First Order Phase Transition in a 3D disordered system

We present a detailed numerical study on the effects of adding quenched impurities to a three dimensional system which in the pure case undergoes a strong first order phase transition (specifically, the ferromagnetic/paramagnetic transition of the site-diluted four states Potts model). We can state that the transition remains first-order in the presence of quenched disorder (a small amount of it) but it turns out to be second order as more impurities are added. A tricritical point, which is studied by means of Finite-Size Scaling, separates the first-order and second-order parts of the critical line. The results were made possible by a new definition of the disorder average that avoids the diverging-variance probability distributions that arise using the standard methodology. We also made use of a recently proposed microcanonical Monte Carlo method in which entropy, instead of free energy, is the basic quantity.

Why I Am Not a Likelihoodist

Frequentist statistical methods continue to predominate in many areas of science despite prominent calls for "statistical reform." They do so in part because their main rivals, Bayesian methods, appeal to prior probability distributions that arguably lack an objective justification in typical cases. Some methodologists find a third approach called likelihoodism attractive because it avoids important objections to frequentism without appealing to prior probabilities. However, likelihoodist methods do not provide guidance for belief or action, but only assessments of data as evidence. I argue that there is no good way to use those assessments to guide beliefs or actions without appealing to prior probabilities, and that as a result likelihoodism is not a viable alternative to frequentism and Bayesianism for statistical reform efforts in science.

Multiplication and comultiplication of beliefs

Multiplication and comultiplication of beliefs represent a generalisation of multiplication and comultiplication of probabilities as well as of binary logic AND and OR. Our approach follows that of subjective logic, where belief functions are expressed as opinions that are interpreted as being equivalent to beta probability distributions. We compare different types of opinion product and coproduct, and show that they represent very good approximations of the analytical product and coproduct of beta probability distributions. We also define division and codivision of opinions, and compare our framework with other logic frameworks for combining uncertain propositions. (C) 2004 Elsevier Inc. All rights reserved.

Efficiency effects of agricultural economics research in the United States

Allocations of research funds across programs are often made for efficiency reasons. Social science research is shown to have small, lagged but significant effects on U.S. agricultural efficiency when public agricultural R&D and extension are simultaneously taken into account. Farm management and marketing research variables are used to explain variations in estimates of allocative and technical efficiency using a Bayesian approach that incorporates stylized facts concerning lagged research impacts in a way that is less restrictive than popular polynomial distributed lags. Results are reported in terms of means and standard deviations of estimated probability distributions of parameters and long-run total multipliers. Extension is estimated to have a greater impact on both allocative and technical efficiency than either R&D or social science research.

Efficient accommodation of local minima in watershed model calibration

The Gauss-Marquardt-Levenberg (GML) method of computer-based parameter estimation, in common with other gradient-based approaches, suffers from the drawback that it may become trapped in local objective function minima, and thus report optimized parameter values that are not, in fact, optimized at all. This can seriously degrade its utility in the calibration of watershed models where local optima abound. Nevertheless, the method also has advantages, chief among these being its model-run efficiency, and its ability to report useful information on parameter sensitivities and covariances as a by-product of its use. It is also easily adapted to maintain this efficiency in the face of potential numerical problems (that adversely affect all parameter estimation methodologies) caused by parameter insensitivity and/or parameter correlation. The present paper presents two algorithmic enhancements to the GML method that retain its strengths, but which overcome its weaknesses in the face of local optima. Using the first of these methods an intelligent search for better parameter sets is conducted in parameter subspaces of decreasing dimensionality when progress of the parameter estimation process is slowed either by numerical instability incurred through problem ill-posedness, or when a local objective function minimum is encountered. The second methodology minimizes the chance of successive GML parameter estimation runs finding the same objective function minimum by starting successive runs at points that are maximally removed from previous parameter trajectories. As well as enhancing the ability of a GML-based method to find the global objective function minimum, the latter technique can also be used to find the locations of many non-global optima (should they exist) in parameter space. This can provide a useful means of inquiring into the well-posedness of a parameter estimation problem, and for detecting the presence of bimodal parameter and predictive probability distributions. The new methodologies are demonstrated by calibrating a Hydrological Simulation Program-FORTRAN (HSPF) model against a time series of daily flows. Comparison with the SCE-UA method in this calibration context demonstrates a high level of comparative model run efficiency for the new method. (c) 2006 Elsevier B.V. All rights reserved.

Collaborative decision-making processes for maintaining biodiversity: Two Australian case studies

There have been many models developed by scientists to assist decision-makers in making socio-economic and environmental decisions. It is now recognised that there is a shift in the dominant paradigm to making decisions with stakeholders, rather than making decisions for stakeholders. Our paper investigates two case studies where group model building has been undertaken for maintaining biodiversity in Australia. The first case study focuses on preservation and management of green spaces and biodiversity in metropolitan Melbourne under the umbrella of the Melbourne 2030 planning strategy. A geographical information system is used to collate a number of spatial datasets encompassing a range of cultural and natural assets data layers including: existing open spaces, waterways, threatened fauna and flora, ecological vegetation covers, registered cultural heritage sites, and existing land parcel zoning. Group model building is incorporated into the study through eliciting weightings and ratings of importance for each datasets from urban planners to formulate different urban green system scenarios. The second case study focuses on modelling ecoregions from spatial datasets for the state of Queensland. The modelling combines collaborative expert knowledge and a vast amount of environmental data to build biogeographical classifications of regions. An information elicitation process is used to capture expert knowledge of ecoregions as geographical descriptions, and to transform this into prior probability distributions that characterise regions in terms of environmental variables. This prior information is combined with measured data on the environmental variables within a Bayesian modelling technique to produce the final classified regions. We describe how linked views between descriptive information, mapping and statistical plots are used to decide upon representative regions that satisfy a number of criteria for biodiversity and conservation. This paper discusses the advantages and problems encountered when undertaking group model building. Future research will extend the group model building approach to include interested individuals and community groups.

Classifying an opponent's behaviour in robot soccer

This paper illustrates the prediction of opponent behaviour in a competitive, highly dynamic, multi-agent and partially observableenvironment, namely RoboCup small size league robot soccer. The performance is illustrated in the context of the highly successful robot soccer team, the RoboRoos. The project is broken into three tasks; classification of behaviours, modelling and prediction of behaviours and integration of the predictions into the existing planning system. A probabilistic approach is taken to dealing with the uncertainty in the observations and with representing the uncertainty in the prediction of the behaviours. Results are shown for a classification system using a Naïve Bayesian Network that determines the opponent’s current behaviour. These results are compared to an expert designed fuzzy behaviour classification system. The paper illustrates how the modelling system will use the information from behaviour classification to produce probability distributions that model the manner with which the opponents perform their behaviours. These probability distributions are show to match well with the existing multi-agent planning system (MAPS) that forms the core of the RoboRoos system.

Mixture density networks

Minimization of a sum-of-squares or cross-entropy error function leads to network outputs which approximate the conditional averages of the target data, conditioned on the input vector. For classifications problems, with a suitably chosen target coding scheme, these averages represent the posterior probabilities of class membership, and so can be regarded as optimal. For problems involving the prediction of continuous variables, however, the conditional averages provide only a very limited description of the properties of the target variables. This is particularly true for problems in which the mapping to be learned is multi-valued, as often arises in the solution of inverse problems, since the average of several correct target values is not necessarily itself a correct value. In order to obtain a complete description of the data, for the purposes of predicting the outputs corresponding to new input vectors, we must model the conditional probability distribution of the target data, again conditioned on the input vector. In this paper we introduce a new class of network models obtained by combining a conventional neural network with a mixture density model. The complete system is called a Mixture Density Network, and can in principle represent arbitrary conditional probability distributions in the same way that a conventional neural network can represent arbitrary functions. We demonstrate the effectiveness of Mixture Density Networks using both a toy problem and a problem involving robot inverse kinematics.

GTM: the generative topographic mapping

This thesis describes the Generative Topographic Mapping (GTM) --- a non-linear latent variable model, intended for modelling continuous, intrinsically low-dimensional probability distributions, embedded in high-dimensional spaces. It can be seen as a non-linear form of principal component analysis or factor analysis. It also provides a principled alternative to the self-organizing map --- a widely established neural network model for unsupervised learning --- resolving many of its associated theoretical problems. An important, potential application of the GTM is visualization of high-dimensional data. Since the GTM is non-linear, the relationship between data and its visual representation may be far from trivial, but a better understanding of this relationship can be gained by computing the so-called magnification factor. In essence, the magnification factor relates the distances between data points, as they appear when visualized, to the actual distances between those data points. There are two principal limitations of the basic GTM model. The computational effort required will grow exponentially with the intrinsic dimensionality of the density model. However, if the intended application is visualization, this will typically not be a problem. The other limitation is the inherent structure of the GTM, which makes it most suitable for modelling moderately curved probability distributions of approximately rectangular shape. When the target distribution is very different to that, theaim of maintaining an `interpretable' structure, suitable for visualizing data, may come in conflict with the aim of providing a good density model. The fact that the GTM is a probabilistic model means that results from probability theory and statistics can be used to address problems such as model complexity. Furthermore, this framework provides solid ground for extending the GTM to wider contexts than that of this thesis.

Advanced mean field methods:theory and practice

A major problem in modern probabilistic modeling is the huge computational complexity involved in typical calculations with multivariate probability distributions when the number of random variables is large. Because exact computations are infeasible in such cases and Monte Carlo sampling techniques may reach their limits, there is a need for methods that allow for efficient approximate computations. One of the simplest approximations is based on the mean field method, which has a long history in statistical physics. The method is widely used, particularly in the growing field of graphical models. Researchers from disciplines such as statistical physics, computer science, and mathematical statistics are studying ways to improve this and related methods and are exploring novel application areas. Leading approaches include the variational approach, which goes beyond factorizable distributions to achieve systematic improvements; the TAP (Thouless-Anderson-Palmer) approach, which incorporates correlations by including effective reaction terms in the mean field theory; and the more general methods of graphical models. Bringing together ideas and techniques from these diverse disciplines, this book covers the theoretical foundations of advanced mean field methods, explores the relation between the different approaches, examines the quality of the approximation obtained, and demonstrates their application to various areas of probabilistic modeling.

A generative probabilistic oriented wavelet model for texture segmentation

This Letter addresses image segmentation via a generative model approach. A Bayesian network (BNT) in the space of dyadic wavelet transform coefficients is introduced to model texture images. The model is similar to a Hidden Markov model (HMM), but with non-stationary transitive conditional probability distributions. It is composed of discrete hidden variables and observable Gaussian outputs for wavelet coefficients. In particular, the Gabor wavelet transform is considered. The introduced model is compared with the simplest joint Gaussian probabilistic model for Gabor wavelet coefficients for several textures from the Brodatz album [1]. The comparison is based on cross-validation and includes probabilistic model ensembles instead of single models. In addition, the robustness of the models to cope with additive Gaussian noise is investigated. We further study the feasibility of the introduced generative model for image segmentation in the novelty detection framework [2]. Two examples are considered: (i) sea surface pollution detection from intensity images and (ii) image segmentation of the still images with varying illumination across the scene.

Multi-valued control problems and mixture density network

We have proposed a novel robust inversion-based neurocontroller that searches for the optimal control law by sampling from the estimated Gaussian distribution of the inverse plant model. However, for problems involving the prediction of continuous variables, a Gaussian model approximation provides only a very limited description of the properties of the inverse model. This is usually the case for problems in which the mapping to be learned is multi-valued or involves hysteritic transfer characteristics. This often arises in the solution of inverse plant models. In order to obtain a complete description of the inverse model, a more general multicomponent distributions must be modeled. In this paper we test whether our proposed sampling approach can be used when considering an arbitrary conditional probability distributions. These arbitrary distributions will be modeled by a mixture density network. Importance sampling provides a structured and principled approach to constrain the complexity of the search space for the ideal control law. The effectiveness of the importance sampling from an arbitrary conditional probability distribution will be demonstrated using a simple single input single output static nonlinear system with hysteretic characteristics in the inverse plant model.

Exchanging uncertainty: interoperable geostatistics?

Traditionally, geostatistical algorithms are contained within specialist GIS and spatial statistics software. Such packages are often expensive, with relatively complex user interfaces and steep learning curves, and cannot be easily integrated into more complex process chains. In contrast, Service Oriented Architectures (SOAs) promote interoperability and loose coupling within distributed systems, typically using XML (eXtensible Markup Language) and Web services. Web services provide a mechanism for a user to discover and consume a particular process, often as part of a larger process chain, with minimal knowledge of how it works. Wrapping current geostatistical algorithms with a Web service layer would thus increase their accessibility, but raises several complex issues. This paper discusses a solution to providing interoperable, automatic geostatistical processing through the use of Web services, developed in the INTAMAP project (INTeroperability and Automated MAPping). The project builds upon Open Geospatial Consortium standards for describing observations, typically used within sensor webs, and employs Geography Markup Language (GML) to describe the spatial aspect of the problem domain. Thus the interpolation service is extremely flexible, being able to support a range of observation types, and can cope with issues such as change of support and differing error characteristics of sensors (by utilising descriptions of the observation process provided by SensorML). XML is accepted as the de facto standard for describing Web services, due to its expressive capabilities which allow automatic discovery and consumption by ‘naive’ users. Any XML schema employed must therefore be capable of describing every aspect of a service and its processes. However, no schema currently exists that can define the complex uncertainties and modelling choices that are often present within geostatistical analysis. We show a solution to this problem, developing a family of XML schemata to enable the description of a full range of uncertainty types. These types will range from simple statistics, such as the kriging mean and variances, through to a range of probability distributions and non-parametric models, such as realisations from a conditional simulation. By employing these schemata within a Web Processing Service (WPS) we show a prototype moving towards a truly interoperable geostatistical software architecture.

Probabilistic uncertainty in an interoperable framework

This thesis provides an interoperable language for quantifying uncertainty using probability theory. A general introduction to interoperability and uncertainty is given, with particular emphasis on the geospatial domain. Existing interoperable standards used within the geospatial sciences are reviewed, including Geography Markup Language (GML), Observations and Measurements (O&M) and the Web Processing Service (WPS) specifications. The importance of uncertainty in geospatial data is identified and probability theory is examined as a mechanism for quantifying these uncertainties. The Uncertainty Markup Language (UncertML) is presented as a solution to the lack of an interoperable standard for quantifying uncertainty. UncertML is capable of describing uncertainty using statistics, probability distributions or a series of realisations. The capabilities of UncertML are demonstrated through a series of XML examples. This thesis then provides a series of example use cases where UncertML is integrated with existing standards in a variety of applications. The Sensor Observation Service - a service for querying and retrieving sensor-observed data - is extended to provide a standardised method for quantifying the inherent uncertainties in sensor observations. The INTAMAP project demonstrates how UncertML can be used to aid uncertainty propagation using a WPS by allowing UncertML as input and output data. The flexibility of UncertML is demonstrated with an extension to the GML geometry schemas to allow positional uncertainty to be quantified. Further applications and developments of UncertML are discussed.

A pragmatic Bayesian approach to wind field retrieval

The ERS-1 Satellite was launched in July 1991 by the European Space Agency into a polar orbit at about 800 km, carrying a C-band scatterometer. A scatterometer measures the amount of backscatter microwave radiation reflected by small ripples on the ocean surface induced by sea-surface winds, and so provides instantaneous snap-shots of wind flow over large areas of the ocean surface, known as wind fields. Inherent in the physics of the observation process is an ambiguity in wind direction; the scatterometer cannot distinguish if the wind is blowing toward or away from the sensor device. This ambiguity implies that there is a one-to-many mapping between scatterometer data and wind direction. Current operational methods for wind field retrieval are based on the retrieval of wind vectors from satellite scatterometer data, followed by a disambiguation and filtering process that is reliant on numerical weather prediction models. The wind vectors are retrieved by the local inversion of a forward model, mapping scatterometer observations to wind vectors, and minimising a cost function in scatterometer measurement space. This thesis applies a pragmatic Bayesian solution to the problem. The likelihood is a combination of conditional probability distributions for the local wind vectors given the scatterometer data. The prior distribution is a vector Gaussian process that provides the geophysical consistency for the wind field. The wind vectors are retrieved directly from the scatterometer data by using mixture density networks, a principled method to model multi-modal conditional probability density functions. The complexity of the mapping and the structure of the conditional probability density function are investigated. A hybrid mixture density network, that incorporates the knowledge that the conditional probability distribution of the observation process is predominantly bi-modal, is developed. The optimal model, which generalises across a swathe of scatterometer readings, is better on key performance measures than the current operational model. Wind field retrieval is approached from three perspectives. The first is a non-autonomous method that confirms the validity of the model by retrieving the correct wind field 99% of the time from a test set of 575 wind fields. The second technique takes the maximum a posteriori probability wind field retrieved from the posterior distribution as the prediction. For the third technique, Markov Chain Monte Carlo (MCMC) techniques were employed to estimate the mass associated with significant modes of the posterior distribution, and make predictions based on the mode with the greatest mass associated with it. General methods for sampling from multi-modal distributions were benchmarked against a specific MCMC transition kernel designed for this problem. It was shown that the general methods were unsuitable for this application due to computational expense. On a test set of 100 wind fields the MAP estimate correctly retrieved 72 wind fields, whilst the sampling method correctly retrieved 73 wind fields.