A Variance-Minimizing Filter for Large-Scale Applications

A truly variance-minimizing filter is introduced and its per for mance is demonstrated with the Korteweg– DeV ries (KdV) equation and with a multilayer quasigeostrophic model of the ocean area around South Africa. It is recalled that Kalman-like filters are not variance minimizing for nonlinear model dynamics and that four - dimensional variational data assimilation (4DV AR)-like methods relying on per fect model dynamics have dif- ficulty with providing error estimates. The new method does not have these drawbacks. In fact, it combines advantages from both methods in that it does provide error estimates while automatically having balanced states after analysis, without extra computations. It is based on ensemble or Monte Carlo integrations to simulate the probability density of the model evolution. When obser vations are available, the so-called importance resampling algorithm is applied. From Bayes’ s theorem it follows that each ensemble member receives a new weight dependent on its ‘ ‘distance’ ’ t o the obser vations. Because the weights are strongly var ying, a resampling of the ensemble is necessar y. This resampling is done such that members with high weights are duplicated according to their weights, while low-weight members are largely ignored. In passing, it is noted that data assimilation is not an inverse problem by nature, although it can be for mulated that way . Also, it is shown that the posterior variance can be larger than the prior if the usual Gaussian framework is set aside. However , i n the examples presented here, the entropy of the probability densities is decreasing. The application to the ocean area around South Africa, gover ned by strongly nonlinear dynamics, shows that the method is working satisfactorily . The strong and weak points of the method are discussed and possible improvements are proposed.

Sampling uncertainty properties of cloud fraction estimates from random transect observations

[1] Cloud cover is conventionally estimated from satellite images as the observed fraction of cloudy pixels. Active instruments such as radar and Lidar observe in narrow transects that sample only a small percentage of the area over which the cloud fraction is estimated. As a consequence, the fraction estimate has an associated sampling uncertainty, which usually remains unspecified. This paper extends a Bayesian method of cloud fraction estimation, which also provides an analytical estimate of the sampling error. This method is applied to test the sensitivity of this error to sampling characteristics, such as the number of observed transects and the variability of the underlying cloud field. The dependence of the uncertainty on these characteristics is investigated using synthetic data simulated to have properties closely resembling observations of the spaceborne Lidar NASA-LITE mission. Results suggest that the variance of the cloud fraction is greatest for medium cloud cover and least when conditions are mostly cloudy or clear. However, there is a bias in the estimation, which is greatest around 25% and 75% cloud cover. The sampling uncertainty is also affected by the mean lengths of clouds and of clear intervals; shorter lengths decrease uncertainty, primarily because there are more cloud observations in a transect of a given length. Uncertainty also falls with increasing number of transects. Therefore a sampling strategy aimed at minimizing the uncertainty in transect derived cloud fraction will have to take into account both the cloud and clear sky length distributions as well as the cloud fraction of the observed field. These conclusions have implications for the design of future satellite missions. This paper describes the first integrated methodology for the analytical assessment of sampling uncertainty in cloud fraction observations from forthcoming spaceborne radar and Lidar missions such as NASA's Calipso and CloudSat.

A well-posed integral equation formulation for three-dimensional rough surface scattering

We consider the problem of scattering of time-harmonic acoustic waves by an unbounded sound-soft rough surface. Recently, a Brakhage Werner type integral equation formulation of this problem has been proposed, based on an ansatz as a combined single- and double-layer potential, but replacing the usual fundamental solution of the Helmholtz equation with an appropriate half-space Green's function. Moreover, it has been shown in the three-dimensional case that this integral equation is uniquely solvable in the space L-2 (Gamma) when the scattering surface G does not differ too much from a plane. In this paper, we show that this integral equation is uniquely solvable with no restriction on the surface elevation or slope. Moreover, we construct explicit bounds on the inverse of the associated boundary integral operator, as a function of the wave number, the parameter coupling the single- and double-layer potentials, and the maximum surface slope. These bounds show that the norm of the inverse operator is bounded uniformly in the wave number, kappa, for kappa > 0, if the coupling parameter h is chosen proportional to the wave number. In the case when G is a plane, we show that the choice eta = kappa/2 is nearly optimal in terms of minimizing the condition number.

The effect of soil phosphorus on particulate phosphorus in land runoff

Accumulation of surplus phosphorus (P) in the soil and the resulting increased transport of P in land runoff contribute to freshwater eutrophication. The effects of increasing soil P (19–194 mg Olsen-P (OP) kg−1) on the concentrations of particulate P (PP), and sorption properties (Qmax, k and EPCo) of suspended solids (SS) in overland flow from 15 unreplicated field plots established on a dispersive arable soil were measured over three monitoring periods under natural rainfall. Concentrations of PP in plot runoff increased linearly at a rate of 2.6 μg litre−1 per mg OP kg−1 of soil, but this rate was approximately 50% of the rate of increase in dissolved P (< 0.45 μm). Concentrations of SS in runoff were similar across all plots and contained a greater P sorption capacity (mean + 57%) than the soil because of enrichment with fine silt and clay (0.45–20 μm). As soil P increased, the P enrichment ratio of the SS declined exponentially, and the values of P saturation (Psat; 15–42%) and equilibrium P concentration (EPCo; 0.7–5.5 mg litre−1) in the SS fell within narrower ranges compared with the soils (6–74% and 0.1–10 mg litre−1, respectively). When OP was < 100 mg kg−1, Psat and EPCo values in the SS were smaller than those in the soil and vice-versa, suggesting that eroding particles from soils with both average and high P fertility would release P on entering the local (Rosemaund) stream. Increasing soil OP from average to high P fertility increased the P content of the SS by approximately 10%, but had no significant (P > 0.05) effect on the Psat, or EPCo, of the SS. Management options to reduce soil P status as a means of reducing P losses in land runoff and minimizing eutrophication risk may therefore have more limited effect than is currently assumed in catchment management.

Analytical potentials for triatomic molecules IX. The prediction of anharmonic force constants from potential energy surfaces based on harmonic force fields and dissociation energies for SO2 and O3

Analytical potential energy functions which are valid at all dissociation limits have been derived for the ground states of SO2 and O3. The procedure involves minimizing the errors between the observed vibrational spectra and spectra calculated by a variational procedure. Good agreement is obtained between the observed and calculated spectra for both molecules. Comparisons are made between anharmonic force fields, previously determined from the spectral data, and the force fields obtained by differentiating the derived analytical functions at the equilibrium configurations.

Water reuse for irrigated agriculture in Jordan: challenges of soil sustainability and the role of management strategies

Reclaimed water provides an important contribution to the water balance in water-scarce Jordan, but the quality of this water presents both benefits and challenges. Careful management of reclaimed water is required to maximize the nutrient benefits while minimizing the salinity risks. This work uses a multi-disciplinary research approach to show that soil response to irrigation with reclaimed water is a function of the management strategies adopted on the farm by the water user. The adoption of management methods to maintain soil productivity can be seen to be a result of farmers’ awareness to potentially plant-toxic ions in the irrigation water (70% of Jordan Valley farmers identified salinization as a hazard from irrigation with reclaimed water). However, the work also suggests that farmers’ management capacity is affected by the institutional management of water. About a third (35%) of farmers in the Jordan Valley claimed that their ability to manage salinization was limited by water shortages. Organizational interviews revealed that institutional awareness of soil management challenges was quite high (34% of interviewees described salinization as a risk from water reuse), but strategies to address this challenge at the institutional level require greater development.

Soilborne fungi and bacteria symbiotically associated with Steinernema spp. acting as biological agents against Fusarium wilt of tomato

An isolate of Gliocladium virens from disease affected soil in a commercial tomato greenhouse proved highly antagonistic to Fusarium oxysporum f.sp. lycopersici, used together with an isolate of the nematophagus fungus Verticillium chlamydosporium. Significant disease control was obtained when young mycelial preparation (on a food-base culture) of the G. virens together with V. chlamydosporium was applied in potting medium. Similar results were observed when a Trichoderma harzianum isolate was treated in combination with the V. chlamydosporium isolate. Most promising, in terms of minimizing the Fusarium wilt of tomato incidence, was also the effect of the bacteria associated with entomopathogenic nematodes (Steinernema spp.), Pseudomonas oryzihabitans and Xenorhabdus nematophilus.

Revisiting proportion estimators

Proportion estimators are quite frequently used in many application areas. The conventional proportion estimator (number of events divided by sample size) encounters a number of problems when the data are sparse as will be demonstrated in various settings. The problem of estimating its variance when sample sizes become small is rarely addressed in a satisfying framework. Specifically, we have in mind applications like the weighted risk difference in multicenter trials or stratifying risk ratio estimators (to adjust for potential confounders) in epidemiological studies. It is suggested to estimate p using the parametric family (see PDF for character) and p(1 - p) using (see PDF for character), where (see PDF for character). We investigate the estimation problem of choosing c 0 from various perspectives including minimizing the average mean squared error of (see PDF for character), average bias and average mean squared error of (see PDF for character). The optimal value of c for minimizing the average mean squared error of (see PDF for character) is found to be independent of n and equals c = 1. The optimal value of c for minimizing the average mean squared error of (see PDF for character) is found to be dependent of n with limiting value c = 0.833. This might justifiy to use a near-optimal value of c = 1 in practice which also turns out to be beneficial when constructing confidence intervals of the form (see PDF for character).

Can drug-bearing liposomes penetrate intact skin?

Using liposomes to deliver drugs to and through human skin is controversial, as their function varies with type and composition. Thus they may act as drug carriers controlling release of the medicinal agent. Alternatively, they may provide a localized depot in the skin so minimizing systemic effects or can be used for targeting delivery to skin appendages (hair follicles and sweat glands). Liposomes may also enhance transdermal drug delivery, increasing systemic drug concentrations. With such a multiplicity of functions, it is not surprising that mechanisms of liposomal delivery of therapeutic agents to and through the skin are unclear. Accordingly, this article provides an overview of the modes and mechanisms of action of different vesicles as drug delivery vectors in human skin. Our conclusion is that vesicles, depending on the composition and method of preparation, can vary with respect to size, lamellarity, charge, membrane fluidity or elasticity and drug entrapment. This variability allows for multiple functions ranging from local to transdermal effects. Application to dissimilar skins (animal or human) via diverse protocols may reveal different mechanisms of action with possible vesicle skin penetration reaching different depths, from surface assimilation to (rarely) the viable tissue and subsequent systemic absorption.

Construction of tunable radial basis function networks using orthogonal forward selection

An orthogonal forward selection (OFS) algorithm based on leave-one-out (LOO) criteria is proposed for the construction of radial basis function (RBF) networks with tunable nodes. Each stage of the construction process determines an RBF node, namely, its center vector and diagonal covariance matrix, by minimizing the LOO statistics. For regression application, the LOO criterion is chosen to be the LOO mean-square error, while the LOO misclassification rate is adopted in two-class classification application. This OFS-LOO algorithm is computationally efficient, and it is capable of constructing parsimonious RBF networks that generalize well. Moreover, the proposed algorithm is fully automatic, and the user does not need to specify a termination criterion for the construction process. The effectiveness of the proposed RBF network construction procedure is demonstrated using examples taken from both regression and classification applications.

A fast linear-in-the-parameters classifier construction algorithm using orthogonal forward selection to minimize leave-one-out misclassification rate

We propose a simple and computationally efficient construction algorithm for two class linear-in-the-parameters classifiers. In order to optimize model generalization, a forward orthogonal selection (OFS) procedure is used for minimizing the leave-one-out (LOO) misclassification rate directly. An analytic formula and a set of forward recursive updating formula of the LOO misclassification rate are developed and applied in the proposed algorithm. Numerical examples are used to demonstrate that the proposed algorithm is an excellent alternative approach to construct sparse two class classifiers in terms of performance and computational efficiency.

Maximizing revenue in Grid markets using an economically enhanced resource manager

Traditional resource management has had as its main objective the optimization of throughput, based on parameters such as CPU, memory, and network bandwidth. With the appearance of Grid markets, new variables that determine economic expenditure, benefit and opportunity must be taken into account. The Self-organizing ICT Resource Management (SORMA) project aims at allowing resource owners and consumers to exploit market mechanisms to sell and buy resources across the Grid. SORMA's motivation is to achieve efficient resource utilization by maximizing revenue for resource providers and minimizing the cost of resource consumption within a market environment. An overriding factor in Grid markets is the need to ensure that the desired quality of service levels meet the expectations of market participants. This paper explains the proposed use of an economically enhanced resource manager (EERM) for resource provisioning based on economic models. In particular, this paper describes techniques used by the EERM to support revenue maximization across multiple service level agreements and provides an application scenario to demonstrate its usefulness and effectiveness. Copyright © 2008 John Wiley & Sons, Ltd.

A comparison between feature-based and EM-based contour tracking

Most active-contour methods are based either on maximizing the image contrast under the contour or on minimizing the sum of squared distances between contour and image 'features'. The Marginalized Likelihood Ratio (MLR) contour model uses a contrast-based measure of goodness-of-fit for the contour and thus falls into the first class. The point of departure from previous models consists in marginalizing this contrast measure over unmodelled shape variations. The MLR model naturally leads to the EM Contour algorithm, in which pose optimization is carried out by iterated least-squares, as in feature-based contour methods. The difference with respect to other feature-based algorithms is that the EM Contour algorithm minimizes squared distances from Bayes least-squares (marginalized) estimates of contour locations, rather than from 'strongest features' in the neighborhood of the contour. Within the framework of the MLR model, alternatives to the EM algorithm can also be derived: one of these alternatives is the empirical-information method. Tracking experiments demonstrate the robustness of pose estimates given by the MLR model, and support the theoretical expectation that the EM Contour algorithm is more robust than either feature-based methods or the empirical-information method. (c) 2005 Elsevier B.V. All rights reserved.

Particle swarm optimization aided orthogonal forward regression for unified data modeling

We propose a unified data modeling approach that is equally applicable to supervised regression and classification applications, as well as to unsupervised probability density function estimation. A particle swarm optimization (PSO) aided orthogonal forward regression (OFR) algorithm based on leave-one-out (LOO) criteria is developed to construct parsimonious radial basis function (RBF) networks with tunable nodes. Each stage of the construction process determines the center vector and diagonal covariance matrix of one RBF node by minimizing the LOO statistics. For regression applications, the LOO criterion is chosen to be the LOO mean square error, while the LOO misclassification rate is adopted in two-class classification applications. By adopting the Parzen window estimate as the desired response, the unsupervised density estimation problem is transformed into a constrained regression problem. This PSO aided OFR algorithm for tunable-node RBF networks is capable of constructing very parsimonious RBF models that generalize well, and our analysis and experimental results demonstrate that the algorithm is computationally even simpler than the efficient regularization assisted orthogonal least square algorithm based on LOO criteria for selecting fixed-node RBF models. Another significant advantage of the proposed learning procedure is that it does not have learning hyperparameters that have to be tuned using costly cross validation. The effectiveness of the proposed PSO aided OFR construction procedure is illustrated using several examples taken from regression and classification, as well as density estimation applications.

Probability density estimation with tunable kernels using orthogonal forward regression

A generalized or tunable-kernel model is proposed for probability density function estimation based on an orthogonal forward regression procedure. Each stage of the density estimation process determines a tunable kernel, namely, its center vector and diagonal covariance matrix, by minimizing a leave-one-out test criterion. The kernel mixing weights of the constructed sparse density estimate are finally updated using the multiplicative nonnegative quadratic programming algorithm to ensure the nonnegative and unity constraints, and this weight-updating process additionally has the desired ability to further reduce the model size. The proposed tunable-kernel model has advantages, in terms of model generalization capability and model sparsity, over the standard fixed-kernel model that restricts kernel centers to the training data points and employs a single common kernel variance for every kernel. On the other hand, it does not optimize all the model parameters together and thus avoids the problems of high-dimensional ill-conditioned nonlinear optimization associated with the conventional finite mixture model. Several examples are included to demonstrate the ability of the proposed novel tunable-kernel model to effectively construct a very compact density estimate accurately.