985 resultados para Probabilistic Models


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Patterns of species interactions affect the dynamics of food webs. An important component of species interactions that is rarely considered with respect to food webs is the strengths of interactions, which may affect both structure and dynamics. In natural systems, these strengths are variable, and can be quantified as probability distributions. We examined how variation in strengths of interactions can be described hierarchically, and how this variation impacts the structure of species interactions in predator-prey networks, both of which are important components of ecological food webs. The stable isotope ratios of predator and prey species may be particularly useful for quantifying this variability, and we show how these data can be used to build probabilistic predator-prey networks. Moreover, the distribution of variation in strengths among interactions can be estimated from a limited number of observations. This distribution informs network structure, especially the key role of dietary specialization, which may be useful for predicting structural properties in systems that are difficult to observe. Finally, using three mammalian predator-prey networks ( two African and one Canadian) quantified from stable isotope data, we show that exclusion of link-strength variability results in biased estimates of nestedness and modularity within food webs, whereas the inclusion of body size constraints only marginally increases the predictive accuracy of the isotope-based network. We find that modularity is the consequence of strong link-strengths in both African systems, while nestedness is not significantly present in any of the three predator-prey networks.

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Fraud is a global problem that has required more attention due to an accentuated expansion of modern technology and communication. When statistical techniques are used to detect fraud, whether a fraud detection model is accurate enough in order to provide correct classification of the case as a fraudulent or legitimate is a critical factor. In this context, the concept of bootstrap aggregating (bagging) arises. The basic idea is to generate multiple classifiers by obtaining the predicted values from the adjusted models to several replicated datasets and then combining them into a single predictive classification in order to improve the classification accuracy. In this paper, for the first time, we aim to present a pioneer study of the performance of the discrete and continuous k-dependence probabilistic networks within the context of bagging predictors classification. Via a large simulation study and various real datasets, we discovered that the probabilistic networks are a strong modeling option with high predictive capacity and with a high increment using the bagging procedure when compared to traditional techniques. (C) 2012 Elsevier Ltd. All rights reserved.

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Structural durability is an important criterion that must be evaluated for every type of structure. Concerning reinforced concrete members, chloride diffusion process is widely used to evaluate durability, especially when these structures are constructed in aggressive atmospheres. The chloride ingress triggers the corrosion of reinforcements; therefore, by modelling this phenomenon, the corrosion process can be better evaluated as well as the structural durability. The corrosion begins when a threshold level of chloride concentration is reached at the steel bars of reinforcements. Despite the robustness of several models proposed in literature, deterministic approaches fail to predict accurately the corrosion time initiation due the inherent randomness observed in this process. In this regard, structural durability can be more realistically represented using probabilistic approaches. This paper addresses the analyses of probabilistic corrosion time initiation in reinforced concrete structures exposed to chloride penetration. The chloride penetration is modelled using the Fick's diffusion law. This law simulates the chloride diffusion process considering time-dependent effects. The probability of failure is calculated using Monte Carlo simulation and the first order reliability method, with a direct coupling approach. Some examples are considered in order to study these phenomena. Moreover, a simplified method is proposed to determine optimal values for concrete cover.

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The inherent stochastic character of most of the physical quantities involved in engineering models has led to an always increasing interest for probabilistic analysis. Many approaches to stochastic analysis have been proposed. However, it is widely acknowledged that the only universal method available to solve accurately any kind of stochastic mechanics problem is Monte Carlo Simulation. One of the key parts in the implementation of this technique is the accurate and efficient generation of samples of the random processes and fields involved in the problem at hand. In the present thesis an original method for the simulation of homogeneous, multi-dimensional, multi-variate, non-Gaussian random fields is proposed. The algorithm has proved to be very accurate in matching both the target spectrum and the marginal probability. The computational efficiency and robustness are very good too, even when dealing with strongly non-Gaussian distributions. What is more, the resulting samples posses all the relevant, welldefined and desired properties of “translation fields”, including crossing rates and distributions of extremes. The topic of the second part of the thesis lies in the field of non-destructive parametric structural identification. Its objective is to evaluate the mechanical characteristics of constituent bars in existing truss structures, using static loads and strain measurements. In the cases of missing data and of damages that interest only a small portion of the bar, Genetic Algorithm have proved to be an effective tool to solve the problem.

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The determination of skeletal loading conditions in vivo and their relationship to the health of bone tissues, remain an open question. Computational modeling of the musculoskeletal system is the only practicable method providing a valuable approach to muscle and joint loading analyses, although crucial shortcomings limit the translation process of computational methods into the orthopedic and neurological practice. A growing attention focused on subject-specific modeling, particularly when pathological musculoskeletal conditions need to be studied. Nevertheless, subject-specific data cannot be always collected in the research and clinical practice, and there is a lack of efficient methods and frameworks for building models and incorporating them in simulations of motion. The overall aim of the present PhD thesis was to introduce improvements to the state-of-the-art musculoskeletal modeling for the prediction of physiological muscle and joint loads during motion. A threefold goal was articulated as follows: (i) develop state-of-the art subject-specific models and analyze skeletal load predictions; (ii) analyze the sensitivity of model predictions to relevant musculotendon model parameters and kinematic uncertainties; (iii) design an efficient software framework simplifying the effort-intensive phases of subject-specific modeling pre-processing. The first goal underlined the relevance of subject-specific musculoskeletal modeling to determine physiological skeletal loads during gait, corroborating the choice of full subject-specific modeling for the analyses of pathological conditions. The second goal characterized the sensitivity of skeletal load predictions to major musculotendon parameters and kinematic uncertainties, and robust probabilistic methods were applied for methodological and clinical purposes. The last goal created an efficient software framework for subject-specific modeling and simulation, which is practical, user friendly and effort effective. Future research development aims at the implementation of more accurate models describing lower-limb joint mechanics and musculotendon paths, and the assessment of an overall scenario of the crucial model parameters affecting the skeletal load predictions through probabilistic modeling.

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Studies are suggesting that hurricane hazard patterns (e.g. intensity and frequency) may change as a consequence of the changing global climate. As hurricane patterns change, it can be expected that hurricane damage risks and costs may change as a result. This indicates the necessity to develop hurricane risk assessment models that are capable of accounting for changing hurricane hazard patterns, and develop hurricane mitigation and climatic adaptation strategies. This thesis proposes a comprehensive hurricane risk assessment and mitigation strategies that account for a changing global climate and that has the ability of being adapted to various types of infrastructure including residential buildings and power distribution poles. The framework includes hurricane wind field models, hurricane surge height models and hurricane vulnerability models to estimate damage risks due to hurricane wind speed, hurricane frequency, and hurricane-induced storm surge and accounts for the timedependant properties of these parameters as a result of climate change. The research then implements median insured house values, discount rates, housing inventory, etc. to estimate hurricane damage costs to residential construction. The framework was also adapted to timber distribution poles to assess the impacts climate change may have on timber distribution pole failure. This research finds that climate change may have a significant impact on the hurricane damage risks and damage costs of residential construction and timber distribution poles. In an effort to reduce damage costs, this research develops mitigation/adaptation strategies for residential construction and timber distribution poles. The costeffectiveness of these adaptation/mitigation strategies are evaluated through the use of a Life-Cycle Cost (LCC) analysis. In addition, a scenario-based analysis of mitigation strategies for timber distribution poles is included. For both residential construction and timber distribution poles, adaptation/mitigation measures were found to reduce damage costs. Finally, the research develops the Coastal Community Social Vulnerability Index (CCSVI) to include the social vulnerability of a region to hurricane hazards within this hurricane risk assessment. This index quantifies the social vulnerability of a region, by combining various social characteristics of a region with time-dependant parameters of hurricanes (i.e. hurricane wind and hurricane-induced storm surge). Climate change was found to have an impact on the CCSVI (i.e. climate change may have an impact on the social vulnerability of hurricane-prone regions).

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Existing models estimating oil spill costs at sea are based on data from the past, and they usually lack a systematic approach. This make them passive, and limits their ability to forecast the effect of the changes in the oil combating fleet or location of a spill on the oil spill costs. In this paper we make an attempt towards the development of a probabilistic and systematic model estimating the costs of clean-up operations for the Gulf of Finland. For this purpose we utilize expert knowledge along with the available data and information from literature. Then, the obtained information is combined into a framework with the use of a Bayesian Belief Networks. Due to lack of data, we validate the model by comparing its results with existing models, with which we found good agreement. We anticipate that the presented model can contribute to the cost-effective oil-combating fleet optimization for the Gulf of Finland. It can also facilitate the accident consequences estimation in the framework of formal safety assessment (FSA).

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In recent decades, there has been an increasing interest in systems comprised of several autonomous mobile robots, and as a result, there has been a substantial amount of development in the eld of Articial Intelligence, especially in Robotics. There are several studies in the literature by some researchers from the scientic community that focus on the creation of intelligent machines and devices capable to imitate the functions and movements of living beings. Multi-Robot Systems (MRS) can often deal with tasks that are dicult, if not impossible, to be accomplished by a single robot. In the context of MRS, one of the main challenges is the need to control, coordinate and synchronize the operation of multiple robots to perform a specic task. This requires the development of new strategies and methods which allow us to obtain the desired system behavior in a formal and concise way. This PhD thesis aims to study the coordination of multi-robot systems, in particular, addresses the problem of the distribution of heterogeneous multi-tasks. The main interest in these systems is to understand how from simple rules inspired by the division of labor in social insects, a group of robots can perform tasks in an organized and coordinated way. We are mainly interested on truly distributed or decentralized solutions in which the robots themselves, autonomously and in an individual manner, select a particular task so that all tasks are optimally distributed. In general, to perform the multi-tasks distribution among a team of robots, they have to synchronize their actions and exchange information. Under this approach we can speak of multi-tasks selection instead of multi-tasks assignment, which means, that the agents or robots select the tasks instead of being assigned a task by a central controller. The key element in these algorithms is the estimation ix of the stimuli and the adaptive update of the thresholds. This means that each robot performs this estimate locally depending on the load or the number of pending tasks to be performed. In addition, it is very interesting the evaluation of the results in function in each approach, comparing the results obtained by the introducing noise in the number of pending loads, with the purpose of simulate the robot's error in estimating the real number of pending tasks. The main contribution of this thesis can be found in the approach based on self-organization and division of labor in social insects. An experimental scenario for the coordination problem among multiple robots, the robustness of the approaches and the generation of dynamic tasks have been presented and discussed. The particular issues studied are: Threshold models: It presents the experiments conducted to test the response threshold model with the objective to analyze the system performance index, for the problem of the distribution of heterogeneous multitasks in multi-robot systems; also has been introduced additive noise in the number of pending loads and has been generated dynamic tasks over time. Learning automata methods: It describes the experiments to test the learning automata-based probabilistic algorithms. The approach was tested to evaluate the system performance index with additive noise and with dynamic tasks generation for the same problem of the distribution of heterogeneous multi-tasks in multi-robot systems. Ant colony optimization: The goal of the experiments presented is to test the ant colony optimization-based deterministic algorithms, to achieve the distribution of heterogeneous multi-tasks in multi-robot systems. In the experiments performed, the system performance index is evaluated by introducing additive noise and dynamic tasks generation over time.

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Opportunities offered by high performance computing provide a significant degree of promise in the enhancement of the performance of real-time flood forecasting systems. In this paper, a real-time framework for probabilistic flood forecasting through data assimilation is presented. The distributed rainfall-runoff real-time interactive basin simulator (RIBS) model is selected to simulate the hydrological process in the basin. Although the RIBS model is deterministic, it is run in a probabilistic way through the results of calibration developed in a previous work performed by the authors that identifies the probability distribution functions that best characterise the most relevant model parameters. Adaptive techniques improve the result of flood forecasts because the model can be adapted to observations in real time as new information is available. The new adaptive forecast model based on genetic programming as a data assimilation technique is compared with the previously developed flood forecast model based on the calibration results. Both models are probabilistic as they generate an ensemble of hydrographs, taking the different uncertainties inherent in any forecast process into account. The Manzanares River basin was selected as a case study, with the process being computationally intensive as it requires simulation of many replicas of the ensemble in real time.

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Algorithms for distributed agreement are a powerful means for formulating distributed versions of existing centralized algorithms. We present a toolkit for this task and show how it can be used systematically to design fully distributed algorithms for static linear Gaussian models, including principal component analysis, factor analysis, and probabilistic principal component analysis. These algorithms do not rely on a fusion center, require only low-volume local (1-hop neighborhood) communications, and are thus efficient, scalable, and robust. We show how they are also guaranteed to asymptotically converge to the same solution as the corresponding existing centralized algorithms. Finally, we illustrate the functioning of our algorithms on two examples, and examine the inherent cost-performance tradeoff.

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We present a computing model based on the DNA strand displacement technique which performs Bayesian inference. The model will take single stranded DNA as input data, representing the presence or absence of a specific molecular signal (evidence). The program logic encodes the prior probability of a disease and the conditional probability of a signal given the disease playing with a set of different DNA complexes and their ratios. When the input and program molecules interact, they release a different pair of single stranded DNA species whose relative proportion represents the application of Bayes? Law: the conditional probability of the disease given the signal. The models presented in this paper can empower the application of probabilistic reasoning in genetic diagnosis in vitro.

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This paper focuses on the general problem of coordinating multiple robots. More specifically, it addresses the self-selection of heterogeneous specialized tasks by autonomous robots. In this paper we focus on a specifically distributed or decentralized approach as we are particularly interested in a decentralized solution where the robots themselves autonomously and in an individual manner, are responsible for selecting a particular task so that all the existing tasks are optimally distributed and executed. In this regard, we have established an experimental scenario to solve the corresponding multi-task distribution problem and we propose a solution using two different approaches by applying Response Threshold Models as well as Learning Automata-based probabilistic algorithms. We have evaluated the robustness of the algorithms, perturbing the number of pending loads to simulate the robot’s error in estimating the real number of pending tasks and also the dynamic generation of loads through time. The paper ends with a critical discussion of experimental results.

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The design of nuclear power plant has to follow a number of regulations aimed at limiting the risks inherent in this type of installation. The goal is to prevent and to limit the consequences of any possible incident that might threaten the public or the environment. To verify that the safety requirements are met a safety assessment process is followed. Safety analysis is as key component of a safety assessment, which incorporates both probabilistic and deterministic approaches. The deterministic approach attempts to ensure that the various situations, and in particular accidents, that are considered to be plausible, have been taken into account, and that the monitoring systems and engineered safety and safeguard systems will be capable of ensuring the safety goals. On the other hand, probabilistic safety analysis tries to demonstrate that the safety requirements are met for potential accidents both within and beyond the design basis, thus identifying vulnerabilities not necessarily accessible through deterministic safety analysis alone. Probabilistic safety assessment (PSA) methodology is widely used in the nuclear industry and is especially effective in comprehensive assessment of the measures needed to prevent accidents with small probability but severe consequences. Still, the trend towards a risk informed regulation (RIR) demanded a more extended use of risk assessment techniques with a significant need to further extend PSA’s scope and quality. Here is where the theory of stimulated dynamics (TSD) intervenes, as it is the mathematical foundation of the integrated safety assessment (ISA) methodology developed by the CSN(Consejo de Seguridad Nuclear) branch of Modelling and Simulation (MOSI). Such methodology attempts to extend classical PSA including accident dynamic analysis, an assessment of the damage associated to the transients and a computation of the damage frequency. The application of this ISA methodology requires a computational framework called SCAIS (Simulation Code System for Integrated Safety Assessment). SCAIS provides accident dynamic analysis support through simulation of nuclear accident sequences and operating procedures. Furthermore, it includes probabilistic quantification of fault trees and sequences; and integration and statistic treatment of risk metrics. SCAIS comprehensively implies an intensive use of code coupling techniques to join typical thermal hydraulic analysis, severe accident and probability calculation codes. The integration of accident simulation in the risk assessment process and thus requiring the use of complex nuclear plant models is what makes it so powerful, yet at the cost of an enormous increase in complexity. As the complexity of the process is primarily focused on such accident simulation codes, the question of whether it is possible to reduce the number of required simulation arises, which will be the focus of the present work. This document presents the work done on the investigation of more efficient techniques applied to the process of risk assessment inside the mentioned ISA methodology. Therefore such techniques will have the primary goal of decreasing the number of simulation needed for an adequate estimation of the damage probability. As the methodology and tools are relatively recent, there is not much work done inside this line of investigation, making it a quite difficult but necessary task, and because of time limitations the scope of the work had to be reduced. Therefore, some assumptions were made to work in simplified scenarios best suited for an initial approximation to the problem. The following section tries to explain in detail the process followed to design and test the developed techniques. Then, the next section introduces the general concepts and formulae of the TSD theory which are at the core of the risk assessment process. Afterwards a description of the simulation framework requirements and design is given. Followed by an introduction to the developed techniques, giving full detail of its mathematical background and its procedures. Later, the test case used is described and result from the application of the techniques is shown. Finally the conclusions are presented and future lines of work are exposed.

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In the recent years, the computer vision community has shown great interest on depth-based applications thanks to the performance and flexibility of the new generation of RGB-D imagery. In this paper, we present an efficient background subtraction algorithm based on the fusion of multiple region-based classifiers that processes depth and color data provided by RGB-D cameras. Foreground objects are detected by combining a region-based foreground prediction (based on depth data) with different background models (based on a Mixture of Gaussian algorithm) providing color and depth descriptions of the scene at pixel and region level. The information given by these modules is fused in a mixture of experts fashion to improve the foreground detection accuracy. The main contributions of the paper are the region-based models of both background and foreground, built from the depth and color data. The obtained results using different database sequences demonstrate that the proposed approach leads to a higher detection accuracy with respect to existing state-of-the-art techniques.

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For non-negative random variables with finite means we introduce an analogous of the equilibrium residual-lifetime distribution based on the quantile function. This allows us to construct new distributions with support (0, 1), and to obtain a new quantile-based version of the probabilistic generalization of Taylor's theorem. Similarly, for pairs of stochastically ordered random variables we come to a new quantile-based form of the probabilistic mean value theorem. The latter involves a distribution that generalizes the Lorenz curve. We investigate the special case of proportional quantile functions and apply the given results to various models based on classes of distributions and measures of risk theory. Motivated by some stochastic comparisons, we also introduce the “expected reversed proportional shortfall order”, and a new characterization of random lifetimes involving the reversed hazard rate function.