Bayesian estimation of the spatial Durbin error model with an application to voter turnout in the 2004 presidential election

The potential for spatial dependence in models of voter turnout, although plausible from a theoretical perspective, has not been adequately addressed in the literature. Using recent advances in Bayesian computation, we formulate and estimate the previously unutilized spatial Durbin error model and apply this model to the question of whether spillovers and unobserved spatial dependence in voter turnout matters from an empirical perspective. Formal Bayesian model comparison techniques are employed to compare the normal linear model, the spatially lagged X model (SLX), the spatial Durbin model, and the spatial Durbin error model. The results overwhelmingly support the spatial Durbin error model as the appropriate empirical model.

A nonparametric ensemble transform method for Bayesian inference

Many applications, such as intermittent data assimilation, lead to a recursive application of Bayesian inference within a Monte Carlo context. Popular data assimilation algorithms include sequential Monte Carlo methods and ensemble Kalman filters (EnKFs). These methods differ in the way Bayesian inference is implemented. Sequential Monte Carlo methods rely on importance sampling combined with a resampling step, while EnKFs utilize a linear transformation of Monte Carlo samples based on the classic Kalman filter. While EnKFs have proven to be quite robust even for small ensemble sizes, they are not consistent since their derivation relies on a linear regression ansatz. In this paper, we propose another transform method, which does not rely on any a priori assumptions on the underlying prior and posterior distributions. The new method is based on solving an optimal transportation problem for discrete random variables. © 2013, Society for Industrial and Applied Mathematics

On the dependence of boundary-layer ventilation on frontal type

Case study simulations with idealized tracers have been used to determine the relationship between the dynamics and conceptual representations of different midlatitude frontal systems and the amount, distribution, and time scale of boundary layer ventilation by these systems. The key features of ventilation by a kata– and ana–cold frontal system are found to be quantitatively and also often qualitatively similar to the main ventilation pathways, which are the conveyor belts, cloud head, and other convection. The conveyor belts and cloud head occur within cloud, implying that they can be identified using satellite imagery. Differences in the transport by the two systems can be related to their conceptual representations and include a sensitive dependence on the diurnal cycle for the kata- but not the ana-cold frontal case.

Analysis of water-level response to rainfall and implications for recharge pathways in the Chalk aquifer, SE England

Water table response to rainfall was investigated at six sites in the Upper, Middle and Lower Chalk of southern England. Daily time series of rainfall and borehole water level were cross-corretated to investigate seasonal variations in groundwater-level response times, based on periods of 3-month duration. The time tags (in days) yielding significant correlations were compared with the average unsaturated zone thickness during each 3-month period. In general, for cases when the unsaturated zone was greater than 18 m thick, the time tag for a significant water-level response increased rapidly once the depth to the water table exceeded a critical value, which varied from site to site. For shallower water tables, a linear relationship between the depth to the water table and the water-level response time was evident. The observed variations in response time can only be partially accounted for using a diffusive model for propagation through the unsaturated matrix, suggesting that some fissure flow was occurring. The majority of rapid responses were observed during the winter/spring recharge period, when the unsaturated zone is thinnest and the unsaturated zone moisture content is highest, and were more likely to occur when the rainfall intensity exceeded 5 mm/day. At some sites, a very rapid response within 24 h of rainfall was observed in addition to the longer term responses even when the unsaturated zone was up to 64 m thick. This response was generally associated with the autumn period. The results of the cross-correlation analysis provide statistical support for the presence of fissure flow and for the contribution of multiple pathways through the unsaturated zone to groundwater recharge. (c) 2006 Elsevier B.V. All rights reserved.

Modelling seasonally varying data: A case study for sudden infant death syndrome (SIDS)

Many time series are measured monthly, either as averages or totals, and such data often exhibit seasonal variability-the values of the series are consistently larger for some months of the year than for others. A typical series of this type is the number of deaths each month attributed to SIDS (Sudden Infant Death Syndrome). Seasonality can be modelled in a number of ways. This paper describes and discusses various methods for modelling seasonality in SIDS data, though much of the discussion is relevant to other seasonally varying data. There are two main approaches, either fitting a circular probability distribution to the data, or using regression-based techniques to model the mean seasonal behaviour. Both are discussed in this paper.

Accessing extremes of mid-latitudinal wave activity: methodology and application

A statistical methodology is proposed and tested for the analysis of extreme values of atmospheric wave activity at mid-latitudes. The adopted methods are the classical block-maximum and peak over threshold, respectively based on the generalized extreme value (GEV) distribution and the generalized Pareto distribution (GPD). Time-series of the ‘Wave Activity Index’ (WAI) and the ‘Baroclinic Activity Index’ (BAI) are computed from simulations of the General Circulation Model ECHAM4.6, which is run under perpetual January conditions. Both the GEV and the GPD analyses indicate that the extremes ofWAI and BAI areWeibull distributed, this corresponds to distributions with an upper bound. However, a remarkably large variability is found in the tails of such distributions; distinct simulations carried out under the same experimental setup provide sensibly different estimates of the 200-yr WAI return level. The consequences of this phenomenon in applications of the methodology to climate change studies are discussed. The atmospheric configurations characteristic of the maxima and minima of WAI and BAI are also examined.

Complex spatiotemporal haemodynamic response following sensory stimulation in the awake rat

Detailed understanding of the haemodynamic changes that underlie non-invasive neuroimaging techniques such as blood oxygen level dependent functional magnetic resonance imaging is essential if we are to continue to extend the use of these methods for understanding brain function and dysfunction. The use of animal and in particular rodent research models has been central to these endeavours as they allow in-vivo experimental techniques that provide measurements of the haemodynamic response function at high temporal and spatial resolution. A limitation of most of this research is the use of anaesthetic agents which may disrupt or mask important features of neurovascular coupling or the haemodynamic response function. In this study we therefore measured spatiotemporal cortical haemodynamic responses to somatosensory stimulation in awake rats using optical imaging spectroscopy. Trained, restrained animals received non-noxious stimulation of the whisker pad via chronically implanted stimulating microwires whilst optical recordings were made from the contralateral somatosensory cortex through a thin cranial window. The responses we measure from un-anaesthetised animals are substantially different from those reported in previous studies which have used anaesthetised animals. These differences include biphasic response regions (initial increases in blood volume and oxygenation followed by subsequent decreases) as well as oscillations in the response time series of awake animals. These haemodynamic response features do not reflect concomitant changes in the underlying neuronal activity and therefore reflect neurovascular or cerebrovascular processes. These hitherto unreported hyperemic response dynamics may have important implications for the use of anaesthetised animal models for research into the haemodynamic response function.

Online bayesian inference in some time-frequency representations of non-stationary processes

The use of Bayesian inference in the inference of time-frequency representations has, thus far, been limited to offline analysis of signals, using a smoothing spline based model of the time-frequency plane. In this paper we introduce a new framework that allows the routine use of Bayesian inference for online estimation of the time-varying spectral density of a locally stationary Gaussian process. The core of our approach is the use of a likelihood inspired by a local Whittle approximation. This choice, along with the use of a recursive algorithm for non-parametric estimation of the local spectral density, permits the use of a particle filter for estimating the time-varying spectral density online. We provide demonstrations of the algorithm through tracking chirps and the analysis of musical data.

Forecasting with Bayesian multivariate vintage-based VARs

We consider the forecasting of macroeconomic variables that are subject to revisions, using Bayesian vintage-based vector autoregressions. The prior incorporates the belief that, after the first few data releases, subsequent ones are likely to consist of revisions that are largely unpredictable. The Bayesian approach allows the joint modelling of the data revisions of more than one variable, while keeping the concomitant increase in parameter estimation uncertainty manageable. Our model provides markedly more accurate forecasts of post-revision values of inflation than do other models in the literature.

Computationally efficient rule-based classification for continuous streaming data

Advances in hardware and software technologies allow to capture streaming data. The area of Data Stream Mining (DSM) is concerned with the analysis of these vast amounts of data as it is generated in real-time. Data stream classification is one of the most important DSM techniques allowing to classify previously unseen data instances. Different to traditional classifiers for static data, data stream classifiers need to adapt to concept changes (concept drift) in the stream in real-time in order to reflect the most recent concept in the data as accurately as possible. A recent addition to the data stream classifier toolbox is eRules which induces and updates a set of expressive rules that can easily be interpreted by humans. However, like most rule-based data stream classifiers, eRules exhibits a poor computational performance when confronted with continuous attributes. In this work, we propose an approach to deal with continuous data effectively and accurately in rule-based classifiers by using the Gaussian distribution as heuristic for building rule terms on continuous attributes. We show on the example of eRules that incorporating our method for continuous attributes indeed speeds up the real-time rule induction process while maintaining a similar level of accuracy compared with the original eRules classifier. We termed this new version of eRules with our approach G-eRules.

Measuring ion temperatures and studying the ion energy balance in the high-latitude ionosphere

Data are presented for a nighttime ion heating event observed by the EISCAT radar on 16 December 1988. In the experiment, the aspect angle between the radar beam and the geomagnetic field was fixed at 54.7°, which avoids any ambiguity in derived ion temperature caused by anisotropy in the ion velocity distribution function. The data were analyzed with an algorithm which takes account of the non-Maxwellian line-of-sight ion velocity distribution. During the heating event, the derived spectral distortion parameter (D∗) indicated that the distribution function was highly distorted from a Maxwellian form when the ion drift increased to 4 km s−1. The true three-dimensional ion temperature was used in the simplified ion balance equation to compute the ion mass during the heating event. The ion composition was found to change from predominantly O4 to mainly molecular ions. A theoretical analysis of the ion composition, using the MSIS86 model and published values of the chemical rate coefficients, accounts for the order-of-magnitude increase in the atomic/molecular ion ratio during the event, but does not successfully explain the very high proportion of molecular ions that was observed.

A simple, intuitive camera calibration tool for natural images

The paper reports an interactive tool for calibrating a camera, suitable for use in outdoor scenes. The motivation for the tool was the need to obtain an approximate calibration for images taken with no explicit calibration data. Such images are frequently presented to research laboratories, especially in surveillance applications, with a request to demonstrate algorithms. The method decomposes the calibration parameters into intuitively simple components, and relies on the operator interactively adjusting the parameter settings to achieve a visually acceptable agreement between a rectilinear calibration model and his own perception of the scene. Using the tool, we have been able to calibrate images of unknown scenes, taken with unknown cameras, in a matter of minutes. The standard of calibration has proved to be sufficient for model-based pose recovery and tracking of vehicles.

Referencing of street-level flows measured during the DAPPLE 2004 campaign

Street-level mean flow and turbulence govern the dispersion of gases away from their sources in urban areas. A suitable reference measurement in the driving flow above the urban canopy is needed to both understand and model complex street-level flow for pollutant dispersion or emergency response purposes. In vegetation canopies, a reference at mean canopy height is often used, but it is unclear whether this is suitable for urban canopies. This paper presents an evaluation of the quality of reference measurements at both roof-top (height = H) and at height z = 9H = 190 m, and their ability to explain mean and turbulent variations of street-level flow. Fast response wind data were measured at street canyon and reference sites during the six-week long DAPPLE project field campaign in spring 2004, in central London, UK, and an averaging time of 10 min was used to distinguish recirculation-type mean flow patterns from turbulence. Flow distortion at each reference site was assessed by considering turbulence intensity and streamline deflection. Then each reference was used as the dependent variable in the model of Dobre et al. (2005) which decomposes street-level flow into channelling and recirculating components. The high reference explained more of the variability of the mean flow. Coupling of turbulent kinetic energy was also stronger between street-level and the high reference flow rather than the roof-top. This coupling was weaker when overnight flow was stratified, and turbulence was suppressed at the high reference site. However, such events were rare (<1% of data) over the six-week long period. The potential usefulness of a centralised, high reference site in London was thus demonstrated with application to emergency response and air quality modelling.

Development of smart variable stiffness actuators using polymer hydrogels

In this work, compliant actuators are developed by coupling braided structures and polymer gels, able to produce work by controlled gel swelling in the presence of water. A number of aspects related to the engineering of gel actuators were studied, including gel selection, modelling and experimentation of constant force and constant displacement behaviour, and response time. The actuator was intended for use as vibration neutralizer: with this aim, generation of a force of 10 N in a time not exceeding a second was needed. Results were promising in terms of force generation, although response time was still longer than required. In addition, the easiest way to obtain the reversibility of the effect is still under discussion: possible routes for improvement are suggested and will be the object of future work.

Global scale water stages from SAR imagery (GlosSARi) to support global flood forecasting

Despite the success of studies attempting to integrate remotely sensed data and flood modelling and the need to provide near-real time data routinely on a global scale as well as setting up online data archives, there is to date a lack of spatially and temporally distributed hydraulic parameters to support ongoing efforts in modelling. Therefore, the objective of this project is to provide a global evaluation and benchmark data set of floodplain water stages with uncertainties and assimilation in a large scale flood model using space-borne radar imagery. An algorithm is developed for automated retrieval of water stages with uncertainties from a sequence of radar imagery and data are assimilated in a flood model using the Tewkesbury 2007 flood event as a feasibility study. The retrieval method that we employ is based on possibility theory which is an extension of fuzzy sets and that encompasses probability theory. In our case we first attempt to identify main sources of uncertainty in the retrieval of water stages from radar imagery for which we define physically meaningful ranges of parameter values. Possibilities of values are then computed for each parameter using a triangular ‘membership’ function. This procedure allows the computation of possible values of water stages at maximum flood extents along a river at many different locations. At a later stage in the project these data are then used in assimilation, calibration or validation of a flood model. The application is subsequently extended to a global scale using wide swath radar imagery and a simple global flood forecasting model thereby providing improved river discharge estimates to update the latter.