Bayesian analysis of an inverse Gaussian correlated frailty model

In survival analysis frailty is often used to model heterogeneity between individuals or correlation within clusters. Typically frailty is taken to be a continuous random effect, yielding a continuous mixture distribution for survival times. A Bayesian analysis of a correlated frailty model is discussed in the context of inverse Gaussian frailty. An MCMC approach is adopted and the deviance information criterion is used to compare models. As an illustration of the approach a bivariate data set of corneal graft survival times is analysed. (C) 2006 Elsevier B.V. All rights reserved.

Numerical convergence of the Block-Maxima approach to the generalized extreme value distribution

In this paper we perform an analytical and numerical study of Extreme Value distributions in discrete dynamical systems. In this setting, recent works have shown how to get a statistics of extremes in agreement with the classical Extreme Value Theory. We pursue these investigations by giving analytical expressions of Extreme Value distribution parameters for maps that have an absolutely continuous invariant measure. We compare these analytical results with numerical experiments in which we study the convergence to limiting distributions using the so called block-maxima approach, pointing out in which cases we obtain robust estimation of parameters. In regular maps for which mixing properties do not hold, we show that the fitting procedure to the classical Extreme Value Distribution fails, as expected. However, we obtain an empirical distribution that can be explained starting from a different observable function for which Nicolis et al. (Phys. Rev. Lett. 97(21): 210602, 2006) have found analytical results.

Gaussian anamorphosis in the analysis step of the EnKF: a joint state-variable/observation approach

The analysis step of the (ensemble) Kalman filter is optimal when (1) the distribution of the background is Gaussian, (2) state variables and observations are related via a linear operator, and (3) the observational error is of additive nature and has Gaussian distribution. When these conditions are largely violated, a pre-processing step known as Gaussian anamorphosis (GA) can be applied. The objective of this procedure is to obtain state variables and observations that better fulfil the Gaussianity conditions in some sense. In this work we analyse GA from a joint perspective, paying attention to the effects of transformations in the joint state variable/observation space. First, we study transformations for state variables and observations that are independent from each other. Then, we introduce a targeted joint transformation with the objective to obtain joint Gaussianity in the transformed space. We focus primarily in the univariate case, and briefly comment on the multivariate one. A key point of this paper is that, when (1)-(3) are violated, using the analysis step of the EnKF will not recover the exact posterior density in spite of any transformations one may perform. These transformations, however, provide approximations of different quality to the Bayesian solution of the problem. Using an example in which the Bayesian posterior can be analytically computed, we assess the quality of the analysis distributions generated after applying the EnKF analysis step in conjunction with different GA options. The value of the targeted joint transformation is particularly clear for the case when the prior is Gaussian, the marginal density for the observations is close to Gaussian, and the likelihood is a Gaussian mixture.

Influence of the size distribution of particles on the viscous property of an electrorheological fluid

The influence of the size distribution of particles on the viscous property of an electrorheological fluid has been investigated by the molecular dynamic simulation method. The shear stress of the fluid is found to decrease with the increase of the variance sigma(2) of the Gaussian distribution of the particle size, and then reach a steady value when sigma is larger than 0.5. This phenomenon is attributed to the influence of the particle size distribution on the dynamic structural evolution in the fluid as well as the strength of the different chain-like structures formed by the particles.

Stochastic modelling of rainfall from satellite data

Satellite-based rainfall monitoring is widely used for climatological studies because of its full global coverage but it is also of great importance for operational purposes especially in areas such as Africa where there is a lack of ground-based rainfall data. Satellite rainfall estimates have enormous potential benefits as input to hydrological and agricultural models because of their real time availability, low cost and full spatial coverage. One issue that needs to be addressed is the uncertainty on these estimates. This is particularly important in assessing the likely errors on the output from non-linear models (rainfall-runoff or crop yield) which make use of the rainfall estimates, aggregated over an area, as input. Correct assessment of the uncertainty on the rainfall is non-trivial as it must take account of • the difference in spatial support of the satellite information and independent data used for calibration • uncertainties on the independent calibration data • the non-Gaussian distribution of rainfall amount • the spatial intermittency of rainfall • the spatial correlation of the rainfall field This paper describes a method for estimating the uncertainty on satellite-based rainfall values taking account of these factors. The method involves firstly a stochastic calibration which completely describes the probability of rainfall occurrence and the pdf of rainfall amount for a given satellite value, and secondly the generation of ensemble of rainfall fields based on the stochastic calibration but with the correct spatial correlation structure within each ensemble member. This is achieved by the use of geostatistical sequential simulation. The ensemble generated in this way may be used to estimate uncertainty at larger spatial scales. A case study of daily rainfall monitoring in the Gambia, west Africa for the purpose of crop yield forecasting is presented to illustrate the method.

Multimodal semantic-associative collateral labelling and indexing of still images

A novel framework for multimodal semantic-associative collateral image labelling, aiming at associating image regions with textual keywords, is described. Both the primary image and collateral textual modalities are exploited in a cooperative and complementary fashion. The collateral content and context based knowledge is used to bias the mapping from the low-level region-based visual primitives to the high-level visual concepts defined in a visual vocabulary. We introduce the notion of collateral context, which is represented as a co-occurrence matrix, of the visual keywords, A collaborative mapping scheme is devised using statistical methods like Gaussian distribution or Euclidean distance together with collateral content and context-driven inference mechanism. Finally, we use Self Organising Maps to examine the classification and retrieval effectiveness of the proposed high-level image feature vector model which is constructed based on the image labelling results.

Semantic-associative visual content labelling and retrieval: A multimodal approach

A novel framework referred to as collaterally confirmed labelling (CCL) is proposed, aiming at localising the visual semantics to regions of interest in images with textual keywords. Both the primary image and collateral textual modalities are exploited in a mutually co-referencing and complementary fashion. The collateral content and context-based knowledge is used to bias the mapping from the low-level region-based visual primitives to the high-level visual concepts defined in a visual vocabulary. We introduce the notion of collateral context, which is represented as a co-occurrence matrix of the visual keywords. A collaborative mapping scheme is devised using statistical methods like Gaussian distribution or Euclidean distance together with collateral content and context-driven inference mechanism. We introduce a novel high-level visual content descriptor that is devised for performing semantic-based image classification and retrieval. The proposed image feature vector model is fundamentally underpinned by the CCL framework. Two different high-level image feature vector models are developed based on the CCL labelling of results for the purposes of image data clustering and retrieval, respectively. A subset of the Corel image collection has been used for evaluating our proposed method. The experimental results to-date already indicate that the proposed semantic-based visual content descriptors outperform both traditional visual and textual image feature models. (C) 2007 Elsevier B.V. All rights reserved.

Random-walk-based characterisation of multiple access interference in a DS/SSMA system

The problem of calculating the probability of error in a DS/SSMA system has been extensively studied for more than two decades. When random sequences are employed some conditioning must be done before the application of the central limit theorem is attempted, leading to a Gaussian distribution. The authors seek to characterise the multiple access interference as a random-walk with a random number of steps, for random and deterministic sequences. Using results from random-walk theory, they model the interference as a K-distributed random variable and use it to calculate the probability of error in the form of a series, for a DS/SSMA system with a coherent correlation receiver and BPSK modulation under Gaussian noise. The asymptotic properties of the proposed distribution agree with other analyses. This is, to the best of the authors' knowledge, the first attempt to propose a non-Gaussian distribution for the interference. The modelling can be extended to consider multipath fading and general modulation

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.

First-principles study of the inversion thermodynamics and electronic structure of FeM2X4 (thio)spinels (M = Cr, Mn, Co, Ni; X = O, S)

FeM2X4 spinels, where M is a transition metal and X is oxygen or sulfur, are candidate materials for spin filters, one of the key devices in spintronics. We present here a computational study of the inversion thermodynamics and the electronic structure of these (thio)spinels for M = Cr, Mn, Co, Ni, using calculations based on the density functional theory with on-site Hubbard corrections (DFT+U). The analysis of the configurational free energies shows that different behaviour is expected for the equilibrium cation distributions in these structures: FeCr2X4 and FeMn2S4 are fully normal, FeNi2X4 and FeCo2S4 are intermediate, and FeCo2O4 and FeMn2O4 are fully inverted. We have analyzed the role played by the size of the ions and by the crystal field stabilization effects in determining the equilibrium inversion degree. We also discuss how the electronic and magnetic structure of these spinels is modified by the degree of inversion, assuming that this could be varied from the equilibrium value. We have obtained electronic densities of states for the completely normal and completely inverse cation distribution of each compound. FeCr2X4, FeMn2X4, FeCo2O4 and FeNi2O4 are half-metals in the ferrimagnetic state when Fe is in tetrahedral positions. When M is filling the tetrahedral positions, the Cr-containing compounds and FeMn2O4 are half-metallic systems, while the Co and Ni spinels are insulators. The Co and Ni sulfide counterparts are metallic for any inversion degree together with the inverse FeMn2S4. Our calculations suggest that the spin filtering properties of the FeM2X4 (thio)spinels could be modified via the control of the cation distribution through variations in the synthesis conditions.

Kraichnan–Leith–Batchelor similarity theory and two-dimensional inverse cascades

We study the scaling properties and Kraichnan–Leith–Batchelor (KLB) theory of forced inverse cascades in generalized two-dimensional (2D) fluids (α-turbulence models) simulated at resolution 8192x8192. We consider α=1 (surface quasigeostrophic flow), α=2 (2D Euler flow) and α=3. The forcing scale is well resolved, a direct cascade is present and there is no large-scale dissipation. Coherent vortices spanning a range of sizes, most larger than the forcing scale, are present for both α=1 and α=2. The active scalar field for α=3 contains comparatively few and small vortices. The energy spectral slopes in the inverse cascade are steeper than the KLB prediction −(7−α)/3 in all three systems. Since we stop the simulations well before the cascades have reached the domain scale, vortex formation and spectral steepening are not due to condensation effects; nor are they caused by large-scale dissipation, which is absent. One- and two-point p.d.f.s, hyperflatness factors and structure functions indicate that the inverse cascades are intermittent and non-Gaussian over much of the inertial range for α=1 and α=2, while the α=3 inverse cascade is much closer to Gaussian and non-intermittent. For α=3 the steep spectrum is close to that associated with enstrophy equipartition. Continuous wavelet analysis shows approximate KLB scaling ℰ(k)∝k−2 (α=1) and ℰ(k)∝k−5/3 (α=2) in the interstitial regions between the coherent vortices. Our results demonstrate that coherent vortex formation (α=1 and α=2) and non-realizability (α=3) cause 2D inverse cascades to deviate from the KLB predictions, but that the flow between the vortices exhibits KLB scaling and non-intermittent statistics for α=1 and α=2.

Generalized beta generated distributions

This article introduces generalized beta-generated (GBG) distributions. Sub-models include all classical beta-generated, Kumaraswamy-generated and exponentiated distributions. They are maximum entropy distributions under three intuitive conditions, which show that the classical beta generator skewness parameters only control tail entropy and an additional shape parameter is needed to add entropy to the centre of the parent distribution. This parameter controls skewness without necessarily differentiating tail weights. The GBG class also has tractable properties: we present various expansions for moments, generating function and quantiles. The model parameters are estimated by maximum likelihood and the usefulness of the new class is illustrated by means of some real data sets.

Inverse problems in neural field theory

We study inverse problems in neural field theory, i.e., the construction of synaptic weight kernels yielding a prescribed neural field dynamics. We address the issues of existence, uniqueness, and stability of solutions to the inverse problem for the Amari neural field equation as a special case, and prove that these problems are generally ill-posed. In order to construct solutions to the inverse problem, we first recast the Amari equation into a linear perceptron equation in an infinite-dimensional Banach or Hilbert space. In a second step, we construct sets of biorthogonal function systems allowing the approximation of synaptic weight kernels by a generalized Hebbian learning rule. Numerically, this construction is implemented by the Moore–Penrose pseudoinverse method. We demonstrate the instability of these solutions and use the Tikhonov regularization method for stabilization and to prevent numerical overfitting. We illustrate the stable construction of kernels by means of three instructive examples.

Describing seasonal variability in the distribution of daily effective temperatures for 1985-2009 compared to 1904-1984 for De Bilt, Holland

This paper proposes a method for describing the distribution of observed temperatures on any day of the year such that the distribution and summary statistics of interest derived from the distribution vary smoothly through the year. The method removes the noise inherent in calculating summary statistics directly from the data thus easing comparisons of distributions and summary statistics between different periods. The method is demonstrated using daily effective temperatures (DET) derived from observations of temperature and wind speed at De Bilt, Holland. Distributions and summary statistics are obtained from 1985 to 2009 and compared to the period 1904–1984. A two-stage process first obtains parameters of a theoretical probability distribution, in this case the generalized extreme value (GEV) distribution, which describes the distribution of DET on any day of the year. Second, linear models describe seasonal variation in the parameters. Model predictions provide parameters of the GEV distribution, and therefore summary statistics, that vary smoothly through the year. There is evidence of an increasing mean temperature, a decrease in the variability in temperatures mainly in the winter and more positive skew, more warm days, in the summer. In the winter, the 2% point, the value below which 2% of observations are expected to fall, has risen by 1.2 °C, in the summer the 98% point has risen by 0.8 °C. Medians have risen by 1.1 and 0.9 °C in winter and summer, respectively. The method can be used to describe distributions of future climate projections and other climate variables. Further extensions to the methodology are suggested.

Constraints on the spectral distribution of energy and enstrophy dissipation in forced two-dimensional turbulence

We study two-dimensional (2D) turbulence in a doubly periodic domain driven by a monoscale-like forcing and damped by various dissipation mechanisms of the form νμ(−Δ)μ. By “monoscale-like” we mean that the forcing is applied over a finite range of wavenumbers kmin≤k≤kmax, and that the ratio of enstrophy injection η≥0 to energy injection ε≥0 is bounded by kmin2ε≤η≤kmax2ε. Such a forcing is frequently considered in theoretical and numerical studies of 2D turbulence. It is shown that for μ≥0 the asymptotic behaviour satisfies ∥u∥12≤kmax2∥u∥2, where ∥u∥2 and ∥u∥12 are the energy and enstrophy, respectively. If the condition of monoscale-like forcing holds only in a time-mean sense, then the inequality holds in the time mean. It is also shown that for Navier–Stokes turbulence (μ=1), the time-mean enstrophy dissipation rate is bounded from above by 2ν1kmax2. These results place strong constraints on the spectral distribution of energy and enstrophy and of their dissipation, and thereby on the existence of energy and enstrophy cascades, in such systems. In particular, the classical dual cascade picture is shown to be invalid for forced 2D Navier–Stokes turbulence (μ=1) when it is forced in this manner. Inclusion of Ekman drag (μ=0) along with molecular viscosity permits a dual cascade, but is incompatible with the log-modified −3 power law for the energy spectrum in the enstrophy-cascading inertial range. In order to achieve the latter, it is necessary to invoke an inverse viscosity (μ<0). These constraints on permissible power laws apply for any spectrally localized forcing, not just for monoscale-like forcing.