Asymptotically Optimum Estimation of a Probability in Inverse Binomial Sampling under General Loss Functions

The optimum quality that can be asymptotically achieved in the estimation of a probability p using inverse binomial sampling is addressed. A general definition of quality is used in terms of the risk associated with a loss function that satisfies certain assumptions. It is shown that the limit superior of the risk for p asymptotically small has a minimum over all (possibly randomized) estimators. This minimum is achieved by certain non-randomized estimators. The model includes commonly used quality criteria as particular cases. Applications to the non-asymptotic regime are discussed considering specific loss functions, for which minimax estimators are derived.

Optimized edge appearance probability for cooperative localization based on tree-reweighted nonparametric belief propagation

Nonparametric belief propagation (NBP) is a well-known particle-based method for distributed inference in wireless networks. NBP has a large number of applications, including cooperative localization. However, in loopy networks NBP suffers from similar problems as standard BP, such as over-confident beliefs and possible nonconvergence. Tree-reweighted NBP (TRW-NBP) can mitigate these problems, but does not easily lead to a distributed implementation due to the non-local nature of the required so-called edge appearance probabilities. In this paper, we propose a variation of TRWNBP, suitable for cooperative localization in wireless networks. Our algorithm uses a fixed edge appearance probability for every edge, and can outperform standard NBP in dense wireless networks.

Estimation of a probability in inverse binomial sampling under normalized linear-linear and inverse-linear loss

Sequential estimation of the success probability p in inverse binomial sampling is considered in this paper. For any estimator pˆ , its quality is measured by the risk associated with normalized loss functions of linear-linear or inverse-linear form. These functions are possibly asymmetric, with arbitrary slope parameters a and b for pˆ

p , respectively. Interest in these functions is motivated by their significance and potential uses, which are briefly discussed. Estimators are given for which the risk has an asymptotic value as p→0, and which guarantee that, for any p∈(0,1), the risk is lower than its asymptotic value. This allows selecting the required number of successes, r, to meet a prescribed quality irrespective of the unknown p. In addition, the proposed estimators are shown to be approximately minimax when a/b does not deviate too much from 1, and asymptotically minimax as r→∞ when a=b.

Intermittency reinjection probability density function with and without noise effects.

Intermittency phenomenon is a continuous route from regular to chaotic behaviour. Intermittency is an occurrence of a signal that alternates chaotic bursts between quasi-regular periods called laminar phases, driven by the so called reinjection probability density function (RPD). In this paper is introduced a new technique to obtain the RPD for type-II and III intermittency. The new RPD is more general than the classical one and includes the classical RPD as a particular case. The probabilities of the laminar length, the average laminar lengths and the characteristic relations are determined with and without lower bound of the reinjection in agreement with numerical simulations. Finally, it is analyzed the noise effect in intermittency. A method to obtain the noisy RPD is developed extending the procedure used in the noiseless case. The analytical results show a good agreement with numerical simulations.

Estimation of a probability in inverse binomial sampling under normalized linear-linear and inverse-linear loss

Sequential estimation of the success probability $p$ in inverse binomial sampling is considered in this paper. For any estimator $\hatvap$, its quality is measured by the risk associated with normalized loss functions of linear-linear or inverse-linear form. These functions are possibly asymmetric, with arbitrary slope parameters $a$ and $b$ for $\hatvap < p$ and $\hatvap > p$ respectively. Interest in these functions is motivated by their significance and potential uses, which are briefly discussed. Estimators are given for which the risk has an asymptotic value as $p \rightarrow 0$, and which guarantee that, for any $p \in (0,1)$, the risk is lower than its asymptotic value. This allows selecting the required number of successes, $\nnum$, to meet a prescribed quality irrespective of the unknown $p$. In addition, the proposed estimators are shown to be approximately minimax when $a/b$ does not deviate too much from $1$, and asymptotically minimax as $\nnum \rightarrow \infty$ when $a=b$.

An interactive method of fuzzy probability elicitation in risk analysis

Expert knowledge is used to assign probabilities to events in many risk analysis models. However, experts sometimes find it hard to provide specific values for these probabilities, preferring to express vague or imprecise terms that are mapped using a previously defined fuzzy number scale. The rigidity of these scales generates bias in the probability elicitation process and does not allow experts to adequately express their probabilistic judgments. We present an interactive method for extracting a fuzzy number from experts that represents their probabilistic judgments for a given event, along with a quality measure of the probabilistic judgments, useful in a final information filtering and analysis sensitivity process.

Survival probability of round and tape tethers against debris impact

The current space environment, consisting of manmade debris and micrometeoroids, poses a risk to safe operations in space, and the situation is continuously deteriorating due to in-orbit debris collisions and to new satellite launches. Bare electrodynamic tethers can provide an efficient mechanism for rapid deorbiting of satellites from low Earth orbit at end of life. Because of its particular geometry (length very much larger than cross-sectional dimensions), a tether may have a relatively high risk of being severed by the single impact of small debris. The rates of fatal impact of orbital debris on round and tape tethers of equal length and mass, evaluated with an analytical approximation to debris flux modeled by NASA’s ORDEM2000, shows much higher survival probability for tapes. A comparative numerical analysis using debris flux model ORDEM2000 and ESA’s MASTER2005 validates the analytical result and shows that, for a given time in orbit, a tape has a probability of survival of about one and a half orders of magnitude higher than a round tether of equal mass and length. Because deorbiting from a given altitude is much faster for the tape due to its larger perimeter, its probability of survival in a practical sense is quite high.

Analysis of the influence of the different variables involved in a damage progression probability model

Motivated by these difficulties, Castillo et al. (2012) made some suggestions on how to build consistent stochastic models avoiding the selection of easy to use mathematical functions, which were replaced by those resulting from a set of properties to be satisfied by the model.

Type-I intermittency with discontinuous reinjection probability density in a truncation model of the derivative nonlinear Schrödinger equation

In previous papers, the type-I intermittent phenomenon with continuous reinjection probability density (RPD) has been extensively studied. However, in this paper type-I intermittency considering discontinuous RPD function in one-dimensional maps is analyzed. To carry out the present study the analytic approximation presented by del Río and Elaskar (Int. J. Bifurc. Chaos 20:1185-1191, 2010) and Elaskar et al. (Physica A. 390:2759-2768, 2011) is extended to consider discontinuous RPD functions. The results of this analysis show that the characteristic relation only depends on the position of the lower bound of reinjection (LBR), therefore for the LBR below the tangent point the relation {Mathematical expression}, where {Mathematical expression} is the control parameter, remains robust regardless the form of the RPD, although the average of the laminar phases {Mathematical expression} can change. Finally, the study of discontinuous RPD for type-I intermittency which occurs in a three-wave truncation model for the derivative nonlinear Schrodinger equation is presented. In all tests the theoretical results properly verify the numerical data