Local Utility Functions and Local Probability Transformations

This note shows that, under appropriate conditions, preferences may be locally approximated by the linear utility or risk-neutral preference functional associated with a local probability transformation.

A liberation model for comminution based on probability theory

Mineral processing plants use two main processes; these are comminution and separation. The objective of the comminution process is to break complex particles consisting of numerous minerals into smaller simpler particles where individual particles consist primarily of only one mineral. The process in which the mineral composition distribution in particles changes due to breakage is called 'liberation'. The purpose of separation is to separate particles consisting of valuable mineral from those containing nonvaluable mineral. The energy required to break particles to fine sizes is expensive, and therefore the mineral processing engineer must design the circuit so that the breakage of liberated particles is reduced in favour of breaking composite particles. In order to effectively optimize a circuit through simulation it is necessary to predict how the mineral composition distributions change due to comminution. Such a model is called a 'liberation model for comminution'. It was generally considered that such a model should incorporate information about the ore, such as the texture. However, the relationship between the feed and product particles can be estimated using a probability method, with the probability being defined as the probability that a feed particle of a particular composition and size will form a particular product particle of a particular size and composition. The model is based on maximizing the entropy of the probability subject to mass constraints and composition constraint. Not only does this methodology allow a liberation model to be developed for binary particles, but also for particles consisting of many minerals. Results from applying the model to real plant ore are presented. A laboratory ball mill was used to break particles. The results from this experiment were used to estimate the kernel which represents the relationship between parent and progeny particles. A second feed, consisting primarily of heavy particles subsampled from the main ore was then ground through the same mill. The results from the first experiment were used to predict the product of the second experiment. The agreement between the predicted results and the actual results are very good. It is therefore recommended that more extensive validation is needed to fully evaluate the substance of the method. (C) 2003 Elsevier Ltd. All rights reserved.

Heavy tails, importance sampling and cross-entropy

We consider the problem of estimating P(Yi + (...) + Y-n > x) by importance sampling when the Yi are i.i.d. and heavy-tailed. The idea is to exploit the cross-entropy method as a toot for choosing good parameters in the importance sampling distribution; in doing so, we use the asymptotic description that given P(Y-1 + (...) + Y-n > x), n - 1 of the Yi have distribution F and one the conditional distribution of Y given Y > x. We show in some specific parametric examples (Pareto and Weibull) how this leads to precise answers which, as demonstrated numerically, are close to being variance minimal within the parametric class under consideration. Related problems for M/G/l and GI/G/l queues are also discussed.

Correlation of non-uniform protein expression with variation in transmitter release probability

The strength of synaptic transmission is highly variable between different synapses. The present study examined some factors that may contribute to this variation in the strength of neurotransmission in sympathetic varicosities of the mouse vas deferens. Transmitter release was measured using a focal macropatch electrode placed over pairs of visualised varicosities. By regulating the calcium concentration of the solutions inside the recording electrode and in the bath independently of each other, transmitter release was restricted to one or two surface varicosities at each recording site. Using this technique, transmitter release probability was shown to be highly variable, even between adjacent varicosities on single axon branches. Very little variation was observed in the calcium influx following single impulse nerve stimulation between adjacent Oregon Green BAPTA-1 loaded varicosities. However, the staining intensities of three vesicular proteins, SV2, synaptophysin, and synaptotagmin 1, showed considerable variation between adjacent varicosities on single axon branches. This variation in staining intensity may be partly explained by variation in the density of synaptic vesicles. However, double staining experiments using two vesicular antigens showed some varicosities staining for one vesicular antigen, but not for the second, suggesting that the expression of these release machinery proteins is regulated locally within the varicosities. The results of the present study strengthen suggestions that synaptic strength is at least in part, regulated by variation in the expression of vesicular proteins. (C) 2004 Wiley-Liss, Inc.

Testing multiple mapping conditioning mixing for Monte Carlo probability density function simulations

Mitarai [Phys. Fluids 17, 047101 (2005)] compared turbulent combustion models against homogeneous direct numerical simulations with extinction/recognition phenomena. The recently suggested multiple mapping conditioning (MMC) was not considered and is simulated here for the same case with favorable results. Implementation issues crucial for successful MMC simulations are also discussed.

Pitch jump probability measures for the analysis of snoring sounds in apnea

Obstructive sleep apnea (OSA) is a highly prevalent disease in which upper airways are collapsed during sleep, leading to serious consequences. The gold standard of diagnosis, called polysomnography (PSG), requires a full-night hospital stay connected to over ten channels of measurements requiring physical contact with sensors. PSG is inconvenient, expensive and unsuited for community screening. Snoring is the earliest symptom of OSA, but its potential in clinical diagnosis is not fully recognized yet. Diagnostic systems intent on using snore-related sounds (SRS) face the tough problem of how to define a snore. In this paper, we present a working definition of a snore, and propose algorithms to segment SRS into classes of pure breathing, silence and voiced/unvoiced snores. We propose a novel feature termed the 'intra-snore-pitch-jump' (ISPJ) to diagnose OSA. Working on clinical data, we show that ISPJ delivers OSA detection sensitivities of 86-100% while holding specificity at 50-80%. These numbers indicate that snore sounds and the ISPJ have the potential to be good candidates for a take-home device for OSA screening. Snore sounds have the significant advantage in that they can be conveniently acquired with low-cost non-contact equipment. The segmentation results presented in this paper have been derived using data from eight patients as the training set and another eight patients as the testing set. ISPJ-based OSA detection results have been derived using training data from 16 subjects and testing data from 29 subjects.

Efficient accommodation of local minima in watershed model calibration

The Gauss-Marquardt-Levenberg (GML) method of computer-based parameter estimation, in common with other gradient-based approaches, suffers from the drawback that it may become trapped in local objective function minima, and thus report optimized parameter values that are not, in fact, optimized at all. This can seriously degrade its utility in the calibration of watershed models where local optima abound. Nevertheless, the method also has advantages, chief among these being its model-run efficiency, and its ability to report useful information on parameter sensitivities and covariances as a by-product of its use. It is also easily adapted to maintain this efficiency in the face of potential numerical problems (that adversely affect all parameter estimation methodologies) caused by parameter insensitivity and/or parameter correlation. The present paper presents two algorithmic enhancements to the GML method that retain its strengths, but which overcome its weaknesses in the face of local optima. Using the first of these methods an intelligent search for better parameter sets is conducted in parameter subspaces of decreasing dimensionality when progress of the parameter estimation process is slowed either by numerical instability incurred through problem ill-posedness, or when a local objective function minimum is encountered. The second methodology minimizes the chance of successive GML parameter estimation runs finding the same objective function minimum by starting successive runs at points that are maximally removed from previous parameter trajectories. As well as enhancing the ability of a GML-based method to find the global objective function minimum, the latter technique can also be used to find the locations of many non-global optima (should they exist) in parameter space. This can provide a useful means of inquiring into the well-posedness of a parameter estimation problem, and for detecting the presence of bimodal parameter and predictive probability distributions. The new methodologies are demonstrated by calibrating a Hydrological Simulation Program-FORTRAN (HSPF) model against a time series of daily flows. Comparison with the SCE-UA method in this calibration context demonstrates a high level of comparative model run efficiency for the new method. (c) 2006 Elsevier B.V. All rights reserved.