9 resultados para probability distributions
em University of Queensland eSpace - Australia
Resumo:
Multiplication and comultiplication of beliefs represent a generalisation of multiplication and comultiplication of probabilities as well as of binary logic AND and OR. Our approach follows that of subjective logic, where belief functions are expressed as opinions that are interpreted as being equivalent to beta probability distributions. We compare different types of opinion product and coproduct, and show that they represent very good approximations of the analytical product and coproduct of beta probability distributions. We also define division and codivision of opinions, and compare our framework with other logic frameworks for combining uncertain propositions. (C) 2004 Elsevier Inc. All rights reserved.
Resumo:
Allocations of research funds across programs are often made for efficiency reasons. Social science research is shown to have small, lagged but significant effects on U.S. agricultural efficiency when public agricultural R&D and extension are simultaneously taken into account. Farm management and marketing research variables are used to explain variations in estimates of allocative and technical efficiency using a Bayesian approach that incorporates stylized facts concerning lagged research impacts in a way that is less restrictive than popular polynomial distributed lags. Results are reported in terms of means and standard deviations of estimated probability distributions of parameters and long-run total multipliers. Extension is estimated to have a greater impact on both allocative and technical efficiency than either R&D or social science research.
Resumo:
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.
Resumo:
There have been many models developed by scientists to assist decision-makers in making socio-economic and environmental decisions. It is now recognised that there is a shift in the dominant paradigm to making decisions with stakeholders, rather than making decisions for stakeholders. Our paper investigates two case studies where group model building has been undertaken for maintaining biodiversity in Australia. The first case study focuses on preservation and management of green spaces and biodiversity in metropolitan Melbourne under the umbrella of the Melbourne 2030 planning strategy. A geographical information system is used to collate a number of spatial datasets encompassing a range of cultural and natural assets data layers including: existing open spaces, waterways, threatened fauna and flora, ecological vegetation covers, registered cultural heritage sites, and existing land parcel zoning. Group model building is incorporated into the study through eliciting weightings and ratings of importance for each datasets from urban planners to formulate different urban green system scenarios. The second case study focuses on modelling ecoregions from spatial datasets for the state of Queensland. The modelling combines collaborative expert knowledge and a vast amount of environmental data to build biogeographical classifications of regions. An information elicitation process is used to capture expert knowledge of ecoregions as geographical descriptions, and to transform this into prior probability distributions that characterise regions in terms of environmental variables. This prior information is combined with measured data on the environmental variables within a Bayesian modelling technique to produce the final classified regions. We describe how linked views between descriptive information, mapping and statistical plots are used to decide upon representative regions that satisfy a number of criteria for biodiversity and conservation. This paper discusses the advantages and problems encountered when undertaking group model building. Future research will extend the group model building approach to include interested individuals and community groups.
Resumo:
This paper illustrates the prediction of opponent behaviour in a competitive, highly dynamic, multi-agent and partially observableenvironment, namely RoboCup small size league robot soccer. The performance is illustrated in the context of the highly successful robot soccer team, the RoboRoos. The project is broken into three tasks; classification of behaviours, modelling and prediction of behaviours and integration of the predictions into the existing planning system. A probabilistic approach is taken to dealing with the uncertainty in the observations and with representing the uncertainty in the prediction of the behaviours. Results are shown for a classification system using a Naïve Bayesian Network that determines the opponent’s current behaviour. These results are compared to an expert designed fuzzy behaviour classification system. The paper illustrates how the modelling system will use the information from behaviour classification to produce probability distributions that model the manner with which the opponents perform their behaviours. These probability distributions are show to match well with the existing multi-agent planning system (MAPS) that forms the core of the RoboRoos system.
Resumo:
Spatial characterization of non-Gaussian attributes in earth sciences and engineering commonly requires the estimation of their conditional distribution. The indicator and probability kriging approaches of current nonparametric geostatistics provide approximations for estimating conditional distributions. They do not, however, provide results similar to those in the cumbersome implementation of simultaneous cokriging of indicators. This paper presents a new formulation termed successive cokriging of indicators that avoids the classic simultaneous solution and related computational problems, while obtaining equivalent results to the impractical simultaneous solution of cokriging of indicators. A successive minimization of the estimation variance of probability estimates is performed, as additional data are successively included into the estimation process. In addition, the approach leads to an efficient nonparametric simulation algorithm for non-Gaussian random functions based on residual probabilities.
Resumo:
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.
Resumo:
In this paper we investigate a Bayesian procedure for the estimation of a flexible generalised distribution, notably the MacGillivray adaptation of the g-and-κ distribution. This distribution, described through its inverse cdf or quantile function, generalises the standard normal through extra parameters which together describe skewness and kurtosis. The standard quantile-based methods for estimating the parameters of generalised distributions are often arbitrary and do not rely on computation of the likelihood. MCMC, however, provides a simulation-based alternative for obtaining the maximum likelihood estimates of parameters of these distributions or for deriving posterior estimates of the parameters through a Bayesian framework. In this paper we adopt the latter approach, The proposed methodology is illustrated through an application in which the parameter of interest is slightly skewed.
Resumo:
The critical process parameter for mineral separation is the degree of mineral liberation achieved by comminution. The degree of liberation provides an upper limit of efficiency for any physical separation process. The standard approach to measuring mineral liberation uses mineralogical analysis based two-dimensional sections of particles which may be acquired using a scanning electron microscope and back-scatter electron analysis or from an analysis of an image acquired using an optical microscope. Over the last 100 years, mathematical techniques have been developed to use this two dimensional information to infer three-dimensional information about the particles. For mineral processing, a particle that contains more than one mineral (a composite particle) may appear to be liberated (contain only one mineral) when analysed using only its revealed particle section. The mathematical techniques used to interpret three-dimensional information belong, to a branch of mathematics called stereology. However methods to obtain the full mineral liberation distribution of particles from particle sections are relatively new. To verify these adjustment methods, we require an experimental method which can accurately measure both sectional and three dimensional properties. Micro Cone Beam Tomography provides such a method for suitable particles and hence, provides a way to validate methods used to convert two-dimensional measurements to three dimensional estimates. For this study ore particles from a well-characterised sample were subjected to conventional mineralogical analysis (using particle sections) to estimate three-dimensional properties of the particles. A subset of these particles was analysed using a micro-cone beam tomograph. This paper presents a comparison of the three-dimensional properties predicted from measured two-dimensional sections with the measured three-dimensional properties.