94 resultados para Bayesian Mixture Model, Cavalieri Method, Trapezoidal Rule
Resumo:
This work proposes a unified neurofuzzy modelling scheme. To begin with, the initial fuzzy base construction method is based on fuzzy clustering utilising a Gaussian mixture model (GMM) combined with the analysis of covariance (ANOVA) decomposition in order to obtain more compact univariate and bivariate membership functions over the subspaces of the input features. The mean and covariance of the Gaussian membership functions are found by the expectation maximisation (EM) algorithm with the merit of revealing the underlying density distribution of system inputs. The resultant set of membership functions forms the basis of the generalised fuzzy model (GFM) inference engine. The model structure and parameters of this neurofuzzy model are identified via the supervised subspace orthogonal least square (OLS) learning. Finally, instead of providing deterministic class label as model output by convention, a logistic regression model is applied to present the classifier’s output, in which the sigmoid type of logistic transfer function scales the outputs of the neurofuzzy model to the class probability. Experimental validation results are presented to demonstrate the effectiveness of the proposed neurofuzzy modelling scheme.
Resumo:
Much of the atmospheric variability in the North Atlantic sector is associated with variations in the eddy-driven component of the zonal flow. Here we present a simple method to specifically diagnose this component of the flow using the low-level wind field (925–700 hpa ). We focus on the North Atlantic winter season in the ERA-40 reanalysis. Diagnostics of the latitude and speed of the eddy-driven jet stream are compared with conventional diagnostics of the North Atlantic Oscillation (NAO) and the East Atlantic (EA) pattern. This shows that the NAO and the EA both describe combined changes in the latitude and speed of the jet stream. It is therefore necessary, but not always sufficient, to consider both the NAO and the EA in identifying changes in the jet stream. The jet stream analysis suggests that there are three preferred latitudinal positions of the North Atlantic eddy-driven jet stream in winter. This result is in very good agreement with the application of a statistical mixture model to the two-dimensional state space defined by the NAO and the EA. These results are consistent with several other studies which identify four European/Atlantic regimes, comprising three jet stream patterns plus European blocking events.
Resumo:
This study presents a new simple approach for combining empirical with raw (i.e., not bias corrected) coupled model ensemble forecasts in order to make more skillful interval forecasts of ENSO. A Bayesian normal model has been used to combine empirical and raw coupled model December SST Niño-3.4 index forecasts started at the end of the preceding July (5-month lead time). The empirical forecasts were obtained by linear regression between December and the preceding July Niño-3.4 index values over the period 1950–2001. Coupled model ensemble forecasts for the period 1987–99 were provided by ECMWF, as part of the Development of a European Multimodel Ensemble System for Seasonal to Interannual Prediction (DEMETER) project. Empirical and raw coupled model ensemble forecasts alone have similar mean absolute error forecast skill score, compared to climatological forecasts, of around 50% over the period 1987–99. The combined forecast gives an increased skill score of 74% and provides a well-calibrated and reliable estimate of forecast uncertainty.
Resumo:
Inferring the spatial expansion dynamics of invading species from molecular data is notoriously difficult due to the complexity of the processes involved. For these demographic scenarios, genetic data obtained from highly variable markers may be profitably combined with specific sampling schemes and information from other sources using a Bayesian approach. The geographic range of the introduced toad Bufo marinus is still expanding in eastern and northern Australia, in each case from isolates established around 1960. A large amount of demographic and historical information is available on both expansion areas. In each area, samples were collected along a transect representing populations of different ages and genotyped at 10 microsatellite loci. Five demographic models of expansion, differing in the dispersal pattern for migrants and founders and in the number of founders, were considered. Because the demographic history is complex, we used an approximate Bayesian method, based on a rejection-regression algorithm. to formally test the relative likelihoods of the five models of expansion and to infer demographic parameters. A stepwise migration-foundation model with founder events was statistically better supported than other four models in both expansion areas. Posterior distributions supported different dynamics of expansion in the studied areas. Populations in the eastern expansion area have a lower stable effective population size and have been founded by a smaller number of individuals than those in the northern expansion area. Once demographically stabilized, populations exchange a substantial number of effective migrants per generation in both expansion areas, and such exchanges are larger in northern than in eastern Australia. The effective number of migrants appears to be considerably lower than that of founders in both expansion areas. We found our inferences to be relatively robust to various assumptions on marker. demographic, and historical features. The method presented here is the only robust, model-based method available so far, which allows inferring complex population dynamics over a short time scale. It also provides the basis for investigating the interplay between population dynamics, drift, and selection in invasive species.
Resumo:
The study of motor unit action potential (MUAP) activity from electrornyographic signals is an important stage on neurological investigations that aim to understand the state of the neuromuscular system. In this context, the identification and clustering of MUAPs that exhibit common characteristics, and the assessment of which data features are most relevant for the definition of such cluster structure are central issues. In this paper, we propose the application of an unsupervised Feature Relevance Determination (FRD) method to the analysis of experimental MUAPs obtained from healthy human subjects. In contrast to approaches that require the knowledge of a priori information from the data, this FRD method is embedded on a constrained mixture model, known as Generative Topographic Mapping, which simultaneously performs clustering and visualization of MUAPs. The experimental results of the analysis of a data set consisting of MUAPs measured from the surface of the First Dorsal Interosseous, a hand muscle, indicate that the MUAP features corresponding to the hyperpolarization period in the physisiological process of generation of muscle fibre action potentials are consistently estimated as the most relevant and, therefore, as those that should be paid preferential attention for the interpretation of the MUAP groupings.
Resumo:
New construction algorithms for radial basis function (RBF) network modelling are introduced based on the A-optimality and D-optimality experimental design criteria respectively. We utilize new cost functions, based on experimental design criteria, for model selection that simultaneously optimizes model approximation, parameter variance (A-optimality) or model robustness (D-optimality). The proposed approaches are based on the forward orthogonal least-squares (OLS) algorithm, such that the new A-optimality- and D-optimality-based cost functions are constructed on the basis of an orthogonalization process that gains computational advantages and hence maintains the inherent computational efficiency associated with the conventional forward OLS approach. The proposed approach enhances the very popular forward OLS-algorithm-based RBF model construction method since the resultant RBF models are constructed in a manner that the system dynamics approximation capability, model adequacy and robustness are optimized simultaneously. The numerical examples provided show significant improvement based on the D-optimality design criterion, demonstrating that there is significant room for improvement in modelling via the popular RBF neural network.
Resumo:
The problem of state estimation occurs in many applications of fluid flow. For example, to produce a reliable weather forecast it is essential to find the best possible estimate of the true state of the atmosphere. To find this best estimate a nonlinear least squares problem has to be solved subject to dynamical system constraints. Usually this is solved iteratively by an approximate Gauss–Newton method where the underlying discrete linear system is in general unstable. In this paper we propose a new method for deriving low order approximations to the problem based on a recently developed model reduction method for unstable systems. To illustrate the theoretical results, numerical experiments are performed using a two-dimensional Eady model – a simple model of baroclinic instability, which is the dominant mechanism for the growth of storms at mid-latitudes. It is a suitable test model to show the benefit that may be obtained by using model reduction techniques to approximate unstable systems within the state estimation problem.
Resumo:
It is known that the empirical orthogonal function method is unable to detect possible nonlinear structure in climate data. Here, isometric feature mapping (Isomap), as a tool for nonlinear dimensionality reduction, is applied to 1958–2001 ERA-40 sea-level pressure anomalies to study nonlinearity of the Asian summer monsoon intraseasonal variability. Using the leading two Isomap time series, the probability density function is shown to be bimodal. A two-dimensional bivariate Gaussian mixture model is then applied to identify the monsoon phases, the obtained regimes representing enhanced and suppressed phases, respectively. The relationship with the large-scale seasonal mean monsoon indicates that the frequency of monsoon regime occurrence is significantly perturbed in agreement with conceptual ideas, with preference for enhanced convection on intraseasonal time scales during large-scale strong monsoons. Trend analysis suggests a shift in concentration of monsoon convection, with less emphasis on South Asia and more on the East China Sea.
Resumo:
We propose a new sparse model construction method aimed at maximizing a model’s generalisation capability for a large class of linear-in-the-parameters models. The coordinate descent optimization algorithm is employed with a modified l1- penalized least squares cost function in order to estimate a single parameter and its regularization parameter simultaneously based on the leave one out mean square error (LOOMSE). Our original contribution is to derive a closed form of optimal LOOMSE regularization parameter for a single term model, for which we show that the LOOMSE can be analytically computed without actually splitting the data set leading to a very simple parameter estimation method. We then integrate the new results within the coordinate descent optimization algorithm to update model parameters one at the time for linear-in-the-parameters models. Consequently a fully automated procedure is achieved without resort to any other validation data set for iterative model evaluation. Illustrative examples are included to demonstrate the effectiveness of the new approaches.
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The extensive shoreline deposits of Lake Chilwa, southern Malawi, a shallow water body today covering 600 km2 of a basin of 7500 km2, are investigated for their record of late Quaternary highstands. OSL dating, applied to 36 samples from five sediment cores from the northern and western marginal sand ridges, reveal a highstand record spanning 44 ka. Using two different grouping methods, highstand phases are identified at 43.7–33.3 ka, 26.2–21.0 ka and 17.9–12.0 ka (total error method) or 38.4–35.5 ka, 24.3–22.3 ka, 16.2–15.1 ka and 13.5–12.7 ka (Finite Mixture Model age components) with two further discrete events recorded at 11.01 ± 0.76 ka and 8.52 ± 0.56 ka. Highstands are comparable to the timing of wet phases from other basins in East and southern Africa, demonstrating wet conditions in the region before the LGM, which was dry, and a wet Lateglacial, which commenced earlier in the southern compared to northern hemisphere in East Africa. We find no evidence that wet phases are insolation driven, but analysis of the dataset and GCM modelling experiments suggest that Heinrich events may be associated with enhanced monsoon activity in East Africa in both timing and as a possible causal mechanism.
Resumo:
We propose a new class of neurofuzzy construction algorithms with the aim of maximizing generalization capability specifically for imbalanced data classification problems based on leave-one-out (LOO) cross validation. The algorithms are in two stages, first an initial rule base is constructed based on estimating the Gaussian mixture model with analysis of variance decomposition from input data; the second stage carries out the joint weighted least squares parameter estimation and rule selection using orthogonal forward subspace selection (OFSS)procedure. We show how different LOO based rule selection criteria can be incorporated with OFSS, and advocate either maximizing the leave-one-out area under curve of the receiver operating characteristics, or maximizing the leave-one-out Fmeasure if the data sets exhibit imbalanced class distribution. Extensive comparative simulations illustrate the effectiveness of the proposed algorithms.
Resumo:
A new coupled cloud physics–radiation parameterization of the bulk optical properties of ice clouds is presented. The parameterization is consistent with assumptions in the cloud physics scheme regarding particle size distributions (PSDs) and mass–dimensional relationships. The parameterization is based on a weighted ice crystal habit mixture model, and its bulk optical properties are parameterized as simple functions of wavelength and ice water content (IWC). This approach directly couples IWC to the bulk optical properties, negating the need for diagnosed variables, such as the ice crystal effective dimension. The parameterization is implemented into the Met Office Unified Model Global Atmosphere 5.0 (GA5) configuration. The GA5 configuration is used to simulate the annual 20-yr shortwave (SW) and longwave (LW) fluxes at the top of the atmosphere (TOA), as well as the temperature structure of the atmosphere, under various microphysical assumptions. The coupled parameterization is directly compared against the current operational radiation parameterization, while maintaining the same cloud physics assumptions. In this experiment, the impacts of the two parameterizations on the SW and LW radiative effects at TOA are also investigated and compared against observations. The 20-yr simulations are compared against the latest observations of the atmospheric temperature and radiative fluxes at TOA. The comparisons demonstrate that the choice of PSD and the assumed ice crystal shape distribution are as important as each other. Moreover, the consistent radiation parameterization removes a long-standing tropical troposphere cold temperature bias but slightly warms the southern midlatitudes by about 0.5 K.
Resumo:
The article considers screening human populations with two screening tests. If any of the two tests is positive, then full evaluation of the disease status is undertaken; however, if both diagnostic tests are negative, then disease status remains unknown. This procedure leads to a data constellation in which, for each disease status, the 2 × 2 table associated with the two diagnostic tests used in screening has exactly one empty, unknown cell. To estimate the unobserved cell counts, previous approaches assume independence of the two diagnostic tests and use specific models, including the special mixture model of Walter or unconstrained capture–recapture estimates. Often, as is also demonstrated in this article by means of a simple test, the independence of the two screening tests is not supported by the data. Two new estimators are suggested that allow associations of the screening test, although the form of association must be assumed to be homogeneous over disease status. These estimators are modifications of the simple capture–recapture estimator and easy to construct. The estimators are investigated for several screening studies with fully evaluated disease status in which the superior behavior of the new estimators compared to the previous conventional ones can be shown. Finally, the performance of the new estimators is compared with maximum likelihood estimators, which are more difficult to obtain in these models. The results indicate the loss of efficiency as minor.
Resumo:
The paper considers meta-analysis of diagnostic studies that use a continuous score for classification of study participants into healthy or diseased groups. Classification is often done on the basis of a threshold or cut-off value, which might vary between studies. Consequently, conventional meta-analysis methodology focusing solely on separate analysis of sensitivity and specificity might be confounded by a potentially unknown variation of the cut-off value. To cope with this phenomena it is suggested to use, instead, an overall estimate of the misclassification error previously suggested and used as Youden’s index and; furthermore, it is argued that this index is less prone to between-study variation of cut-off values. A simple Mantel–Haenszel estimator as a summary measure of the overall misclassification error is suggested, which adjusts for a potential study effect. The measure of the misclassification error based on Youden’s index is advantageous in that it easily allows an extension to a likelihood approach, which is then able to cope with unobserved heterogeneity via a nonparametric mixture model. All methods are illustrated at hand of an example on a diagnostic meta-analysis on duplex doppler ultrasound, with angiography as the standard for stroke prevention.
Resumo:
This article describes an approach to optimal design of phase II clinical trials using Bayesian decision theory. The method proposed extends that suggested by Stallard (1998, Biometrics54, 279–294) in which designs were obtained to maximize a gain function including the cost of drug development and the benefit from a successful therapy. Here, the approach is extended by the consideration of other potential therapies, the development of which is competing for the same limited resources. The resulting optimal designs are shown to have frequentist properties much more similar to those traditionally used in phase II trials.