TESTING STATISTICAL HYPOTHESIS ON RANDOM TREES AND APPLICATIONS TO THE PROTEIN CLASSIFICATION PROBLEM

Efficient automatic protein classification is of central importance in genomic annotation. As an independent way to check the reliability of the classification, we propose a statistical approach to test if two sets of protein domain sequences coming from two families of the Pfam database are significantly different. We model protein sequences as realizations of Variable Length Markov Chains (VLMC) and we use the context trees as a signature of each protein family. Our approach is based on a Kolmogorov-Smirnov-type goodness-of-fit test proposed by Balding et at. [Limit theorems for sequences of random trees (2008), DOI: 10.1007/s11749-008-0092-z]. The test statistic is a supremum over the space of trees of a function of the two samples; its computation grows, in principle, exponentially fast with the maximal number of nodes of the potential trees. We show how to transform this problem into a max-flow over a related graph which can be solved using a Ford-Fulkerson algorithm in polynomial time on that number. We apply the test to 10 randomly chosen protein domain families from the seed of Pfam-A database (high quality, manually curated families). The test shows that the distributions of context trees coming from different families are significantly different. We emphasize that this is a novel mathematical approach to validate the automatic clustering of sequences in any context. We also study the performance of the test via simulations on Galton-Watson related processes.

Survival time of random walk in random environment among soft obstacles

We consider a Random Walk in Random Environment (RWRE) moving in an i.i.d. random field of obstacles. When the particle hits an obstacle, it disappears with a positive probability. We obtain quenched and annealed bounds on the tails of the survival time in the general d-dimensional case. We then consider a simplified one-dimensional model (where transition probabilities and obstacles are independent and the RWRE only moves to neighbour sites), and obtain finer results for the tail of the survival time. In addition, we study also the ""mixed"" probability measures (quenched with respect to the obstacles and annealed with respect to the transition probabilities and vice-versa) and give results for tails of the survival time with respect to these probability measures. Further, we apply the same methods to obtain bounds for the tails of hitting times of Branching Random Walks in Random Environment (BRWRE).

Random perturbations of stochastic processes with unbounded variable length memory

We consider binary infinite order stochastic chains perturbed by a random noise. This means that at each time step, the value assumed by the chain can be randomly and independently flipped with a small fixed probability. We show that the transition probabilities of the perturbed chain are uniformly close to the corresponding transition probabilities of the original chain. As a consequence, in the case of stochastic chains with unbounded but otherwise finite variable length memory, we show that it is possible to recover the context tree of the original chain, using a suitable version of the algorithm Context, provided that the noise is small enough.

Gibbs random graphs on point processes

Consider a discrete locally finite subset Gamma of R(d) and the cornplete graph (Gamma, E), with vertices Gamma and edges E. We consider Gibbs measures on the set of sub-graphs with vertices Gamma and edges E` subset of E. The Gibbs interaction acts between open edges having a vertex in common. We study percolation properties of the Gibbs distribution of the graph ensemble. The main results concern percolation properties of the open edges in two cases: (a) when Gamma is sampled from a homogeneous Poisson process; and (b) for a fixed Gamma with sufficiently sparse points. (c) 2010 American Institute of Physics. [doi:10.1063/1.3514605]

Multifractality in the random parameter model for multivariate time series

The Random Parameter model was proposed to explain the structure of the covariance matrix in problems where most, but not all, of the eigenvalues of the covariance matrix can be explained by Random Matrix Theory. In this article, we explore the scaling properties of the model, as observed in the multifractal structure of the simulated time series. We use the Wavelet Transform Modulus Maxima technique to obtain the multifractal spectrum dependence with the parameters of the model. The model shows a scaling structure compatible with the stylized facts for a reasonable choice of the parameter values. (C) 2009 Elsevier B.V. All rights reserved.

Constant-random practice and the adaptive process in motor learning with varying amounts of constant practice

The adaptive process in motor learning was examined in terms of effects of varying amounts of constant practice performed before random practice. Participants pressed five response keys sequentially, the last one coincident with the lighting of a final visual stimulus provided by a complex coincident timing apparatus. Different visual stimulus speeds were used during the random practice. 33 children (M age=11.6 yr.) were randomly assigned to one of three experimental groups: constant-random, constant-random 33%, and constant-random 66%. The constant-random group practiced constantly until they reached a criterion of performance stabilization three consecutive trials within 50 msec. of error. The other two groups had additional constant practice of 33 and 66%, respectively, of the number of trials needed to achieve the stabilization criterion. All three groups performed 36 trials under random practice; in the adaptation phase, they practiced at a different visual stimulus speed adopted in the stabilization phase. Global performance measures were absolute, constant, and variable errors, and movement pattern was analyzed by relative timing and overall movement time. There was no group difference in relation to global performance measures and overall movement time. However, differences between the groups were observed on movement pattern, since constant-random 66% group changed its relative timing performance in the adaptation phase.

Reliability-based evaluation of design code provisions for circular concrete-filled steel columns

This paper presents an investigation of design code provisions for steel-concrete composite columns. The study covers the national building codes of United States, Canada and Brazil, and the transnational EUROCODE. The study is based on experimental results of 93 axially loaded concrete-filled tubular steel columns. This includes 36 unpublished, full scale experimental results by the authors and 57 results from the literature. The error of resistance models is determined by comparing experimental results for ultimate loads with code-predicted column resistances. Regression analysis is used to describe the variation of model error with column slenderness and to describe model uncertainty. The paper shows that Canadian and European codes are able to predict mean column resistance, since resistance models of these codes present detailed formulations for concrete confinement by a steel tube. ANSI/AISC and Brazilian codes have limited allowance for concrete confinement, and become very conservative for short columns. Reliability analysis is used to evaluate the safety level of code provisions. Reliability analysis includes model error and other random problem parameters like steel and concrete strengths, and dead and live loads. Design code provisions are evaluated in terms of sufficient and uniform reliability criteria. Results show that the four design codes studied provide uniform reliability, with the Canadian code being best in achieving this goal. This is a result of a well balanced code, both in terms of load combinations and resistance model. The European code is less successful in providing uniform reliability, a consequence of the partial factors used in load combinations. The paper also shows that reliability indexes of columns designed according to European code can be as low as 2.2, which is quite below target reliability levels of EUROCODE. (C) 2009 Elsevier Ltd. All rights reserved.

Multiple random crack propagation using a boundary element formulation

This paper proposes a boundary element method (BEM) model that is used for the analysis of multiple random crack growth by considering linear elastic fracture mechanics problems and structures subjected to fatigue. The formulation presented in this paper is based on the dual boundary element method, in which singular and hyper-singular integral equations are used. This technique avoids singularities of the resulting algebraic system of equations, despite the fact that the collocation points coincide for the two opposite crack faces. In fracture mechanics analyses, the displacement correlation technique is applied to evaluate stress intensity factors. The maximum circumferential stress theory is used to evaluate the propagation angle and the effective stress intensity factor. The fatigue model uses Paris` law to predict structural life. Examples of simple and multi-fractured structures loaded until rupture are considered. These analyses demonstrate the robustness of the proposed model. In addition, the results indicate that this formulation is accurate and can model localisation and coalescence phenomena. (C) 2010 Elsevier Ltd. All rights reserved.

The random barrier-crossing problem

This paper addresses the time-variant reliability analysis of structures with random resistance or random system parameters. It deals with the problem of a random load process crossing a random barrier level. The implications of approximating the arrival rate of the first overload by an ensemble-crossing rate are studied. The error involved in this so-called ""ensemble-crossing rate"" approximation is described in terms of load process and barrier distribution parameters, and in terms of the number of load cycles. Existing results are reviewed, and significant improvements involving load process bandwidth, mean-crossing frequency and time are presented. The paper shows that the ensemble-crossing rate approximation can be accurate enough for problems where load process variance is large in comparison to barrier variance, but especially when the number of load cycles is small. This includes important practical applications like random vibration due to impact loadings and earthquake loading. Two application examples are presented, one involving earthquake loading and one involving a frame structure subject to wind and snow loadings. (C) 2007 Elsevier Ltd. All rights reserved.

CONCENTRATION FIELDS NEAR AIR-WATER INTERFACES DURING INTERFACIAL MASS TRANSPORT: OXYGEN TRANSPORT AND RANDOM SQUARE WAVE ANALYSIS

Mass transfer across a gas-liquid interface was studied theoretically and experimentally, using transfer of oxygen into water as the gas-liquid system. The experimental results support the conclusions of a theoretical description of the concentration field that uses random square waves approximations. The effect of diffusion over the concentration records was quantified. It is shown that the peak of the normalized rills concentration fluctuation profiles must be lower than 0.5, and that the position of the peak of the rms value is an adequate measure of the thickness of the diffusive layer. The position of the peak is the boundary between the regions more subject to molecular diffusion or to turbulent transport of dissolved mass.

Simulation of the Barkhausen Noise using random field Ising model with long-range interaction

We present a method to simulate the Magnetic Barkhausen Noise using the Random Field Ising Model with magnetic long-range interaction. The method allows calculating the magnetic flux density behavior in particular sections of the lattice reticule. The results show an internal demagnetizing effect that proceeds from the magnetic long-range interactions. This demagnetizing effect induces the appearing of a magnetic pattern in the region of magnetic avalanches. When compared with the traditional method, the proposed numerical procedure neatly reduces computational costs of simulation. (c) 2008 Published by Elsevier B.V.

Methodological analysis of gamma tomography system for large random packed columns

Gamma ray tomography experiments have been carried out to detect spatial patterns in the porosity in a 0.27 m diameter column packed with steel Rashig rings of different sizes: 12.6, 37.9, and 76 mm. using a first generation CT system (Chen et al., 1998). A fast Fourier transform tomographic reconstruction algorithm has been used to calculate the spatial variation over the column cross section. Cross-sectional gas porosity and solid holdup distribution were determinate. The values of cross-sectional average gas porosity were epsilon=0.849, 0.938 and 0.966 for the 12.6, 37.9, and 76 mm rings, respectively. Radial holdup variation within the packed bed has been determined. The variation of the circumferentially averaged gas holdup in the radial direction indicates that the porosity in the column wall region is a somewhat higher than that in the bulk region, due to the effect of the column wall. (C) 2009 Elsevier Ltd. All rights reserved.

Exploring the random genesis of co-occurrence networks

Using the network random generation models from Gustedt (2009)[23], we simulate and analyze several characteristics (such as the number of components, the degree distribution and the clustering coefficient) of the generated networks. This is done for a variety of distributions (fixed value, Bernoulli, Poisson, binomial) that are used to control the parameters of the generation process. These parameters are in particular the size of newly appearing sets of objects, the number of contexts in which new elements appear initially, the number of objects that are shared with `parent` contexts, and, the time period inside which a context may serve as a parent context (aging). The results show that these models allow to fine-tune the generation process such that the graphs adopt properties as can be found in real world graphs. (C) 2011 Elsevier B.V. All rights reserved.

Residuals for log-Burr XII regression models in survival analysis

In this paper, we compare three residuals to assess departures from the error assumptions as well as to detect outlying observations in log-Burr XII regression models with censored observations. These residuals can also be used for the log-logistic regression model, which is a special case of the log-Burr XII regression model. For different parameter settings, sample sizes and censoring percentages, various simulation studies are performed and the empirical distribution of each residual is displayed and compared with the standard normal distribution. These studies suggest that the residual analysis usually performed in normal linear regression models can be straightforwardly extended to the modified martingale-type residual in log-Burr XII regression models with censored data.

A log-extended Weibull regression model

A bathtub-shaped failure rate function is very useful in survival analysis and reliability studies. The well-known lifetime distributions do not have this property. For the first time, we propose a location-scale regression model based on the logarithm of an extended Weibull distribution which has the ability to deal with bathtub-shaped failure rate functions. We use the method of maximum likelihood to estimate the model parameters and some inferential procedures are presented. We reanalyze a real data set under the new model and the log-modified Weibull regression model. We perform a model check based on martingale-type residuals and generated envelopes and the statistics AIC and BIC to select appropriate models. (C) 2009 Elsevier B.V. All rights reserved.