Hybrid moving block bootstrap for stochastic simulation of multi-site multi-season streamflows

The Hybrid approach introduced by the authors for at-site modeling of annual and periodic streamflows in earlier works is extended to simulate multi-site multi-season streamflows. It bears significance in integrated river basin planning studies. This hybrid model involves: (i) partial pre-whitening of standardized multi-season streamflows at each site using a parsimonious linear periodic model; (ii) contemporaneous resampling of the resulting residuals with an appropriate block size, using moving block bootstrap (non-parametric, NP) technique; and (iii) post-blackening the bootstrapped innovation series at each site, by adding the corresponding parametric model component for the site, to obtain generated streamflows at each of the sites. It gains significantly by effectively utilizing the merits of both parametric and NP models. It is able to reproduce various statistics, including the dependence relationships at both spatial and temporal levels without using any normalizing transformations and/or adjustment procedures. The potential of the hybrid model in reproducing a wide variety of statistics including the run characteristics, is demonstrated through an application for multi-site streamflow generation in the Upper Cauvery river basin, Southern India. (C) 2004 Elsevier B.V. All rights reserved.

Evaluation of TRMM PR Sampling Error Over a Subtropical Basin Using Bootstrap Technique

Quantitative use of satellite-derived rainfall products for various scientific applications often requires them to be accompanied with an error estimate. Rainfall estimates inferred from low earth orbiting satellites like the Tropical Rainfall Measuring Mission (TRMM) will be subjected to sampling errors of nonnegligible proportions owing to the narrow swath of satellite sensors coupled with a lack of continuous coverage due to infrequent satellite visits. The authors investigate sampling uncertainty of seasonal rainfall estimates from the active sensor of TRMM, namely, Precipitation Radar (PR), based on 11 years of PR 2A25 data product over the Indian subcontinent. In this paper, a statistical bootstrap technique is investigated to estimate the relative sampling errors using the PR data themselves. Results verify power law scaling characteristics of relative sampling errors with respect to space-time scale of measurement. Sampling uncertainty estimates for mean seasonal rainfall were found to exhibit seasonal variations. To give a practical example of the implications of the bootstrap technique, PR relative sampling errors over a subtropical river basin of Mahanadi, India, are examined. Results reveal that the bootstrap technique incurs relative sampling errors < 33% (for the 2 degrees grid), < 36% (for the 1 degrees grid), < 45% (for the 0.5 degrees grid), and < 57% (for the 0.25 degrees grid). With respect to rainfall type, overall sampling uncertainty was found to be dominated by sampling uncertainty due to stratiform rainfall over the basin. The study compares resulting error estimates to those obtained from latin hypercube sampling. Based on this study, the authors conclude that the bootstrap approach can be successfully used for ascertaining relative sampling errors offered by TRMM-like satellites over gauged or ungauged basins lacking in situ validation data. This technique has wider implications for decision making before incorporating microwave orbital data products in basin-scale hydrologic modeling.

Analytic bootstrap at large spin

We use analytic conformal bootstrap methods to determine the anomalous dimensions and OPE coefficients for large spin operators in general conformal field theories in four dimensions containing a scalar operator of conformal dimension Delta(phi). It is known that such theories will contain an in finite sequence of large spin operators with twists approaching 2 Delta(phi) + 2n for each integer n. By considering the case where such operators are separated by a twist gap from other operators at large spin, we analytically determine the n, Delta(phi) dependence of the anomalous dimensions. We find that for all n, the anomalous dimensions are negative for Delta(phi) satisfying the unitarity bound. We further compute the first subleading correction at large spin and show that it becomes universal for large twist. In the limit when n is large, we find exact agreement with the AdS/CFT prediction corresponding to the Eikonal limit of a 2-2 scattering with dominant graviton exchange.

Molecular Characterization of Sclerospora graminicola, the Incitant of Pearl Millet Downy Mildew Using ISSR Markers

The DNA polymorphism among 22 isolates of Sclerospora graminicola, the causal agent of downy mildew disease of pearl millet was assessed using 20 inter simple sequence repeats (ISSR) primers. The objective of the study was to examine the effectiveness of using ISSR markers for unravelling the extent and pattern of genetic diversity in 22 S. graminicola isolates collected from different host cultivars in different states of India. The 19 functional ISSR primers generated 410 polymorphic bands and revealed 89% polymorphism and were able to distinguish all the 22 isolates. Polymorphic bands used to construct an unweighted pair group method of averages (UPGMA) dendrogram based on Jaccard's co-efficient of similarity and principal coordinate analysis resulted in the formation of four major clusters of 22 isolates. The standardized Nei genetic distance among the 22 isolates ranged from 0.0050 to 0.0206. The UPGMA clustering using the standardized genetic distance matrix resulted in the identification of four clusters of the 22 isolates with bootstrap values ranging from 15 to 100. The 3D-scale data supported the UPGMA results, which resulted into four clusters amounting to 70% variation among each other. However, comparing the two methods show that sub clustering by dendrogram and multi dimensional scaling plot is slightly different. All the S. graminicola isolates had distinct ISSR genotypes and cluster analysis origin. The results of ISSR fingerprints revealed significant level of genetic diversity among the isolates and that ISSR markers could be a powerful tool for fingerprinting and diversity analysis in fungal pathogens.

Nonspecifically bound proteins spin while diffusing along DNA

It is known that DNA-binding proteins can slide along the DNA helix while searching for specific binding sites, but their path of motion remains obscure. Do these proteins undergo simple one-dimensional (1D) translational diffusion, or do they rotate to maintain a specific orientation with respect to the DNA helix? We measured 1D diffusion constants as a function of protein size while maintaining the DNA-protein interface. Using bootstrap analysis of single-molecule diffusion data, we compared the results to theoretical predictions for pure translational motion and rotation-coupled sliding along the DNA. The data indicate that DNA-binding proteins undergo rotation-coupled sliding along the DNA helix and can be described by a model of diffusion along the DNA helix on a rugged free-energy landscape. A similar analysis including the 1D diffusion constants of eight proteins of varying size shows that rotation-coupled sliding is a general phenomenon. The average free-energy barrier for sliding along the DNA was 1.1 +/- 0.2 k(B)T. Such small barriers facilitate rapid search for binding sites.

Particle filters for structural system identification using multiple test and sensor data: A combined computational and experimental study

The problem of structural system identification when measurements originate from multiple tests and multiple sensors is considered. An offline solution to this problem using bootstrap particle filtering is proposed. The central idea of the proposed method is the introduction of a dummy independent variable that allows for simultaneous assimilation of multiple measurements in a sequential manner. The method can treat linear/nonlinear structural models and allows for measurements on strains and displacements under static/dynamic loads. Illustrative examples consider measurement data from numerical models and also from laboratory experiments. The results from the proposed method are compared with those from a Kalman filter-based approach and the superior performance of the proposed method is demonstrated. Copyright (C) 2009 John Wiley & Sons, Ltd.

Pseudo-time particle filtering for diffuse optical tomography

We recast the reconstruction problem of diffuse optical tomography (DOT) in a pseudo-dynamical framework and develop a method to recover the optical parameters using particle filters, i.e., stochastic filters based on Monte Carlo simulations. In particular, we have implemented two such filters, viz., the bootstrap (BS) filter and the Gaussian-sum (GS) filter and employed them to recover optical absorption coefficient distribution from both numerically simulated and experimentally generated photon fluence data. Using either indicator functions or compactly supported continuous kernels to represent the unknown property distribution within the inhomogeneous inclusions, we have drastically reduced the number of parameters to be recovered and thus brought the overall computation time to within reasonable limits. Even though the GS filter outperformed the BS filter in terms of accuracy of reconstruction, both gave fairly accurate recovery of the height, radius, and location of the inclusions. Since the present filtering algorithms do not use derivatives, we could demonstrate accurate contrast recovery even in the middle of the object where the usual deterministic algorithms perform poorly owing to the poor sensitivity of measurement of the parameters. Consistent with the fact that the DOT recovery, being ill posed, admits multiple solutions, both the filters gave solutions that were verified to be admissible by the closeness of the data computed through them to the data used in the filtering step (either numerically simulated or experimentally generated). (C) 2011 Optical Society of America

A Long Memory Process Based Parametric Modeling and Recognition of PD Signal

We address the problem of recognition and retrieval of relatively weak industrial signal such as Partial Discharges (PD) buried in excessive noise. The major bottleneck being the recognition and suppression of stochastic pulsive interference (PI) which has similar time-frequency characteristics as PD pulse. Therefore conventional frequency based DSP techniques are not useful in retrieving PD pulses. We employ statistical signal modeling based on combination of long-memory process and probabilistic principal component analysis (PPCA). An parametric analysis of the signal is exercised for extracting the features of desired pules. We incorporate a wavelet based bootstrap method for obtaining the noise training vectors from observed data. The procedure adopted in this work is completely different from the research work reported in the literature, which is generally based on deserved signal frequency and noise frequency.

Mobile node authentication using key distribution scheme in wireless sensor networks

We consider the problem of secure communication in mobile Wireless Sensor Networks (WSNs). Achieving security in WSNs requires robust encryption and authentication standards among the sensor nodes. Severe resources constraints in typical Wireless Sensor nodes hinder them in achieving key agreements. It is proved from past studies that many notable key management schemes do not work well in sensor networks due to their limited capacities. The idea of key predistribution is not feasible considering the fact that the network could scale to millions. We prove a novel algorithm that provides robust and secure communication channel in WSNs. Our Double Encryption with Validation Time (DEV) using Key Management Protocol algorithm works on the basis of timed sessions within which a secure secret key remains valid. A mobile node is used to bootstrap and exchange secure keys among communicating pairs of nodes. Analysis and simulation results show that the performance of the DEV using Key Management Protocol Algorithm is better than the SEV scheme and other related work.

Time variant reliability model updating in instrumented dynamical systems based on Girsanov's transformation

The problem of updating the reliability of instrumented structures based on measured response under random dynamic loading is considered. A solution strategy within the framework of Monte Carlo simulation based dynamic state estimation method and Girsanov's transformation for variance reduction is developed. For linear Gaussian state space models, the solution is developed based on continuous version of the Kalman filter, while, for non-linear and (or) non-Gaussian state space models, bootstrap particle filters are adopted. The controls to implement the Girsanov transformation are developed by solving a constrained non-linear optimization problem. Numerical illustrations include studies on a multi degree of freedom linear system and non-linear systems with geometric and (or) hereditary non-linearities and non-stationary random excitations.

A novel filtering framework through Girsanov correction for the identification of nonlinear dynamical systems

Using a Girsanov change of measures, we propose novel variations within a particle-filtering algorithm, as applied to the inverse problem of state and parameter estimations of nonlinear dynamical systems of engineering interest, toward weakly correcting for the linearization or integration errors that almost invariably occur whilst numerically propagating the process dynamics, typically governed by nonlinear stochastic differential equations (SDEs). Specifically, the correction for linearization, provided by the likelihood or the Radon-Nikodym derivative, is incorporated within the evolving flow in two steps. Once the likelihood, an exponential martingale, is split into a product of two factors, correction owing to the first factor is implemented via rejection sampling in the first step. The second factor, which is directly computable, is accounted for via two different schemes, one employing resampling and the other using a gain-weighted innovation term added to the drift field of the process dynamics thereby overcoming the problem of sample dispersion posed by resampling. The proposed strategies, employed as add-ons to existing particle filters, the bootstrap and auxiliary SIR filters in this work, are found to non-trivially improve the convergence and accuracy of the estimates and also yield reduced mean square errors of such estimates vis-a-vis those obtained through the parent-filtering schemes.

Time variant reliability model updating in instrumented dynamical systems based on Girsanov’s transformation

The problem of updating the reliability of instrumented structures based on measured response under random dynamic loading is considered. A solution strategy within the framework of Monte Carlo simulation based dynamic state estimation method and Girsanov’s transformation for variance reduction is developed. For linear Gaussian state space models, the solution is developed based on continuous version of the Kalman filter, while, for non-linear and (or) non-Gaussian state space models, bootstrap particle filters are adopted. The controls to implement the Girsanov transformation are developed by solving a constrained non-linear optimization problem. Numerical illustrations include studies on a multi degree of freedom linear system and non-linear systems with geometric and (or) hereditary non-linearities and non-stationary random excitations.

On the systematic position of some Asian enigmatic genera of Asclepiadoideae (Apocynaceae)

The phylogenetic structure of Asclepiadoideae (Apocynaceae) has been elucidated at the tribal and subtribal levels in the last two decades. However, to date, the systematic positions of seven Asian genera, Cosmostigma, Graphistemma, Holostemma, Pentasachme, Raphistemma, Seshagiria and Treutlera, have not been investigated. In this study, we examine the evolutionary relationships among these seven small enigmatic Asian genera and clarify their positions in Asclepiadoideae, using a combination of plastid sequences of rbcL, rps16, trnL and trnL- F regions. Cosmostigma and Treutlera are resolved as members of the non-Hoya clade of Marsdenieae with strong support (maximum parsimony bootstrap support value BSMP = 96, maximum likelihood bootstrap support value BSML = 98, Bayesian-inferred posterior probability PP = 1.0). Pentasachme is resolved as sister of Stapeliinae to Ceropegieae with moderate support (BSMP = 64, BSML = 66, PP = 0.94). Graphistemma, Holostemma, Raphistemma and Seshagiria are all nested in the Asclepiadeae-Cynanchinae clade (BSMP = 97, BSML = 100, PP = 1.0). The study confirms the generally accepted tribal and subtribal structure of the subfamily. One exception is Eustegia minuta, which is placed here as sister to all Asclepiadeae (BSMP = 58, BSML = 76, PP = 0.99) and not as sister to the Marsdenieae + Ceropegieae clade. The weak support and conflicting position indicate the need for a placement of Eustegia as an independent tribe. In Asclepiadeae, a sister group position of Cynanchinae to the Asclepiadinae + Tylophorinae clade is favoured (BSMP = 84, BSML = 88, PP = 1.0), whereas Schizostephanus is retrieved as unresolved. Oxystelma appears as an early-branching member of Asclepiadinae with weak support (BSMP = 52, BSML = 74, PP = 0.69). Calciphila and Solenostemma are also associated with Asclepiadinae with weak support (BSMP = 37, BSML = 45, PP = 0.79), but all alternative positions are essentially without support. The position of Indian Asclepiadoideae in the family phylogeny is discussed. (c) 2014 The Linnean Society of London, Botanical Journal of the Linnean Society, 2014, 174, 601-619.

Maximum likelihood analysis of multi-stress accelerated life test data of series systems with competing log-normal causes of failure

This article presents frequentist inference of accelerated life test data of series systems with independent log-normal component lifetimes. The means of the component log-lifetimes are assumed to depend on the stress variables through a linear stress translation function that can accommodate the standard stress translation functions in the literature. An expectation-maximization algorithm is developed to obtain the maximum likelihood estimates of model parameters. The maximum likelihood estimates are then further refined by bootstrap, which is also used to infer about the component and system reliability metrics at usage stresses. The developed methodology is illustrated by analyzing a real as well as a simulated dataset. A simulation study is also carried out to judge the effectiveness of the bootstrap. It is found that in this model, application of bootstrap results in significant improvement over the simple maximum likelihood estimates.