103 resultados para Gaussian convolution
Resumo:
A procedure (concurrent multiplicative-additive objective analysis scheme [CMA-OAS]) is proposed for operational rainfall estimation using rain gauges and radar data. On the basis of a concurrent multiplicative-additive (CMA) decomposition of the spatially nonuniform radar bias, within-storm variability of rainfall and fractional coverage of rainfall are taken into account. Thus both spatially nonuniform radar bias, given that rainfall is detected, and bias in radar detection of rainfall are handled. The interpolation procedure of CMA-OAS is built on Barnes' objective analysis scheme (OAS), whose purpose is to estimate a filtered spatial field of the variable of interest through a successive correction of residuals resulting from a Gaussian kernel smoother applied on spatial samples. The CMA-OAS, first, poses an optimization problem at each gauge-radar support point to obtain both a local multiplicative-additive radar bias decomposition and a regionalization parameter. Second, local biases and regionalization parameters are integrated into an OAS to estimate the multisensor rainfall at the ground level. The procedure is suited to relatively sparse rain gauge networks. To show the procedure, six storms are analyzed at hourly steps over 10,663 km2. Results generally indicated an improved quality with respect to other methods evaluated: a standard mean-field bias adjustment, a spatially variable adjustment with multiplicative factors, and ordinary cokriging.
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Stimulation protocols for medical devices should be rationally designed. For episodic migraine with aura we outline model-based design strategies toward preventive and acute therapies using stereotactic cortical neuromodulation. To this end, we regard a localized spreading depression (SD) wave segment as a central element in migraine pathophysiology. To describe nucleation and propagation features of the SD wave segment, we define the new concepts of cortical hot spots and labyrinths, respectively. In particular, we firstly focus exclusively on curvature-induced dynamical properties by studying a generic reaction-diffusion model of SD on the folded cortical surface. This surface is described with increasing level of details, including finally personalized simulations using patient's magnetic resonance imaging (MRI) scanner readings. At this stage, the only relevant factor that can modulate nucleation and propagation paths is the Gaussian curvature, which has the advantage of being rather readily accessible by MRI. We conclude with discussing further anatomical factors, such as areal, laminar, and cellular heterogeneity, that in addition to and in relation to Gaussian curvature determine the generalized concept of cortical hot spots and labyrinths as target structures for neuromodulation. Our numerical simulations suggest that these target structures are like fingerprints, they are individual features of each migraine sufferer. The goal in the future will be to provide individualized neural tissue simulations. These simulations should predict the clinical data and therefore can also serve as a test bed for exploring stereotactic cortical neuromodulation.
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Representation error arises from the inability of the forecast model to accurately simulate the climatology of the truth. We present a rigorous framework for understanding this kind of error of representation. This framework shows that the lack of an inverse in the relationship between the true climatology (true attractor) and the forecast climatology (forecast attractor) leads to the error of representation. A new gain matrix for the data assimilation problem is derived that illustrates the proper approaches one may take to perform Bayesian data assimilation when the observations are of states on one attractor but the forecast model resides on another. This new data assimilation algorithm is the optimal scheme for the situation where the distributions on the true attractor and the forecast attractors are separately Gaussian and there exists a linear map between them. The results of this theory are illustrated in a simple Gaussian multivariate model.
Resumo:
The disadvantage of the majority of data assimilation schemes is the assumption that the conditional probability density function of the state of the system given the observations [posterior probability density function (PDF)] is distributed either locally or globally as a Gaussian. The advantage, however, is that through various different mechanisms they ensure initial conditions that are predominantly in linear balance and therefore spurious gravity wave generation is suppressed. The equivalent-weights particle filter is a data assimilation scheme that allows for a representation of a potentially multimodal posterior PDF. It does this via proposal densities that lead to extra terms being added to the model equations and means the advantage of the traditional data assimilation schemes, in generating predominantly balanced initial conditions, is no longer guaranteed. This paper looks in detail at the impact the equivalent-weights particle filter has on dynamical balance and gravity wave generation in a primitive equation model. The primary conclusions are that (i) provided the model error covariance matrix imposes geostrophic balance, then each additional term required by the equivalent-weights particle filter is also geostrophically balanced; (ii) the relaxation term required to ensure the particles are in the locality of the observations has little effect on gravity waves and actually induces a reduction in gravity wave energy if sufficiently large; and (iii) the equivalent-weights term, which leads to the particles having equivalent significance in the posterior PDF, produces a change in gravity wave energy comparable to the stochastic model error. Thus, the scheme does not produce significant spurious gravity wave energy and so has potential for application in real high-dimensional geophysical applications.
Resumo:
BACKGROUND: Social networks are common in digital health. A new stream of research is beginning to investigate the mechanisms of digital health social networks (DHSNs), how they are structured, how they function, and how their growth can be nurtured and managed. DHSNs increase in value when additional content is added, and the structure of networks may resemble the characteristics of power laws. Power laws are contrary to traditional Gaussian averages in that they demonstrate correlated phenomena. OBJECTIVES: The objective of this study is to investigate whether the distribution frequency in four DHSNs can be characterized as following a power law. A second objective is to describe the method used to determine the comparison. METHODS: Data from four DHSNs—Alcohol Help Center (AHC), Depression Center (DC), Panic Center (PC), and Stop Smoking Center (SSC)—were compared to power law distributions. To assist future researchers and managers, the 5-step methodology used to analyze and compare datasets is described. RESULTS: All four DHSNs were found to have right-skewed distributions, indicating the data were not normally distributed. When power trend lines were added to each frequency distribution, R(2) values indicated that, to a very high degree, the variance in post frequencies can be explained by actor rank (AHC .962, DC .975, PC .969, SSC .95). Spearman correlations provided further indication of the strength and statistical significance of the relationship (AHC .987. DC .967, PC .983, SSC .993, P<.001). CONCLUSIONS: This is the first study to investigate power distributions across multiple DHSNs, each addressing a unique condition. Results indicate that despite vast differences in theme, content, and length of existence, DHSNs follow properties of power laws. The structure of DHSNs is important as it gives insight to researchers and managers into the nature and mechanisms of network functionality. The 5-step process undertaken to compare actor contribution patterns can be replicated in networks that are managed by other organizations, and we conjecture that patterns observed in this study could be found in other DHSNs. Future research should analyze network growth over time and examine the characteristics and survival rates of superusers.
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We establish a general framework for a class of multidimensional stochastic processes over [0,1] under which with probability one, the signature (the collection of iterated path integrals in the sense of rough paths) is well-defined and determines the sample paths of the process up to reparametrization. In particular, by using the Malliavin calculus we show that our method applies to a class of Gaussian processes including fractional Brownian motion with Hurst parameter H>1/4, the Ornstein–Uhlenbeck process and the Brownian bridge.
Resumo:
A generalization of Arakawa and Schubert's convective quasi-equilibrium principle is presented for a closure formulation of mass-flux convection parameterization. The original principle is based on the budget of the cloud work function. This principle is generalized by considering the budget for a vertical integral of an arbitrary convection-related quantity. The closure formulation includes Arakawa and Schubert's quasi-equilibrium, as well as both CAPE and moisture closures as special cases. The formulation also includes new possibilities for considering vertical integrals that are dependent on convective-scale variables, such as the moisture within convection. The generalized convective quasi-equilibrium is defined by a balance between large-scale forcing and convective response for a given vertically-integrated quantity. The latter takes the form of a convolution of a kernel matrix and a mass-flux spectrum, as in the original convective quasi-equilibrium. The kernel reduces to a scalar when either a bulk formulation is adopted, or only large-scale variables are considered within the vertical integral. Various physical implications of the generalized closure are discussed. These include the possibility that precipitation might be considered as a potentially-significant contribution to the large-scale forcing. Two dicta are proposed as guiding physical principles for the specifying a suitable vertically-integrated quantity.
Resumo:
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.
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A smoother introduced earlier by van Leeuwen and Evensen is applied to a problem in which real obser vations are used in an area with strongly nonlinear dynamics. The derivation is new , but it resembles an earlier derivation by van Leeuwen and Evensen. Again a Bayesian view is taken in which the prior probability density of the model and the probability density of the obser vations are combined to for m a posterior density . The mean and the covariance of this density give the variance-minimizing model evolution and its errors. The assumption is made that the prior probability density is a Gaussian, leading to a linear update equation. Critical evaluation shows when the assumption is justified. This also sheds light on why Kalman filters, in which the same ap- proximation is made, work for nonlinear models. By reference to the derivation, the impact of model and obser vational biases on the equations is discussed, and it is shown that Bayes’ s for mulation can still be used. A practical advantage of the ensemble smoother is that no adjoint equations have to be integrated and that error estimates are easily obtained. The present application shows that for process studies a smoother will give superior results compared to a filter , not only owing to the smooth transitions at obser vation points, but also because the origin of features can be followed back in time. Also its preference over a strong-constraint method is highlighted. Further more, it is argued that the proposed smoother is more efficient than gradient descent methods or than the representer method when error estimates are taken into account
Resumo:
It is for mally proved that the general smoother for nonlinear dynamics can be for mulated as a sequential method, that is, obser vations can be assimilated sequentially during a for ward integration. The general filter can be derived from the smoother and it is shown that the general smoother and filter solutions at the final time become identical, as is expected from linear theor y. Then, a new smoother algorithm based on ensemble statistics is presented and examined in an example with the Lorenz equations. The new smoother can be computed as a sequential algorithm using only for ward-in-time model integrations. It bears a strong resemblance with the ensemble Kalman filter . The difference is that ever y time a new dataset is available during the for ward integration, an analysis is computed for all previous times up to this time. Thus, the first guess for the smoother is the ensemble Kalman filter solution, and the smoother estimate provides an improvement of this, as one would expect a smoother to do. The method is demonstrated in this paper in an intercomparison with the ensemble Kalman filter and the ensemble smoother introduced by van Leeuwen and Evensen, and it is shown to be superior in an application with the Lorenz equations. Finally , a discussion is given regarding the properties of the analysis schemes when strongly non-Gaussian distributions are used. It is shown that in these cases more sophisticated analysis schemes based on Bayesian statistics must be used.
Resumo:
The weak-constraint inverse for nonlinear dynamical models is discussed and derived in terms of a probabilistic formulation. The well-known result that for Gaussian error statistics the minimum of the weak-constraint inverse is equal to the maximum-likelihood estimate is rederived. Then several methods based on ensemble statistics that can be used to find the smoother (as opposed to the filter) solution are introduced and compared to traditional methods. A strong point of the new methods is that they avoid the integration of adjoint equations, which is a complex task for real oceanographic or atmospheric applications. they also avoid iterative searches in a Hilbert space, and error estimates can be obtained without much additional computational effort. the feasibility of the new methods is illustrated in a two-layer quasigeostrophic model.
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A new sparse kernel density estimator is introduced based on the minimum integrated square error criterion combining local component analysis for the finite mixture model. We start with a Parzen window estimator which has the Gaussian kernels with a common covariance matrix, the local component analysis is initially applied to find the covariance matrix using expectation maximization algorithm. Since the constraint on the mixing coefficients of a finite mixture model is on the multinomial manifold, we then use the well-known Riemannian trust-region algorithm to find the set of sparse mixing coefficients. The first and second order Riemannian geometry of the multinomial manifold are utilized in the Riemannian trust-region algorithm. Numerical examples are employed to demonstrate that the proposed approach is effective in constructing sparse kernel density estimators with competitive accuracy to existing kernel density estimators.
Resumo:
In this study we report detailed information on the internal structure of PNIPAM-b-PEG-b-PNIPAM nanoparticles formed from self-assembly in aqueous solutions upon increase in temperature. NMR spectroscopy, light scattering and small-angle neutron scattering (SANS) were used to monitor different stages of nanoparticle formation as a function of temperature, providing insight into the fundamental processes involved. The presence of PEG in a copolymer structure significantly affects the formation of nanoparticles, making their transition to occur over a broader temperature range. The crucial parameter that controls the transition is the ratio of PEG/PNIPAM. For pure PNIPAM, the transition is sharp; the higher the PEG/PNIPAM ratio results in a broader transition. This behavior is explained by different mechanisms of PNIPAM block incorporation during nanoparticle formation at different PEG/PNIPAM ratios. Contrast variation experiments using SANS show that the structure of nanoparticles above cloud point temperatures for PNIPAM-b-PEG-b-PNIPAM copolymers is drastically different from the structure of PNIPAM mesoglobules. In contrast with pure PNIPAM mesoglobules, where solid-like particles and chain network with a mesh size of 1-3 nm are present; nanoparticles formed from PNIPAM-b-PEG-b-PNIPAM copolymers have non-uniform structure with “frozen” areas interconnected by single chains in Gaussian conformation. SANS data with deuterated “invisible” PEG blocks imply that PEG is uniformly distributed inside of a nanoparticle. It is kinetically flexible PEG blocks which affect the nanoparticle formation by prevention of PNIPAM microphase separation.