioritized gene lists by exploiting biological background information. Results GeneRank is an intuitive modification of PageRank that maintains many of its mathematical properties. It combines gene expression information with a network structure derived from gene annotations (gene ontologies or expression profile correlations. Using both simulated and real data we find that the algorithm offers an improved ranking of genes compared to pure expression change rankings. Conclusion Our modification of the PageRank algorithm provides an alternative method of evaluating microarray experimental results which combines prior knowledge about the underlying network. GeneRank offers an improvement compared to assessing the importance of a gene based on its experimentally observed fold-change alone and may be used as a basis for further analytical developments.

GeneRank: using search engine technology for the analysis of microarray experiments.

Science.gov (United States)

Morrison, Julie L; Breitling, Rainer; Higham, Desmond J; Gilbert, David R

2005-09-21

Interpretation of simple microarray experiments is usually based on the fold-change of gene expression between a reference and a "treated" sample where the treatment can be of many types from drug exposure to genetic variation. Interpretation of the results usually combines lists of differentially expressed genes with previous knowledge about their biological function. Here we evaluate a method--based on the PageRank algorithm employed by the popular search engine Google--that tries to automate some of this procedure to generate prioritized gene lists by exploiting biological background information. GeneRank is an intuitive modification of PageRank that maintains many of its mathematical properties. It combines gene expression information with a network structure derived from gene annotations (gene ontologies) or expression profile correlations. Using both simulated and real data we find that the algorithm offers an improved ranking of genes compared to pure expression change rankings. Our modification of the PageRank algorithm provides an alternative method of evaluating microarray experimental results which combines prior knowledge about the underlying network. GeneRank offers an improvement compared to assessing the importance of a gene based on its experimentally observed fold-change alone and may be used as a basis for further analytical developments.

Learning Preference Models from Data: On the Problem of Label Ranking and Its Variants

Science.gov (United States)

Hüllermeier, Eyke; Fürnkranz, Johannes

The term “preference learning” refers to the application of machine learning methods for inducing preference models from empirical data. In the recent literature, corresponding problems appear in various guises. After a brief overview of the field, this work focuses on a particular learning scenario called label ranking where the problem is to learn a mapping from instances to rankings over a finite number of labels. Our approach for learning such a ranking function, called ranking by pairwise comparison (RPC), first induces a binary preference relation from suitable training data, using a natural extension of pairwise classification. A ranking is then derived from this relation by means of a ranking procedure. This paper elaborates on a key advantage of such an approach, namely the fact that our learner can be adapted to different loss functions by using different ranking procedures on the same underlying order relations. In particular, the Spearman rank correlation is minimized by using a simple weighted voting procedure. Moreover, we discuss a loss function suitable for settings where candidate labels must be tested successively until a target label is found. In this context, we propose the idea of “empirical conditioning” of class probabilities. A related ranking procedure, called “ranking through iterated choice”, is investigated experimentally.

INFERENCE AND SENSITIVITY IN STOCHASTIC WIND POWER FORECAST MODELS.

KAUST Repository

Elkantassi, Soumaya

2017-10-03

Reliable forecasting of wind power generation is crucial to optimal control of costs in generation of electricity with respect to the electricity demand. Here, we propose and analyze stochastic wind power forecast models described by parametrized stochastic differential equations, which introduce appropriate fluctuations in numerical forecast outputs. We use an approximate maximum likelihood method to infer the model parameters taking into account the time correlated sets of data. Furthermore, we study the validity and sensitivity of the parameters for each model. We applied our models to Uruguayan wind power production as determined by historical data and corresponding numerical forecasts for the period of March 1 to May 31, 2016.

INFERENCE AND SENSITIVITY IN STOCHASTIC WIND POWER FORECAST MODELS.

KAUST Repository

Elkantassi, Soumaya; Kalligiannaki, Evangelia; Tempone, Raul

2017-01-01

Reliable forecasting of wind power generation is crucial to optimal control of costs in generation of electricity with respect to the electricity demand. Here, we propose and analyze stochastic wind power forecast models described by parametrized stochastic differential equations, which introduce appropriate fluctuations in numerical forecast outputs. We use an approximate maximum likelihood method to infer the model parameters taking into account the time correlated sets of data. Furthermore, we study the validity and sensitivity of the parameters for each model. We applied our models to Uruguayan wind power production as determined by historical data and corresponding numerical forecasts for the period of March 1 to May 31, 2016.

Portfolio Optimization with Stochastic Dividends and Stochastic Volatility

Science.gov (United States)

Varga, Katherine Yvonne

2015-01-01

We consider an optimal investment-consumption portfolio optimization model in which an investor receives stochastic dividends. As a first problem, we allow the drift of stock price to be a bounded function. Next, we consider a stochastic volatility model. In each problem, we use the dynamic programming method to derive the Hamilton-Jacobi-Bellman…

Stochastic sensitivity analysis and Langevin simulation for neural network learning

International Nuclear Information System (INIS)

Koda, Masato

1997-01-01

A comprehensive theoretical framework is proposed for the learning of a class of gradient-type neural networks with an additive Gaussian white noise process. The study is based on stochastic sensitivity analysis techniques, and formal expressions are obtained for stochastic learning laws in terms of functional derivative sensitivity coefficients. The present method, based on Langevin simulation techniques, uses only the internal states of the network and ubiquitous noise to compute the learning information inherent in the stochastic correlation between noise signals and the performance functional. In particular, the method does not require the solution of adjoint equations of the back-propagation type. Thus, the present algorithm has the potential for efficiently learning network weights with significantly fewer computations. Application to an unfolded multi-layered network is described, and the results are compared with those obtained by using a back-propagation method

Academic Productivity of US Neurosurgery Residents as Measured by H-Index: Program Ranking with Correlation to Faculty Productivity.

Science.gov (United States)

Sarkiss, Christopher A; Riley, Kyle J; Hernandez, Christopher M; Oermann, Eric K; Ladner, Travis R; Bederson, Joshua B; Shrivastava, Raj K

2017-06-01

Engagement in research and academic productivity are crucial components in the training of a neurosurgeon. This process typically begins in residency training. In this study, we analyzed individual resident productivity as it correlated to publications across all Accreditation Council for Graduate Medical Education (ACGME)-accredited neurosurgery training programs in an attempt to identify how programs have developed and fostered a research culture and environment. We obtained a list of current neurosurgery residents in ACGME-accredited programs from the American Association of Neurological Surgeons database. An expanded PubMed and Scopus search was conducted for each resident through the present time. We tabulated all articles attributed to each resident. We then categorized the publications based on each neurosurgical subspecialty while in residency. A spreadsheet-based statistical analysis was performed. This formulated the average number of resident articles, h-indices, and most common subspecialty categories by training program. We analyzed 1352 current neurosurgery residents in 105 programs. There were a total of 10 645 publications, of which 3985 were resident first-author publications during the period of study. The most common subspecialties among all resident publications were vascular (24.9%), spine (16.9%), oncology (16.1%), pediatric (5.6%), functional (4.9%), and trauma (3.8%). The average resident published 2.9 first-author papers with average of 38.0 first-author publications by total residents at each program (range 0-241). The average h-index per resident is 2.47 ± 3.25. When comparing previously published faculty h-index program rankings against our resident h-index rankings, there is a strong correlation between the 2 datasets with a clear delineation between Top-20 productivity and that of other programs (average h-index 4.2 vs 1.7, respectively, P productivity on both the resident and faculty level (average h-index 1.6, 1.9, 3.9 for 1, 2, and

STOCHASTIC MODEL OF THE SPIN DISTRIBUTION OF DARK MATTER HALOS

Energy Technology Data Exchange (ETDEWEB)

Kim, Juhan [Center for Advanced Computation, Korea Institute for Advanced Study, Heogiro 85, Seoul 130-722 (Korea, Republic of); Choi, Yun-Young [Department of Astronomy and Space Science, Kyung Hee University, Gyeonggi 446-701 (Korea, Republic of); Kim, Sungsoo S.; Lee, Jeong-Eun [School of Space Research, Kyung Hee University, Gyeonggi 446-701 (Korea, Republic of)

2015-09-15

We employ a stochastic approach to probing the origin of the log-normal distributions of halo spin in N-body simulations. After analyzing spin evolution in halo merging trees, it was found that a spin change can be characterized by a stochastic random walk of angular momentum. Also, spin distributions generated by random walks are fairly consistent with those directly obtained from N-body simulations. We derived a stochastic differential equation from a widely used spin definition and measured the probability distributions of the derived angular momentum change from a massive set of halo merging trees. The roles of major merging and accretion are also statistically analyzed in evolving spin distributions. Several factors (local environment, halo mass, merging mass ratio, and redshift) are found to influence the angular momentum change. The spin distributions generated in the mean-field or void regions tend to shift slightly to a higher spin value compared with simulated spin distributions, which seems to be caused by the correlated random walks. We verified the assumption of randomness in the angular momentum change observed in the N-body simulation and detected several degrees of correlation between walks, which may provide a clue for the discrepancies between the simulated and generated spin distributions in the voids. However, the generated spin distributions in the group and cluster regions successfully match the simulated spin distribution. We also demonstrated that the log-normality of the spin distribution is a natural consequence of the stochastic differential equation of the halo spin, which is well described by the Geometric Brownian Motion model.

Rank restriction for the variational calculation of two-electron reduced density matrices of many-electron atoms and molecules

International Nuclear Information System (INIS)

Naftchi-Ardebili, Kasra; Hau, Nathania W.; Mazziotti, David A.

2011-01-01

Variational minimization of the ground-state energy as a function of the two-electron reduced density matrix (2-RDM), constrained by necessary N-representability conditions, provides a polynomial-scaling approach to studying strongly correlated molecules without computing the many-electron wave function. Here we introduce a route to enhancing necessary conditions for N representability through rank restriction of the 2-RDM. Rather than adding computationally more expensive N-representability conditions, we directly enhance the accuracy of two-particle (2-positivity) conditions through rank restriction, which removes degrees of freedom in the 2-RDM that are not sufficiently constrained. We select the rank of the particle-hole 2-RDM by deriving the ranks associated with model wave functions, including both mean-field and antisymmetrized geminal power (AGP) wave functions. Because the 2-positivity conditions are exact for quantum systems with AGP ground states, the rank of the particle-hole 2-RDM from the AGP ansatz provides a minimum for its value in variational 2-RDM calculations of general quantum systems. To implement the rank-restricted conditions, we extend a first-order algorithm for large-scale semidefinite programming. The rank-restricted conditions significantly improve the accuracy of the energies; for example, the percentages of correlation energies recovered for HF, CO, and N 2 improve from 115.2%, 121.7%, and 121.5% without rank restriction to 97.8%, 101.1%, and 100.0% with rank restriction. Similar results are found at both equilibrium and nonequilibrium geometries. While more accurate, the rank-restricted N-representability conditions are less expensive computationally than the full-rank conditions.

Time evolution of Wikipedia network ranking

Science.gov (United States)

Eom, Young-Ho; Frahm, Klaus M.; Benczúr, András; Shepelyansky, Dima L.

2013-12-01

We study the time evolution of ranking and spectral properties of the Google matrix of English Wikipedia hyperlink network during years 2003-2011. The statistical properties of ranking of Wikipedia articles via PageRank and CheiRank probabilities, as well as the matrix spectrum, are shown to be stabilized for 2007-2011. A special emphasis is done on ranking of Wikipedia personalities and universities. We show that PageRank selection is dominated by politicians while 2DRank, which combines PageRank and CheiRank, gives more accent on personalities of arts. The Wikipedia PageRank of universities recovers 80% of top universities of Shanghai ranking during the considered time period.

Momentum and Stochastic Momentum for Stochastic Gradient, Newton, Proximal Point and Subspace Descent Methods

KAUST Repository

Loizou, Nicolas

2017-12-27

In this paper we study several classes of stochastic optimization algorithms enriched with heavy ball momentum. Among the methods studied are: stochastic gradient descent, stochastic Newton, stochastic proximal point and stochastic dual subspace ascent. This is the first time momentum variants of several of these methods are studied. We choose to perform our analysis in a setting in which all of the above methods are equivalent. We prove global nonassymptotic linear convergence rates for all methods and various measures of success, including primal function values, primal iterates (in L2 sense), and dual function values. We also show that the primal iterates converge at an accelerated linear rate in the L1 sense. This is the first time a linear rate is shown for the stochastic heavy ball method (i.e., stochastic gradient descent method with momentum). Under somewhat weaker conditions, we establish a sublinear convergence rate for Cesaro averages of primal iterates. Moreover, we propose a novel concept, which we call stochastic momentum, aimed at decreasing the cost of performing the momentum step. We prove linear convergence of several stochastic methods with stochastic momentum, and show that in some sparse data regimes and for sufficiently small momentum parameters, these methods enjoy better overall complexity than methods with deterministic momentum. Finally, we perform extensive numerical testing on artificial and real datasets, including data coming from average consensus problems.

Momentum and Stochastic Momentum for Stochastic Gradient, Newton, Proximal Point and Subspace Descent Methods

KAUST Repository

Loizou, Nicolas; Richtarik, Peter

2017-01-01

In this paper we study several classes of stochastic optimization algorithms enriched with heavy ball momentum. Among the methods studied are: stochastic gradient descent, stochastic Newton, stochastic proximal point and stochastic dual subspace ascent. This is the first time momentum variants of several of these methods are studied. We choose to perform our analysis in a setting in which all of the above methods are equivalent. We prove global nonassymptotic linear convergence rates for all methods and various measures of success, including primal function values, primal iterates (in L2 sense), and dual function values. We also show that the primal iterates converge at an accelerated linear rate in the L1 sense. This is the first time a linear rate is shown for the stochastic heavy ball method (i.e., stochastic gradient descent method with momentum). Under somewhat weaker conditions, we establish a sublinear convergence rate for Cesaro averages of primal iterates. Moreover, we propose a novel concept, which we call stochastic momentum, aimed at decreasing the cost of performing the momentum step. We prove linear convergence of several stochastic methods with stochastic momentum, and show that in some sparse data regimes and for sufficiently small momentum parameters, these methods enjoy better overall complexity than methods with deterministic momentum. Finally, we perform extensive numerical testing on artificial and real datasets, including data coming from average consensus problems.

Stochastic neuron models

CERN Document Server

Greenwood, Priscilla E

2016-01-01

This book describes a large number of open problems in the theory of stochastic neural systems, with the aim of enticing probabilists to work on them. This includes problems arising from stochastic models of individual neurons as well as those arising from stochastic models of the activities of small and large networks of interconnected neurons. The necessary neuroscience background to these problems is outlined within the text, so readers can grasp the context in which they arise. This book will be useful for graduate students and instructors providing material and references for applying probability to stochastic neuron modeling. Methods and results are presented, but the emphasis is on questions where additional stochastic analysis may contribute neuroscience insight. An extensive bibliography is included. Dr. Priscilla E. Greenwood is a Professor Emerita in the Department of Mathematics at the University of British Columbia. Dr. Lawrence M. Ward is a Professor in the Department of Psychology and the Brain...

Stochastic GARCH dynamics describing correlations between stocks

Science.gov (United States)

Prat-Ortega, G.; Savel'ev, S. E.

2014-09-01

The ARCH and GARCH processes have been successfully used for modelling price dynamics such as stock returns or foreign exchange rates. Analysing the long range correlations between stocks, we propose a model, based on the GARCH process, which is able to describe the main characteristics of the stock price correlations, including the mean, variance, probability density distribution and the noise spectrum.

Detecting a stochastic gravitational wave background with the Laser Interferometer Space Antenna

International Nuclear Information System (INIS)

Cornish, Neil J.

2002-01-01

The random superposition of many weak sources will produce a stochastic background of gravitational waves that may dominate the response of the LISA (Laser Interferometer Space Antenna) gravitational wave observatory. Unless something can be done to distinguish between a stochastic background and detector noise, the two will combine to form an effective noise floor for the detector. Two methods have been proposed to solve this problem. The first is to cross-correlate the output of two independent interferometers. The second is an ingenious scheme for monitoring the instrument noise by operating LISA as a Sagnac interferometer. Here we derive the optimal orbital alignment for cross-correlating a pair of LISA detectors, and provide the first analytic derivation of the Sagnac sensitivity curve

Multiple graph regularized protein domain ranking.

Science.gov (United States)

Wang, Jim Jing-Yan; Bensmail, Halima; Gao, Xin

2012-11-19

Protein domain ranking is a fundamental task in structural biology. Most protein domain ranking methods rely on the pairwise comparison of protein domains while neglecting the global manifold structure of the protein domain database. Recently, graph regularized ranking that exploits the global structure of the graph defined by the pairwise similarities has been proposed. However, the existing graph regularized ranking methods are very sensitive to the choice of the graph model and parameters, and this remains a difficult problem for most of the protein domain ranking methods. To tackle this problem, we have developed the Multiple Graph regularized Ranking algorithm, MultiG-Rank. Instead of using a single graph to regularize the ranking scores, MultiG-Rank approximates the intrinsic manifold of protein domain distribution by combining multiple initial graphs for the regularization. Graph weights are learned with ranking scores jointly and automatically, by alternately minimizing an objective function in an iterative algorithm. Experimental results on a subset of the ASTRAL SCOP protein domain database demonstrate that MultiG-Rank achieves a better ranking performance than single graph regularized ranking methods and pairwise similarity based ranking methods. The problem of graph model and parameter selection in graph regularized protein domain ranking can be solved effectively by combining multiple graphs. This aspect of generalization introduces a new frontier in applying multiple graphs to solving protein domain ranking applications.

Mitigating Observation Perturbation Sampling Errors in the Stochastic EnKF

KAUST Repository

Hoteit, Ibrahim

2015-03-17

The stochastic ensemble Kalman filter (EnKF) updates its ensemble members with observations perturbed with noise sampled from the distribution of the observational errors. This was shown to introduce noise into the system and may become pronounced when the ensemble size is smaller than the rank of the observational error covariance, which is often the case in real oceanic and atmospheric data assimilation applications. This work introduces an efficient serial scheme to mitigate the impact of observations’ perturbations sampling in the analysis step of the EnKF, which should provide more accurate ensemble estimates of the analysis error covariance matrices. The new scheme is simple to implement within the serial EnKF algorithm, requiring only the approximation of the EnKF sample forecast error covariance matrix by a matrix with one rank less. The new EnKF scheme is implemented and tested with the Lorenz-96 model. Results from numerical experiments are conducted to compare its performance with the EnKF and two standard deterministic EnKFs. This study shows that the new scheme enhances the behavior of the EnKF and may lead to better performance than the deterministic EnKFs even when implemented with relatively small ensembles.

Mitigating Observation Perturbation Sampling Errors in the Stochastic EnKF

KAUST Repository

Hoteit, Ibrahim; Pham, D.-T.; El Gharamti, Mohamad; Luo, X.

2015-01-01

The stochastic ensemble Kalman filter (EnKF) updates its ensemble members with observations perturbed with noise sampled from the distribution of the observational errors. This was shown to introduce noise into the system and may become pronounced when the ensemble size is smaller than the rank of the observational error covariance, which is often the case in real oceanic and atmospheric data assimilation applications. This work introduces an efficient serial scheme to mitigate the impact of observations’ perturbations sampling in the analysis step of the EnKF, which should provide more accurate ensemble estimates of the analysis error covariance matrices. The new scheme is simple to implement within the serial EnKF algorithm, requiring only the approximation of the EnKF sample forecast error covariance matrix by a matrix with one rank less. The new EnKF scheme is implemented and tested with the Lorenz-96 model. Results from numerical experiments are conducted to compare its performance with the EnKF and two standard deterministic EnKFs. This study shows that the new scheme enhances the behavior of the EnKF and may lead to better performance than the deterministic EnKFs even when implemented with relatively small ensembles.

Testing for Volatility Co-movement in Bivariate Stochastic Volatility Models

NARCIS (Netherlands)

J. Chen (Jinghui); M. Kobayashi (Masahito); M.J. McAleer (Michael)

2017-01-01

markdownabstractThe paper considers the problem of volatility co-movement, namely as to whether two financial returns have perfectly correlated common volatility process, in the framework of multivariate stochastic volatility models and proposes a test which checks the volatility co-movement. The

Stochastic Resonance Induced by Dichotomous Resistor in an Electric Circuit

International Nuclear Information System (INIS)

Li Jinghui; Han Yinxia

2007-01-01

An electric circuit with dichotomous resistor is investigated. It is shown that the amplitude of the average electric current washing the resistor represents the phenomenon of stochastic resonance, which is the response as a function of the correlation time of the dichotomous resistor.

Spectral representation in stochastic quantization

International Nuclear Information System (INIS)

Nakazato, Hiromichi.

1988-10-01

A spectral representation of stationary 2-point functions is investigated based on the operator formalism in stochastic quantization. Assuming the existence of asymptotic non-interacting fields, we can diagonalize the total Hamiltonian in terms of asymptotic fields and show that the correlation length along the fictious time is proportional to the physical mass expected in the usual field theory. A relation between renormalization factors in the operator formalism is derived as a byproduct and its validity is checked with the perturbative results calculated in this formalism. (orig.)

Study on individual stochastic model of GNSS observations for precise kinematic applications

Science.gov (United States)

Próchniewicz, Dominik; Szpunar, Ryszard

2015-04-01

The proper definition of mathematical positioning model, which is defined by functional and stochastic models, is a prerequisite to obtain the optimal estimation of unknown parameters. Especially important in this definition is realistic modelling of stochastic properties of observations, which are more receiver-dependent and time-varying than deterministic relationships. This is particularly true with respect to precise kinematic applications which are characterized by weakening model strength. In this case, incorrect or simplified definition of stochastic model causes that the performance of ambiguity resolution and accuracy of position estimation can be limited. In this study we investigate the methods of describing the measurement noise of GNSS observations and its impact to derive precise kinematic positioning model. In particular stochastic modelling of individual components of the variance-covariance matrix of observation noise performed using observations from a very short baseline and laboratory GNSS signal generator, is analyzed. Experimental test results indicate that the utilizing the individual stochastic model of observations including elevation dependency and cross-correlation instead of assumption that raw measurements are independent with the same variance improves the performance of ambiguity resolution as well as rover positioning accuracy. This shows that the proposed stochastic assessment method could be a important part in complex calibration procedure of GNSS equipment.

Multiplex PageRank.

Directory of Open Access Journals (Sweden)

Arda Halu

Full Text Available Many complex systems can be described as multiplex networks in which the same nodes can interact with one another in different layers, thus forming a set of interacting and co-evolving networks. Examples of such multiplex systems are social networks where people are involved in different types of relationships and interact through various forms of communication media. The ranking of nodes in multiplex networks is one of the most pressing and challenging tasks that research on complex networks is currently facing. When pairs of nodes can be connected through multiple links and in multiple layers, the ranking of nodes should necessarily reflect the importance of nodes in one layer as well as their importance in other interdependent layers. In this paper, we draw on the idea of biased random walks to define the Multiplex PageRank centrality measure in which the effects of the interplay between networks on the centrality of nodes are directly taken into account. In particular, depending on the intensity of the interaction between layers, we define the Additive, Multiplicative, Combined, and Neutral versions of Multiplex PageRank, and show how each version reflects the extent to which the importance of a node in one layer affects the importance the node can gain in another layer. We discuss these measures and apply them to an online multiplex social network. Findings indicate that taking the multiplex nature of the network into account helps uncover the emergence of rankings of nodes that differ from the rankings obtained from one single layer. Results provide support in favor of the salience of multiplex centrality measures, like Multiplex PageRank, for assessing the prominence of nodes embedded in multiple interacting networks, and for shedding a new light on structural properties that would otherwise remain undetected if each of the interacting networks were analyzed in isolation.

Multiplex PageRank.

Science.gov (United States)

Halu, Arda; Mondragón, Raúl J; Panzarasa, Pietro; Bianconi, Ginestra

2013-01-01

Many complex systems can be described as multiplex networks in which the same nodes can interact with one another in different layers, thus forming a set of interacting and co-evolving networks. Examples of such multiplex systems are social networks where people are involved in different types of relationships and interact through various forms of communication media. The ranking of nodes in multiplex networks is one of the most pressing and challenging tasks that research on complex networks is currently facing. When pairs of nodes can be connected through multiple links and in multiple layers, the ranking of nodes should necessarily reflect the importance of nodes in one layer as well as their importance in other interdependent layers. In this paper, we draw on the idea of biased random walks to define the Multiplex PageRank centrality measure in which the effects of the interplay between networks on the centrality of nodes are directly taken into account. In particular, depending on the intensity of the interaction between layers, we define the Additive, Multiplicative, Combined, and Neutral versions of Multiplex PageRank, and show how each version reflects the extent to which the importance of a node in one layer affects the importance the node can gain in another layer. We discuss these measures and apply them to an online multiplex social network. Findings indicate that taking the multiplex nature of the network into account helps uncover the emergence of rankings of nodes that differ from the rankings obtained from one single layer. Results provide support in favor of the salience of multiplex centrality measures, like Multiplex PageRank, for assessing the prominence of nodes embedded in multiple interacting networks, and for shedding a new light on structural properties that would otherwise remain undetected if each of the interacting networks were analyzed in isolation.

A Combined Raman Spectroscopic and Thermogravimetric Analysis Study on Oxidation of Coal with Different Ranks

Directory of Open Access Journals (Sweden)

Weiqing Zhang

2015-01-01

Full Text Available Raman spectroscopy and nonisothermal thermogravimetric analysis (TGA measurements have been reported for different rank coals (lignite, bituminous coal, and anthracite and the relationship between the measurements was examined. It was found that the Raman spectra parameters can be used to characterize structure changes in the different rank coals, such as the band area ratios based on the curve-fitted results. Higher ranked coal was found to have higher values of IGR/IAll and IG+GR/IAll but lower values of ID/I(G+GR, IDL/I(G+GR, IS+SL/I(G+GR, and I(GL+GL'/I(G+GR. The oxidation properties of the coal samples were characterized by the reactivity indexes Tig, T20%, and Tmax from TGA data which were found to correlate well with the band area ratios of IGR/IAll, IG+GR/IAll, and IS+SL/I(G+GR. Based on these correlations, the Raman band area ratios were found to correlate with the oxidation activity of coal providing additional structural information which can be used to understand the changes in the TGA measurements.

Multiple graph regularized protein domain ranking

KAUST Repository

Wang, Jim Jing-Yan

2012-11-19

Background: Protein domain ranking is a fundamental task in structural biology. Most protein domain ranking methods rely on the pairwise comparison of protein domains while neglecting the global manifold structure of the protein domain database. Recently, graph regularized ranking that exploits the global structure of the graph defined by the pairwise similarities has been proposed. However, the existing graph regularized ranking methods are very sensitive to the choice of the graph model and parameters, and this remains a difficult problem for most of the protein domain ranking methods.Results: To tackle this problem, we have developed the Multiple Graph regularized Ranking algorithm, MultiG-Rank. Instead of using a single graph to regularize the ranking scores, MultiG-Rank approximates the intrinsic manifold of protein domain distribution by combining multiple initial graphs for the regularization. Graph weights are learned with ranking scores jointly and automatically, by alternately minimizing an objective function in an iterative algorithm. Experimental results on a subset of the ASTRAL SCOP protein domain database demonstrate that MultiG-Rank achieves a better ranking performance than single graph regularized ranking methods and pairwise similarity based ranking methods.Conclusion: The problem of graph model and parameter selection in graph regularized protein domain ranking can be solved effectively by combining multiple graphs. This aspect of generalization introduces a new frontier in applying multiple graphs to solving protein domain ranking applications. 2012 Wang et al; licensee BioMed Central Ltd.

Multiple graph regularized protein domain ranking

KAUST Repository

Wang, Jim Jing-Yan; Bensmail, Halima; Gao, Xin

2012-01-01

Background: Protein domain ranking is a fundamental task in structural biology. Most protein domain ranking methods rely on the pairwise comparison of protein domains while neglecting the global manifold structure of the protein domain database. Recently, graph regularized ranking that exploits the global structure of the graph defined by the pairwise similarities has been proposed. However, the existing graph regularized ranking methods are very sensitive to the choice of the graph model and parameters, and this remains a difficult problem for most of the protein domain ranking methods.Results: To tackle this problem, we have developed the Multiple Graph regularized Ranking algorithm, MultiG-Rank. Instead of using a single graph to regularize the ranking scores, MultiG-Rank approximates the intrinsic manifold of protein domain distribution by combining multiple initial graphs for the regularization. Graph weights are learned with ranking scores jointly and automatically, by alternately minimizing an objective function in an iterative algorithm. Experimental results on a subset of the ASTRAL SCOP protein domain database demonstrate that MultiG-Rank achieves a better ranking performance than single graph regularized ranking methods and pairwise similarity based ranking methods.Conclusion: The problem of graph model and parameter selection in graph regularized protein domain ranking can be solved effectively by combining multiple graphs. This aspect of generalization introduces a new frontier in applying multiple graphs to solving protein domain ranking applications. 2012 Wang et al; licensee BioMed Central Ltd.

Multiple graph regularized protein domain ranking

Directory of Open Access Journals (Sweden)

Wang Jim

2012-11-01

Full Text Available Abstract Background Protein domain ranking is a fundamental task in structural biology. Most protein domain ranking methods rely on the pairwise comparison of protein domains while neglecting the global manifold structure of the protein domain database. Recently, graph regularized ranking that exploits the global structure of the graph defined by the pairwise similarities has been proposed. However, the existing graph regularized ranking methods are very sensitive to the choice of the graph model and parameters, and this remains a difficult problem for most of the protein domain ranking methods. Results To tackle this problem, we have developed the Multiple Graph regularized Ranking algorithm, MultiG-Rank. Instead of using a single graph to regularize the ranking scores, MultiG-Rank approximates the intrinsic manifold of protein domain distribution by combining multiple initial graphs for the regularization. Graph weights are learned with ranking scores jointly and automatically, by alternately minimizing an objective function in an iterative algorithm. Experimental results on a subset of the ASTRAL SCOP protein domain database demonstrate that MultiG-Rank achieves a better ranking performance than single graph regularized ranking methods and pairwise similarity based ranking methods. Conclusion The problem of graph model and parameter selection in graph regularized protein domain ranking can be solved effectively by combining multiple graphs. This aspect of generalization introduces a new frontier in applying multiple graphs to solving protein domain ranking applications.

Associations of Power at V̇O2peak and Anaerobic Threshold with Rank in British High Performance Junior Surfers

Directory of Open Access Journals (Sweden)

Barlow Matthew John

2015-03-01

Full Text Available Purpose. The objective of this study was to determine the relationships of peak oxygen uptake ( V̇O2peak, power at V̇O2peak and power at the anaerobic threshold (AT with national ranking in a sample of British high performance junior surfers. Methods. Eighteen male surfers (aged 15.4 ± 1.4 years from the British Junior Surfing team were tested for V̇O2peak and AT using an adapted kayak ergometer; national ranking was used to indicate performance level. The AT was identified as the point at which V̇E/V̇O2 started to rise without a concomitant increase in V̇E/V̇CO2. Spearman’s rank (rs and partial correlations (rp controlling for age were used to identify the relationships between the physiological variables and national ranking. Results. Mean V̇O2peak was 3.1 ± 0.5 l · min-1 (47.7 ± 7.2 ml · kg-1 · min-1 and mean AT occurred at 48.1 ± 12.2 W. There were significant correlations between national ranking and power at V̇O2peak (rs = -0.549, p = 0.028, power at AT (rs = -0.646, p = 0.009, and age (rs = -0.579, p = 0.012. Significant partial correlations were established controlling for age between national ranking and power at V̇O2peak (rp = -0.839, p = 0.000 and power at AT (rp = -0.541, p < 0.046. Conclusions. The power outputs associated with V̇O2peak and AT were significantly related to surfer ranking in this sample. However, due to the low coefficient of determination associated with the AT/ranking relationship, AT does not discriminate well between the ranking of surfers. These findings support the inclusion of power at V̇O2peak in assessment batteries for junior competitive surfers.

Improving Ranking Using Quantum Probability

OpenAIRE

Melucci, Massimo

2011-01-01

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

Stochastic processes in cell biology

CERN Document Server

Bressloff, Paul C

2014-01-01

This book develops the theory of continuous and discrete stochastic processes within the context of cell biology.  A wide range of biological topics are covered including normal and anomalous diffusion in complex cellular environments, stochastic ion channels and excitable systems, stochastic calcium signaling, molecular motors, intracellular transport, signal transduction, bacterial chemotaxis, robustness in gene networks, genetic switches and oscillators, cell polarization, polymerization, cellular length control, and branching processes. The book also provides a pedagogical introduction to the theory of stochastic process – Fokker Planck equations, stochastic differential equations, master equations and jump Markov processes, diffusion approximations and the system size expansion, first passage time problems, stochastic hybrid systems, reaction-diffusion equations, exclusion processes, WKB methods, martingales and branching processes, stochastic calculus, and numerical methods.   This text is primarily...

Scalable Bayesian nonparametric regression via a Plackett-Luce model for conditional ranks

Science.gov (United States)

Gray-Davies, Tristan; Holmes, Chris C.; Caron, François

2018-01-01

We present a novel Bayesian nonparametric regression model for covariates X and continuous response variable Y ∈ ℝ. The model is parametrized in terms of marginal distributions for Y and X and a regression function which tunes the stochastic ordering of the conditional distributions F (y|x). By adopting an approximate composite likelihood approach, we show that the resulting posterior inference can be decoupled for the separate components of the model. This procedure can scale to very large datasets and allows for the use of standard, existing, software from Bayesian nonparametric density estimation and Plackett-Luce ranking estimation to be applied. As an illustration, we show an application of our approach to a US Census dataset, with over 1,300,000 data points and more than 100 covariates. PMID:29623150

Neophilia Ranking of Scientific Journals.

Science.gov (United States)

Packalen, Mikko; Bhattacharya, Jay

2017-01-01

The ranking of scientific journals is important because of the signal it sends to scientists about what is considered most vital for scientific progress. Existing ranking systems focus on measuring the influence of a scientific paper (citations)-these rankings do not reward journals for publishing innovative work that builds on new ideas. We propose an alternative ranking based on the proclivity of journals to publish papers that build on new ideas, and we implement this ranking via a text-based analysis of all published biomedical papers dating back to 1946. In addition, we compare our neophilia ranking to citation-based (impact factor) rankings; this comparison shows that the two ranking approaches are distinct. Prior theoretical work suggests an active role for our neophilia index in science policy. Absent an explicit incentive to pursue novel science, scientists underinvest in innovative work because of a coordination problem: for work on a new idea to flourish, many scientists must decide to adopt it in their work. Rankings that are based purely on influence thus do not provide sufficient incentives for publishing innovative work. By contrast, adoption of the neophilia index as part of journal-ranking procedures by funding agencies and university administrators would provide an explicit incentive for journals to publish innovative work and thus help solve the coordination problem by increasing scientists' incentives to pursue innovative work.

Sensory optimization by stochastic tuning.

Science.gov (United States)

Jurica, Peter; Gepshtein, Sergei; Tyukin, Ivan; van Leeuwen, Cees

2013-10-01

Individually, visual neurons are each selective for several aspects of stimulation, such as stimulus location, frequency content, and speed. Collectively, the neurons implement the visual system's preferential sensitivity to some stimuli over others, manifested in behavioral sensitivity functions. We ask how the individual neurons are coordinated to optimize visual sensitivity. We model synaptic plasticity in a generic neural circuit and find that stochastic changes in strengths of synaptic connections entail fluctuations in parameters of neural receptive fields. The fluctuations correlate with uncertainty of sensory measurement in individual neurons: The higher the uncertainty the larger the amplitude of fluctuation. We show that this simple relationship is sufficient for the stochastic fluctuations to steer sensitivities of neurons toward a characteristic distribution, from which follows a sensitivity function observed in human psychophysics and which is predicted by a theory of optimal allocation of receptive fields. The optimal allocation arises in our simulations without supervision or feedback about system performance and independently of coupling between neurons, making the system highly adaptive and sensitive to prevailing stimulation. PsycINFO Database Record (c) 2013 APA, all rights reserved.

What's wrong with hazard-ranking systems? An expository note.

Science.gov (United States)

Cox, Louis Anthony Tony

2009-07-01

Two commonly recommended principles for allocating risk management resources to remediate uncertain hazards are: (1) select a subset to maximize risk-reduction benefits (e.g., maximize the von Neumann-Morgenstern expected utility of the selected risk-reducing activities), and (2) assign priorities to risk-reducing opportunities and then select activities from the top of the priority list down until no more can be afforded. When different activities create uncertain but correlated risk reductions, as is often the case in practice, then these principles are inconsistent: priority scoring and ranking fails to maximize risk-reduction benefits. Real-world risk priority scoring systems used in homeland security and terrorism risk assessment, environmental risk management, information system vulnerability rating, business risk matrices, and many other important applications do not exploit correlations among risk-reducing opportunities or optimally diversify risk-reducing investments. As a result, they generally make suboptimal risk management recommendations. Applying portfolio optimization methods instead of risk prioritization ranking, rating, or scoring methods can achieve greater risk-reduction value for resources spent.

Hierarchical partial order ranking

International Nuclear Information System (INIS)

Carlsen, Lars

2008-01-01

Assessing the potential impact on environmental and human health from the production and use of chemicals or from polluted sites involves a multi-criteria evaluation scheme. A priori several parameters are to address, e.g., production tonnage, specific release scenarios, geographical and site-specific factors in addition to various substance dependent parameters. Further socio-economic factors may be taken into consideration. The number of parameters to be included may well appear to be prohibitive for developing a sensible model. The study introduces hierarchical partial order ranking (HPOR) that remedies this problem. By HPOR the original parameters are initially grouped based on their mutual connection and a set of meta-descriptors is derived representing the ranking corresponding to the single groups of descriptors, respectively. A second partial order ranking is carried out based on the meta-descriptors, the final ranking being disclosed though average ranks. An illustrative example on the prioritisation of polluted sites is given. - Hierarchical partial order ranking of polluted sites has been developed for prioritization based on a large number of parameters

Stochastic pump effect and geometric phases in dissipative and stochastic systems

Energy Technology Data Exchange (ETDEWEB)

Sinitsyn, Nikolai [Los Alamos National Laboratory

2008-01-01

The success of Berry phases in quantum mechanics stimulated the study of similar phenomena in other areas of physics, including the theory of living cell locomotion and motion of patterns in nonlinear media. More recently, geometric phases have been applied to systems operating in a strongly stochastic environment, such as molecular motors. We discuss such geometric effects in purely classical dissipative stochastic systems and their role in the theory of the stochastic pump effect (SPE).

Relationships between nurse- and physician-to-population ratios and state health rankings.

Science.gov (United States)

Bigbee, Jeri L

2008-01-01

To evaluate the relationship between nurse-to-population ratios and population health, as indicated by state health ranking, and to compare the findings with physician-to-population ratios. Secondary analysis correlational design. The sample consisted of all 50 states in the United States. Data sources included the United Health Foundation's 2006 state health rankings, the 2004 National Sample Survey for Registered Nurses, and the U.S. Health Workforce Profile from the New York Center for Health Workforce Studies. Significant relationships between nurse-to-population ratio and overall state health ranking (rho=-.446, p tf?>=.001) and 11 of the 18 components of that ranking were found. Significant components included motor vehicle death rate, high school graduation rate, violent crime rate, infectious disease rate, percentage of children in poverty, percentage of uninsured residents, immunization rate, adequacy of prenatal care, number of poor mental health days, number of poor physical health days, and premature death rate, with higher nurse-to-population ratios associated with higher health rankings. Specialty (public health and school) nurse-to-population ratios were not as strongly related to state health ranking. Physician-to-population ratios were also significantly related to state health ranking, but were associated with different components than nurses. These findings suggest that greater nurses per capita may be uniquely associated with healthier communities; however, further multivariate research is needed.

Diffusion of test particles in stochastic magnetic fields for small Kubo numbers

International Nuclear Information System (INIS)

Neuer, Marcus; Spatschek, Karl H.

2006-01-01

Motion of charged particles in a collisional plasma with stochastic magnetic field lines is investigated on the basis of the so-called A-Langevin equation. Compared to the previously used V-Langevin model, here finite Larmor radius effects are taken into account. The A-Langevin equation is solved under the assumption that the Lagrangian correlation function for the magnetic field fluctuations is related to the Eulerian correlation function (in Gaussian form) via the Corrsin approximation. The latter is justified for small Kubo numbers. The velocity correlation function, being averaged with respect to the stochastic variables including collisions, leads to an implicit differential equation for the mean square displacement. From the latter, different transport regimes, including the well-known Rechester-Rosenbluth diffusion coefficient, are derived. Finite Larmor radius contributions show a decrease of the diffusion coefficient compared to the guiding center limit. The case of small (or vanishing) mean fields is also discussed

A Survey on PageRank Computing

OpenAIRE

Berkhin, Pavel

2005-01-01

This survey reviews the research related to PageRank computing. Components of a PageRank vector serve as authority weights for web pages independent of their textual content, solely based on the hyperlink structure of the web. PageRank is typically used as a web search ranking component. This defines the importance of the model and the data structures that underly PageRank processing. Computing even a single PageRank is a difficult computational task. Computing many PageRanks is a much mor...

Stochastic Heterogeneity Mapping around a Mediterranean salt lens

Directory of Open Access Journals (Sweden)

G. G. Buffett

2010-03-01

Full Text Available We present the first application of Stochastic Heterogeneity Mapping based on the band-limited von Kármán function to a seismic reflection stack of a Mediterranean water eddy (meddy, a large salt lens of Mediterranean water. This process extracts two stochastic parameters directly from the reflectivity field of the seismic data: the Hurst number, which ranges from 0 to 1, and the correlation length (scale length. Lower Hurst numbers represent a richer range of high wavenumbers and correspond to a broader range of heterogeneity in reflection events. The Hurst number estimate for the top of the meddy (0.39 compares well with recent theoretical work, which required values between 0.25 and 0.5 to model internal wave surfaces in open ocean conditions based on simulating a Garrett-Munk spectrum (GM76 slope of −2. The scale lengths obtained do not fit as well to seismic reflection events as those used in other studies to model internal waves. We suggest two explanations for this discrepancy: (1 due to the fact that the stochastic parameters are derived from the reflectivity field rather than the impedance field the estimated scale lengths may be underestimated, as has been reported; and (2 because the meddy seismic image is a two-dimensional slice of a complex and dynamic three-dimensional object, the derived scale lengths are biased to the direction of flow. Nonetheless, varying stochastic parameters, which correspond to different spectral slopes in the Garrett-Munk spectrum (horizontal wavenumber spectrum, can provide an estimate of different internal wave scales from seismic data alone. We hence introduce Stochastic Heterogeneity Mapping as a novel tool in physical oceanography.

A Rigorous Temperature-Dependent Stochastic Modelling and Testing for MEMS-Based Inertial Sensor Errors

Directory of Open Access Journals (Sweden)

Spiros Pagiatakis

2009-10-01

Full Text Available In this paper, we examine the effect of changing the temperature points on MEMS-based inertial sensor random error. We collect static data under different temperature points using a MEMS-based inertial sensor mounted inside a thermal chamber. Rigorous stochastic models, namely Autoregressive-based Gauss-Markov (AR-based GM models are developed to describe the random error behaviour. The proposed AR-based GM model is initially applied to short stationary inertial data to develop the stochastic model parameters (correlation times. It is shown that the stochastic model parameters of a MEMS-based inertial unit, namely the ADIS16364, are temperature dependent. In addition, field kinematic test data collected at about 17 °C are used to test the performance of the stochastic models at different temperature points in the filtering stage using Unscented Kalman Filter (UKF. It is shown that the stochastic model developed at 20 °C provides a more accurate inertial navigation solution than the ones obtained from the stochastic models developed at −40 °C, −20 °C, 0 °C, +40 °C, and +60 °C. The temperature dependence of the stochastic model is significant and should be considered at all times to obtain optimal navigation solution for MEMS-based INS/GPS integration.

A Rigorous Temperature-Dependent Stochastic Modelling and Testing for MEMS-Based Inertial Sensor Errors.

Science.gov (United States)

El-Diasty, Mohammed; Pagiatakis, Spiros

2009-01-01

In this paper, we examine the effect of changing the temperature points on MEMS-based inertial sensor random error. We collect static data under different temperature points using a MEMS-based inertial sensor mounted inside a thermal chamber. Rigorous stochastic models, namely Autoregressive-based Gauss-Markov (AR-based GM) models are developed to describe the random error behaviour. The proposed AR-based GM model is initially applied to short stationary inertial data to develop the stochastic model parameters (correlation times). It is shown that the stochastic model parameters of a MEMS-based inertial unit, namely the ADIS16364, are temperature dependent. In addition, field kinematic test data collected at about 17 °C are used to test the performance of the stochastic models at different temperature points in the filtering stage using Unscented Kalman Filter (UKF). It is shown that the stochastic model developed at 20 °C provides a more accurate inertial navigation solution than the ones obtained from the stochastic models developed at -40 °C, -20 °C, 0 °C, +40 °C, and +60 °C. The temperature dependence of the stochastic model is significant and should be considered at all times to obtain optimal navigation solution for MEMS-based INS/GPS integration.

Wikipedia ranking of world universities

Science.gov (United States)

Lages, José; Patt, Antoine; Shepelyansky, Dima L.

2016-03-01

We use the directed networks between articles of 24 Wikipedia language editions for producing the wikipedia ranking of world Universities (WRWU) using PageRank, 2DRank and CheiRank algorithms. This approach allows to incorporate various cultural views on world universities using the mathematical statistical analysis independent of cultural preferences. The Wikipedia ranking of top 100 universities provides about 60% overlap with the Shanghai university ranking demonstrating the reliable features of this approach. At the same time WRWU incorporates all knowledge accumulated at 24 Wikipedia editions giving stronger highlights for historically important universities leading to a different estimation of efficiency of world countries in university education. The historical development of university ranking is analyzed during ten centuries of their history.

Sampling and Low-Rank Tensor Approximation of the Response Surface

KAUST Repository

Litvinenko, Alexander; Matthies, Hermann Georg; El-Moselhy, Tarek A.

2013-01-01

Most (quasi)-Monte Carlo procedures can be seen as computing some integral over an often high-dimensional domain. If the integrand is expensive to evaluate-we are thinking of a stochastic PDE (SPDE) where the coefficients are random fields and the integrand is some functional of the PDE-solution-there is the desire to keep all the samples for possible later computations of similar integrals. This obviously means a lot of data. To keep the storage demands low, and to allow evaluation of the integrand at points which were not sampled, we construct a low-rank tensor approximation of the integrand over the whole integration domain. This can also be viewed as a representation in some problem-dependent basis which allows a sparse representation. What one obtains is sometimes called a "surrogate" or "proxy" model, or a "response surface". This representation is built step by step or sample by sample, and can already be used for each new sample. In case we are sampling a solution of an SPDE, this allows us to reduce the number of necessary samples, namely in case the solution is already well-represented by the low-rank tensor approximation. This can be easily checked by evaluating the residuum of the PDE with the approximate solution. The procedure will be demonstrated in the computation of a compressible transonic Reynolds-averaged Navier-Strokes flow around an airfoil with random/uncertain data. © Springer-Verlag Berlin Heidelberg 2013.

About the use of rank transformation in sensitivity analysis of model output

International Nuclear Information System (INIS)

Saltelli, Andrea; Sobol', Ilya M

1995-01-01

Rank transformations are frequently employed in numerical experiments involving a computational model, especially in the context of sensitivity and uncertainty analyses. Response surface replacement and parameter screening are tasks which may benefit from a rank transformation. Ranks can cope with nonlinear (albeit monotonic) input-output distributions, allowing the use of linear regression techniques. Rank transformed statistics are more robust, and provide a useful solution in the presence of long tailed input and output distributions. As is known to practitioners, care must be employed when interpreting the results of such analyses, as any conclusion drawn using ranks does not translate easily to the original model. In the present note an heuristic approach is taken, to explore, by way of practical examples, the effect of a rank transformation on the outcome of a sensitivity analysis. An attempt is made to identify trends, and to correlate these effects to a model taxonomy. Employing sensitivity indices, whereby the total variance of the model output is decomposed into a sum of terms of increasing dimensionality, we show that the main effect of the rank transformation is to increase the relative weight of the first order terms (the 'main effects'), at the expense of the 'interactions' and 'higher order interactions'. As a result the influence of those parameters which influence the output mostly by way of interactions may be overlooked in an analysis based on the ranks. This difficulty increases with the dimensionality of the problem, and may lead to the failure of a rank based sensitivity analysis. We suggest that the models can be ranked, with respect to the complexity of their input-output relationship, by mean of an 'Association' index I y . I y may complement the usual model coefficient of determination R y 2 as a measure of model complexity for the purpose of uncertainty and sensitivity analysis

Sequential stochastic optimization

CERN Document Server

Cairoli, Renzo

1996-01-01

Sequential Stochastic Optimization provides mathematicians and applied researchers with a well-developed framework in which stochastic optimization problems can be formulated and solved. Offering much material that is either new or has never before appeared in book form, it lucidly presents a unified theory of optimal stopping and optimal sequential control of stochastic processes. This book has been carefully organized so that little prior knowledge of the subject is assumed; its only prerequisites are a standard graduate course in probability theory and some familiarity with discrete-paramet

Does resident ranking during recruitment accurately predict subsequent performance as a surgical resident?

Science.gov (United States)

Fryer, Jonathan P; Corcoran, Noreen; George, Brian; Wang, Ed; Darosa, Debra

2012-01-01

While the primary goal of ranking applicants for surgical residency training positions is to identify the candidates who will subsequently perform best as surgical residents, the effectiveness of the ranking process has not been adequately studied. We evaluated our general surgery resident recruitment process between 2001 and 2011 inclusive, to determine if our recruitment ranking parameters effectively predicted subsequent resident performance. We identified 3 candidate ranking parameters (United States Medical Licensing Examination [USMLE] Step 1 score, unadjusted ranking score [URS], and final adjusted ranking [FAR]), and 4 resident performance parameters (American Board of Surgery In-Training Examination [ABSITE] score, PGY1 resident evaluation grade [REG], overall REG, and independent faculty rating ranking [IFRR]), and assessed whether the former were predictive of the latter. Analyses utilized Spearman correlation coefficient. We found that the URS, which is based on objective and criterion based parameters, was a better predictor of subsequent performance than the FAR, which is a modification of the URS based on subsequent determinations of the resident selection committee. USMLE score was a reliable predictor of ABSITE scores only. However, when we compared our worst residence performances with the performances of the other residents in this evaluation, the data did not produce convincing evidence that poor resident performances could be reliably predicted by any of the recruitment ranking parameters. Finally, stratifying candidates based on their rank range did not effectively define a ranking cut-off beyond which resident performance would drop off. Based on these findings, we recommend surgery programs may be better served by utilizing a more structured resident ranking process and that subsequent adjustments to the rank list generated by this process should be undertaken with caution. Copyright © 2012 Association of Program Directors in Surgery

Stochastic transformation of points in polygons according to the Voronoi tessellation: microstructural description.

Science.gov (United States)

Di Vito, Alessia; Fanfoni, Massimo; Tomellini, Massimo

2010-12-01

Starting from a stochastic two-dimensional process we studied the transformation of points in disks and squares following a protocol according to which at any step the island size increases proportionally to the corresponding Voronoi tessera. Two interaction mechanisms among islands have been dealt with: coalescence and impingement. We studied the evolution of the island density and of the island size distribution functions, in dependence on island collision mechanisms for both Poissonian and correlated spatial distributions of points. The island size distribution functions have been found to be invariant with the fraction of transformed phase for a given stochastic process. The n(Θ) curve describing the island decay has been found to be independent of the shape (apart from high correlation degrees) and interaction mechanism.

Removing Size as a Determinant of Quality: A Per Capita Approach to Ranking Doctoral Programs in Finance

Science.gov (United States)

White, Roger McNeill; White, John Bryan; Barth, Michael M.

2011-01-01

Rankings of finance doctoral programs generally fall into two categories: a qualitative opinion survey or a quantitative analysis of research productivity. The consistency of these rankings suggests either the best programs have the most productive faculty, or that the university affiliations most often seen in publications are correlated with…

Stochastic Optimization of Wind Turbine Power Factor Using Stochastic Model of Wind Power

DEFF Research Database (Denmark)

Chen, Peiyuan; Siano, Pierluigi; Bak-Jensen, Birgitte

2010-01-01

This paper proposes a stochastic optimization algorithm that aims to minimize the expectation of the system power losses by controlling wind turbine (WT) power factors. This objective of the optimization is subject to the probability constraints of bus voltage and line current requirements....... The optimization algorithm utilizes the stochastic models of wind power generation (WPG) and load demand to take into account their stochastic variation. The stochastic model of WPG is developed on the basis of a limited autoregressive integrated moving average (LARIMA) model by introducing a crosscorrelation...... structure to the LARIMA model. The proposed stochastic optimization is carried out on a 69-bus distribution system. Simulation results confirm that, under various combinations of WPG and load demand, the system power losses are considerably reduced with the optimal setting of WT power factor as compared...

Singular stochastic differential equations

CERN Document Server

Cherny, Alexander S

2005-01-01

The authors introduce, in this research monograph on stochastic differential equations, a class of points termed isolated singular points. Stochastic differential equations possessing such points (called singular stochastic differential equations here) arise often in theory and in applications. However, known conditions for the existence and uniqueness of a solution typically fail for such equations. The book concentrates on the study of the existence, the uniqueness, and, what is most important, on the qualitative behaviour of solutions of singular stochastic differential equations. This is done by providing a qualitative classification of isolated singular points, into 48 possible types.

Diffusive processes in a stochastic magnetic field

International Nuclear Information System (INIS)

Wang, H.; Vlad, M.; Vanden Eijnden, E.; Spineanu, F.; Misguich, J.H.; Balescu, R.

1995-01-01

The statistical representation of a fluctuating (stochastic) magnetic field configuration is studied in detail. The Eulerian correlation functions of the magnetic field are determined, taking into account all geometrical constraints: these objects form a nondiagonal matrix. The Lagrangian correlations, within the reasonable Corrsin approximation, are reduced to a single scalar function, determined by an integral equation. The mean square perpendicular deviation of a geometrical point moving along a perturbed field line is determined by a nonlinear second-order differential equation. The separation of neighboring field lines in a stochastic magnetic field is studied. We find exponentiation lengths of both signs describing, in particular, a decay (on the average) of any initial anisotropy. The vanishing sum of these exponentiation lengths ensures the existence of an invariant which was overlooked in previous works. Next, the separation of a particle's trajectory from the magnetic field line to which it was initially attached is studied by a similar method. Here too an initial phase of exponential separation appears. Assuming the existence of a final diffusive phase, anomalous diffusion coefficients are found for both weakly and strongly collisional limits. The latter is identical to the well known Rechester-Rosenbluth coefficient, which is obtained here by a more quantitative (though not entirely deductive) treatment than in earlier works

Ground state of the electron gas by a stochastic method

International Nuclear Information System (INIS)

Ceperley, D.M.; Alder, B.J.

1980-05-01

An exact stochastic simulation of the Schroedinger equation for charged Bosons and Fermions was used to calculate the correlation energies, to locate the transitions to their respective crystal phases at zero temperature within 10%, and to establish the stability at intermediate densities of a ferromagnetic fluid of electrons

Stochastic Order Redshift Technique (SORT): a simple, efficient and robust method to improve cosmological redshift measurements

Science.gov (United States)

Tejos, Nicolas; Rodríguez-Puebla, Aldo; Primack, Joel R.

2018-01-01

We present a simple, efficient and robust approach to improve cosmological redshift measurements. The method is based on the presence of a reference sample for which a precise redshift number distribution (dN/dz) can be obtained for different pencil-beam-like sub-volumes within the original survey. For each sub-volume we then impose that: (i) the redshift number distribution of the uncertain redshift measurements matches the reference dN/dz corrected by their selection functions and (ii) the rank order in redshift of the original ensemble of uncertain measurements is preserved. The latter step is motivated by the fact that random variables drawn from Gaussian probability density functions (PDFs) of different means and arbitrarily large standard deviations satisfy stochastic ordering. We then repeat this simple algorithm for multiple arbitrary pencil-beam-like overlapping sub-volumes; in this manner, each uncertain measurement has multiple (non-independent) 'recovered' redshifts which can be used to estimate a new redshift PDF. We refer to this method as the Stochastic Order Redshift Technique (SORT). We have used a state-of-the-art N-body simulation to test the performance of SORT under simple assumptions and found that it can improve the quality of cosmological redshifts in a robust and efficient manner. Particularly, SORT redshifts (zsort) are able to recover the distinctive features of the so-called 'cosmic web' and can provide unbiased measurement of the two-point correlation function on scales ≳4 h-1Mpc. Given its simplicity, we envision that a method like SORT can be incorporated into more sophisticated algorithms aimed to exploit the full potential of large extragalactic photometric surveys.

University Rankings and Social Science

OpenAIRE

Marginson, S.

2014-01-01

University rankings widely affect the behaviours of prospective students and their families, university executive leaders, academic faculty, governments and investors in higher education. Yet the social science foundations of global rankings receive little scrutiny. Rankings that simply recycle reputation without any necessary connection to real outputs are of no common value. It is necessary that rankings be soundly based in scientific terms if a virtuous relationship between performance and...

Dynamic Stochastic Superresolution of sparsely observed turbulent systems

International Nuclear Information System (INIS)

Branicki, M.; Majda, A.J.

2013-01-01

Real-time capture of the relevant features of the unresolved turbulent dynamics of complex natural systems from sparse noisy observations and imperfect models is a notoriously difficult problem. The resulting lack of observational resolution and statistical accuracy in estimating the important turbulent processes, which intermittently send significant energy to the large-scale fluctuations, hinders efficient parameterization and real-time prediction using discretized PDE models. This issue is particularly subtle and important when dealing with turbulent geophysical systems with an vast range of interacting spatio-temporal scales and rough energy spectra near the mesh scale of numerical models. Here, we introduce and study a suite of general Dynamic Stochastic Superresolution (DSS) algorithms and show that, by appropriately filtering sparse regular observations with the help of cheap stochastic exactly solvable models, one can derive stochastically ‘superresolved’ velocity fields and gain insight into the important characteristics of the unresolved dynamics, including the detection of the so-called black swans. The DSS algorithms operate in Fourier domain and exploit the fact that the coarse observation network aliases high-wavenumber information into the resolved waveband. It is shown that these cheap algorithms are robust and have significant skill on a test bed of turbulent solutions from realistic nonlinear turbulent spatially extended systems in the presence of a significant model error. In particular, the DSS algorithms are capable of successfully capturing time-localized extreme events in the unresolved modes, and they provide good and robust skill for recovery of the unresolved processes in terms of pattern correlation. Moreover, we show that DSS improves the skill for recovering the primary modes associated with the sparse observation mesh which is equally important in applications. The skill of the various DSS algorithms depends on the energy spectrum

24 CFR 599.401 - Ranking of applications.

Science.gov (United States)

2010-04-01

... 24 Housing and Urban Development 3 2010-04-01 2010-04-01 false Ranking of applications. 599.401... Communities § 599.401 Ranking of applications. (a) Ranking order. Rural and urban applications will be ranked... applications ranked first. (b) Separate ranking categories. After initial ranking, both rural and urban...

Can Future Academic Surgeons be Identified in the Residency Ranking Process?

Science.gov (United States)

Beninato, Toni; Kleiman, David A; Zarnegar, Rasa; Fahey, Thomas J

2016-01-01

The goal of surgical residency training programs is to train competent surgeons. Academic surgical training programs also have as a mission training future academicians-surgical scientists, teachers, and leaders. However, selection of surgical residents is dependent on a relatively unscientific process. Here we sought to determine how well the residency selection process is able to identify future academicians in surgery. Rank lists from an academic surgical residency program from 1992 to 1997 were examined. All ranked candidates׳ career paths after residency were reviewed to determine whether they stayed in academics, were university affiliated, or in private practice. The study was performed at New York Presbyterian Hospital-Weill Cornell Medical College, New York, NY. A total of 663 applicants for general surgery residency participated in this study. In total 6 rank lists were evaluated, which included 663 candidates. Overall 76% remained in a general surgery subspecialty. Of those who remained in general surgery, 49% were in private practice, 20% were university affiliated, and 31% had academic careers. Approximately 47% of candidates that were ranked in the top 20 had ≥20 publications, with decreasing percentages as rank number increased. There was a strong correlation between the candidates׳ rank position and pursuing an academic career (p career. The residency selection process can identify candidates likely to be future academicians. Copyright © 2016 Association of Program Directors in Surgery. Published by Elsevier Inc. All rights reserved.

On Page Rank

NARCIS (Netherlands)

Hoede, C.

In this paper the concept of page rank for the world wide web is discussed. The possibility of describing the distribution of page rank by an exponential law is considered. It is shown that the concept is essentially equal to that of status score, a centrality measure discussed already in 1953 by

A Combined Raman Spectroscopic and Thermogravimetric Analysis Study on Oxidation of Coal with Different Ranks.

Science.gov (United States)

Zhang, Weiqing; Jiang, Shuguang; Hardacre, Christopher; Goodrich, Peter; Wang, Kai; Shao, Hao; Wu, Zhengyan

2015-01-01

Raman spectroscopy and nonisothermal thermogravimetric analysis (TGA) measurements have been reported for different rank coals (lignite, bituminous coal, and anthracite) and the relationship between the measurements was examined. It was found that the Raman spectra parameters can be used to characterize structure changes in the different rank coals, such as the band area ratios based on the curve-fitted results. Higher ranked coal was found to have higher values of I GR/I All and I (G + GR)/I All but lower values of I D/I (G+GR), I DL/I (G+GR), I (S + SL)/I (G+GR), and I (GL+GL')/I (G+GR). The oxidation properties of the coal samples were characterized by the reactivity indexes T ig, T 20%, and T max from TGA data which were found to correlate well with the band area ratios of I GR/I All, I (G + GR)/I All, and I (S + SL)/I (G+GR). Based on these correlations, the Raman band area ratios were found to correlate with the oxidation activity of coal providing additional structural information which can be used to understand the changes in the TGA measurements.

Citation graph based ranking in Invenio

CERN Document Server

Marian, Ludmila; Rajman, Martin; Vesely, Martin

2010-01-01

Invenio is the web-based integrated digital library system developed at CERN. Within this framework, we present four types of ranking models based on the citation graph that complement the simple approach based on citation counts: time-dependent citation counts, a relevancy ranking which extends the PageRank model, a time-dependent ranking which combines the freshness of citations with PageRank and a ranking that takes into consideration the external citations. We present our analysis and results obtained on two main data sets: Inspire and CERN Document Server. Our main contributions are: (i) a study of the currently available ranking methods based on the citation graph; (ii) the development of new ranking methods that correct some of the identified limitations of the current methods such as treating all citations of equal importance, not taking time into account or considering the citation graph complete; (iii) a detailed study of the key parameters for these ranking methods. (The original publication is ava...

An Automated Approach for Ranking Journals to Help in Clinician Decision Support

Science.gov (United States)

Jonnalagadda, Siddhartha R.; Moosavinasab, Soheil; Nath, Chinmoy; Li, Dingcheng; Chute, Christopher G.; Liu, Hongfang

2014-01-01

Point of care access to knowledge from full text journal articles supports decision-making and decreases medical errors. However, it is an overwhelming task to search through full text journal articles and find quality information needed by clinicians. We developed a method to rate journals for a given clinical topic, Congestive Heart Failure (CHF). Our method enables filtering of journals and ranking of journal articles based on source journal in relation to CHF. We also obtained a journal priority score, which automatically rates any journal based on its importance to CHF. Comparing our ranking with data gathered by surveying 169 cardiologists, who publish on CHF, our best Multiple Linear Regression model showed a correlation of 0.880, based on five-fold cross validation. Our ranking system can be extended to other clinical topics. PMID:25954382

Stochastic modelling of intermittent fluctuations in the scrape-off layer: Correlations, distributions, level crossings, and moment estimation

Energy Technology Data Exchange (ETDEWEB)

Garcia, O. E., E-mail: odd.erik.garcia@uit.no; Kube, R.; Theodorsen, A. [Department of Physics and Technology, UiT The Arctic University of Norway, N-9037 Tromsø (Norway); Pécseli, H. L. [Physics Department, University of Oslo, PO Box 1048 Blindern, N-0316 Oslo (Norway)

2016-05-15

A stochastic model is presented for intermittent fluctuations in the scrape-off layer of magnetically confined plasmas. The fluctuations in the plasma density are modeled by a super-position of uncorrelated pulses with fixed shape and duration, describing radial motion of blob-like structures. In the case of an exponential pulse shape and exponentially distributed pulse amplitudes, predictions are given for the lowest order moments, probability density function, auto-correlation function, level crossings, and average times for periods spent above and below a given threshold level. Also, the mean squared errors on estimators of sample mean and variance for realizations of the process by finite time series are obtained. These results are discussed in the context of single-point measurements of fluctuations in the scrape-off layer, broad density profiles, and implications for plasma–wall interactions due to the transient transport events in fusion grade plasmas. The results may also have wide applications for modelling fluctuations in other magnetized plasmas such as basic laboratory experiments and ionospheric irregularities.

Uncertainty correlation in stochastic safety analysis of natural circulation decay heat removal of liquid metal reactor

International Nuclear Information System (INIS)

Takata, Takashi; Yamaguchi, Akira

2009-01-01

Since various uncertainties of input variables are involved and nonlinearly-correlated in the Best Estimate (BE) plant dynamics code, it is of importance to evaluate the importance of input uncertainty to the computational results and to estimate the accuracy of the confidence level of the results. In order to estimate the importance and the accuracy, the authors have applied the stochastic safety analysis procedure using the Latin Hypercube sampling method to Liquid Metal Reactor (LMR) natural circulation Decay Heat Removal (DHR) phenomenon in the present paper. 17 input variables are chosen for the analyses and 5 influential variables, which affect the maximum coolant temperature at the core in a short period of time (several tens seconds), are selected to investigate the importance by comparing with the full-scope parametric analysis. As a result, it has been demonstrated that a comparative small number of samples is sufficient enough to estimate the dominant input variable and the confidence level. Furthermore, the influence of the sampling method on the accuracy of the upper tolerance limit (confidence level of 95%) has been examined based on the Wilks' formula. (author)

Some Additional Remarks on the Cumulant Expansion for Linear Stochastic Differential Equations

NARCIS (Netherlands)

Roerdink, J.B.T.M.

1984-01-01

We summarize our previous results on cumulant expansions for linear stochastic differential equations with correlated multipliclative and additive noise. The application of the general formulas to equations with statistically independent multiplicative and additive noise is reconsidered in detail,

Some additional remarks on the cumulant expansion for linear stochastic differential equations

NARCIS (Netherlands)

Roerdink, J.B.T.M.

1984-01-01

We summarize our previous results on cumular expasions for linear stochastic differential equations with correlated multipliclative and additive noise. The application of the general formulas to equations with statistically independent multiplicative and additive noise is reconsidered in detail,

RANK rewires energy homeostasis in lung cancer cells and drives primary lung cancer.

Science.gov (United States)

Rao, Shuan; Sigl, Verena; Wimmer, Reiner Alois; Novatchkova, Maria; Jais, Alexander; Wagner, Gabriel; Handschuh, Stephan; Uribesalgo, Iris; Hagelkruys, Astrid; Kozieradzki, Ivona; Tortola, Luigi; Nitsch, Roberto; Cronin, Shane J; Orthofer, Michael; Branstetter, Daniel; Canon, Jude; Rossi, John; D'Arcangelo, Manolo; Botling, Johan; Micke, Patrick; Fleur, Linnea La; Edlund, Karolina; Bergqvist, Michael; Ekman, Simon; Lendl, Thomas; Popper, Helmut; Takayanagi, Hiroshi; Kenner, Lukas; Hirsch, Fred R; Dougall, William; Penninger, Josef M

2017-10-15

Lung cancer is the leading cause of cancer deaths. Besides smoking, epidemiological studies have linked female sex hormones to lung cancer in women; however, the underlying mechanisms remain unclear. Here we report that the receptor activator of nuclear factor-kB (RANK), the key regulator of osteoclastogenesis, is frequently expressed in primary lung tumors, an active RANK pathway correlates with decreased survival, and pharmacologic RANK inhibition reduces tumor growth in patient-derived lung cancer xenografts. Clonal genetic inactivation of KRas G12D in mouse lung epithelial cells markedly impairs the progression of KRas G12D -driven lung cancer, resulting in a significant survival advantage. Mechanistically, RANK rewires energy homeostasis in human and murine lung cancer cells and promotes expansion of lung cancer stem-like cells, which is blocked by inhibiting mitochondrial respiration. Our data also indicate survival differences in KRas G12D -driven lung cancer between male and female mice, and we show that female sex hormones can promote lung cancer progression via the RANK pathway. These data uncover a direct role for RANK in lung cancer and may explain why female sex hormones accelerate lung cancer development. Inhibition of RANK using the approved drug denosumab may be a therapeutic drug candidate for primary lung cancer. © 2017 Rao et al.; Published by Cold Spring Harbor Laboratory Press.

Multi-criteria multi-stakeholder decision analysis using a fuzzy-stochastic approach for hydrosystem management

Science.gov (United States)

Subagadis, Y. H.; Schütze, N.; Grundmann, J.

2014-09-01

The conventional methods used to solve multi-criteria multi-stakeholder problems are less strongly formulated, as they normally incorporate only homogeneous information at a time and suggest aggregating objectives of different decision-makers avoiding water-society interactions. In this contribution, Multi-Criteria Group Decision Analysis (MCGDA) using a fuzzy-stochastic approach has been proposed to rank a set of alternatives in water management decisions incorporating heterogeneous information under uncertainty. The decision making framework takes hydrologically, environmentally, and socio-economically motivated conflicting objectives into consideration. The criteria related to the performance of the physical system are optimized using multi-criteria simulation-based optimization, and fuzzy linguistic quantifiers have been used to evaluate subjective criteria and to assess stakeholders' degree of optimism. The proposed methodology is applied to find effective and robust intervention strategies for the management of a coastal hydrosystem affected by saltwater intrusion due to excessive groundwater extraction for irrigated agriculture and municipal use. Preliminary results show that the MCGDA based on a fuzzy-stochastic approach gives useful support for robust decision-making and is sensitive to the decision makers' degree of optimism.

When sparse coding meets ranking: a joint framework for learning sparse codes and ranking scores

KAUST Repository

Wang, Jim Jing-Yan

2017-06-28

Sparse coding, which represents a data point as a sparse reconstruction code with regard to a dictionary, has been a popular data representation method. Meanwhile, in database retrieval problems, learning the ranking scores from data points plays an important role. Up to now, these two problems have always been considered separately, assuming that data coding and ranking are two independent and irrelevant problems. However, is there any internal relationship between sparse coding and ranking score learning? If yes, how to explore and make use of this internal relationship? In this paper, we try to answer these questions by developing the first joint sparse coding and ranking score learning algorithm. To explore the local distribution in the sparse code space, and also to bridge coding and ranking problems, we assume that in the neighborhood of each data point, the ranking scores can be approximated from the corresponding sparse codes by a local linear function. By considering the local approximation error of ranking scores, the reconstruction error and sparsity of sparse coding, and the query information provided by the user, we construct a unified objective function for learning of sparse codes, the dictionary and ranking scores. We further develop an iterative algorithm to solve this optimization problem.

University Rankings: The Web Ranking

Science.gov (United States)

Aguillo, Isidro F.

2012-01-01

The publication in 2003 of the Ranking of Universities by Jiao Tong University of Shanghai has revolutionized not only academic studies on Higher Education, but has also had an important impact on the national policies and the individual strategies of the sector. The work gathers the main characteristics of this and other global university…

Stochastic resonance in a single-mode laser driven by frequency modulated signal and coloured noises

Institute of Scientific and Technical Information of China (English)

Jin Guo-Xiang; Zhang Liang-Ying; Cao Li

2009-01-01

By adding frequency modulated signals to the intensity equation of gain-noise model of the single-mode laser driven by two coloured noises which are correlated, this paper uses the linear approximation method to calculate the power spectrum and signal-to-noise ratio (SNR) of the laser intensity. The results show that the SNR appears typical stochastic resonance with the variation of intensity of the pump noise and quantum noise. As the amplitude of a modulated signal has effects on the SNR, it shows suppression, monotone increasing, stochastic resonance, and multiple stochastic resonance with the variation of the frequency of a carrier signal and modulated signal.

Recent advances in ambit stochastics with a view towards tempo-spatial stochastic volatility/intermittency

DEFF Research Database (Denmark)

Barndorff-Nielsen, Ole E.; Benth, Fred Espen; Veraart, Almut

Ambit stochastics is the name for the theory and applications of ambit fields and ambit processes and constitutes a new research area in stochastics for tempo-spatial phenomena. This paper gives an overview of the main findings in ambit stochastics up to date and establishes new results on genera...

Deep Multimodal Distance Metric Learning Using Click Constraints for Image Ranking.

Science.gov (United States)

Yu, Jun; Yang, Xiaokang; Gao, Fei; Tao, Dacheng

2017-12-01

How do we retrieve images accurately? Also, how do we rank a group of images precisely and efficiently for specific queries? These problems are critical for researchers and engineers to generate a novel image searching engine. First, it is important to obtain an appropriate description that effectively represent the images. In this paper, multimodal features are considered for describing images. The images unique properties are reflected by visual features, which are correlated to each other. However, semantic gaps always exist between images visual features and semantics. Therefore, we utilize click feature to reduce the semantic gap. The second key issue is learning an appropriate distance metric to combine these multimodal features. This paper develops a novel deep multimodal distance metric learning (Deep-MDML) method. A structured ranking model is adopted to utilize both visual and click features in distance metric learning (DML). Specifically, images and their related ranking results are first collected to form the training set. Multimodal features, including click and visual features, are collected with these images. Next, a group of autoencoders is applied to obtain initially a distance metric in different visual spaces, and an MDML method is used to assign optimal weights for different modalities. Next, we conduct alternating optimization to train the ranking model, which is used for the ranking of new queries with click features. Compared with existing image ranking methods, the proposed method adopts a new ranking model to use multimodal features, including click features and visual features in DML. We operated experiments to analyze the proposed Deep-MDML in two benchmark data sets, and the results validate the effects of the method.

Predicting the Stochastic Properties of the Shallow Subsurface for Improved Geophysical Modeling

Science.gov (United States)

Stroujkova, A.; Vynne, J.; Bonner, J.; Lewkowicz, J.

2005-12-01

Strong ground motion data from numerous explosive field experiments and from moderate to large earthquakes show significant variations in amplitude and waveform shape with respect to both azimuth and range. Attempts to model these variations using deterministic models have often been unsuccessful. It has been hypothesized that a stochastic description of the geological medium is a more realistic approach. To estimate the stochastic properties of the shallow subsurface, we use Measurement While Drilling (MWD) data, which are routinely collected by mines in order to facilitate design of blast patterns. The parameters, such as rotation speed of the drill, torque, and penetration rate, are used to compute the rock's Specific Energy (SE), which is then related to a blastability index. We use values of SE measured at two different mines and calibrated to laboratory measurements of rock properties to determine correlation lengths of the subsurface rocks in 2D, needed to obtain 2D and 3D stochastic models. The stochastic models are then combined with the deterministic models and used to compute synthetic seismic waveforms.

Functional Abstraction of Stochastic Hybrid Systems

NARCIS (Netherlands)

Bujorianu, L.M.; Blom, Henk A.P.; Hermanns, H.

2006-01-01

The verification problem for stochastic hybrid systems is quite difficult. One method to verify these systems is stochastic reachability analysis. Concepts of abstractions for stochastic hybrid systems are needed to ease the stochastic reachability analysis. In this paper, we set up different ways

Ranking Specific Sets of Objects.

Science.gov (United States)

Maly, Jan; Woltran, Stefan

2017-01-01

Ranking sets of objects based on an order between the single elements has been thoroughly studied in the literature. In particular, it has been shown that it is in general impossible to find a total ranking - jointly satisfying properties as dominance and independence - on the whole power set of objects. However, in many applications certain elements from the entire power set might not be required and can be neglected in the ranking process. For instance, certain sets might be ruled out due to hard constraints or are not satisfying some background theory. In this paper, we treat the computational problem whether an order on a given subset of the power set of elements satisfying different variants of dominance and independence can be found, given a ranking on the elements. We show that this problem is tractable for partial rankings and NP-complete for total rankings.

Stochastic quantisation: theme and variation

International Nuclear Information System (INIS)

Klauder, J.R.; Kyoto Univ.

1987-01-01

The paper on stochastic quantisation is a contribution to the book commemorating the sixtieth birthday of E.S. Fradkin. Stochastic quantisation reformulates Euclidean quantum field theory in the language of Langevin equations. The generalised free field is discussed from the viewpoint of stochastic quantisation. An artificial family of highly singular model theories wherein the space-time derivatives are dropped altogether is also examined. Finally a modified form of stochastic quantisation is considered. (U.K.)

PageRank of integers

International Nuclear Information System (INIS)

Frahm, K M; Shepelyansky, D L; Chepelianskii, A D

2012-01-01

We up a directed network tracing links from a given integer to its divisors and analyze the properties of the Google matrix of this network. The PageRank vector of this matrix is computed numerically and it is shown that its probability is approximately inversely proportional to the PageRank index thus being similar to the Zipf law and the dependence established for the World Wide Web. The spectrum of the Google matrix of integers is characterized by a large gap and a relatively small number of nonzero eigenvalues. A simple semi-analytical expression for the PageRank of integers is derived that allows us to find this vector for matrices of billion size. This network provides a new PageRank order of integers. (paper)

OPG/RANKL/RANK cytokine system in renal osteodystrophy

Directory of Open Access Journals (Sweden)

Ivica Avberšek-Lužnik

2007-11-01

Full Text Available Background: Renal osteodystrophy is one of the most common complications affecting patients with endstage renal disease treated with hemodialysis (HD. The action of calciotropic hormones in renal osteodystrophy is regulated by the OPG/RANKL/RANK system. Its function is modulated by interleukines, calcitriol and parathyroid hormone (PTH.The aim of our study was to confirm that this system is involved in the pathogenesis of renal osteodystrophy and supports the mechanism of PTH action on bone.Methods: 106 HD patients (mean age 60 years and 50 healthy volunteers (mean age 64 years were enrolled in the study. In serum samples of patients and controls we determined concentrations of OPG, RANKL, tartarat resistant acid phosphatase 5b (TRAP 5b, serum Cterminal telopeptide cross-links of type I collagen (CTx, bone specific alkaline phosphatase (BALP, osteocalcin (OC and parathyroid hormone (PTH. We compared serum measurements of HD patients and controls and assessed the correlation of OPG and RANKL with bone markers. The most frequent OPG promotor gene polymorphisms were also determined. SPSS 12.1 for Windows was used for statistical analysis.Results: Median OPG concentrations were approximately three times higher in HD patients (0.804 µg/l than in healthy volunteers (0.272 µg/l. Mean serum RANKL concentrations were 1.66- fold higher in HD patients (1.36 pmol/l than in controls (0.82 pmol/l. Serum RANKL levels significantly differed between patients with and without calcitriol therapy (p = 0.001. After dividing HD patients into tertiles according to PTH, we observed significantly higher OPG values in the lower and RANKL in the upper tertile (p < 0.001. OPG did not correlate with bone resorption markers. Only weak correlation of bone formation markers with osteocalcin was noted. In contrast to OPG, RANKL correlated well with PTH, OC and CTX. OPG promoter gene polymorphisms (149 T → C, 163 A → G, 950 T → C do not influence OPG expression and

Transport near the onset of stochasticity

Energy Technology Data Exchange (ETDEWEB)

Meiss, J D

1986-01-01

For two-degree-of-freedom Hamiltonians (e.g., a particle in a 2-D potential or the flow of magnetic-field lines), an invariant torus in phase space acts as an absolute barrier for trajectories. When an invariant torus is destroyed by perturbation, a remnant remains with gaps. This 'cantorus' forms a formidable barrier even well into the stochastic regime. We show that correlation functions decay algebraically, invalidating the common assumptions of chaos. The decay rate is given by a universal exponent, obtained from self-similar scaling.

Ranking Support Vector Machine with Kernel Approximation.

Science.gov (United States)

Chen, Kai; Li, Rongchun; Dou, Yong; Liang, Zhengfa; Lv, Qi

2017-01-01

Learning to rank algorithm has become important in recent years due to its successful application in information retrieval, recommender system, and computational biology, and so forth. Ranking support vector machine (RankSVM) is one of the state-of-art ranking models and has been favorably used. Nonlinear RankSVM (RankSVM with nonlinear kernels) can give higher accuracy than linear RankSVM (RankSVM with a linear kernel) for complex nonlinear ranking problem. However, the learning methods for nonlinear RankSVM are still time-consuming because of the calculation of kernel matrix. In this paper, we propose a fast ranking algorithm based on kernel approximation to avoid computing the kernel matrix. We explore two types of kernel approximation methods, namely, the Nyström method and random Fourier features. Primal truncated Newton method is used to optimize the pairwise L2-loss (squared Hinge-loss) objective function of the ranking model after the nonlinear kernel approximation. Experimental results demonstrate that our proposed method gets a much faster training speed than kernel RankSVM and achieves comparable or better performance over state-of-the-art ranking algorithms.

Ranking Support Vector Machine with Kernel Approximation

Directory of Open Access Journals (Sweden)

Kai Chen

2017-01-01

Full Text Available Learning to rank algorithm has become important in recent years due to its successful application in information retrieval, recommender system, and computational biology, and so forth. Ranking support vector machine (RankSVM is one of the state-of-art ranking models and has been favorably used. Nonlinear RankSVM (RankSVM with nonlinear kernels can give higher accuracy than linear RankSVM (RankSVM with a linear kernel for complex nonlinear ranking problem. However, the learning methods for nonlinear RankSVM are still time-consuming because of the calculation of kernel matrix. In this paper, we propose a fast ranking algorithm based on kernel approximation to avoid computing the kernel matrix. We explore two types of kernel approximation methods, namely, the Nyström method and random Fourier features. Primal truncated Newton method is used to optimize the pairwise L2-loss (squared Hinge-loss objective function of the ranking model after the nonlinear kernel approximation. Experimental results demonstrate that our proposed method gets a much faster training speed than kernel RankSVM and achieves comparable or better performance over state-of-the-art ranking algorithms.

STOCHASTIC ASSESSMENT OF NIGERIAN STOCHASTIC ...

African Journals Online (AJOL)

eobe

STOCHASTIC ASSESSMENT OF NIGERIAN WOOD FOR BRIDGE DECKS ... abandoned bridges with defects only in their decks in both rural and urban locations can be effectively .... which can be seen as the detection of rare physical.

University Rankings and Social Science

Science.gov (United States)

Marginson, Simon

2014-01-01

University rankings widely affect the behaviours of prospective students and their families, university executive leaders, academic faculty, governments and investors in higher education. Yet the social science foundations of global rankings receive little scrutiny. Rankings that simply recycle reputation without any necessary connection to real…

Derivation of exact master equation with stochastic description: dissipative harmonic oscillator.

Science.gov (United States)

Li, Haifeng; Shao, Jiushu; Wang, Shikuan

2011-11-01

A systematic procedure for deriving the master equation of a dissipative system is reported in the framework of stochastic description. For the Caldeira-Leggett model of the harmonic-oscillator bath, a detailed and elementary derivation of the bath-induced stochastic field is presented. The dynamics of the system is thereby fully described by a stochastic differential equation, and the desired master equation would be acquired with statistical averaging. It is shown that the existence of a closed-form master equation depends on the specificity of the system as well as the feature of the dissipation characterized by the spectral density function. For a dissipative harmonic oscillator it is observed that the correlation between the stochastic field due to the bath and the system can be decoupled, and the master equation naturally results. Such an equation possesses the Lindblad form in which time-dependent coefficients are determined by a set of integral equations. It is proved that the obtained master equation is equivalent to the well-known Hu-Paz-Zhang equation based on the path-integral technique. The procedure is also used to obtain the master equation of a dissipative harmonic oscillator in time-dependent fields.

Discriminating chaotic and stochastic dynamics through the permutation spectrum test

Energy Technology Data Exchange (ETDEWEB)

Kulp, C. W., E-mail: Kulp@lycoming.edu [Department of Astronomy and Physics, Lycoming College, Williamsport, Pennsylvania 17701 (United States); Zunino, L., E-mail: lucianoz@ciop.unlp.edu.ar [Centro de Investigaciones Ópticas (CONICET La Plata—CIC), C.C. 3, 1897 Gonnet (Argentina); Departamento de Ciencias Básicas, Facultad de Ingeniería, Universidad Nacional de La Plata (UNLP), 1900 La Plata (Argentina)

2014-09-01

In this paper, we propose a new heuristic symbolic tool for unveiling chaotic and stochastic dynamics: the permutation spectrum test. Several numerical examples allow us to confirm the usefulness of the introduced methodology. Indeed, we show that it is robust in situations in which other techniques fail (intermittent chaos, hyperchaotic dynamics, stochastic linear and nonlinear correlated dynamics, and deterministic non-chaotic noise-driven dynamics). We illustrate the applicability and reliability of this pragmatic method by examining real complex time series from diverse scientific fields. Taking into account that the proposed test has the advantages of being conceptually simple and computationally fast, we think that it can be of practical utility as an alternative test for determinism.

Stochastic quantization and gravity

International Nuclear Information System (INIS)

Rumpf, H.

1984-01-01

We give a preliminary account of the application of stochastic quantization to the gravitational field. We start in Section I from Nelson's formulation of quantum mechanics as Newtonian stochastic mechanics and only then introduce the Parisi-Wu stochastic quantization scheme on which all the later discussion will be based. In Section II we present a generalization of the scheme that is applicable to fields in physical (i.e. Lorentzian) space-time and treat the free linearized gravitational field in this manner. The most remarkable result of this is the noncausal propagation of conformal gravitons. Moreover the concept of stochastic gauge-fixing is introduced and a complete discussion of all the covariant gauges is given. A special symmetry relating two classes of covariant gauges is exhibited. Finally Section III contains some preliminary remarks on full nonlinear gravity. In particular we argue that in contrast to gauge fields the stochastic gravitational field cannot be transformed to a Gaussian process. (Author)

Two-dimensional ranking of Wikipedia articles

Science.gov (United States)

Zhirov, A. O.; Zhirov, O. V.; Shepelyansky, D. L.

2010-10-01

The Library of Babel, described by Jorge Luis Borges, stores an enormous amount of information. The Library exists ab aeterno. Wikipedia, a free online encyclopaedia, becomes a modern analogue of such a Library. Information retrieval and ranking of Wikipedia articles become the challenge of modern society. While PageRank highlights very well known nodes with many ingoing links, CheiRank highlights very communicative nodes with many outgoing links. In this way the ranking becomes two-dimensional. Using CheiRank and PageRank we analyze the properties of two-dimensional ranking of all Wikipedia English articles and show that it gives their reliable classification with rich and nontrivial features. Detailed studies are done for countries, universities, personalities, physicists, chess players, Dow-Jones companies and other categories.

Stochastic Capsule Endoscopy Image Enhancement

Directory of Open Access Journals (Sweden)

Ahmed Mohammed

2018-06-01

Full Text Available Capsule endoscopy, which uses a wireless camera to take images of the digestive tract, is emerging as an alternative to traditional colonoscopy. The diagnostic values of these images depend on the quality of revealed underlying tissue surfaces. In this paper, we consider the problem of enhancing the visibility of detail and shadowed tissue surfaces for capsule endoscopy images. Using concentric circles at each pixel for random walks combined with stochastic sampling, the proposed method enhances the details of vessel and tissue surfaces. The framework decomposes the image into two detailed layers that contain shadowed tissue surfaces and detail features. The target pixel value is recalculated for the smooth layer using similarity of the target pixel to neighboring pixels by weighting against the total gradient variation and intensity differences. In order to evaluate the diagnostic image quality of the proposed method, we used clinical subjective evaluation with a rank order on selected KID image database and compared it to state-of-the-art enhancement methods. The result showed that the proposed method provides a better result in terms of diagnostic image quality and objective quality contrast metrics and structural similarity index.

Stochastic climate theory

NARCIS (Netherlands)

Gottwald, G.A.; Crommelin, D.T.; Franzke, C.L.E.; Franzke, C.L.E.; O'Kane, T.J.

2017-01-01

In this chapter we review stochastic modelling methods in climate science. First we provide a conceptual framework for stochastic modelling of deterministic dynamical systems based on the Mori-Zwanzig formalism. The Mori-Zwanzig equations contain a Markov term, a memory term and a term suggestive of

Linear Subspace Ranking Hashing for Cross-Modal Retrieval.

Science.gov (United States)

Li, Kai; Qi, Guo-Jun; Ye, Jun; Hua, Kien A

2017-09-01

Hashing has attracted a great deal of research in recent years due to its effectiveness for the retrieval and indexing of large-scale high-dimensional multimedia data. In this paper, we propose a novel ranking-based hashing framework that maps data from different modalities into a common Hamming space where the cross-modal similarity can be measured using Hamming distance. Unlike existing cross-modal hashing algorithms where the learned hash functions are binary space partitioning functions, such as the sign and threshold function, the proposed hashing scheme takes advantage of a new class of hash functions closely related to rank correlation measures which are known to be scale-invariant, numerically stable, and highly nonlinear. Specifically, we jointly learn two groups of linear subspaces, one for each modality, so that features' ranking orders in different linear subspaces maximally preserve the cross-modal similarities. We show that the ranking-based hash function has a natural probabilistic approximation which transforms the original highly discontinuous optimization problem into one that can be efficiently solved using simple gradient descent algorithms. The proposed hashing framework is also flexible in the sense that the optimization procedures are not tied up to any specific form of loss function, which is typical for existing cross-modal hashing methods, but rather we can flexibly accommodate different loss functions with minimal changes to the learning steps. We demonstrate through extensive experiments on four widely-used real-world multimodal datasets that the proposed cross-modal hashing method can achieve competitive performance against several state-of-the-arts with only moderate training and testing time.

2–stage stochastic Runge–Kutta for stochastic delay differential equations

Energy Technology Data Exchange (ETDEWEB)

Rosli, Norhayati; Jusoh Awang, Rahimah [Faculty of Industrial Science and Technology, Universiti Malaysia Pahang, Lebuhraya Tun Razak, 26300, Gambang, Pahang (Malaysia); Bahar, Arifah; Yeak, S. H. [Department of Mathematical Sciences, Faculty of Science, Universiti Teknologi Malaysia, 81310 Johor Bahru, Johor (Malaysia)

2015-05-15

This paper proposes a newly developed one-step derivative-free method, that is 2-stage stochastic Runge-Kutta (SRK2) to approximate the solution of stochastic delay differential equations (SDDEs) with a constant time lag, r > 0. General formulation of stochastic Runge-Kutta for SDDEs is introduced and Stratonovich Taylor series expansion for numerical solution of SRK2 is presented. Local truncation error of SRK2 is measured by comparing the Stratonovich Taylor expansion of the exact solution with the computed solution. Numerical experiment is performed to assure the validity of the method in simulating the strong solution of SDDEs.

Educational Background and Academic Rank of Faculty Members within US Schools of Pharmacy.

Science.gov (United States)

Assemi, Mitra; Hudmon, Karen Suchanek; Sowinski, Kevin M; Corelli, Robin L

2016-05-25

Objective. To characterize the educational background and academic rank of faculty members in US schools of pharmacy, estimate the extent to which they are employed by institutions where they received previous training, and determine whether differences in degree origin and rank exist between faculty members in established (≤1995) vs newer programs. Methods. A cross-sectional study was conducted using the American Association of Colleges of Pharmacy (AACP) faculty database and demographic information from the public domain. Results. Among 5516 faculty members, 50.3% held two or more types of degrees. Established schools had a higher median number of faculty members and a higher mean faculty rank than did newer schools. Conclusion. The difference in mean faculty rank highlights the shortage of experienced faculty members in newer schools. Future research efforts should investigate educational attainment in correlation to other faculty and school characteristics and prospectively track and report trends related to pharmacy faculty members composition.

Fuzzy stochastic damage mechanics (FSDM based on fuzzy auto-adaptive control theory

Directory of Open Access Journals (Sweden)

Ya-jun Wang

2012-06-01

Full Text Available In order to fully interpret and describe damage mechanics, the origin and development of fuzzy stochastic damage mechanics were introduced based on the analysis of the harmony of damage, probability, and fuzzy membership in the interval of [0,1]. In a complete normed linear space, it was proven that a generalized damage field can be simulated through β probability distribution. Three kinds of fuzzy behaviors of damage variables were formulated and explained through analysis of the generalized uncertainty of damage variables and the establishment of a fuzzy functional expression. Corresponding fuzzy mapping distributions, namely, the half-depressed distribution, swing distribution, and combined swing distribution, which can simulate varying fuzzy evolution in diverse stochastic damage situations, were set up. Furthermore, through demonstration of the generalized probabilistic characteristics of damage variables, the cumulative distribution function and probability density function of fuzzy stochastic damage variables, which show β probability distribution, were modified according to the expansion principle. The three-dimensional fuzzy stochastic damage mechanical behaviors of the Longtan rolled-concrete dam were examined with the self-developed fuzzy stochastic damage finite element program. The statistical correlation and non-normality of random field parameters were considered comprehensively in the fuzzy stochastic damage model described in this paper. The results show that an initial damage field based on the comprehensive statistical evaluation helps to avoid many difficulties in the establishment of experiments and numerical algorithms for damage mechanics analysis.

Probabilistic Forecast of Wind Power Generation by Stochastic Differential Equation Models

KAUST Repository

Elkantassi, Soumaya

2017-04-01

Reliable forecasting of wind power generation is crucial to optimal control of costs in generation of electricity with respect to the electricity demand. Here, we propose and analyze stochastic wind power forecast models described by parametrized stochastic differential equations, which introduce appropriate fluctuations in numerical forecast outputs. We use an approximate maximum likelihood method to infer the model parameters taking into account the time correlated sets of data. Furthermore, we study the validity and sensitivity of the parameters for each model. We applied our models to Uruguayan wind power production as determined by historical data and corresponding numerical forecasts for the period of March 1 to May 31, 2016.

Systematic differences in signal emitting and receiving revealed by PageRank analysis of a human protein interactome.

Directory of Open Access Journals (Sweden)

Donglei Du

Full Text Available Most protein PageRank studies do not use signal flow direction information in protein interactions because this information was not readily available in large protein databases until recently. Therefore, four questions have yet to be answered: A What is the general difference between signal emitting and receiving in a protein interactome? B Which proteins are among the top ranked in directional ranking? C Are high ranked proteins more evolutionarily conserved than low ranked ones? D Do proteins with similar ranking tend to have similar subcellular locations? In this study, we address these questions using the forward, reverse, and non-directional PageRank approaches to rank an information-directional network of human proteins and study their evolutionary conservation. The forward ranking gives credit to information receivers, reverse ranking to information emitters, and non-directional ranking mainly to the number of interactions. The protein lists generated by the forward and non-directional rankings are highly correlated, but those by the reverse and non-directional rankings are not. The results suggest that the signal emitting/receiving system is characterized by key-emittings and relatively even receivings in the human protein interactome. Signaling pathway proteins are frequent in top ranked ones. Eight proteins are both informational top emitters and top receivers. Top ranked proteins, except a few species-related novel-function ones, are evolutionarily well conserved. Protein-subunit ranking position reflects subunit function. These results demonstrate the usefulness of different PageRank approaches in characterizing protein networks and provide insights to protein interaction in the cell.

Systematic differences in signal emitting and receiving revealed by PageRank analysis of a human protein interactome.

Science.gov (United States)

Du, Donglei; Lee, Connie F; Li, Xiu-Qing

2012-01-01

Most protein PageRank studies do not use signal flow direction information in protein interactions because this information was not readily available in large protein databases until recently. Therefore, four questions have yet to be answered: A) What is the general difference between signal emitting and receiving in a protein interactome? B) Which proteins are among the top ranked in directional ranking? C) Are high ranked proteins more evolutionarily conserved than low ranked ones? D) Do proteins with similar ranking tend to have similar subcellular locations? In this study, we address these questions using the forward, reverse, and non-directional PageRank approaches to rank an information-directional network of human proteins and study their evolutionary conservation. The forward ranking gives credit to information receivers, reverse ranking to information emitters, and non-directional ranking mainly to the number of interactions. The protein lists generated by the forward and non-directional rankings are highly correlated, but those by the reverse and non-directional rankings are not. The results suggest that the signal emitting/receiving system is characterized by key-emittings and relatively even receivings in the human protein interactome. Signaling pathway proteins are frequent in top ranked ones. Eight proteins are both informational top emitters and top receivers. Top ranked proteins, except a few species-related novel-function ones, are evolutionarily well conserved. Protein-subunit ranking position reflects subunit function. These results demonstrate the usefulness of different PageRank approaches in characterizing protein networks and provide insights to protein interaction in the cell.

Space-time-modulated stochastic processes

Science.gov (United States)

Giona, Massimiliano

2017-10-01

Starting from the physical problem associated with the Lorentzian transformation of a Poisson-Kac process in inertial frames, the concept of space-time-modulated stochastic processes is introduced for processes possessing finite propagation velocity. This class of stochastic processes provides a two-way coupling between the stochastic perturbation acting on a physical observable and the evolution of the physical observable itself, which in turn influences the statistical properties of the stochastic perturbation during its evolution. The definition of space-time-modulated processes requires the introduction of two functions: a nonlinear amplitude modulation, controlling the intensity of the stochastic perturbation, and a time-horizon function, which modulates its statistical properties, providing irreducible feedback between the stochastic perturbation and the physical observable influenced by it. The latter property is the peculiar fingerprint of this class of models that makes them suitable for extension to generic curved-space times. Considering Poisson-Kac processes as prototypical examples of stochastic processes possessing finite propagation velocity, the balance equations for the probability density functions associated with their space-time modulations are derived. Several examples highlighting the peculiarities of space-time-modulated processes are thoroughly analyzed.

RES: Regularized Stochastic BFGS Algorithm

Science.gov (United States)

Mokhtari, Aryan; Ribeiro, Alejandro

2014-12-01

RES, a regularized stochastic version of the Broyden-Fletcher-Goldfarb-Shanno (BFGS) quasi-Newton method is proposed to solve convex optimization problems with stochastic objectives. The use of stochastic gradient descent algorithms is widespread, but the number of iterations required to approximate optimal arguments can be prohibitive in high dimensional problems. Application of second order methods, on the other hand, is impracticable because computation of objective function Hessian inverses incurs excessive computational cost. BFGS modifies gradient descent by introducing a Hessian approximation matrix computed from finite gradient differences. RES utilizes stochastic gradients in lieu of deterministic gradients for both, the determination of descent directions and the approximation of the objective function's curvature. Since stochastic gradients can be computed at manageable computational cost RES is realizable and retains the convergence rate advantages of its deterministic counterparts. Convergence results show that lower and upper bounds on the Hessian egeinvalues of the sample functions are sufficient to guarantee convergence to optimal arguments. Numerical experiments showcase reductions in convergence time relative to stochastic gradient descent algorithms and non-regularized stochastic versions of BFGS. An application of RES to the implementation of support vector machines is developed.

INCLUDING RISK IN ECONOMIC FEASIBILITY ANALYSIS:A STOCHASTIC SIMULATION MODEL FOR BLUEBERRY INVESTMENT DECISIONS IN CHILE

Directory of Open Access Journals (Sweden)

GERMÁN LOBOS

2015-12-01

Full Text Available ABSTRACT The traditional method of net present value (NPV to analyze the economic profitability of an investment (based on a deterministic approach does not adequately represent the implicit risk associated with different but correlated input variables. Using a stochastic simulation approach for evaluating the profitability of blueberry (Vaccinium corymbosum L. production in Chile, the objective of this study is to illustrate the complexity of including risk in economic feasibility analysis when the project is subject to several but correlated risks. The results of the simulation analysis suggest that the non-inclusion of the intratemporal correlation between input variables underestimate the risk associated with investment decisions. The methodological contribution of this study illustrates the complexity of the interrelationships between uncertain variables and their impact on the convenience of carrying out this type of business in Chile. The steps for the analysis of economic viability were: First, adjusted probability distributions for stochastic input variables (SIV were simulated and validated. Second, the random values of SIV were used to calculate random values of variables such as production, revenues, costs, depreciation, taxes and net cash flows. Third, the complete stochastic model was simulated with 10,000 iterations using random values for SIV. This result gave information to estimate the probability distributions of the stochastic output variables (SOV such as the net present value, internal rate of return, value at risk, average cost of production, contribution margin and return on capital. Fourth, the complete stochastic model simulation results were used to analyze alternative scenarios and provide the results to decision makers in the form of probabilities, probability distributions, and for the SOV probabilistic forecasts. The main conclusion shown that this project is a profitable alternative investment in fruit trees in

AdS/CFT correspondence, critical strings and stochastic quantization

International Nuclear Information System (INIS)

Polyakov, D.

2000-05-01

In our previous paper we have shown that the NSR string sigma-model with the massless 5-form vertex operator in D = 10 NSR string theory: V 5 ∼e -3φ ψ 0 ψ 1 ψ 2 ψ 3 ψ t δ-barX t e ikparallelxparallel (t = 4, ..9) reproduces the correlators of the N = 4 D = 4 super Yang-Mills theory. In particular, this implies that the sigma-model with the V 5 operator in flat space-time should be the NSR analogue of the GS string theory on AdS 5 x S 5 . This means that the V 5 -operator plays the role of cosmological constant, curving flat ten-dimensional space-time into that of AdS 5 x S 5 . In the present paper we show that dilaton beta-function equation in such a sigma-model has the form of stochastic Langevin equation with the non-Markovian noise. The worldsheet cutoff is identified with stochastic time and the V 5 -operator plays the role of the noise. We derive the Fokker-Planck equation associated with this stochastic process and show that the Hamiltonian of the AdS 5 supergravity defines the distribution satisfying this Fokker-Planck equation. This means that the dynamical compactification of the space-time on AdS 5 x S 5 occurs as a result of the non-Markovian stochastic process, generated by the V 5 -operator noise. This provides us with an insight into relations between holography principle and the concept of stochastic quantization from the point of view of critical string theory. (author)

Elitism and Stochastic Dominance

OpenAIRE

Bazen, Stephen; Moyes, Patrick

2011-01-01

Stochastic dominance has typically been used with a special emphasis on risk and inequality reduction something captured by the concavity of the utility function in the expected utility model. We claim that the applicability of the stochastic dominance approach goes far beyond risk and inequality measurement provided suitable adpations be made. We apply in the paper the stochastic dominance approach to the measurment of elitism which may be considered the opposite of egalitarianism. While the...

Stochastic population dynamics in spatially extended predator-prey systems

Science.gov (United States)

Dobramysl, Ulrich; Mobilia, Mauro; Pleimling, Michel; Täuber, Uwe C.

2018-02-01

Spatially extended population dynamics models that incorporate demographic noise serve as case studies for the crucial role of fluctuations and correlations in biological systems. Numerical and analytic tools from non-equilibrium statistical physics capture the stochastic kinetics of these complex interacting many-particle systems beyond rate equation approximations. Including spatial structure and stochastic noise in models for predator-prey competition invalidates the neutral Lotka-Volterra population cycles. Stochastic models yield long-lived erratic oscillations stemming from a resonant amplification mechanism. Spatially extended predator-prey systems display noise-stabilized activity fronts that generate persistent correlations. Fluctuation-induced renormalizations of the oscillation parameters can be analyzed perturbatively via a Doi-Peliti field theory mapping of the master equation; related tools allow detailed characterization of extinction pathways. The critical steady-state and non-equilibrium relaxation dynamics at the predator extinction threshold are governed by the directed percolation universality class. Spatial predation rate variability results in more localized clusters, enhancing both competing species’ population densities. Affixing variable interaction rates to individual particles and allowing for trait inheritance subject to mutations induces fast evolutionary dynamics for the rate distributions. Stochastic spatial variants of three-species competition with ‘rock-paper-scissors’ interactions metaphorically describe cyclic dominance. These models illustrate intimate connections between population dynamics and evolutionary game theory, underscore the role of fluctuations to drive populations toward extinction, and demonstrate how space can support species diversity. Two-dimensional cyclic three-species May-Leonard models are characterized by the emergence of spiraling patterns whose properties are elucidated by a mapping onto a complex

14 CFR 1214.1105 - Final ranking.

Science.gov (United States)

2010-01-01

... 14 Aeronautics and Space 5 2010-01-01 2010-01-01 false Final ranking. 1214.1105 Section 1214.1105... Recruitment and Selection Program § 1214.1105 Final ranking. Final rankings will be based on a combination of... preference will be included in this final ranking in accordance with applicable regulations. ...

Applied stochastic modelling

CERN Document Server

Morgan, Byron JT; Tanner, Martin Abba; Carlin, Bradley P

2008-01-01

Introduction and Examples Introduction Examples of data sets Basic Model Fitting Introduction Maximum-likelihood estimation for a geometric model Maximum-likelihood for the beta-geometric model Modelling polyspermy Which model? What is a model for? Mechanistic models Function Optimisation Introduction MATLAB: graphs and finite differences Deterministic search methods Stochastic search methods Accuracy and a hybrid approach Basic Likelihood ToolsIntroduction Estimating standard errors and correlations Looking at surfaces: profile log-likelihoods Confidence regions from profiles Hypothesis testing in model selectionScore and Wald tests Classical goodness of fit Model selection biasGeneral Principles Introduction Parameterisation Parameter redundancy Boundary estimates Regression and influence The EM algorithm Alternative methods of model fitting Non-regular problemsSimulation Techniques Introduction Simulating random variables Integral estimation Verification Monte Carlo inference Estimating sampling distributi...

Stochastic analytic regularization

International Nuclear Information System (INIS)

Alfaro, J.

1984-07-01

Stochastic regularization is reexamined, pointing out a restriction on its use due to a new type of divergence which is not present in the unregulated theory. Furthermore, we introduce a new form of stochastic regularization which permits the use of a minimal subtraction scheme to define the renormalized Green functions. (author)

On Stochastic Dependence

Science.gov (United States)

Meyer, Joerg M.

2018-01-01

The contrary of stochastic independence splits up into two cases: pairs of events being favourable or being unfavourable. Examples show that both notions have quite unexpected properties, some of them being opposite to intuition. For example, transitivity does not hold. Stochastic dependence is also useful to explain cases of Simpson's paradox.

Stochastic massless fields I: Integer spin

International Nuclear Information System (INIS)

Lim, S.C.

1981-04-01

Nelson's stochastic quantization scheme is applied to classical massless tensor potential in ''Coulomb'' gauge. The relationship between stochastic potential field in various gauges is discussed using the case of vector potential as an illustration. It is possible to identify the Euclidean tensor potential with the corresponding stochastic field in physical Minkowski space-time. Stochastic quantization of massless fields can also be carried out in terms of field strength tensors. An example of linearized stochastic gravitational field in vacuum is given. (author)

Fluctuation correlation models for receptor immobilization

Science.gov (United States)

Fourcade, B.

2017-12-01

Nanoscale dynamics with cycles of receptor diffusion and immobilization by cell-external-or-internal factors is a key process in living cell adhesion phenomena at the origin of a plethora of signal transduction pathways. Motivated by modern correlation microscopy approaches, the receptor correlation functions in physical models based on diffusion-influenced reaction is studied. Using analytical and stochastic modeling, this paper focuses on the hybrid regime where diffusion and reaction are not truly separable. The time receptor autocorrelation functions are shown to be indexed by different time scales and their asymptotic expansions are given. Stochastic simulations show that this analysis can be extended to situations with a small number of molecules. It is also demonstrated that this analysis applies when receptor immobilization is coupled to environmental noise.

Rank-based Tests of the Cointegrating Rank in Semiparametric Error Correction Models

NARCIS (Netherlands)

Hallin, M.; van den Akker, R.; Werker, B.J.M.

2012-01-01

Abstract: This paper introduces rank-based tests for the cointegrating rank in an Error Correction Model with i.i.d. elliptical innovations. The tests are asymptotically distribution-free, and their validity does not depend on the actual distribution of the innovations. This result holds despite the

Universal scaling in sports ranking

International Nuclear Information System (INIS)

Deng Weibing; Li Wei; Cai Xu; Bulou, Alain; Wang Qiuping A

2012-01-01

Ranking is a ubiquitous phenomenon in human society. On the web pages of Forbes, one may find all kinds of rankings, such as the world's most powerful people, the world's richest people, the highest-earning tennis players, and so on and so forth. Herewith, we study a specific kind—sports ranking systems in which players' scores and/or prize money are accrued based on their performances in different matches. By investigating 40 data samples which span 12 different sports, we find that the distributions of scores and/or prize money follow universal power laws, with exponents nearly identical for most sports. In order to understand the origin of this universal scaling we focus on the tennis ranking systems. By checking the data we find that, for any pair of players, the probability that the higher-ranked player tops the lower-ranked opponent is proportional to the rank difference between the pair. Such a dependence can be well fitted to a sigmoidal function. By using this feature, we propose a simple toy model which can simulate the competition of players in different matches. The simulations yield results consistent with the empirical findings. Extensive simulation studies indicate that the model is quite robust with respect to the modifications of some parameters. (paper)

Minkowski metrics in creating universal ranking algorithms

Directory of Open Access Journals (Sweden)

Andrzej Ameljańczyk

2014-06-01

Full Text Available The paper presents a general procedure for creating the rankings of a set of objects, while the relation of preference based on any ranking function. The analysis was possible to use the ranking functions began by showing the fundamental drawbacks of commonly used functions in the form of a weighted sum. As a special case of the ranking procedure in the space of a relation, the procedure based on the notion of an ideal element and generalized Minkowski distance from the element was proposed. This procedure, presented as universal ranking algorithm, eliminates most of the disadvantages of ranking functions in the form of a weighted sum.[b]Keywords[/b]: ranking functions, preference relation, ranking clusters, categories, ideal point, universal ranking algorithm

Stochastic processes inference theory

CERN Document Server

Rao, Malempati M

2014-01-01

This is the revised and enlarged 2nd edition of the authors’ original text, which was intended to be a modest complement to Grenander's fundamental memoir on stochastic processes and related inference theory. The present volume gives a substantial account of regression analysis, both for stochastic processes and measures, and includes recent material on Ridge regression with some unexpected applications, for example in econometrics. The first three chapters can be used for a quarter or semester graduate course on inference on stochastic processes. The remaining chapters provide more advanced material on stochastic analysis suitable for graduate seminars and discussions, leading to dissertation or research work. In general, the book will be of interest to researchers in probability theory, mathematical statistics and electrical and information theory.

Transport near the onset of stochasticity

International Nuclear Information System (INIS)

Meiss, J.D.

1985-05-01

For two-degree-of-freedom Hamiltonians, (e.g., a particle in a 2-D potential or the flow of magnetic field lines) an invariant torus in phase space acts as an absolute barrier for trajectories. When an invariant torus is destroyed by a perturbation, a remnant remains with gaps. This ''cantorus'' forms a formidable barrier even well into the stochastic regime. We show that correlation functions decay algebraically invalidating the common assumptions of chaos. The decay rate is given by a universal exponent, obtained from self-similar scaling

Path to Stochastic Stability: Comparative Analysis of Stochastic Learning Dynamics in Games

KAUST Repository

Jaleel, Hassan

2018-04-08

Stochastic stability is a popular solution concept for stochastic learning dynamics in games. However, a critical limitation of this solution concept is its inability to distinguish between different learning rules that lead to the same steady-state behavior. We address this limitation for the first time and develop a framework for the comparative analysis of stochastic learning dynamics with different update rules but same steady-state behavior. We present the framework in the context of two learning dynamics: Log-Linear Learning (LLL) and Metropolis Learning (ML). Although both of these dynamics have the same stochastically stable states, LLL and ML correspond to different behavioral models for decision making. Moreover, we demonstrate through an example setup of sensor coverage game that for each of these dynamics, the paths to stochastically stable states exhibit distinctive behaviors. Therefore, we propose multiple criteria to analyze and quantify the differences in the short and medium run behavior of stochastic learning dynamics. We derive and compare upper bounds on the expected hitting time to the set of Nash equilibria for both LLL and ML. For the medium to long-run behavior, we identify a set of tools from the theory of perturbed Markov chains that result in a hierarchical decomposition of the state space into collections of states called cycles. We compare LLL and ML based on the proposed criteria and develop invaluable insights into the comparative behavior of the two dynamics.

Quantum stochastics

CERN Document Server

Chang, Mou-Hsiung

2015-01-01

The classical probability theory initiated by Kolmogorov and its quantum counterpart, pioneered by von Neumann, were created at about the same time in the 1930s, but development of the quantum theory has trailed far behind. Although highly appealing, the quantum theory has a steep learning curve, requiring tools from both probability and analysis and a facility for combining the two viewpoints. This book is a systematic, self-contained account of the core of quantum probability and quantum stochastic processes for graduate students and researchers. The only assumed background is knowledge of the basic theory of Hilbert spaces, bounded linear operators, and classical Markov processes. From there, the book introduces additional tools from analysis, and then builds the quantum probability framework needed to support applications to quantum control and quantum information and communication. These include quantum noise, quantum stochastic calculus, stochastic quantum differential equations, quantum Markov semigrou...

Stochastic cooling

International Nuclear Information System (INIS)

Bisognano, J.; Leemann, C.

1982-03-01

Stochastic cooling is the damping of betatron oscillations and momentum spread of a particle beam by a feedback system. In its simplest form, a pickup electrode detects the transverse positions or momenta of particles in a storage ring, and the signal produced is amplified and applied downstream to a kicker. The time delay of the cable and electronics is designed to match the transit time of particles along the arc of the storage ring between the pickup and kicker so that an individual particle receives the amplified version of the signal it produced at the pick-up. If there were only a single particle in the ring, it is obvious that betatron oscillations and momentum offset could be damped. However, in addition to its own signal, a particle receives signals from other beam particles. In the limit of an infinite number of particles, no damping could be achieved; we have Liouville's theorem with constant density of the phase space fluid. For a finite, albeit large number of particles, there remains a residue of the single particle damping which is of practical use in accumulating low phase space density beams of particles such as antiprotons. It was the realization of this fact that led to the invention of stochastic cooling by S. van der Meer in 1968. Since its conception, stochastic cooling has been the subject of much theoretical and experimental work. The earliest experiments were performed at the ISR in 1974, with the subsequent ICE studies firmly establishing the stochastic cooling technique. This work directly led to the design and construction of the Antiproton Accumulator at CERN and the beginnings of p anti p colliding beam physics at the SPS. Experiments in stochastic cooling have been performed at Fermilab in collaboration with LBL, and a design is currently under development for a anti p accumulator for the Tevatron

Stochastic optimal control, forward-backward stochastic differential equations and the Schroedinger equation

Energy Technology Data Exchange (ETDEWEB)

Paul, Wolfgang; Koeppe, Jeanette [Institut fuer Physik, Martin Luther Universitaet, 06099 Halle (Germany); Grecksch, Wilfried [Institut fuer Mathematik, Martin Luther Universitaet, 06099 Halle (Germany)

2016-07-01

The standard approach to solve a non-relativistic quantum problem is through analytical or numerical solution of the Schroedinger equation. We show a way to go around it. This way is based on the derivation of the Schroedinger equation from conservative diffusion processes and the establishment of (several) stochastic variational principles leading to the Schroedinger equation under the assumption of a kinematics described by Nelson's diffusion processes. Mathematically, the variational principle can be considered as a stochastic optimal control problem linked to the forward-backward stochastic differential equations of Nelson's stochastic mechanics. The Hamilton-Jacobi-Bellmann equation of this control problem is the Schroedinger equation. We present the mathematical background and how to turn it into a numerical scheme for analyzing a quantum system without using the Schroedinger equation and exemplify the approach for a simple 1d problem.

Recurrent fuzzy ranking methods

Science.gov (United States)

Hajjari, Tayebeh

2012-11-01

With the increasing development of fuzzy set theory in various scientific fields and the need to compare fuzzy numbers in different areas. Therefore, Ranking of fuzzy numbers plays a very important role in linguistic decision-making, engineering, business and some other fuzzy application systems. Several strategies have been proposed for ranking of fuzzy numbers. Each of these techniques has been shown to produce non-intuitive results in certain case. In this paper, we reviewed some recent ranking methods, which will be useful for the researchers who are interested in this area.

Performance Evaluation for Sustainability of Strong Smart Grid by Using Stochastic AHP and Fuzzy TOPSIS Methods

Directory of Open Access Journals (Sweden)

Huiru Zhao

2016-01-01

Full Text Available As an efficient way to deal with the global climate change and energy shortage problems, a strong, self-healing, compatible, economic and integrative smart gird is under construction in China, which is supported by large amounts of investments and advanced technologies. To promote the construction, operation and sustainable development of Strong Smart Grid (SSG, a novel hybrid framework for evaluating the performance of SSG is proposed from the perspective of sustainability. Based on a literature review, experts’ opinions and the technical characteristics of SSG, the evaluation model involves four sustainability criteria defined as economy, society, environment and technology aspects associated with 12 sub-criteria. Considering the ambiguity and vagueness of the subjective judgments on sub-criteria, fuzzy TOPSIS method is employed to evaluate the performance of SSG. In addition, different from previous research, this paper adopts the stochastic Analytical Hierarchy Process (AHP method to upgrade the traditional Technique for Order Preference by Similarity to Ideal Solution (TOPSIS by addressing the fuzzy and stochastic factors within weights calculation. Finally, four regional smart grids in China are ranked by employing the proposed framework. The results show that the sub-criteria affiliated with environment obtain much more attention than that of economy from experts group. Moreover, the sensitivity analysis indicates the ranking list remains stable no matter how sub-criteria weights are changed, which verifies the robustness and effectiveness of the proposed model and evaluation results. This study provides a comprehensive and effective method for performance evaluation of SSG and also innovates the weights calculation for traditional TOPSIS.

Seasonal change in body fat of the Hyrax Procavia capensis (Pallas, 1766 using a body fat ranking index

Directory of Open Access Journals (Sweden)

L.J. Fourie

1985-11-01

Full Text Available Changes in the body fat content of the hyrax Procavia capensis were used as an indicator of physiological condition. Body fat rankings for the different sexes showed seasonal variations related to physiologically stressful periods (rutting, gestation and lactation. The subjective body fat rankings were correlated significantly with total body fat.

Clinical prognostic significance and pro-metastatic activity of RANK/RANKL via the AKT pathway in endometrial cancer.

Science.gov (United States)

Wang, Jing; Liu, Yao; Wang, Lihua; Sun, Xiao; Wang, Yudong

2016-02-02

RANK/RANKL plays a key role in metastasis of certain malignant tumors, which makes it a promising target for developing novel therapeutic strategies for cancer. However, the prognostic value and pro-metastatic activity of RANK in endometrial cancer (EC) remain to be determined. Thus, the present study investigated the effect of RANK on the prognosis of EC patients, as well as the pro-metastatic activity of EC cells. The results indicated that those with high expression of RANK showed decreased overall survival and progression-free survival. Statistical analysis revealed the positive correlations between RANK/RANKL expression and metastasis-related factors. Additionally, RANK/RANKL significantly promoted cell migration/invasion via activating AKT/β-catenin/Snail pathway in vitro. However, RANK/RANKL-induced AKT activation could be suppressed after osteoprotegerin (OPG) treatment. Furthermore, the combination of medroxyprogesterone acetate (MPA) and RANKL could in turn attenuate the effect of RANKL alone. Similarly, MPA could partially inhibit the RANK-induced metastasis in an orthotopic mouse model via suppressing AKT/β-catenin/Snail pathway. Therefore, therapeutic inhibition of MPA in RANK/RANKL-induced metastasis was mediated by AKT/β-catenin/Snail pathway both in vitro and in vivo, suggesting a potential target of RANK for gene-based therapy for EC.

Three-point statistics of cosmological stochastic gravitational waves

International Nuclear Information System (INIS)

Adshead, Peter; Lim, Eugene A.

2010-01-01

We consider the three-point function (i.e. the bispectrum or non-Gaussianity) for stochastic backgrounds of gravitational waves. We estimate the amplitude of this signal for the primordial inflationary background, gravitational waves generated during preheating, and for gravitational waves produced by self-ordering scalar fields following a global phase transition. To assess detectability, we describe how to extract the three-point signal from an idealized interferometric experiment and compute the signal to noise ratio as a function of integration time. The three-point signal for the stochastic gravitational wave background generated by inflation is unsurprisingly tiny. For gravitational radiation generated by purely causal, classical mechanisms we find that, no matter how nonlinear the process is, the three-point correlations produced vanish in direct detection experiments. On the other hand, we show that in scenarios where the B-mode of the cosmic microwave background is sourced by gravitational waves generated by a global phase transition, a strong three-point signal among the polarization modes is also produced. This may provide another method of distinguishing inflationary B-modes. To carry out this computation, we have developed a diagrammatic approach to the calculation of stochastic gravitational waves sourced by scalar fluids, which has applications beyond the present scenario.

Stochastic microstructure characterization and reconstruction via supervised learning

International Nuclear Information System (INIS)

Bostanabad, Ramin; Bui, Anh Tuan; Xie, Wei; Apley, Daniel W.; Chen, Wei

2016-01-01

Microstructure characterization and reconstruction have become indispensable parts of computational materials science. The main contribution of this paper is to introduce a general methodology for practical and efficient characterization and reconstruction of stochastic microstructures based on supervised learning. The methodology is general in that it can be applied to a broad range of microstructures (clustered, porous, and anisotropic). By treating the digitized microstructure image as a set of training data, we generically learn the stochastic nature of the microstructure via fitting a supervised learning model to it (we focus on classification trees). The fitted supervised learning model provides an implicit characterization of the joint distribution of the collection of pixel phases in the image. Based on this characterization, we propose two different approaches to efficiently reconstruct any number of statistically equivalent microstructure samples. We test the approach on five examples and show that the spatial dependencies within the microstructures are well preserved, as evaluated via correlation and lineal-path functions. The main advantages of our approach stem from having a compact empirically-learned model that characterizes the stochastic nature of the microstructure, which not only makes reconstruction more computationally efficient than existing methods, but also provides insight into morphological complexity.

Stochastic Analysis : A Series of Lectures

CERN Document Server

Dozzi, Marco; Flandoli, Franco; Russo, Francesco

2015-01-01

This book presents in thirteen refereed survey articles an overview of modern activity in stochastic analysis, written by leading international experts. The topics addressed include stochastic fluid dynamics and regularization by noise of deterministic dynamical systems; stochastic partial differential equations driven by Gaussian or Lévy noise, including the relationship between parabolic equations and particle systems, and wave equations in a geometric framework; Malliavin calculus and applications to stochastic numerics; stochastic integration in Banach spaces; porous media-type equations; stochastic deformations of classical mechanics and Feynman integrals and stochastic differential equations with reflection. The articles are based on short courses given at the Centre Interfacultaire Bernoulli of the Ecole Polytechnique Fédérale de Lausanne, Switzerland, from January to June 2012. They offer a valuable resource not only for specialists, but also for other researchers and Ph.D. students in the fields o...

Stochastic Analysis with Financial Applications

CERN Document Server

Kohatsu-Higa, Arturo; Sheu, Shuenn-Jyi

2011-01-01

Stochastic analysis has a variety of applications to biological systems as well as physical and engineering problems, and its applications to finance and insurance have bloomed exponentially in recent times. The goal of this book is to present a broad overview of the range of applications of stochastic analysis and some of its recent theoretical developments. This includes numerical simulation, error analysis, parameter estimation, as well as control and robustness properties for stochastic equations. This book also covers the areas of backward stochastic differential equations via the (non-li

Ranking Operations Management conferences

NARCIS (Netherlands)

Steenhuis, H.J.; de Bruijn, E.J.; Gupta, Sushil; Laptaned, U

2007-01-01

Several publications have appeared in the field of Operations Management which rank Operations Management related journals. Several ranking systems exist for journals based on , for example, perceived relevance and quality, citation, and author affiliation. Many academics also publish at conferences

Stochastic Erosion of Fractal Structure in Nonlinear Dynamical Systems

Science.gov (United States)

Agarwal, S.; Wettlaufer, J. S.

2014-12-01

We analyze the effects of stochastic noise on the Lorenz-63 model in the chaotic regime to demonstrate a set of general issues arising in the interpretation of data from nonlinear dynamical systems typical in geophysics. The model is forced using both additive and multiplicative, white and colored noise and it is shown that, through a suitable choice of the noise intensity, both additive and multiplicative noise can produce similar dynamics. We use a recently developed measure, histogram distance, to show the similarity between the dynamics produced by additive and multiplicative forcing. This phenomenon, in a nonlinear fractal structure with chaotic dynamics can be explained by understanding how noise affects the Unstable Periodic Orbits (UPOs) of the system. For delta-correlated noise, the UPOs erode the fractal structure. In the presence of memory in the noise forcing, the time scale of the noise starts to interact with the period of some UPO and, depending on the noise intensity, stochastic resonance may be observed. This also explains the mixing in dissipative dynamical systems in presence of white noise; as the fractal structure is smoothed, the decay of correlations is enhanced, and hence the rate of mixing increases with noise intensity.

An inequality between the weighted average and the rowwise correlation coefficient for proximity matrices

NARCIS (Netherlands)

Krijnen, WP

De Vries (1993) discusses Pearson's product-moment correlation, Spearman's rank correlation, and Kendall's rank-correlation coefficient for assessing the association between the rows of two proximity matrices. For each of these he introduces a weighted average variant and a rowwise variant. In this

AN INEQUALITY BETWEEN THE WEIGHTED AVERAGE AND THE ROWWISE CORRELATION-COEFFICIENT FOR PROXIMITY MATRICES

NARCIS (Netherlands)

KRIJNEN, WP

De Vries (1993) discusses Pearson's product-moment correlation, Spearman's rank correlation, and Kendall's rank-correlation coefficient for assessing the association between the rows of two proximity matrices. For each of these he introduces a weighted average variant and a rowwise variant. In this

A new approach to stochastic transport via the functional Volterra expansion

International Nuclear Information System (INIS)

Ziya Akcasu, A.; Corngold, N.

2005-01-01

In this paper we present a new algorithm (FDA) for the calculation of the mean and the variance of the flux in stochastic transport when the transport equation contains a spatially random parameter θ(r), such as the density of the medium. The approach is based on the renormalized functional Volterra expansion of the flux around its mean. The attractive feature of the approach is that it explicitly displays the functional dependence of the flux on the products of θ(r i ), and hence enables one to take ensemble averages directly to calculate the moments of the flux in terms of the correlation functions of the underlying random process. The renormalized deterministic transport equation for the mean flux has been obtained to the second order in θ(r), and a functional relationship between the variance and the mean flux has been derived to calculate the variance to this order. The feasibility and accuracy of FDA has been demonstrated in the case of stochastic diffusion, using the diffusion equation with a spatially random diffusion coefficient. The connection of FDA with the well-established approximation schemes in the field of stochastic linear differential equations, such as the Bourret approximation, developed by Van Kampen using cumulant expansion, and by Terwiel using projection operator formalism, which has recently been extended to stochastic transport by Corngold. We hope that FDA's potential will be explored numerically in more realistic applications of the stochastic transport. (authors)

Study of the stochastic point reactor kinetic equation

International Nuclear Information System (INIS)

Gotoh, Yorio

1980-01-01

Diagrammatic technique is used to solve the stochastic point reactor kinetic equation. The method gives exact results which are derived from Fokker-Plank theory. A Green's function dressed with the clouds of noise is defined, which is a transfer function of point reactor with fluctuating reactivity. An integral equation for the correlation function of neutron power is derived using the following assumptions: 1) Green's funntion should be dressed with noise, 2) The ladder type diagrams only contributes to the correlation function. For a white noise and the one delayed neutron group approximation, the norm of the integral equation and the variance to mean-squared ratio are analytically obtained. (author)

Country-specific determinants of world university rankings

OpenAIRE

Pietrucha, Jacek

2017-01-01

This paper examines country-specific factors that affect the three most influential world university rankings (the Academic Ranking of World Universities, the QS World University Ranking, and the Times Higher Education World University Ranking). We run a cross sectional regression that covers 42–71 countries (depending on the ranking and data availability). We show that the position of universities from a country in the ranking is determined by the following country-specific variables: econom...

Stochastic Reachability Analysis of Hybrid Systems

CERN Document Server

Bujorianu, Luminita Manuela

2012-01-01

Stochastic reachability analysis (SRA) is a method of analyzing the behavior of control systems which mix discrete and continuous dynamics. For probabilistic discrete systems it has been shown to be a practical verification method but for stochastic hybrid systems it can be rather more. As a verification technique SRA can assess the safety and performance of, for example, autonomous systems, robot and aircraft path planning and multi-agent coordination but it can also be used for the adaptive control of such systems. Stochastic Reachability Analysis of Hybrid Systems is a self-contained and accessible introduction to this novel topic in the analysis and development of stochastic hybrid systems. Beginning with the relevant aspects of Markov models and introducing stochastic hybrid systems, the book then moves on to coverage of reachability analysis for stochastic hybrid systems. Following this build up, the core of the text first formally defines the concept of reachability in the stochastic framework and then...

K correlations and facet models in diffuse scattering

NARCIS (Netherlands)

Hoenders, B.J.; Jakeman, E.; Baltes, H.P.; Steinle, B.

1979-01-01

The angular intensity distribution of radiation scattered by a wide range of random media can be accounted for by assuming effective source amplitude correlations involving modified Bessel functions Kv. We investigate how such correlations can be derived from physical models of stochastic scattering

Rapidity-density patterns for events in a stochastic-field multiparticle theory

International Nuclear Information System (INIS)

Arnold, R.C.

1976-02-01

Typical-event rapidity distributions expected at energies of a few TeV are calculated in a stochastic-field multiparticle production theory. Short range rapidity correlations with characteristics of a Van der Waals fluid give rise to ''domain'' patterns in rapidity density, which have the appearance of clusters separated by rapidity gaps

Entropy measure of credit risk in highly correlated markets

Science.gov (United States)

Gottschalk, Sylvia

2017-07-01

We compare the single and multi-factor structural models of corporate default by calculating the Jeffreys-Kullback-Leibler divergence between their predicted default probabilities when asset correlations are either high or low. Single-factor structural models assume that the stochastic process driving the value of a firm is independent of that of other companies. A multi-factor structural model, on the contrary, is built on the assumption that a single firm's value follows a stochastic process correlated with that of other companies. Our main results show that the divergence between the two models increases in highly correlated, volatile, and large markets, but that it is closer to zero in small markets, when asset correlations are low and firms are highly leveraged. These findings suggest that during periods of financial instability, when asset volatility and correlations increase, one of the models misreports actual default risk.

Characteristics of fundamental combustion and NOx emission using various rank coals.

Science.gov (United States)

Kim, Sung Su; Kang, Youn Suk; Lee, Hyun Dong; Kim, Jae-Kwan; Hong, Sung Chang

2011-03-01

Eight types of coals of different rank were selected and their fundamental combustion characteristics were examined along with the conversion of volatile nitrogen (N) to nitrogen oxides (NOx)/fuel N to NOx. The activation energy, onset temperature, and burnout temperature were obtained from the differential thermogravimetry curve and Arrhenius plot, which were derived through thermo-gravimetric analysis. In addition, to derive the combustion of volatile N to NOx/fuel N to NOx, the coal sample, which was pretreated at various temperatures, was burned, and the results were compared with previously derived fundamental combustion characteristics. The authors' experimental results confirmed that coal rank was highly correlated with the combustion of volatile N to NOx/fuel N to NOx.

Groundwater travel time uncertainty analysis. Sensitivity of results to model geometry, and correlations and cross correlations among input parameters

International Nuclear Information System (INIS)

Clifton, P.M.

1985-03-01

This study examines the sensitivity of the travel time distribution predicted by a reference case model to (1) scale of representation of the model parameters, (2) size of the model domain, (3) correlation range of log-transmissivity, and (4) cross correlations between transmissivity and effective thickness. The basis for the reference model is the preliminary stochastic travel time model previously documented by the Basalt Waste Isolation Project. Results of this study show the following. The variability of the predicted travel times can be adequately represented when the ratio between the size of the zones used to represent the model parameters and the log-transmissivity correlation range is less than about one-fifth. The size of the model domain and the types of boundary conditions can have a strong impact on the distribution of travel times. Longer log-transmissivity correlation ranges cause larger variability in the predicted travel times. Positive cross correlation between transmissivity and effective thickness causes a decrease in the travel time variability. These results demonstrate the need for a sound conceptual model prior to conducting a stochastic travel time analysis

AptRank: an adaptive PageRank model for protein function prediction on   bi-relational graphs.

Science.gov (United States)

Jiang, Biaobin; Kloster, Kyle; Gleich, David F; Gribskov, Michael

2017-06-15

Diffusion-based network models are widely used for protein function prediction using protein network data and have been shown to outperform neighborhood-based and module-based methods. Recent studies have shown that integrating the hierarchical structure of the Gene Ontology (GO) data dramatically improves prediction accuracy. However, previous methods usually either used the GO hierarchy to refine the prediction results of multiple classifiers, or flattened the hierarchy into a function-function similarity kernel. No study has taken the GO hierarchy into account together with the protein network as a two-layer network model. We first construct a Bi-relational graph (Birg) model comprised of both protein-protein association and function-function hierarchical networks. We then propose two diffusion-based methods, BirgRank and AptRank, both of which use PageRank to diffuse information on this two-layer graph model. BirgRank is a direct application of traditional PageRank with fixed decay parameters. In contrast, AptRank utilizes an adaptive diffusion mechanism to improve the performance of BirgRank. We evaluate the ability of both methods to predict protein function on yeast, fly and human protein datasets, and compare with four previous methods: GeneMANIA, TMC, ProteinRank and clusDCA. We design four different validation strategies: missing function prediction, de novo function prediction, guided function prediction and newly discovered function prediction to comprehensively evaluate predictability of all six methods. We find that both BirgRank and AptRank outperform the previous methods, especially in missing function prediction when using only 10% of the data for training. The MATLAB code is available at https://github.rcac.purdue.edu/mgribsko/aptrank . gribskov@purdue.edu. Supplementary data are available at Bioinformatics online. © The Author 2017. Published by Oxford University Press. All rights reserved. For Permissions, please e-mail: journals.permissions@oup.com

Homogenization of the stochastic Navier–Stokes equation with a stochastic slip boundary condition

KAUST Repository

Bessaih, Hakima

2015-11-02

The two-dimensional Navier–Stokes equation in a perforated domain with a dynamical slip boundary condition is considered. We assume that the dynamic is driven by a stochastic perturbation on the interior of the domain and another stochastic perturbation on the boundaries of the holes. We consider a scaling (ᵋ for the viscosity and 1 for the density) that will lead to a time-dependent limit problem. However, the noncritical scaling (ᵋ, β > 1) is considered in front of the nonlinear term. The homogenized system in the limit is obtained as a Darcy’s law with memory with two permeabilities and an extra term that is due to the stochastic perturbation on the boundary of the holes. The nonhomogeneity on the boundary contains a stochastic part that yields in the limit an additional term in the Darcy’s law. We use the two-scale convergence method after extending the solution with 0 inside the holes to pass to the limit. By Itô stochastic calculus, we get uniform estimates on the solution in appropriate spaces. Due to the stochastic integral, the pressure that appears in the variational formulation does not have enough regularity in time. This fact made us rely only on the variational formulation for the passage to the limit on the solution. We obtain a variational formulation for the limit that is solution of a Stokes system with two pressures. This two-scale limit gives rise to three cell problems, two of them give the permeabilities while the third one gives an extra term in the Darcy’s law due to the stochastic perturbation on the boundary of the holes.

Stochastic Estimation via Polynomial Chaos

Science.gov (United States)

2015-10-01

AFRL-RW-EG-TR-2015-108 Stochastic Estimation via Polynomial Chaos Douglas V. Nance Air Force Research...COVERED (From - To) 20-04-2015 – 07-08-2015 4. TITLE AND SUBTITLE 5a. CONTRACT NUMBER Stochastic Estimation via Polynomial Chaos ...This expository report discusses fundamental aspects of the polynomial chaos method for representing the properties of second order stochastic

Stochastic methods for the description of multiparticle production

International Nuclear Information System (INIS)

Carruthers, P.

1984-01-01

Dynamical questions in the evolution of excited hadronic matter are reviewed, with emphasis on KNO scaling and its possible violation. It is suggested that the KNO distributions is described by a stochastic evolution of the Fokker-Planck type related to underlying field theory by coupled rate equations approximated by Langevin equations with noise. Refined correlation analysis of data, especially the use of intensity interferometry techniques, is recommended for data analysis. 26 references

Remarks on stochastic acceleration

International Nuclear Information System (INIS)

Graeff, P.

1982-12-01

Stochastic acceleration and turbulent diffusion are strong turbulence problems since no expansion parameter exists. Hence the problem of finding rigorous results is of major interest both for checking approximations and for reference models. Since we have found a way of constructing such models in the turbulent diffusion case the question of the extension to stochastic acceleration now arises. The paper offers some possibilities illustrated by the case of 'stochastic free fall' which may be particularly interesting in the context of linear response theory. (orig.)

Reconstructing the hidden states in time course data of stochastic models.

Science.gov (United States)

Zimmer, Christoph

2015-11-01

Parameter estimation is central for analyzing models in Systems Biology. The relevance of stochastic modeling in the field is increasing. Therefore, the need for tailored parameter estimation techniques is increasing as well. Challenges for parameter estimation are partial observability, measurement noise, and the computational complexity arising from the dimension of the parameter space. This article extends the multiple shooting for stochastic systems' method, developed for inference in intrinsic stochastic systems. The treatment of extrinsic noise and the estimation of the unobserved states is improved, by taking into account the correlation between unobserved and observed species. This article demonstrates the power of the method on different scenarios of a Lotka-Volterra model, including cases in which the prey population dies out or explodes, and a Calcium oscillation system. Besides showing how the new extension improves the accuracy of the parameter estimates, this article analyzes the accuracy of the state estimates. In contrast to previous approaches, the new approach is well able to estimate states and parameters for all the scenarios. As it does not need stochastic simulations, it is of the same order of speed as conventional least squares parameter estimation methods with respect to computational time. Copyright © 2015 The Authors. Published by Elsevier Inc. All rights reserved.

Universal emergence of PageRank

Energy Technology Data Exchange (ETDEWEB)

Frahm, K M; Georgeot, B; Shepelyansky, D L, E-mail: frahm@irsamc.ups-tlse.fr, E-mail: georgeot@irsamc.ups-tlse.fr, E-mail: dima@irsamc.ups-tlse.fr [Laboratoire de Physique Theorique du CNRS, IRSAMC, Universite de Toulouse, UPS, 31062 Toulouse (France)

2011-11-18

The PageRank algorithm enables us to rank the nodes of a network through a specific eigenvector of the Google matrix, using a damping parameter {alpha} Element-Of ]0, 1[. Using extensive numerical simulations of large web networks, with a special accent on British University networks, we determine numerically and analytically the universal features of the PageRank vector at its emergence when {alpha} {yields} 1. The whole network can be divided into a core part and a group of invariant subspaces. For {alpha} {yields} 1, PageRank converges to a universal power-law distribution on the invariant subspaces whose size distribution also follows a universal power law. The convergence of PageRank at {alpha} {yields} 1 is controlled by eigenvalues of the core part of the Google matrix, which are extremely close to unity, leading to large relaxation times as, for example, in spin glasses. (paper)

Universal emergence of PageRank

International Nuclear Information System (INIS)

Frahm, K M; Georgeot, B; Shepelyansky, D L

2011-01-01

The PageRank algorithm enables us to rank the nodes of a network through a specific eigenvector of the Google matrix, using a damping parameter α ∈ ]0, 1[. Using extensive numerical simulations of large web networks, with a special accent on British University networks, we determine numerically and analytically the universal features of the PageRank vector at its emergence when α → 1. The whole network can be divided into a core part and a group of invariant subspaces. For α → 1, PageRank converges to a universal power-law distribution on the invariant subspaces whose size distribution also follows a universal power law. The convergence of PageRank at α → 1 is controlled by eigenvalues of the core part of the Google matrix, which are extremely close to unity, leading to large relaxation times as, for example, in spin glasses. (paper)

SNL-NUMO collaborative : development of a deterministic site characterization tool using multi-model ranking and inference.

Energy Technology Data Exchange (ETDEWEB)

Grace, Matthew; Lowry, Thomas Stephen; Arnold, Bill Walter; James, Scott Carlton; Gray, Genetha Anne; Ahlmann, Michael

2008-08-01

Uncertainty in site characterization arises from a lack of data and knowledge about a site and includes uncertainty in the boundary conditions, uncertainty in the characteristics, location, and behavior of major features within an investigation area (e.g., major faults as barriers or conduits), uncertainty in the geologic structure, as well as differences in numerical implementation (e.g., 2-D versus 3-D, finite difference versus finite element, grid resolution, deterministic versus stochastic, etc.). Since the true condition at a site can never be known, selection of the best conceptual model is very difficult. In addition, limiting the understanding to a single conceptualization too early in the process, or before data can support that conceptualization, may lead to confidence in a characterization that is unwarranted as well as to data collection efforts and field investigations that are misdirected and/or redundant. Using a series of numerical modeling experiments, this project examined the application and use of information criteria within the site characterization process. The numerical experiments are based on models of varying complexity that were developed to represent one of two synthetically developed groundwater sites; (1) a fully hypothetical site that represented a complex, multi-layer, multi-faulted site, and (2) a site that was based on the Horonobe site in northern Japan. Each of the synthetic sites were modeled in detail to provide increasingly informative 'field' data over successive iterations to the representing numerical models. The representing numerical models were calibrated to the synthetic site data and then ranked and compared using several different information criteria approaches. Results show, that for the early phases of site characterization, low-parameterized models ranked highest while more complex models generally ranked lowest. In addition, predictive capabilities were also better with the low-parameterized models. For

Stochastic parameterizing manifolds and non-Markovian reduced equations stochastic manifolds for nonlinear SPDEs II

CERN Document Server

Chekroun, Mickaël D; Wang, Shouhong

2015-01-01

In this second volume, a general approach is developed to provide approximate parameterizations of the "small" scales by the "large" ones for a broad class of stochastic partial differential equations (SPDEs). This is accomplished via the concept of parameterizing manifolds (PMs), which are stochastic manifolds that improve, for a given realization of the noise, in mean square error the partial knowledge of the full SPDE solution when compared to its projection onto some resolved modes. Backward-forward systems are designed to give access to such PMs in practice. The key idea consists of representing the modes with high wave numbers as a pullback limit depending on the time-history of the modes with low wave numbers. Non-Markovian stochastic reduced systems are then derived based on such a PM approach. The reduced systems take the form of stochastic differential equations involving random coefficients that convey memory effects. The theory is illustrated on a stochastic Burgers-type equation.

Distinguishing between stochasticity and determinism: Examples from cell cycle duration variability.

Science.gov (United States)

Pearl Mizrahi, Sivan; Sandler, Oded; Lande-Diner, Laura; Balaban, Nathalie Q; Simon, Itamar

2016-01-01

We describe a recent approach for distinguishing between stochastic and deterministic sources of variability, focusing on the mammalian cell cycle. Variability between cells is often attributed to stochastic noise, although it may be generated by deterministic components. Interestingly, lineage information can be used to distinguish between variability and determinism. Analysis of correlations within a lineage of the mammalian cell cycle duration revealed its deterministic nature. Here, we discuss the sources of such variability and the possibility that the underlying deterministic process is due to the circadian clock. Finally, we discuss the "kicked cell cycle" model and its implication on the study of the cell cycle in healthy and cancerous tissues. © 2015 WILEY Periodicals, Inc.

Stochastic spin-one massive field

International Nuclear Information System (INIS)

Lim, S.C.

1984-01-01

Stochastic quantization schemes of Nelson and Parisi and Wu are applied to a spin-one massive field. Unlike the scalar case Nelson's stochastic spin-one massive field cannot be identified with the corresponding euclidean field even if the fourth component of the euclidean coordinate is taken as equal to the real physical time. In the Parisi-Wu quantization scheme the stochastic Proca vector field has a similar property as the scalar field; which has an asymptotically stationary part and a transient part. The large equal-time limit of the expectation values of the stochastic Proca field are equal to the expectation values of the corresponding euclidean field. In the Stueckelberg formalism the Parisi-Wu scheme gives rise to a stochastic vector field which differs from the massless gauge field in that the gauge cannot be fixed by the choice of boundary condition. (orig.)

A Stochastic Maximum Principle for a Stochastic Differential Game of a Mean-Field Type

Energy Technology Data Exchange (ETDEWEB)

Hosking, John Joseph Absalom, E-mail: j.j.a.hosking@cma.uio.no [University of Oslo, Centre of Mathematics for Applications (CMA) (Norway)

2012-12-15

We construct a stochastic maximum principle (SMP) which provides necessary conditions for the existence of Nash equilibria in a certain form of N-agent stochastic differential game (SDG) of a mean-field type. The information structure considered for the SDG is of a possible asymmetric and partial type. To prove our SMP we take an approach based on spike-variations and adjoint representation techniques, analogous to that of S. Peng (SIAM J. Control Optim. 28(4):966-979, 1990) in the optimal stochastic control context. In our proof we apply adjoint representation procedures at three points. The first-order adjoint processes are defined as solutions to certain mean-field backward stochastic differential equations, and second-order adjoint processes of a first type are defined as solutions to certain backward stochastic differential equations. Second-order adjoint processes of a second type are defined as solutions of certain backward stochastic equations of a type that we introduce in this paper, and which we term conditional mean-field backward stochastic differential equations. From the resulting representations, we show that the terms relating to these second-order adjoint processes of the second type are of an order such that they do not appear in our final SMP equations. A comparable situation exists in an article by R. Buckdahn, B. Djehiche, and J. Li (Appl. Math. Optim. 64(2):197-216, 2011) that constructs a SMP for a mean-field type optimal stochastic control problem; however, the approach we take of using these second-order adjoint processes of a second type to deal with the type of terms that we refer to as the second form of quadratic-type terms represents an alternative to a development, to our setting, of the approach used in their article for their analogous type of term.

A Stochastic Maximum Principle for a Stochastic Differential Game of a Mean-Field Type

International Nuclear Information System (INIS)

Hosking, John Joseph Absalom

2012-01-01

We construct a stochastic maximum principle (SMP) which provides necessary conditions for the existence of Nash equilibria in a certain form of N-agent stochastic differential game (SDG) of a mean-field type. The information structure considered for the SDG is of a possible asymmetric and partial type. To prove our SMP we take an approach based on spike-variations and adjoint representation techniques, analogous to that of S. Peng (SIAM J. Control Optim. 28(4):966–979, 1990) in the optimal stochastic control context. In our proof we apply adjoint representation procedures at three points. The first-order adjoint processes are defined as solutions to certain mean-field backward stochastic differential equations, and second-order adjoint processes of a first type are defined as solutions to certain backward stochastic differential equations. Second-order adjoint processes of a second type are defined as solutions of certain backward stochastic equations of a type that we introduce in this paper, and which we term conditional mean-field backward stochastic differential equations. From the resulting representations, we show that the terms relating to these second-order adjoint processes of the second type are of an order such that they do not appear in our final SMP equations. A comparable situation exists in an article by R. Buckdahn, B. Djehiche, and J. Li (Appl. Math. Optim. 64(2):197–216, 2011) that constructs a SMP for a mean-field type optimal stochastic control problem; however, the approach we take of using these second-order adjoint processes of a second type to deal with the type of terms that we refer to as the second form of quadratic-type terms represents an alternative to a development, to our setting, of the approach used in their article for their analogous type of term.

Robust Visual Tracking via Online Discriminative and Low-Rank Dictionary Learning.

Science.gov (United States)

Zhou, Tao; Liu, Fanghui; Bhaskar, Harish; Yang, Jie

2017-09-12

In this paper, we propose a novel and robust tracking framework based on online discriminative and low-rank dictionary learning. The primary aim of this paper is to obtain compact and low-rank dictionaries that can provide good discriminative representations of both target and background. We accomplish this by exploiting the recovery ability of low-rank matrices. That is if we assume that the data from the same class are linearly correlated, then the corresponding basis vectors learned from the training set of each class shall render the dictionary to become approximately low-rank. The proposed dictionary learning technique incorporates a reconstruction error that improves the reliability of classification. Also, a multiconstraint objective function is designed to enable active learning of a discriminative and robust dictionary. Further, an optimal solution is obtained by iteratively computing the dictionary, coefficients, and by simultaneously learning the classifier parameters. Finally, a simple yet effective likelihood function is implemented to estimate the optimal state of the target during tracking. Moreover, to make the dictionary adaptive to the variations of the target and background during tracking, an online update criterion is employed while learning the new dictionary. Experimental results on a publicly available benchmark dataset have demonstrated that the proposed tracking algorithm performs better than other state-of-the-art trackers.

Stochastic quantization of Proca field

International Nuclear Information System (INIS)

Lim, S.C.

1981-03-01

We discuss the complications that arise in the application of Nelson's stochastic quantization scheme to classical Proca field. One consistent way to obtain spin-one massive stochastic field is given. It is found that the result of Guerra et al on the connection between ground state stochastic field and the corresponding Euclidean-Markov field extends to the spin-one case. (author)

Microscopic description of nuclear few-body systems with the stochastic variational method

International Nuclear Information System (INIS)

Suzuki, Yasuyuki

2000-01-01

A simple gambling procedure called the stochastic variational method can be applied, together with appropriate variational trial functions, to solve a few-body system where the correlation between the constituents plays an important role in determining its structure. The usefulness of the method is tested by comparing to other accurate solutions for Coulombic systems. Examples of application shown here include few-nucleon systems interacting with realistic forces and few-cluster systems with the Pauli principle being taken into account properly. These examples confirm the power of the stochastic variational method. There still remain many problems for extending to a system consisting of more particles. (author)

Stochastic optimization methods

CERN Document Server

Marti, Kurt

2005-01-01

Optimization problems arising in practice involve random parameters. For the computation of robust optimal solutions, i.e., optimal solutions being insensitive with respect to random parameter variations, deterministic substitute problems are needed. Based on the distribution of the random data, and using decision theoretical concepts, optimization problems under stochastic uncertainty are converted into deterministic substitute problems. Due to the occurring probabilities and expectations, approximative solution techniques must be applied. Deterministic and stochastic approximation methods and their analytical properties are provided: Taylor expansion, regression and response surface methods, probability inequalities, First Order Reliability Methods, convex approximation/deterministic descent directions/efficient points, stochastic approximation methods, differentiation of probability and mean value functions. Convergence results of the resulting iterative solution procedures are given.

Multicriteria decision analysis in ranking of analytical procedures for aldrin determination in water.

Science.gov (United States)

Tobiszewski, Marek; Orłowski, Aleksander

2015-03-27

The study presents the possibility of multi-criteria decision analysis (MCDA) application when choosing analytical procedures with low environmental impact. A type of MCDA, Preference Ranking Organization Method for Enrichment Evaluations (PROMETHEE), was chosen as versatile tool that meets all the analytical chemists--decision makers requirements. Twenty five analytical procedures for aldrin determination in water samples (as an example) were selected as input alternatives to MCDA analysis. Nine different criteria describing the alternatives were chosen from different groups--metrological, economical and the most importantly--environmental impact. The weights for each criterion were obtained from questionnaires that were sent to experts, giving three different scenarios for MCDA results. The results of analysis show that PROMETHEE is very promising tool to choose the analytical procedure with respect to its greenness. The rankings for all three scenarios placed solid phase microextraction and liquid phase microextraction--based procedures high, while liquid-liquid extraction, solid phase extraction and stir bar sorptive extraction--based procedures were placed low in the ranking. The results show that although some of the experts do not intentionally choose green analytical chemistry procedures, their MCDA choice is in accordance with green chemistry principles. The PROMETHEE ranking results were compared with more widely accepted green analytical chemistry tools--NEMI and Eco-Scale. As PROMETHEE involved more different factors than NEMI, the assessment results were only weakly correlated. Oppositely, the results of Eco-Scale assessment were well-correlated as both methodologies involved similar criteria of assessment. Copyright © 2015 Elsevier B.V. All rights reserved.

Stochastic numerical methods an introduction for students and scientists

CERN Document Server

Toral, Raul

2014-01-01

Stochastic Numerical Methods introduces at Master level the numerical methods that use probability or stochastic concepts to analyze random processes. The book aims at being rather general and is addressed at students of natural sciences (Physics, Chemistry, Mathematics, Biology, etc.) and Engineering, but also social sciences (Economy, Sociology, etc.) where some of the techniques have been used recently to numerically simulate different agent-based models. Examples included in the book range from phase-transitions and critical phenomena, including details of data analysis (extraction of critical exponents, finite-size effects, etc.), to population dynamics, interfacial growth, chemical reactions, etc. Program listings are integrated in the discussion of numerical algorithms to facilitate their understanding. From the contents: Review of Probability ConceptsMonte Carlo IntegrationGeneration of Uniform and Non-uniformRandom Numbers: Non-correlated ValuesDynamical MethodsApplications to Statistical MechanicsIn...

Dynamic Matrix Rank

DEFF Research Database (Denmark)

Frandsen, Gudmund Skovbjerg; Frandsen, Peter Frands

2009-01-01

We consider maintaining information about the rank of a matrix under changes of the entries. For n×n matrices, we show an upper bound of O(n1.575) arithmetic operations and a lower bound of Ω(n) arithmetic operations per element change. The upper bound is valid when changing up to O(n0.575) entries...... in a single column of the matrix. We also give an algorithm that maintains the rank using O(n2) arithmetic operations per rank one update. These bounds appear to be the first nontrivial bounds for the problem. The upper bounds are valid for arbitrary fields, whereas the lower bound is valid for algebraically...... closed fields. The upper bound for element updates uses fast rectangular matrix multiplication, and the lower bound involves further development of an earlier technique for proving lower bounds for dynamic computation of rational functions....

Phenomenology of stochastic exponential growth

Science.gov (United States)

Pirjol, Dan; Jafarpour, Farshid; Iyer-Biswas, Srividya

2017-06-01

Stochastic exponential growth is observed in a variety of contexts, including molecular autocatalysis, nuclear fission, population growth, inflation of the universe, viral social media posts, and financial markets. Yet literature on modeling the phenomenology of these stochastic dynamics has predominantly focused on one model, geometric Brownian motion (GBM), which can be described as the solution of a Langevin equation with linear drift and linear multiplicative noise. Using recent experimental results on stochastic exponential growth of individual bacterial cell sizes, we motivate the need for a more general class of phenomenological models of stochastic exponential growth, which are consistent with the observation that the mean-rescaled distributions are approximately stationary at long times. We show that this behavior is not consistent with GBM, instead it is consistent with power-law multiplicative noise with positive fractional powers. Therefore, we consider this general class of phenomenological models for stochastic exponential growth, provide analytical solutions, and identify the important dimensionless combination of model parameters, which determines the shape of the mean-rescaled distribution. We also provide a prescription for robustly inferring model parameters from experimentally observed stochastic growth trajectories.

Adsorption isotherms and kinetics of activated carbons produced from coals of different ranks.

Science.gov (United States)

Purevsuren, B; Lin, Chin-Jung; Davaajav, Y; Ariunaa, A; Batbileg, S; Avid, B; Jargalmaa, S; Huang, Yu; Liou, Sofia Ya-Hsuan

2015-01-01

Activated carbons (ACs) from six coals, ranging from low-rank lignite brown coal to high-rank stone coal, were utilized as adsorbents to remove basic methylene blue (MB) from an aqueous solution. The surface properties of the obtained ACs were characterized via thermal analysis, N2 isothermal sorption, scanning electron microscopy, Fourier transform infrared spectroscopy, X-ray photoelectron spectroscopy and Boehm titration. As coal rank decreased, an increase in the heterogeneity of the pore structures and abundance of oxygen-containing functional groups increased MB coverage on its surface. The equilibrium data fitted well with the Langmuir model, and adsorption capacity of MB ranged from 51.8 to 344.8 mg g⁻¹. Good correlation coefficients were obtained using the intra-particle diffusion model, indicating that the adsorption of MB onto ACs is diffusion controlled. The values of the effective diffusion coefficient ranged from 0.61 × 10⁻¹⁰ to 7.1 × 10⁻¹⁰ m² s⁻¹, indicating that ACs from lower-rank coals have higher effective diffusivities. Among all the ACs obtained from selected coals, the AC from low-rank lignite brown coal was the most effective in removing MB from an aqueous solution.

Hitting the Rankings Jackpot

Science.gov (United States)

Chapman, David W.

2008-01-01

Recently, Samford University was ranked 27th in the nation in a report released by "Forbes" magazine. In this article, the author relates how the people working at Samford University were surprised at its ranking. Although Samford is the largest privately institution in Alabama, its distinguished academic achievements aren't even…

Multi-criteria multi-stakeholder decision analysis using a fuzzy-stochastic approach for hydrosystem management

Directory of Open Access Journals (Sweden)

Y. H. Subagadis

2014-09-01

Full Text Available The conventional methods used to solve multi-criteria multi-stakeholder problems are less strongly formulated, as they normally incorporate only homogeneous information at a time and suggest aggregating objectives of different decision-makers avoiding water–society interactions. In this contribution, Multi-Criteria Group Decision Analysis (MCGDA using a fuzzy-stochastic approach has been proposed to rank a set of alternatives in water management decisions incorporating heterogeneous information under uncertainty. The decision making framework takes hydrologically, environmentally, and socio-economically motivated conflicting objectives into consideration. The criteria related to the performance of the physical system are optimized using multi-criteria simulation-based optimization, and fuzzy linguistic quantifiers have been used to evaluate subjective criteria and to assess stakeholders' degree of optimism. The proposed methodology is applied to find effective and robust intervention strategies for the management of a coastal hydrosystem affected by saltwater intrusion due to excessive groundwater extraction for irrigated agriculture and municipal use. Preliminary results show that the MCGDA based on a fuzzy-stochastic approach gives useful support for robust decision-making and is sensitive to the decision makers' degree of optimism.

Observed and unobserved heterogeneity in stochastic frontier models: An application to the electricity distribution industry

International Nuclear Information System (INIS)

Kopsakangas-Savolainen, Maria; Svento, Rauli

2011-01-01

In this study we combine different possibilities to model firm level heterogeneity in stochastic frontier analysis. We show that both observed and unobserved heterogeneities cause serious biases in inefficiency results. Modelling observed and unobserved heterogeneities treat individual firms in different ways and even though the expected mean inefficiency scores in both cases diminish the firm level efficiency rank orders turn out to be very different. The best fit with the data is obtained by modelling unobserved heterogeneity through randomizing frontier parameters and at the same time explicitly modelling the observed heterogeneity into the inefficiency distribution. These results are obtained by using data from Finnish electricity distribution utilities and the results are relevant in relation to electricity distribution pricing and regulation. -- Research Highlights: → We show that both observed and unobserved heterogeneities of firms cause biases in inefficiency results. → Different ways of accounting firm level heterogeneity end up with very different rank orders of firms. → The model which combines the characteristics of unobserved and observed heterogeneity fits the data best.

Optimal Control for Stochastic Delay Evolution Equations

Energy Technology Data Exchange (ETDEWEB)

Meng, Qingxin, E-mail: mqx@hutc.zj.cn [Huzhou University, Department of Mathematical Sciences (China); Shen, Yang, E-mail: skyshen87@gmail.com [York University, Department of Mathematics and Statistics (Canada)

2016-08-15

In this paper, we investigate a class of infinite-dimensional optimal control problems, where the state equation is given by a stochastic delay evolution equation with random coefficients, and the corresponding adjoint equation is given by an anticipated backward stochastic evolution equation. We first prove the continuous dependence theorems for stochastic delay evolution equations and anticipated backward stochastic evolution equations, and show the existence and uniqueness of solutions to anticipated backward stochastic evolution equations. Then we establish necessary and sufficient conditions for optimality of the control problem in the form of Pontryagin’s maximum principles. To illustrate the theoretical results, we apply stochastic maximum principles to study two examples, an infinite-dimensional linear-quadratic control problem with delay and an optimal control of a Dirichlet problem for a stochastic partial differential equation with delay. Further applications of the two examples to a Cauchy problem for a controlled linear stochastic partial differential equation and an optimal harvesting problem are also considered.

Male ruff colour as a rank signal in a monomorphic-horned mammal: behavioural correlates

Science.gov (United States)

Lovari, S.; Fattorini, N.; Boesi, R.; Bocci, A.

2015-08-01

Coexistence of individuals within a social group is possible through the establishment of a hierarchy. Social dominance is achieved through aggressive interactions, and, in wild sheep and goats, it is related mainly to age, body size and weapon size as rank signals. Adult male Himalayan tahr are much larger than females and subadult males. They have a prominent neck ruff, ranging in colour from yellow (5.5-9.5 years old, i.e. young adults, golden males) to brown (7.5-14.5 years old, i.e. older individuals, pale and dark brown males), with golden males being the most dominant. We investigated the social behaviour of male tahr and analysed the relationships between ruff colour, courtship and agonistic behaviour patterns during the rut. Colour classes varied in their use of several behaviour patterns (male dominance: approach, stare, horning vegetation; courtship: low stretch, naso- genital contact, rush). Golden-ruffed males used more threats than darker ones. Pale brown and dark brown males addressed threats significantly more often to males of lower or their own colour classes, respectively, whereas golden ones addressed threats to all colour classes, including their own. The courtship of dominant males was characterised by the assertive rush, whereas that of subordinates did not. Ruff colour of male Himalayan tahr may have evolved as a rank signal, homologous to horn size in wild sheep and goats.

Introduction to stochastic calculus

CERN Document Server

Karandikar, Rajeeva L

2018-01-01

This book sheds new light on stochastic calculus, the branch of mathematics that is most widely applied in financial engineering and mathematical finance. The first book to introduce pathwise formulae for the stochastic integral, it provides a simple but rigorous treatment of the subject, including a range of advanced topics. The book discusses in-depth topics such as quadratic variation, Ito formula, and Emery topology. The authors briefly address continuous semi-martingales to obtain growth estimates and study solution of a stochastic differential equation (SDE) by using the technique of random time change. Later, by using Metivier–Pellumail inequality, the solutions to SDEs driven by general semi-martingales are discussed. The connection of the theory with mathematical finance is briefly discussed and the book has extensive treatment on the representation of martingales as stochastic integrals and a second fundamental theorem of asset pricing. Intended for undergraduate- and beginning graduate-level stud...

An Approach to Stochastic Peridynamic Theory.

Energy Technology Data Exchange (ETDEWEB)

Demmie, Paul N.

2018-04-01

In many material systems, man-made or natural, we have an incomplete knowledge of geometric or material properties, which leads to uncertainty in predicting their performance under dynamic loading. Given the uncertainty and a high degree of spatial variability in properties of materials subjected to impact, a stochastic theory of continuum mechanics would be useful for modeling dynamic response of such systems. Peridynamic theory is such a theory. It is formulated as an integro- differential equation that does not employ spatial derivatives, and provides for a consistent formulation of both deformation and failure of materials. We discuss an approach to stochastic peridynamic theory and illustrate the formulation with examples of impact loading of geological materials with uncorrelated or correlated material properties. We examine wave propagation and damage to the material. The most salient feature is the absence of spallation, referred to as disorder toughness, which generalizes similar results from earlier quasi-static damage mechanics. Acknowledgements This research was made possible by the support from DTRA grant HDTRA1-08-10-BRCWM. I thank Dr. Martin Ostoja-Starzewski for introducing me to the mechanics of random materials and collaborating with me throughout and after this DTRA project.

Maximum likelihood approach for several stochastic volatility models

International Nuclear Information System (INIS)

Camprodon, Jordi; Perelló, Josep

2012-01-01

Volatility measures the amplitude of price fluctuations. Despite it being one of the most important quantities in finance, volatility is not directly observable. Here we apply a maximum likelihood method which assumes that price and volatility follow a two-dimensional diffusion process where volatility is the stochastic diffusion coefficient of the log-price dynamics. We apply this method to the simplest versions of the expOU, the OU and the Heston stochastic volatility models and we study their performance in terms of the log-price probability, the volatility probability, and its Mean First-Passage Time. The approach has some predictive power on the future returns amplitude by only knowing the current volatility. The assumed models do not consider long-range volatility autocorrelation and the asymmetric return-volatility cross-correlation but the method still yields very naturally these two important stylized facts. We apply the method to different market indices and with a good performance in all cases. (paper)

A tilting approach to ranking influence

KAUST Repository

Genton, Marc G.

2014-12-01

We suggest a new approach, which is applicable for general statistics computed from random samples of univariate or vector-valued or functional data, to assessing the influence that individual data have on the value of a statistic, and to ranking the data in terms of that influence. Our method is based on, first, perturbing the value of the statistic by ‘tilting’, or reweighting, each data value, where the total amount of tilt is constrained to be the least possible, subject to achieving a given small perturbation of the statistic, and, then, taking the ranking of the influence of data values to be that which corresponds to ranking the changes in data weights. It is shown, both theoretically and numerically, that this ranking does not depend on the size of the perturbation, provided that the perturbation is sufficiently small. That simple result leads directly to an elegant geometric interpretation of the ranks; they are the ranks of the lengths of projections of the weights onto a ‘line’ determined by the first empirical principal component function in a generalized measure of covariance. To illustrate the generality of the method we introduce and explore it in the case of functional data, where (for example) it leads to generalized boxplots. The method has the advantage of providing an interpretable ranking that depends on the statistic under consideration. For example, the ranking of data, in terms of their influence on the value of a statistic, is different for a measure of location and for a measure of scale. This is as it should be; a ranking of data in terms of their influence should depend on the manner in which the data are used. Additionally, the ranking recognizes, rather than ignores, sign, and in particular can identify left- and right-hand ‘tails’ of the distribution of a random function or vector.

Experienced stigma and its impacts in psychosis: The role of social rank and external shame.

Science.gov (United States)

Wood, Lisa; Irons, Chris

2017-09-01

Experienced stigma is detrimental to those who experience psychosis and can cause emotional distress and hinder recovery. This study aimed to explore the relationship between experienced stigma with emotional distress and recovery in people with psychosis. It explored the role of external shame and social rank as mediators in these relationships. A cross-sectional design was implemented. Fifty-two service users were administered a battery of questionnaires examining experienced stigma, external shame, social rank, personal recovery, positive symptoms, depression, and anxiety. Correlation and multiple regression analysis were conducted on the data. Where appropriate, mediation analysis was employed to explore social rank and external shame as mediatory variables. Experienced stigma was significantly related to shame (social rank and external shame), positive symptoms, emotional distress (depression and anxiety), and personal recovery. The impact of experienced stigma on depression was mediated by external shame. Social rank was a mediator between experienced stigma and personal recovery only. People with psychosis who have experienced stigma are likely to experience emotional distress and be inhibited in their recovery. This was found to be partly mediated by external shame and low social rank. Clinical approaches to stigma need to target these as potential maintenance factors. Experienced stigma is significantly related to shame (social rank and external shame) emotional distress, and reduced personal recovery. External shame mediated the relationship between experienced stigma and depression in psychosis. Social rank mediated the relationship between experienced stigma and personal recovery. Clinical approaches to stigma should include the assessment of external shame and low social rank. © 2017 The British Psychological Society.

Brownian motion, martingales, and stochastic calculus

CERN Document Server

Le Gall, Jean-François

2016-01-01

This book offers a rigorous and self-contained presentation of stochastic integration and stochastic calculus within the general framework of continuous semimartingales. The main tools of stochastic calculus, including Itô’s formula, the optional stopping theorem and Girsanov’s theorem, are treated in detail alongside many illustrative examples. The book also contains an introduction to Markov processes, with applications to solutions of stochastic differential equations and to connections between Brownian motion and partial differential equations. The theory of local times of semimartingales is discussed in the last chapter. Since its invention by Itô, stochastic calculus has proven to be one of the most important techniques of modern probability theory, and has been used in the most recent theoretical advances as well as in applications to other fields such as mathematical finance. Brownian Motion, Martingales, and Stochastic Calculus provides a strong theoretical background to the reader interested i...

Stochastic line motion and stochastic flux conservation for nonideal hydromagnetic models

International Nuclear Information System (INIS)

Eyink, Gregory L.

2009-01-01

We prove that smooth solutions of nonideal (viscous and resistive) incompressible magnetohydrodynamic (MHD) equations satisfy a stochastic law of flux conservation. This property implies that the magnetic flux through a surface is equal to the average of the magnetic fluxes through an ensemble of surfaces advected backward in time by the plasma velocity perturbed with a random white noise. Our result is an analog of the well-known Alfven theorem of ideal MHD and is valid for any value of the magnetic Prandtl number. A second stochastic conservation law is shown to hold at unit Prandtl number, a random version of the generalized Kelvin theorem derived by Bekenstein and Oron for ideal MHD. These stochastic conservation laws are not only shown to be consequences of the nonideal MHD equations but are proved in fact to be equivalent to those equations. We derive similar results for two more refined hydromagnetic models, Hall MHD and the two-fluid plasma model, still assuming incompressible velocities and isotropic transport coefficients. Finally, we use these results to discuss briefly the infinite-Reynolds-number limit of hydromagnetic turbulence and to support the conjecture that flux conservation remains stochastic in that limit.

Brownian motion and stochastic calculus

CERN Document Server

Karatzas, Ioannis

1998-01-01

This book is designed as a text for graduate courses in stochastic processes. It is written for readers familiar with measure-theoretic probability and discrete-time processes who wish to explore stochastic processes in continuous time. The vehicle chosen for this exposition is Brownian motion, which is presented as the canonical example of both a martingale and a Markov process with continuous paths. In this context, the theory of stochastic integration and stochastic calculus is developed. The power of this calculus is illustrated by results concerning representations of martingales and change of measure on Wiener space, and these in turn permit a presentation of recent advances in financial economics (option pricing and consumption/investment optimization). This book contains a detailed discussion of weak and strong solutions of stochastic differential equations and a study of local time for semimartingales, with special emphasis on the theory of Brownian local time. The text is complemented by a large num...

Variance decomposition in stochastic simulators.

Science.gov (United States)

Le Maître, O P; Knio, O M; Moraes, A

2015-06-28

This work aims at the development of a mathematical and computational approach that enables quantification of the inherent sources of stochasticity and of the corresponding sensitivities in stochastic simulations of chemical reaction networks. The approach is based on reformulating the system dynamics as being generated by independent standardized Poisson processes. This reformulation affords a straightforward identification of individual realizations for the stochastic dynamics of each reaction channel, and consequently a quantitative characterization of the inherent sources of stochasticity in the system. By relying on the Sobol-Hoeffding decomposition, the reformulation enables us to perform an orthogonal decomposition of the solution variance. Thus, by judiciously exploiting the inherent stochasticity of the system, one is able to quantify the variance-based sensitivities associated with individual reaction channels, as well as the importance of channel interactions. Implementation of the algorithms is illustrated in light of simulations of simplified systems, including the birth-death, Schlögl, and Michaelis-Menten models.

Variance decomposition in stochastic simulators

Science.gov (United States)

Le Maître, O. P.; Knio, O. M.; Moraes, A.

2015-06-01

This work aims at the development of a mathematical and computational approach that enables quantification of the inherent sources of stochasticity and of the corresponding sensitivities in stochastic simulations of chemical reaction networks. The approach is based on reformulating the system dynamics as being generated by independent standardized Poisson processes. This reformulation affords a straightforward identification of individual realizations for the stochastic dynamics of each reaction channel, and consequently a quantitative characterization of the inherent sources of stochasticity in the system. By relying on the Sobol-Hoeffding decomposition, the reformulation enables us to perform an orthogonal decomposition of the solution variance. Thus, by judiciously exploiting the inherent stochasticity of the system, one is able to quantify the variance-based sensitivities associated with individual reaction channels, as well as the importance of channel interactions. Implementation of the algorithms is illustrated in light of simulations of simplified systems, including the birth-death, Schlögl, and Michaelis-Menten models.

Variance decomposition in stochastic simulators

Energy Technology Data Exchange (ETDEWEB)

Le Maître, O. P., E-mail: olm@limsi.fr [LIMSI-CNRS, UPR 3251, Orsay (France); Knio, O. M., E-mail: knio@duke.edu [Department of Mechanical Engineering and Materials Science, Duke University, Durham, North Carolina 27708 (United States); Moraes, A., E-mail: alvaro.moraesgutierrez@kaust.edu.sa [King Abdullah University of Science and Technology, Thuwal (Saudi Arabia)

2015-06-28

This work aims at the development of a mathematical and computational approach that enables quantification of the inherent sources of stochasticity and of the corresponding sensitivities in stochastic simulations of chemical reaction networks. The approach is based on reformulating the system dynamics as being generated by independent standardized Poisson processes. This reformulation affords a straightforward identification of individual realizations for the stochastic dynamics of each reaction channel, and consequently a quantitative characterization of the inherent sources of stochasticity in the system. By relying on the Sobol-Hoeffding decomposition, the reformulation enables us to perform an orthogonal decomposition of the solution variance. Thus, by judiciously exploiting the inherent stochasticity of the system, one is able to quantify the variance-based sensitivities associated with individual reaction channels, as well as the importance of channel interactions. Implementation of the algorithms is illustrated in light of simulations of simplified systems, including the birth-death, Schlögl, and Michaelis-Menten models.

Variance decomposition in stochastic simulators

KAUST Repository

Le Maî tre, O. P.; Knio, O. M.; Moraes, Alvaro

2015-01-01

This work aims at the development of a mathematical and computational approach that enables quantification of the inherent sources of stochasticity and of the corresponding sensitivities in stochastic simulations of chemical reaction networks. The approach is based on reformulating the system dynamics as being generated by independent standardized Poisson processes. This reformulation affords a straightforward identification of individual realizations for the stochastic dynamics of each reaction channel, and consequently a quantitative characterization of the inherent sources of stochasticity in the system. By relying on the Sobol-Hoeffding decomposition, the reformulation enables us to perform an orthogonal decomposition of the solution variance. Thus, by judiciously exploiting the inherent stochasticity of the system, one is able to quantify the variance-based sensitivities associated with individual reaction channels, as well as the importance of channel interactions. Implementation of the algorithms is illustrated in light of simulations of simplified systems, including the birth-death, Schlögl, and Michaelis-Menten models.

Stochastic synaptic plasticity with memristor crossbar arrays

KAUST Repository

Naous, Rawan

2016-11-01

Memristive devices have been shown to exhibit slow and stochastic resistive switching behavior under low-voltage, low-current operating conditions. Here we explore such mechanisms to emulate stochastic plasticity in memristor crossbar synapse arrays. Interfaced with integrate-and-fire spiking neurons, the memristive synapse arrays are capable of implementing stochastic forms of spike-timing dependent plasticity which parallel mean-rate models of stochastic learning with binary synapses. We present theory and experiments with spike-based stochastic learning in memristor crossbar arrays, including simplified modeling as well as detailed physical simulation of memristor stochastic resistive switching characteristics due to voltage and current induced filament formation and collapse. © 2016 IEEE.

Stochastic synaptic plasticity with memristor crossbar arrays

KAUST Repository

Naous, Rawan; Al-Shedivat, Maruan; Neftci, Emre; Cauwenberghs, Gert; Salama, Khaled N.

2016-01-01

Memristive devices have been shown to exhibit slow and stochastic resistive switching behavior under low-voltage, low-current operating conditions. Here we explore such mechanisms to emulate stochastic plasticity in memristor crossbar synapse arrays. Interfaced with integrate-and-fire spiking neurons, the memristive synapse arrays are capable of implementing stochastic forms of spike-timing dependent plasticity which parallel mean-rate models of stochastic learning with binary synapses. We present theory and experiments with spike-based stochastic learning in memristor crossbar arrays, including simplified modeling as well as detailed physical simulation of memristor stochastic resistive switching characteristics due to voltage and current induced filament formation and collapse. © 2016 IEEE.

Application of stochastic optimization to nuclear power plant asset management decisions

International Nuclear Information System (INIS)

Morton, D.; Koc, A.; Hess, S. M.

2013-01-01

We describe the development and application of stochastic optimization models and algorithms to address an issue of critical importance in the strategic allocation of resources; namely, the selection of a portfolio of capital investment projects under the constraints of a limited and uncertain budget. This issue is significant and one that faces decision-makers across all industries. The objective of this strategic decision process is generally self evident - to maximize the value obtained from the portfolio of selected projects (with value usually measured in terms of the portfolio's net present value). However, heretofore, many organizations have developed processes to make these investment decisions using simplistic rule-based rank-ordering schemes. This approach has the significant limitation of not accounting for the (often large) uncertainties in the costs or economic benefits associated with the candidate projects or in the uncertainties in the actual funds available to be expended over the projected period of time. As a result, the simple heuristic approaches that typically are employed in industrial practice generate outcomes that are non-optimal and do not achieve the level of benefits intended. In this paper we describe the results of research performed to utilize stochastic optimization models and algorithms to address this limitation by explicitly incorporating the evaluation of uncertainties in the analysis and decision making process. (authors)

Application of stochastic optimization to nuclear power plant asset management decisions

Energy Technology Data Exchange (ETDEWEB)

Morton, D. [Graduate Program in Operations Research and Industrial Engineering, University of Texas at Austin, Austin, TX, 78712 (United States); Koc, A. [IBM T.J. Watson Research Center, Business Analytics and Mathematical Sciences Dept., 1101 Kitchawan Rd., Yorktown Heights, NY, 10598 (United States); Hess, S. M. [Electric Power Research Institute, 300 Baywood Road, West Chester, PA, 19382 (United States)

2013-07-01

We describe the development and application of stochastic optimization models and algorithms to address an issue of critical importance in the strategic allocation of resources; namely, the selection of a portfolio of capital investment projects under the constraints of a limited and uncertain budget. This issue is significant and one that faces decision-makers across all industries. The objective of this strategic decision process is generally self evident - to maximize the value obtained from the portfolio of selected projects (with value usually measured in terms of the portfolio's net present value). However, heretofore, many organizations have developed processes to make these investment decisions using simplistic rule-based rank-ordering schemes. This approach has the significant limitation of not accounting for the (often large) uncertainties in the costs or economic benefits associated with the candidate projects or in the uncertainties in the actual funds available to be expended over the projected period of time. As a result, the simple heuristic approaches that typically are employed in industrial practice generate outcomes that are non-optimal and do not achieve the level of benefits intended. In this paper we describe the results of research performed to utilize stochastic optimization models and algorithms to address this limitation by explicitly incorporating the evaluation of uncertainties in the analysis and decision making process. (authors)

Hill functions for stochastic gene regulatory networks from master equations with split nodes and time-scale separation

Science.gov (United States)

Lipan, Ovidiu; Ferwerda, Cameron

2018-02-01

The deterministic Hill function depends only on the average values of molecule numbers. To account for the fluctuations in the molecule numbers, the argument of the Hill function needs to contain the means, the standard deviations, and the correlations. Here we present a method that allows for stochastic Hill functions to be constructed from the dynamical evolution of stochastic biocircuits with specific topologies. These stochastic Hill functions are presented in a closed analytical form so that they can be easily incorporated in models for large genetic regulatory networks. Using a repressive biocircuit as an example, we show by Monte Carlo simulations that the traditional deterministic Hill function inaccurately predicts time of repression by an order of two magnitudes. However, the stochastic Hill function was able to capture the fluctuations and thus accurately predicted the time of repression.

Research on neutron noise analysis stochastic simulation method for α calculation

International Nuclear Information System (INIS)

Zhong Bin; Shen Huayun; She Ruogu; Zhu Shengdong; Xiao Gang

2014-01-01

The prompt decay constant α has significant application on the physical design and safety analysis in nuclear facilities. To overcome the difficulty of a value calculation with Monte-Carlo method, and improve the precision, a new method based on the neutron noise analysis technology was presented. This method employs the stochastic simulation and the theory of neutron noise analysis technology. Firstly, the evolution of stochastic neutron was simulated by discrete-events Monte-Carlo method based on the theory of generalized Semi-Markov process, then the neutron noise in detectors was solved from neutron signal. Secondly, the neutron noise analysis methods such as Rossia method, Feynman-α method, zero-probability method, and cross-correlation method were used to calculate a value. All of the parameters used in neutron noise analysis method were calculated based on auto-adaptive arithmetic. The a value from these methods accords with each other, the largest relative deviation is 7.9%, which proves the feasibility of a calculation method based on neutron noise analysis stochastic simulation. (authors)

On the stochastic dynamics of disordered spin models

International Nuclear Information System (INIS)

Semerjian, G.; Montanari, A.; Cugliandolo, L.F.

2003-09-01

In this article we discuss several aspects of the stochastic dynamics of spin models. The paper has two independent parts. Firstly, we explore a few properties of the multi-point correlations and responses of generic systems evolving in equilibrium with a thermal bath. We propose a fluctuation principle that allows us to derive fluctuation-dissipation relations for many-time correlations and linear responses. We also speculate on how these features will be modified in systems evolving slowly out of equilibrium, as finite-dimensional or dilute spin-glasses. Secondly, we present a formalism that allows one to derive a series of approximated equations that determine the dynamics of disordered spin models on random (hyper) graphs. (author)

Asymptotic Limits for Transport in Binary Stochastic Mixtures

Energy Technology Data Exchange (ETDEWEB)

Prinja, A. K. [Lawrence Livermore National Lab. (LLNL), Livermore, CA (United States)

2017-05-01

The Karhunen-Loeve stochastic spectral expansion of a random binary mixture of immiscible fluids in planar geometry is used to explore asymptotic limits of radiation transport in such mixtures. Under appropriate scalings of mixing parameters - correlation length, volume fraction, and material cross sections - and employing multiple- scale expansion of the angular flux, previously established atomic mix and diffusion limits are reproduced. When applied to highly contrasting material properties in the small cor- relation length limit, the methodology yields a nonstandard reflective medium transport equation that merits further investigation. Finally, a hybrid closure is proposed that produces both small and large correlation length limits of the closure condition for the material averaged equations.

Minimizing the stochasticity of halos in large-scale structure surveys

Science.gov (United States)

Hamaus, Nico; Seljak, Uroš; Desjacques, Vincent; Smith, Robert E.; Baldauf, Tobias

2010-08-01

In recent work (Seljak, Hamaus, and Desjacques 2009) it was found that weighting central halo galaxies by halo mass can significantly suppress their stochasticity relative to the dark matter, well below the Poisson model expectation. This is useful for constraining relations between galaxies and the dark matter, such as the galaxy bias, especially in situations where sampling variance errors can be eliminated. In this paper we extend this study with the goal of finding the optimal mass-dependent halo weighting. We use N-body simulations to perform a general analysis of halo stochasticity and its dependence on halo mass. We investigate the stochasticity matrix, defined as Cij≡⟨(δi-biδm)(δj-bjδm)⟩, where δm is the dark matter overdensity in Fourier space, δi the halo overdensity of the i-th halo mass bin, and bi the corresponding halo bias. In contrast to the Poisson model predictions we detect nonvanishing correlations between different mass bins. We also find the diagonal terms to be sub-Poissonian for the highest-mass halos. The diagonalization of this matrix results in one large and one low eigenvalue, with the remaining eigenvalues close to the Poisson prediction 1/n¯, where n¯ is the mean halo number density. The eigenmode with the lowest eigenvalue contains most of the information and the corresponding eigenvector provides an optimal weighting function to minimize the stochasticity between halos and dark matter. We find this optimal weighting function to match linear mass weighting at high masses, while at the low-mass end the weights approach a constant whose value depends on the low-mass cut in the halo mass function. This weighting further suppresses the stochasticity as compared to the previously explored mass weighting. Finally, we employ the halo model to derive the stochasticity matrix and the scale-dependent bias from an analytical perspective. It is remarkably successful in reproducing our numerical results and predicts that the

Dual channel rank-based intensity weighting for quantitative co-localization of microscopy images

LENUS (Irish Health Repository)

Singan, Vasanth R

2011-10-21

Abstract Background Accurate quantitative co-localization is a key parameter in the context of understanding the spatial co-ordination of molecules and therefore their function in cells. Existing co-localization algorithms consider either the presence of co-occurring pixels or correlations of intensity in regions of interest. Depending on the image source, and the algorithm selected, the co-localization coefficients determined can be highly variable, and often inaccurate. Furthermore, this choice of whether co-occurrence or correlation is the best approach for quantifying co-localization remains controversial. Results We have developed a novel algorithm to quantify co-localization that improves on and addresses the major shortcomings of existing co-localization measures. This algorithm uses a non-parametric ranking of pixel intensities in each channel, and the difference in ranks of co-localizing pixel positions in the two channels is used to weight the coefficient. This weighting is applied to co-occurring pixels thereby efficiently combining both co-occurrence and correlation. Tests with synthetic data sets show that the algorithm is sensitive to both co-occurrence and correlation at varying levels of intensity. Analysis of biological data sets demonstrate that this new algorithm offers high sensitivity, and that it is capable of detecting subtle changes in co-localization, exemplified by studies on a well characterized cargo protein that moves through the secretory pathway of cells. Conclusions This algorithm provides a novel way to efficiently combine co-occurrence and correlation components in biological images, thereby generating an accurate measure of co-localization. This approach of rank weighting of intensities also eliminates the need for manual thresholding of the image, which is often a cause of error in co-localization quantification. We envisage that this tool will facilitate the quantitative analysis of a wide range of biological data sets

Ranking scientific publications: the effect of nonlinearity

Science.gov (United States)

Yao, Liyang; Wei, Tian; Zeng, An; Fan, Ying; di, Zengru

2014-10-01

Ranking the significance of scientific publications is a long-standing challenge. The network-based analysis is a natural and common approach for evaluating the scientific credit of papers. Although the number of citations has been widely used as a metric to rank papers, recently some iterative processes such as the well-known PageRank algorithm have been applied to the citation networks to address this problem. In this paper, we introduce nonlinearity to the PageRank algorithm when aggregating resources from different nodes to further enhance the effect of important papers. The validation of our method is performed on the data of American Physical Society (APS) journals. The results indicate that the nonlinearity improves the performance of the PageRank algorithm in terms of ranking effectiveness, as well as robustness against malicious manipulations. Although the nonlinearity analysis is based on the PageRank algorithm, it can be easily extended to other iterative ranking algorithms and similar improvements are expected.

Ranking scientific publications: the effect of nonlinearity.

Science.gov (United States)

Yao, Liyang; Wei, Tian; Zeng, An; Fan, Ying; Di, Zengru

2014-10-17

Ranking the significance of scientific publications is a long-standing challenge. The network-based analysis is a natural and common approach for evaluating the scientific credit of papers. Although the number of citations has been widely used as a metric to rank papers, recently some iterative processes such as the well-known PageRank algorithm have been applied to the citation networks to address this problem. In this paper, we introduce nonlinearity to the PageRank algorithm when aggregating resources from different nodes to further enhance the effect of important papers. The validation of our method is performed on the data of American Physical Society (APS) journals. The results indicate that the nonlinearity improves the performance of the PageRank algorithm in terms of ranking effectiveness, as well as robustness against malicious manipulations. Although the nonlinearity analysis is based on the PageRank algorithm, it can be easily extended to other iterative ranking algorithms and similar improvements are expected.

Stochastic hyperfine interactions modeling library

Science.gov (United States)

Zacate, Matthew O.; Evenson, William E.

2011-04-01

The stochastic hyperfine interactions modeling library (SHIML) provides a set of routines to assist in the development and application of stochastic models of hyperfine interactions. The library provides routines written in the C programming language that (1) read a text description of a model for fluctuating hyperfine fields, (2) set up the Blume matrix, upon which the evolution operator of the system depends, and (3) find the eigenvalues and eigenvectors of the Blume matrix so that theoretical spectra of experimental techniques that measure hyperfine interactions can be calculated. The optimized vector and matrix operations of the BLAS and LAPACK libraries are utilized; however, there was a need to develop supplementary code to find an orthonormal set of (left and right) eigenvectors of complex, non-Hermitian matrices. In addition, example code is provided to illustrate the use of SHIML to generate perturbed angular correlation spectra for the special case of polycrystalline samples when anisotropy terms of higher order than A can be neglected. Program summaryProgram title: SHIML Catalogue identifier: AEIF_v1_0 Program summary URL:http://cpc.cs.qub.ac.uk/summaries/AEIF_v1_0.html Program obtainable from: CPC Program Library, Queen's University, Belfast, N. Ireland Licensing provisions: GNU GPL 3 No. of lines in distributed program, including test data, etc.: 8224 No. of bytes in distributed program, including test data, etc.: 312 348 Distribution format: tar.gz Programming language: C Computer: Any Operating system: LINUX, OS X RAM: Varies Classification: 7.4 External routines: TAPP [1], BLAS [2], a C-interface to BLAS [3], and LAPACK [4] Nature of problem: In condensed matter systems, hyperfine methods such as nuclear magnetic resonance (NMR), Mössbauer effect (ME), muon spin rotation (μSR), and perturbed angular correlation spectroscopy (PAC) measure electronic and magnetic structure within Angstroms of nuclear probes through the hyperfine interaction. When

A stochastic chemical dynamic approach to correlate autoimmunity and optimal vitamin-D range.

Science.gov (United States)

Roy, Susmita; Shrinivas, Krishna; Bagchi, Biman

2014-01-01

Motivated by several recent experimental observations that vitamin-D could interact with antigen presenting cells (APCs) and T-lymphocyte cells (T-cells) to promote and to regulate different stages of immune response, we developed a coarse grained but general kinetic model in an attempt to capture the role of vitamin-D in immunomodulatory responses. Our kinetic model, developed using the ideas of chemical network theory, leads to a system of nine coupled equations that we solve both by direct and by stochastic (Gillespie) methods. Both the analyses consistently provide detail information on the dependence of immune response to the variation of critical rate parameters. We find that although vitamin-D plays a negligible role in the initial immune response, it exerts a profound influence in the long term, especially in helping the system to achieve a new, stable steady state. The study explores the role of vitamin-D in preserving an observed bistability in the phase diagram (spanned by system parameters) of immune regulation, thus allowing the response to tolerate a wide range of pathogenic stimulation which could help in resisting autoimmune diseases. We also study how vitamin-D affects the time dependent population of dendritic cells that connect between innate and adaptive immune responses. Variations in dose dependent response of anti-inflammatory and pro-inflammatory T-cell populations to vitamin-D correlate well with recent experimental results. Our kinetic model allows for an estimation of the range of optimum level of vitamin-D required for smooth functioning of the immune system and for control of both hyper-regulation and inflammation. Most importantly, the present study reveals that an overdose or toxic level of vitamin-D or any steroid analogue could give rise to too large a tolerant response, leading to an inefficacy in adaptive immune function.

A stochastic chemical dynamic approach to correlate autoimmunity and optimal vitamin-D range.

Directory of Open Access Journals (Sweden)

Susmita Roy

Full Text Available Motivated by several recent experimental observations that vitamin-D could interact with antigen presenting cells (APCs and T-lymphocyte cells (T-cells to promote and to regulate different stages of immune response, we developed a coarse grained but general kinetic model in an attempt to capture the role of vitamin-D in immunomodulatory responses. Our kinetic model, developed using the ideas of chemical network theory, leads to a system of nine coupled equations that we solve both by direct and by stochastic (Gillespie methods. Both the analyses consistently provide detail information on the dependence of immune response to the variation of critical rate parameters. We find that although vitamin-D plays a negligible role in the initial immune response, it exerts a profound influence in the long term, especially in helping the system to achieve a new, stable steady state. The study explores the role of vitamin-D in preserving an observed bistability in the phase diagram (spanned by system parameters of immune regulation, thus allowing the response to tolerate a wide range of pathogenic stimulation which could help in resisting autoimmune diseases. We also study how vitamin-D affects the time dependent population of dendritic cells that connect between innate and adaptive immune responses. Variations in dose dependent response of anti-inflammatory and pro-inflammatory T-cell populations to vitamin-D correlate well with recent experimental results. Our kinetic model allows for an estimation of the range of optimum level of vitamin-D required for smooth functioning of the immune system and for control of both hyper-regulation and inflammation. Most importantly, the present study reveals that an overdose or toxic level of vitamin-D or any steroid analogue could give rise to too large a tolerant response, leading to an inefficacy in adaptive immune function.

An introduction to probability and stochastic processes

CERN Document Server

Melsa, James L

2013-01-01

Geared toward college seniors and first-year graduate students, this text is designed for a one-semester course in probability and stochastic processes. Topics covered in detail include probability theory, random variables and their functions, stochastic processes, linear system response to stochastic processes, Gaussian and Markov processes, and stochastic differential equations. 1973 edition.

Research on nonlinear stochastic dynamical price model

International Nuclear Information System (INIS)

Li Jiaorui; Xu Wei; Xie Wenxian; Ren Zhengzheng

2008-01-01

In consideration of many uncertain factors existing in economic system, nonlinear stochastic dynamical price model which is subjected to Gaussian white noise excitation is proposed based on deterministic model. One-dimensional averaged Ito stochastic differential equation for the model is derived by using the stochastic averaging method, and applied to investigate the stability of the trivial solution and the first-passage failure of the stochastic price model. The stochastic price model and the methods presented in this paper are verified by numerical studies

Statistical Optimality in Multipartite Ranking and Ordinal Regression.

Science.gov (United States)

Uematsu, Kazuki; Lee, Yoonkyung

2015-05-01

Statistical optimality in multipartite ranking is investigated as an extension of bipartite ranking. We consider the optimality of ranking algorithms through minimization of the theoretical risk which combines pairwise ranking errors of ordinal categories with differential ranking costs. The extension shows that for a certain class of convex loss functions including exponential loss, the optimal ranking function can be represented as a ratio of weighted conditional probability of upper categories to lower categories, where the weights are given by the misranking costs. This result also bridges traditional ranking methods such as proportional odds model in statistics with various ranking algorithms in machine learning. Further, the analysis of multipartite ranking with different costs provides a new perspective on non-smooth list-wise ranking measures such as the discounted cumulative gain and preference learning. We illustrate our findings with simulation study and real data analysis.

Stochastic calculus of protein filament formation under spatial confinement

Science.gov (United States)

Michaels, Thomas C. T.; Dear, Alexander J.; Knowles, Tuomas P. J.

2018-05-01

The growth of filamentous aggregates from precursor proteins is a process of central importance to both normal and aberrant biology, for instance as the driver of devastating human disorders such as Alzheimer's and Parkinson's diseases. The conventional theoretical framework for describing this class of phenomena in bulk is based upon the mean-field limit of the law of mass action, which implicitly assumes deterministic dynamics. However, protein filament formation processes under spatial confinement, such as in microdroplets or in the cellular environment, show intrinsic variability due to the molecular noise associated with small-volume effects. To account for this effect, in this paper we introduce a stochastic differential equation approach for investigating protein filament formation processes under spatial confinement. Using this framework, we study the statistical properties of stochastic aggregation curves, as well as the distribution of reaction lag-times. Moreover, we establish the gradual breakdown of the correlation between lag-time and normalized growth rate under spatial confinement. Our results establish the key role of spatial confinement in determining the onset of stochasticity in protein filament formation and offer a formalism for studying protein aggregation kinetics in small volumes in terms of the kinetic parameters describing the aggregation dynamics in bulk.

Stochastic Coastal/Regional Uncertainty Modelling: a Copernicus marine research project in the framework of Service Evolution

Science.gov (United States)

Vervatis, Vassilios; De Mey, Pierre; Ayoub, Nadia; Kailas, Marios; Sofianos, Sarantis

2017-04-01

The project entitled Stochastic Coastal/Regional Uncertainty Modelling (SCRUM) aims at strengthening CMEMS in the areas of ocean uncertainty quantification, ensemble consistency verification and ensemble data assimilation. The project has been initiated by the University of Athens and LEGOS/CNRS research teams, in the framework of CMEMS Service Evolution. The work is based on stochastic modelling of ocean physics and biogeochemistry in the Bay of Biscay, on an identical sub-grid configuration of the IBI-MFC system in its latest CMEMS operational version V2. In a first step, we use a perturbed tendencies scheme to generate ensembles describing uncertainties in open ocean and on the shelf, focusing on upper ocean processes. In a second step, we introduce two methodologies (i.e. rank histograms and array modes) aimed at checking the consistency of the above ensembles with respect to TAC data and arrays. Preliminary results highlight that wind uncertainties dominate all other atmosphere-ocean sources of model errors. The ensemble spread in medium-range ensembles is approximately 0.01 m for SSH and 0.15 °C for SST, though these values vary depending on season and cross shelf regions. Ecosystem model uncertainties emerging from perturbations in physics appear to be moderately larger than those perturbing the concentration of the biogeochemical compartments, resulting in total chlorophyll spread at about 0.01 mg.m-3. First consistency results show that the model ensemble and the pseudo-ensemble of OSTIA (L4) observation SSTs appear to exhibit nonzero joint probabilities with each other since error vicinities overlap. Rank histograms show that the model ensemble is initially under-dispersive, though results improve in the context of seasonal-range ensembles.

Stochastic Systems Uncertainty Quantification and Propagation

CERN Document Server

Grigoriu, Mircea

2012-01-01

Uncertainty is an inherent feature of both properties of physical systems and the inputs to these systems that needs to be quantified for cost effective and reliable designs. The states of these systems satisfy equations with random entries, referred to as stochastic equations, so that they are random functions of time and/or space. The solution of stochastic equations poses notable technical difficulties that are frequently circumvented by heuristic assumptions at the expense of accuracy and rigor. The main objective of Stochastic Systems is to promoting the development of accurate and efficient methods for solving stochastic equations and to foster interactions between engineers, scientists, and mathematicians. To achieve these objectives Stochastic Systems presents: ·         A clear and brief review of essential concepts on probability theory, random functions, stochastic calculus, Monte Carlo simulation, and functional analysis   ·          Probabilistic models for random variables an...