Finite mixture distributions, sequential likelihood and the EM algorithm

A popular way to account for unobserved heterogeneity is to assume that the data are drawn from a finite mixture distribution. A barrier to using finite mixture models is that parameters that could previously be estimated in stages must now be estimated jointly: using mixture distributions destroys any additive separability of the log-likelihood function. We show, however, that an extension of the EM algorithm reintroduces additive separability, thus allowing one to estimate parameters sequentially during each maximization step. In establishing this result, we develop a broad class of estimators for mixture models. Returning to the likelihood problem, we show that, relative to full information maximum likelihood, our sequential estimator can generate large computational savings with little loss of efficiency.

Analysis of soil carbon transit times and age distributions using network theories

The long-term soil carbon dynamics may be approximated by networks of linear compartments, permitting theoretical analysis of transit time (i.e., the total time spent by a molecule in the system) and age (the time elapsed since the molecule entered the system) distributions. We compute and compare these distributions for different network. configurations, ranging from the simple individual compartment, to series and parallel linear compartments, feedback systems, and models assuming a continuous distribution of decay constants. We also derive the transit time and age distributions of some complex, widely used soil carbon models (the compartmental models CENTURY and Rothamsted, and the continuous-quality Q-Model), and discuss them in the context of long-term carbon sequestration in soils. We show how complex models including feedback loops and slow compartments have distributions with heavier tails than simpler models. Power law tails emerge when using continuous-quality models, indicating long retention times for an important fraction of soil carbon. The responsiveness of the soil system to changes in decay constants due to altered climatic conditions or plant species composition is found to be stronger when all compartments respond equally to the environmental change, and when the slower compartments are more sensitive than the faster ones or lose more carbon through microbial respiration. Copyright 2009 by the American Geophysical Union.

Enhancing imaging systems using transformation optics.

We apply the transformation optical technique to modify or improve conventional refractive and gradient index optical imaging devices. In particular, when it is known that a detector will terminate the paths of rays over some surface, more freedom is available in the transformation approach, since the wave behavior over a large portion of the domain becomes unimportant. For the analyzed configurations, quasi-conformal and conformal coordinate transformations can be used, leading to simplified constitutive parameter distributions that, in some cases, can be realized with isotropic index; index-only media can be low-loss and have broad bandwidth. We apply a coordinate transformation to flatten a Maxwell fish-eye lens, forming a near-perfect relay lens; and also flatten the focal surface associated with a conventional refractive lens, such that the system exhibits an ultra-wide field-of-view with reduced aberration.

Effect of different jump distributions on the dynamics of jump processes

The paper investigates stochastic processes forced by independent and identically distributed jumps occurring according to a Poisson process. The impact of different distributions of the jump amplitudes are analyzed for processes with linear drift. Exact expressions of the probability density functions are derived when jump amplitudes are distributed as exponential, gamma, and mixture of exponential distributions for both natural and reflecting boundary conditions. The mean level-crossing properties are studied in relation to the different jump amplitudes. As an example of application of the previous theoretical derivations, the role of different rainfall-depth distributions on an existing stochastic soil water balance model is analyzed. It is shown how the shape of distribution of daily rainfall depths plays a more relevant role on the soil moisture probability distribution as the rainfall frequency decreases, as predicted by future climatic scenarios. © 2010 The American Physical Society.

Convergence of numerical time-averaging and stationary measures via Poisson equations

Numerical approximation of the long time behavior of a stochastic di.erential equation (SDE) is considered. Error estimates for time-averaging estimators are obtained and then used to show that the stationary behavior of the numerical method converges to that of the SDE. The error analysis is based on using an associated Poisson equation for the underlying SDE. The main advantages of this approach are its simplicity and universality. It works equally well for a range of explicit and implicit schemes, including those with simple simulation of random variables, and for hypoelliptic SDEs. To simplify the exposition, we consider only the case where the state space of the SDE is a torus, and we study only smooth test functions. However, we anticipate that the approach can be applied more widely. An analogy between our approach and Stein's method is indicated. Some practical implications of the results are discussed. Copyright © by SIAM. Unauthorized reproduction of this article is prohibited.

Ambient aerosol size distributions and number concentrations measured during the Pittsburgh Air Quality Study (PAQS)

Twelve months of aerosol size distributions from 3 to 560nm, measured using scanning mobility particle sizers are presented with an emphasis on average number, surface, and volume distributions, and seasonal and diurnal variation. The measurements were made at the main sampling site of the Pittsburgh Air Quality Study from July 2001 to June 2002. These are supplemented with 5 months of size distribution data from 0.5 to 2.5μm measured with a TSI aerosol particle sizer and 2 months of size distributions measured at an upwind rural sampling site. Measurements at the main site were made continuously under both low and ambient relative humidity. The average Pittsburgh number concentration (3-500nm) is 22,000cm-3 with an average mode size of 40nm. Strong diurnal patterns in number concentrations are evident as a direct effect of the sources of particles (atmospheric nucleation, traffic, and other combustion sources). New particle formation from homogeneous nucleation is significant on 30-50% of study days and over a wide area (at least a hundred kilometers). Rural number concentrations are a factor of 2-3 lower (on average) than the urban values. Average measured distributions are different from model literature urban and rural size distributions. © 2004 Elsevier Ltd. All rights reserved.

Convergent Surface Water Distributions in U.S. Cities

Earth's surface is rapidly urbanizing, resulting in dramatic changes in the abundance, distribution and character of surface water features in urban landscapes. However, the scope and consequences of surface water redistribution at broad spatial scales are not well understood. We hypothesized that urbanization would lead to convergent surface water abundance and distribution: in other words, cities will gain or lose water such that they become more similar to each other than are their surrounding natural landscapes. Using a database of more than 1 million water bodies and 1 million km of streams, we compared the surface water of 100 US cities with their surrounding undeveloped land. We evaluated differences in areal (A WB) and numeric densities (N WB) of water bodies (lakes, wetlands, and so on), the morphological characteristics of water bodies (size), and the density (D C) of surface flow channels (that is, streams and rivers). The variance of urban A WB, N WB, and D C across the 100 MSAs decreased, by 89, 25, and 71%, respectively, compared to undeveloped land. These data show that many cities are surface water poor relative to undeveloped land; however, in drier landscapes urbanization increases the occurrence of surface water. This convergence pattern strengthened with development intensity, such that high intensity urban development had an areal water body density 98% less than undeveloped lands. Urbanization appears to drive the convergence of hydrological features across the US, such that surface water distributions of cities are more similar to each other than to their surrounding landscapes. © 2014 The Author(s).