Approximate calculation of cumulative probability from a moment-generating function.
Cumulative probability distribution of positive random variable from moment generating function, exemplifying exponential and Poisson functions
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Cumulative probability distribution of positive random variable from moment generating function, exemplifying exponential and Poisson functions
Abstract Division and differentiation events by which cell populations with specific functions are generated often take place as part of a developmental programme, which can be represented by a sequence of compartments. A compartment is the set of cells with common characteristics; sharing, for instance, a spatial location or a phenotype. Differentiation events are transitions from one compartment to the next. Cells may also die or divide. We consider three different types of division events: (i) where both daughter cells inherit the mother’s phenotype (self-renewal), (ii) where only one of the daughters changes phenotype (asymmetric division), and (iii) where both daughters change phenotype (symmetric division). The self-renewal probability in each compartment determines whether the progeny of a single cell, moving through the sequence of compartments, is finite or grows without bound. We analyse the progeny stochastic dynamics with probability generating functions. In the case of self-renewal, by following one of the daughters after any division event, we may construct lifelines containing only one cell at any time. We analyse the number of divisions along such lines, and the compartment where lines terminate with a death event. Analysis and numerical simulations are applied to a five-compartment model of the gradual differentiation of hematopoietic stem cells and to a model of thymocyte development: from pre-double positive to single positive (SP) cells with a bifurcation to either SP4 or SP8 in the last compartment of the sequence.
The dynamical spreading of quantum information through a many-body system, typically called scrambling, is a complex process that has proven to be essential to describe many properties of out-of-equilibrium quantum systems. Scrambling can, in principle, be fully characterized via the use of out-of-time-ordered correlation functions, which are notoriously hard to access experimentally. In this work, we put forward an alternative toolbox of measurement protocols to experimentally probe scrambling by accessing properties of the operator size probability distribution, which tracks the size of the support of observables in a many-body system over time. Our measurement protocols require the preparation of separable mixed states together with local operations and measurements, and combine the tools of randomized operations, a modern development of near-term quantum algorithms, with the use of mixed states, a standard tool in NMR experiments. We demonstrate how to efficiently probe the probability-generating function of the operator distribution and discuss the challenges associated with obtaining the moments of the operator distribution. We further show that manipulating the initial state of the protocol allows us to directly obtain the individual elements of the distribution for small system sizes. Published by the American Physical Society 2024
In this paper we present an algorithm for adaptive resolution integration of 3D data collected from multiple distributed sensors. The input to the algorithm is a set of 3D surface points and associated sensor models. Using a probabilistic rule, a surface probability function is generated that represents the probability that a particular volume of space contains the surface. The surface probability function is represented using an octree data structure; regions of space with samples of large conariance are stored at a coarser level than regions of space containing samples with smaller covariance. The algorithm outputs an adaptive resolution surface generated by connecting points that lie on the ridge of surface probability with triangles scaled to match the local discretization of space given by the algorithm, we present results from 3D data generated by scanning lidar and structure from motion.
We consider the maintenance of ‘product’ cell populations from ‘progenitor’ cells via a sequence of one or more cell types, or compartments, where each cell’s fate is chosen stochastically. If there is only one compartment then large amplification, that is, a large ratio of product cells to progenitors comes with disadvantages. The product cell population is dominated by large families (cells descended from the same progenitor) and many generations separate, on average, product cells from progenitors. These disadvantages are avoided using suitably constructed sequences of compartments: the amplification factor of a sequence is the product of the amplification factors of each compartment, while the average number of generations is a sum over contributions from each compartment. Passing through multiple compartments is, in fact, an efficient way to maintain a product cell population from a small flux of progenitors, avoiding excessive clonality and minimizing the number of rounds of division en route. We use division, exit and death rates, estimated from measurements of single-positive thymocytes, to choose illustrative parameter values in the single-compartment case. We also consider a five-compartment model of thymocyte differentiation, from double-negative precursors to single-positive product cells.
Numerical method for calculating cumulative distribution of positive random variable
Distribution function determination using moment generating function and probability density function
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A conceptual 60 satellite LEO constellation for millimeter wave communication is discussed. It could be launched in segments, with the first 30 satellites providing high elevation angles for all time in the Northern latitudes between Miami and Thule. The second set of 30 satellites would complete the worldwide coverage with emphasis on high ground elevation angles in the densely populated temperate zones. Full earth searches for all time are used to generate probability density functions for elevation angle. The density functions are used to derive optimum frequencies for random elevation systems. The 55 degree average elevation angle and 14 degree standard deviation are seen to be acceptable for 0.997 rain availability in Washington, DC for the 40 to 47 GHz region. The 40 to 47 GHz region is nearly optimum, if 0.99 rain availability is acceptable.
The basis and techniques are presented for generating opacity probability distribution functions for the CN molecule (red and violet systems) and the C2 molecule (Swan, Phillips, Ballik-Ramsay systems), two of the more important diatomic molecules in the spectra of carbon stars, with a view to including these distribution functions in equilibrium model atmosphere calculations. Comparisons to the CO molecule are also shown. T he computation of the monochromatic absorption coefficient uses the most recent molecular data with revision of the oscillator strengths for some of the band systems. The total molecular stellar mass absorption coefficient is established through fifteen equations of molecular dissociation equilibrium to relate the distribution functions to each other on a per gram of stellar material basis.
A methodology is developed that provides a probabilistic treatment for the lifetime of structural components of aerospace propulsion systems subjected to fatigue. Material strength degradation models, based on primitive variables, include both a fatigue strength reduction model and a fatigue crack growth model. Probabilistic analysis is based on simulation, and both maximum entropy and maximum penalized likelihood methods are used for the generation of probability density functions. The resulting constitutive relationships are included in several computer programs.
This report presents the results of the first year of a research program conducted for NASA-LeRC by the University of Texas at San Antonio. The research included development of methodology that provides a probabilistic treatment of lifetime prediction of structural components of aerospace propulsion systems subjected to fatigue. Material strength degradation models, based on primitive variables, include both a fatigue strength reduction model and a fatigue crack growth model. Linear elastic fracture mechanics is utilized in the latter model. Probabilistic analysis is based on simulation, and both maximum entropy and maximum penalized likelihood methods are used for the generation of probability density functions. The resulting constitutive relationships are included in several computer programs, RANDOM2, RANDOM3, and RANDOM4. These programs determine the random lifetime of an engine component, in mechanical load cycles, to reach a critical fatigue strength or crack size. The material considered was a cast nickel base superalloy, one typical of those used in the Space Shuttle Main Engine.
In atmospheric models, stochastic generation of subgrid-scale profiles or “subcolumns” has been used for a variety of purposes. Such subcolumns can be generated from subgrid probability density functions (PDFs) at different vertical levels, when such PDFs are available. To do so, the generator needs to decide how strongly points should be correlated in the vertical, that is, how much the values should be overlapped. This is sometimes called “PDF overlap.” To assess vertical correlation in a simplified, observable setting, here the vertical correlation of vertical velocity in subcloud layers is examined. Doppler lidar is used to evaluate the vertical profiles of vertical velocity produced by a large-eddy simulation (LES) model and the Subgrid Importance Latin Hypercube Sampler (SILHS) subcolumn generator. In order to diagnose unrealistic features in subcolumn profiles, various statistical diagnostics are examined here, including the bivariate PDF of vertical velocity at two separated points (i.e., altitudes), the two-point velocity correlation, the integral correlation length, the PDF of two-point velocity differences, and the skewness and kurtosis of two-point velocity differences. The profiles produced by LES match lidar well, except that they are too smooth at small scales. The profiles produced by SILHS exhibit sharp jumps from updraft to downdraft that are not observed in the lidar data. To reduce the generation of these unrealistically sharp jumps, the SILHS sampling method is revised. The diagnostics confirm that the revised sampling method reduces the overprediction of sharp jumps.
Four research projects are summarized which include: (1) the generation of random numbers on the IBM 360/44, (2) statistical tests used to check out random number generators, (3) Specht density estimators, and (4) use of estimators of probability density functions in analyzing large amounts of data.
A new method for quantitatively evaluating the performance of fault-tolerant systems is developed and applied to an example. The method assumes that the random failure and diagnostic decision behavior of the system can be modeled by a finite state Markov process. A performance value must be assigned to each of the states of the model. The method then generates the moments of the probability mass function of the cumulative performance and uses these to generate a maximum entropy approximation to the performance PMF. Some computational considerations are discussed. The method is applied to a typical mission for the Inertial Upper Stage to examine the attitude accuracy performance of the inertial system.
Here, we investigate the turbulence statistics associated with low-to-high confinement (L-H) transitions and externally applied resonant magnetic perturbations (RMPs) in KSTAR. Time-series fluctuations of electron density n e , electron temperature T e , and the time derivative of the poloidal magnetic field dB θ /dt (Mirnov coils) are analysed using information-geometric measures (information rate Γ and information length $\mathcal{L}$ = ∫ Γ dt), together with kurtosis κ and variance σ 2 . In low-density upper single-null plasmas (n e ~ 1.2 x 10 19 m -3 ), a ~80 kHz magnetic mode coupling n e , T e , dB θ /dt and emerges prior to the L-H transition and persists into the edge-localised modes H-mode. Edge-localised RMPs (ERMPs) suppress this coherent mode but enhance intermittency, producing frequent bursts that abruptly reshape the time-dependent probability density functions (PDFs) and generate large spikes in Γ (with smaller changes in κ), signalling ERMP-driven departures from quasi-stationarity. The impact of ERMPs on background fluctuation levels depends on density, radial location, and the fluctuating variable itself ($\tilde{n}$, $\tilde{T}$, $\dot{B}$ θ ), whereas $\mathcal{L}$ provides a robust, regime-agnostic measure of cumulative statistical reorganisation and spatial decorrelation. In particular, at low density we observe weaker coupling between $\tilde{n}$ and $\tilde{T}$, along with a tendency toward decreased radial correlation-most clearly for $\tilde{T}$-under ERMPs. Overall, information geometry cleanly captures intermittent events, quantifies non-equilibrium PDF evolution, and offers a compact, cross-diagnostic metric for assessing resonant magnetic perturbation effects on edge transport and correlation across densities, radial locations, and confinement states.
A set of variables which are crucial to the economic outcome of petroleum exploration are discussed. These are treated as random variables; the values they assume indicate the number of successes that occur in a drilling program and determine, for a particular discovery, the unit production cost and net economic return if that reservoir is developed. In specifying the joint probability law for those variables, extreme and probably unrealistic assumptions are made. In particular, the different random variables are assumed to be independently distributed. Using postulated probability functions and specified parameters, values are generated for selected random variables, such as reservoir size. From this set of values the economic magnitudes of interest, net return and unit production cost are computed. This constitutes a single trial, and the procedure is repeated many times. The resulting histograms approximate the probability density functions of the variables which describe the economic outcomes of an exploratory drilling program.
We introduce a conditional pseudo-reversible normalizing flow (PR-NF) that directly learns conditional probability distributions from noisy physical models to efficiently quantify both forward and inverse uncertainty propagation. Traditional surrogate modeling approaches approximate only the deterministic component of physical models, requiring separate noise characterization and computationally expensive sampling methods for inverse problems. Here, in this work, we develop the conditional PR-NF model to directly learn and efficiently generate samples from the conditional probability density functions (PDFs). The training process utilizes dataset consisting of input-output pairs without requiring prior knowledge about the noise and the function. Once trained, our model efficiently generates samples from conditional PDFs for any input within the training domain. Moreover, the pseudo-reversibility feature allows for the use of fully connected neural network architectures, which simplifies the implementation and enables theoretical analysis. We provide a rigorous convergence analysis of the conditional PR-NF model, showing its ability to converge to the target conditional PDF using the Kullback−Leibler divergence. To demonstrate the effectiveness of our method, we apply it to several benchmark tests and a real-world geologic carbon storage problem.