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At least 973 records · Page 54

CONSTRAINTS ON THE LORENTZ INVARIANCE VIOLATION WITH GAMMA-RAY BURSTS VIA A MARKOV CHAIN MONTE CARLO APPROACH

In the quantum theory of gravity, for photons we expect the Lorentz Invariance Violation (LIV) and the modification of the dispersion relation between energy and momentum. The effect of the energy-dependent velocity due to the modified dispersion relation for photons was studied in the standard cosmological context by using a sample of gamma-ray bursts (GRBs). In this paper we mainly discuss the possible LIV effect of using different cosmological models for the accelerating universe. Due to the degeneracies among model parameters, the GRBs’ time delay data are combined with the cosmic microwave background data from the Planck first-year release, the baryon acoustic oscillation data at six different redshifts, and Union2 Type Ia supernovae data to constrain both the model parameters and the LIV effect. We find no evidence of the LIV.

79 ASTRONOMY AND ASTROPHYSICS↗

Stochastic modeling and statistical calibration with model error and scarce data

This paper introduces a procedure to assess the predictive accuracy of stochastic models subject to model error and sparse data. Model error is introduced as uncertainty on the coefficients of appropriate polynomial chaos expansions (PCE). The error associated with finite sample size allows us to conceive of these coefficients as statistics of the data that we describe as random variables whose influence on output quantities of interest is evaluated through the extended polynomial chaos expansion (EPCE). A Bayesian data assimilation scheme is introduced to update these expansions by considering the resulting nested chaos expansion as a hierarchical probabilistic model. Stochastic models of quantities of interest (QoI) are thus constructed and efficiently evaluated. Here, the Metropolis–Hastings Markov chain Monte Carlo procedure is used to sample the posterior. Two illustrative analytical and numerical problems are used to demonstrate the proposed approach.

Bayesian inference↗

Changes in the halo formation rates due to features in the primordial spectrum

Features in the primordial scalar power spectrum provide a possible roadway to describe the outliers at the low multipoles in the WMAP data. Apart from the CMB angular power spectrum, these features can also alter the matter power spectrum and, thereby, the formation of the large scale structure. Carrying out a complete numerical analysis, we investigate the effects of primordial features on the formation rates of the halos. We consider a few different inflationary models that lead to features in the scalar power spectrum and an improved fit to the CMB data, and analyze the corresponding imprints on the formation of halos. Performing a Markov Chain Monte Carlo analysis with the WMAP seven year data and the SDSS halo power spectrum from LRG DR7 for the models of our interest, we arrive at the parameter space of the models allowed by the data. We illustrate that, inflationary potentials, such as the quadratic potential with sinusoidal modulations and the axion monodromy model, which generate certain repeated, oscillatory features in the inflationary perturbation spectrum, do not induce a substantial difference in the number density of halos at their best fit values, when compared with, say, a nearly scale invariant spectrum as is generated by the standard quadratic potential. However, we find that the number density and the formation rates of halos change by about 13–22% for halo masses ranging over 10{sup 4}–10{sup 14} M{sub s}un, for potential parameters that lie within 2-σ around the best fit values arrived at from the aforesaid joint constraints. We briefly discuss the implications of our results.

79 ASTRONOMY AND ASTROPHYSICS↗

Q-Markov covariance equivalent realization and its application to flexible structure identification

The Q-Markov covariance equivalent realization algorithm is applied to NASA's Minimast structure to identify state-space models for the purpose of designing closed-loop controllers, and laboratory test results are shown for the identification and for the closed-loop performance. The paper also presents for the first time a deterministic formulation of covariance parameters from a pulse response, a stochastic formulation of Markov parameters from a white-noise response, and a simple Q-Markov covariance equivalent realization formulation. This requires only pulse laboratory tests or only white-noise laboratory tests to generate Q-Markov covariance equivalent realizations.

Liu, Ketao↗

Hiereachical Bayesian Model for Combining Geochemical and Geophysical Data for Environmental Applications Software

Development of a hierarchical Bayesian model to estimate the spatiotemporal distribution of aqueous geochemical parameters associated with in-situ bioremediation using surface spectral induced polarization (SIP) data and borehole geochemical measurements collected during a bioremediation experiment at a uranium-contaminated site near Rifle, Colorado. The SIP data are first inverted for Cole-Cole parameters including chargeability, time constant, resistivity at the DC frequency and dependence factor, at each pixel of two-dimensional grids using a previously developed stochastic method. Correlations between the inverted Cole-Cole parameters and the wellbore-based groundwater chemistry measurements indicative of key metabolic processes within the aquifer (e.g. ferrous iron, sulfate, uranium) were established and used as a basis for petrophysical model development. The developed Bayesian model consists of three levels of statistical sub-models: 1) data model, providing links between geochemical and geophysical attributes, 2) process model, describing the spatial and temporal variability of geochemical properties in the subsurface system, and 3) parameter model, describing prior distributions of various parameters and initial conditions. The unknown parameters are estimated using Markov chain Monte Carlo methods. By combining the temporally distributed geochemical data with the spatially distributed geophysical data, we obtain the spatio-temporal distribution of ferrous iron, sulfate and sulfide, and their associated uncertainity information. The obtained results can be used to assess the efficacy of the bioremediation treatment over space and time and to constrain reactive transport models.

Chen, Jinsong↗

Polynomial Chaos–Based Bayesian Inference of K -Profile Parameterization in a General Circulation Model of the Tropical Pacific

The authors present a polynomial chaos (PC)–based Bayesian inference method for quantifying the uncertainties of the K-profile parameterization (KPP) within the MIT general circulation model (MITgcm) of the tropical Pacific. The inference of the uncertain parameters is based on a Markov chain Monte Carlo (MCMC) scheme that utilizes a newly formulated test statistic taking into account the different components representing the structures of turbulent mixing on both daily and seasonal time scales in addition to the data quality, and filters for the effects of parameter perturbations over those as a result of changes in the wind. To avoid the prohibitive computational cost of integrating the MITgcm model at each MCMC iteration, a surrogate model for the test statistic using the PC method is built. Because of the noise in the model predictions, a basis-pursuit-denoising (BPDN) compressed sensing approach is employed to determine the PC coefficients of a representative surrogate model. The PC surrogate is then used to evaluate the test statistic in the MCMC step for sampling the posterior of the uncertain parameters. Results of the posteriors indicate good agreement with the default values for two parameters of the KPP model, namely the critical bulk and gradient Richardson numbers; while the posteriors of the remaining parameters were barely informative.

54 ENVIRONMENTAL SCIENCES↗

Search for low mass dark matter in DarkSide-50: the bayesian network approach

Abstract We present a novel approach for the search of dark matter in the DarkSide-50 experiment, relying on Bayesian Networks. This method incorporates the detector response model into the likelihood function, explicitly maintaining the connection with the quantity of interest. No assumptions about the linearity of the problem or the shape of the probability distribution functions are required, and there is no need to morph signal and background spectra as a function of nuisance parameters. By expressing the problem in terms of Bayesian Networks, we have developed an inference algorithm based on a Markov Chain Monte Carlo to calculate the posterior probability. A clever description of the detector response model in terms of parametric matrices allows us to study the impact of systematic variations of any parameter on the final results. Our approach not only provides the desired information on the parameter of interest, but also potential constraints on the response model. Our results are consistent with recent published analyses and further refine the parameters of the detector response model.

72 PHYSICS OF ELEMENTARY PARTICLES AND FIELDS↗

Stochastic differential equation model to Prendiville processes

The Prendiville process is another variation of the logistic model which assumes linearly decreasing population growth rate. It is a continuous time Markov chain (CTMC) taking integer values in the finite interval. The continuous time Markov chain can be approximated by stochastic differential equation (SDE). This paper discusses the stochastic differential equation of Prendiville process. The work started with the forward Kolmogorov equation in continuous time Markov chain of Prendiville process. Then it was formulated in the form of a central-difference approximation. The approximation was then used in Fokker-Planck equation in relation to the stochastic differential equation of the Prendiville process. The explicit solution of the Prendiville process was obtained from the stochastic differential equation. Therefore, the mean and variance function of the Prendiville process could be easily found from the explicit solution.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Global Validation of a Process-Based Model on Vegetation Gross Primary Production Using Eddy Covariance Observations

Gross Primary Production (GPP) is the largest flux in the global carbon cycle. However, large uncertainties in current global estimations persist. In this study, we examined the performance of a process-based model (Integrated BIosphere Simulator, IBIS) at 62 eddy covariance sites around the world. Our results indicated that the IBIS model explained 60% of the observed variation in daily GPP at all validation sites. Comparison with a satellite-based vegetation model (Eddy Covariance-Light Use Efficiency, EC-LUE) revealed that the IBIS simulations yielded comparable GPP results as the EC-LUE model. Global mean GPP estimated by the IBIS model was 107.50±1.37 Pg C year-1 (mean value ± standard deviation) across the vegetated area for the period 2000–2006, consistent with the results of the EC-LUE model (109.39±1.48 Pg C year-1). To evaluate the uncertainty introduced by the parameter Vcmax, which represents the maximum photosynthetic capacity, we inversed Vcmax using Markov Chain-Monte Carlo (MCMC) procedures. Using the inversed Vcmax values, the simulated global GPP increased by 16.5 Pg C year-1, indicating that IBIS model is sensitive to Vcmax, and large uncertainty exists in model parameterization.

Science & Technology - Other Topics↗

Relating Quantitative Soil Structure Metrics to Saturated Hydraulic Conductivity

Core Ideas Soil structure quantified in the field using a 3D laser scanning technique (MLT). MLT data and coefficient of linear extensibility combined into a structure metric. Soil water contents recorded at four depths in a field lysimeter and used in HYDRUS‐1D. Saturated conductivity ( K s ) estimated with a Markov chain Monte Carlo approach. New metric better correlated to K s in horizons with strong soil structure. Soil structure affects saturated hydraulic conductivity ( K s ) by creating highly conductive macropores that preferentially transmit soil water. In this study, we explored the relationship between K s and macropores in an Oxyaquic Vertic Argiudoll in northeastern Kansas. Macropores were quantified from an excavation wall using multistripe laser triangulation (MLT) scanning. Soil water contents were measured at four depths within a soil lysimeter installed within 2 m of the MLT‐scanned soil profile and adjacent to an Ameriflux tower monitoring precipitation, air temperature, and solar radiation. Selected hydraulic properties of soil horizons within the lysimeter were optimized to water content data using a Markov chain Monte Carlo technique in combination with the mobile–immobile water (MIM) model in HYDRUS‐1D. Estimates of K s varied between 4198 cm d −1 in the A horizon and 0.6 cm d −1 in a 2Btss2 horizon with strongly expressed wedge structure. Approximately 87% of the variation in K s was explained by the geometric mean of the widths of pores quantified with the MLT technique and modified by the coefficient of linear extensibility (COLE). The use of the COLE allows the widths of the macropores obtained under dry conditions to be approximated at saturation. Two models that predict K s from either texture or water retention data resulted in K s estimates that were similar to each other but significantly lower than K s values predicted with MIM in horizons where structural pores dominate water flow. This technique shows a great deal of promise in better understanding and predicting the relationship of soil structure to water flow.

Eck, Dennis V.↗

Bayesian recursive image estimation.

A procedure for recursively estimating images that are characterized statistically by the mean and correlation functions associated with the random process representing the brightness level is proposed for the case where the images are corrupted by additive noise. First, a dynamic model is developed with a response characteristic which matches that of the scanner output (the input of the estimator is the output of a horizontal line scanner) in a statistical sense. Such models have the form of an ordinary differential or difference equation with white noise input. An insignificant approximation is introduced by using a constant-coefficient model. The appropriate model is a vector valued difference equation with the solution representing a vector Markov process. The next step is to obtain the minimum mean square estimate of the image by using a Kalman filter. Since the image estimation is an interpolation problem, two successive runs over the observation are performed in opposite directions and the resultant estimates are averaged. Examples are included for illustration.

Nahi, N. E.↗

Interdecadal Variations in the Alaska Gyre

Climatic dynamic topography variations in the Alaska gyre during the period 1968-1990 are described with an objective analysis of more than 12000 STD and XBT stations, and COADS wind stress data Interannual the dynamic height and SST variations were correlated and were consistent with recently described large-scale climatic shifts in the North Pacific. The gyre was centered more to the east, circulation appeared stronger, and SST was lower during the early to mid-1970s than during the 1980s. The Aleutian low (NP and PNA indices) intensified during the interim, but the response did not appear as a gyre spinup. Instead, the associated wind stress anomalies forced a slowly varying dynamic height anomaly across the eastern and northern part of the gyre through Ekman convergence, which had the effect of displacing the gyre's low somewhat to the WSW in the 1980s. The wind curl spectrum was white, and the slow oceanic response was modeled as stochastic-forced climate variability with a simple first-order Markov autoregression process. Forcing was assumed to be Ekman pumping of the pycnocline, and the damping coefficient was estimated from the data to be approx. 1 yr. A hindcast with observed winds gave estimated dynamic height patterns similar to those observed, with a canonical correlation of 0.79 at 99% confidence. This response was weak in the western half of the gyre, where slow baroclinic variability may have been influenced by long Rossby wave propagation. A simple autoregression simulation using artificial white noise forcing shows the evolution of decadal variations similar in nature to those observed. This result, along with the low frequency correlation between dynamic height and SST, suggests that the upper-ocean climatic variability in this region is primarily wind forced.

Lagerloef, Gary S.E.↗

Unsupervised Detection of Planetary Craters by a Marked Point Process

With the launch of several planetary missions in the last decade, a large amount of planetary images is being acquired. Preferably, automatic and robust processing techniques need to be used for data analysis because of the huge amount of the acquired data. Here, the aim is to achieve a robust and general methodology for crater detection. A novel technique based on a marked point process is proposed. First, the contours in the image are extracted. The object boundaries are modeled as a configuration of an unknown number of random ellipses, i.e., the contour image is considered as a realization of a marked point process. Then, an energy function is defined, containing both an a priori energy and a likelihood term. The global minimum of this function is estimated by using reversible jump Monte-Carlo Markov chain dynamics and a simulated annealing scheme. The main idea behind marked point processes is to model objects within a stochastic framework: Marked point processes represent a very promising current approach in the stochastic image modeling and provide a powerful and methodologically rigorous framework to efficiently map and detect objects and structures in an image with an excellent robustness to noise. The proposed method for crater detection has several feasible applications. One such application area is image registration by matching the extracted features.

Troglio, G.↗

Exact and efficient hybrid Monte Carlo algorithm for accelerated Bayesian inference of gene expression models from snapshots of single-cell transcripts

Single cells exhibit a significant amount of variability in transcript levels, which arises from slow, stochastic transitions between gene expression states. Elucidating the nature of these states and understanding how transition rates are affected by different regulatory mechanisms require state-of-the-art methods to infer underlying models of gene expression from single cell data. A Bayesian approach to statistical inference is the most suitable method for model selection and uncertainty quantification of kinetic parameters using small data sets. However, this approach is impractical because current algorithms are too slow to handle typical models of gene expression. To solve this problem, we first show that time-dependent mRNA distributions of discrete-state models of gene expression are dynamic Poisson mixtures, whose mixing kernels are characterized by a piecewise deterministic Markov process. Here, we combined this analytical result with a kinetic Monte Carlo algorithm to create a hybrid numerical method that accelerates the calculation of time-dependent mRNA distributions by 1000-fold compared to current methods. We then integrated the hybrid algorithm into an existing Monte Carlo sampler to estimate the Bayesian posterior distribution of many different, competing models in a reasonable amount of time. We demonstrate that kinetic parameters can be reasonably constrained for modestly sampled data sets if the model is known a priori. If there are many competing models, Bayesian evidence can rigorously quantify the likelihood of a model relative to other models from the data. We demonstrate that Bayesian evidence selects the true model and outperforms approximate metrics typically used for model selection.

59 BASIC BIOLOGICAL SCIENCES↗

Stochastic Price Generation for Evaluating Wholesale Electricity Market Bidding Strategies

This work presents a novel method for generating electricity price scenarios from statistical properties of past electricity prices using a hybrid statistical and reduced-form stochastic model. Previous work in applying stochastic differential equations (SDE) to model electricity prices has focused on daily average prices. To extend stochastic price generation methods to hourly or sub-hourly pricing, we address several weaknesses in the state-of-the-art: (1) we replace the mean-reversion component of the SDE with an ARIMA process that is better able to characterize the daily and weekly trends; (2) we extend the price-spike, or jump process to account for conditional probabilities of price spikes occurring in consecutive time steps by replacing the traditional Poisson process for modeling jumps with a generalized point process model inspired by brain neuron models; and (3) we replace the traditional method of estimating spike intensity with empirical variance with a Markov process based on observed price spike intensity transitions. The method is demonstrated with electricity prices from the US ERCOT market and a use-case example is provided for bidding an energy storage unit into the day-ahead and real-time energy markets of ERCOT using stochastic optimization methods. Results show that the the synthetic price model out performs a (naive) persistence forecast model by resulting in 24% to 47% more in profits over 168 simulated days.

29 ENERGY PLANNING, POLICY, AND ECONOMY↗

The inclusion of semi-Markov reconfiguration transitions into the computer-aided Markov evaluator (CAME) program

The modifications to the rule-based CAME program which allow it to more accurately model the fault-handling processes of fault-tolerant systems are described. This new capability is added to the CAME program by modeling the fault-handling processes of fault-tolerant systems. The integrated airframe/propulsion control system architecture (IAPSA II) reference configuration currently under development is detailed.

Rosch, Gene↗

Multimodal parameter spaces of a complex multi-channel neuron model

One of the most common types of models that helps us to understand neuron behavior is based on the Hodgkin–Huxley ion channel formulation (HH model). A major challenge with inferring parameters in HH models is non-uniqueness: many different sets of ion channel parameter values produce similar outputs for the same input stimulus. Such phenomena result in an objective function that exhibits multiple modes (i.e., multiple local minima). This non-uniqueness of local optimality poses challenges for parameter estimation with many algorithmic optimization techniques. HH models additionally have severe non-linearities resulting in further challenges for inferring parameters in an algorithmic fashion. To address these challenges with a tractable method in high-dimensional parameter spaces, we propose using a particular Markov chain Monte Carlo (MCMC) algorithm, which has the advantage of inferring parameters in a Bayesian framework. The Bayesian approach is designed to be suitable for multimodal solutions to inverse problems. We introduce and demonstrate the method using a three-channel HH model. We then focus on the inference of nine parameters in an eight-channel HH model, which we analyze in detail. We explore how the MCMC algorithm can uncover complex relationships between inferred parameters using five injected current levels. The MCMC method provides as a result a nine-dimensional posterior distribution, which we analyze visually with solution maps or landscapes of the possible parameter sets. The visualized solution maps show new complex structures of the multimodal posteriors, and they allow for selection of locally and globally optimal value sets, and they visually expose parameter sensitivities and regions of higher model robustness. We envision these solution maps as enabling experimentalists to improve the design of future experiments, increase scientific productivity and improve on model structure and ideation when the MCMC algorithm is applied to experimental data.

97 MATHEMATICS AND COMPUTING↗