Superdiffusion in a non-Markovian random walk model with a Gaussian memory profile

Most superdiffusive Non-Markovian random walk models assume that correlations are maintained at all time scales, e. g., fractional Brownian motion, Levy walks, the Elephant walk and Alzheimer walk models. In the latter two models the random walker can always "remember" the initial times near t = 0. Assuming jump size distributions with finite variance, the question naturally arises: is superdiffusion possible if the walker is unable to recall the initial times? We give a conclusive answer to this general question, by studying a non-Markovian model in which the walker's memory of the past is weighted by a Gaussian centered at time t/2, at which time the walker had one half the present age, and with a standard deviation sigma t which grows linearly as the walker ages. For large widths we find that the model behaves similarly to the Elephant model, but for small widths this Gaussian memory profile model behaves like the Alzheimer walk model. We also report that the phenomenon of amnestically induced persistence, known to occur in the Alzheimer walk model, arises in the Gaussian memory profile model. We conclude that memory of the initial times is not a necessary condition for generating (log-periodic) superdiffusion. We show that the phenomenon of amnestically induced persistence extends to the case of a Gaussian memory profile.

Atmospheric radiative transfer in multiple scattering conditions. Application to NWP models.

High spectral resolution radiative transfer (RT) codes are essential tools in the study of the radiative energy transfer in the Earth atmosphere and a support for the development of parameterizations for fast RT codes used in climate and weather prediction models. Cirrus clouds cover permanently 30% of the Earth's surface, representing an important contribution to the Earth-atmosphere radiation balance. The work has been focussed on the development of the RT model LBLMS. The model, widely tested in the infra-red spectral range, has been extended to the short wave spectrum and it has been used in comparison with airborne and satellite measurements to study the optical properties of cirrus clouds. A new database of single scattering properties has been developed for mid latitude cirrus clouds. Ice clouds are treated as a mixture of ice crystals with various habits. The optical properties of the mixture are tested in comparison to radiometric measurements in selected case studies. Finally, a parameterization of the mixture for application to weather prediction and global circulation models has been developed. The bulk optical properties of ice crystals are parameterized as functions of the effective dimension of measured particle size distributions that are representative of mid latitude cirrus clouds. Tests with the Limited Area Weather Prediction model COSMO have shown the impact of the new parameterization with respect to cirrus cloud optical properties based on ice spheres.

Bayesian Hierarchical Distributed Lag Models for Summer Ozone Exposure and Cardio-Respiratory Mortality

In this paper, we develop Bayesian hierarchical distributed lag models for estimating associations between daily variations in summer ozone levels and daily variations in cardiovascular and respiratory (CVDRESP) mortality counts for 19 U.S. large cities included in the National Morbidity Mortality Air Pollution Study (NMMAPS) for the period 1987 - 1994. At the first stage, we define a semi-parametric distributed lag Poisson regression model to estimate city-specific relative rates of CVDRESP associated with short-term exposure to summer ozone. At the second stage, we specify a class of distributions for the true city-specific relative rates to estimate an overall effect by taking into account the variability within and across cities. We perform the calculations with respect to several random effects distributions (normal, t-student, and mixture of normal), thus relaxing the common assumption of a two-stage normal-normal hierarchical model. We assess the sensitivity of the results to: 1) lag structure for ozone exposure; 2) degree of adjustment for long-term trends; 3) inclusion of other pollutants in the model;4) heat waves; 5) random effects distributions; and 6) prior hyperparameters. On average across cities, we found that a 10ppb increase in summer ozone level for every day in the previous week is associated with 1.25 percent increase in CVDRESP mortality (95% posterior regions: 0.47, 2.03). The relative rate estimates are also positive and statistically significant at lags 0, 1, and 2. We found that associations between summer ozone and CVDRESP mortality are sensitive to the confounding adjustment for PM_10, but are robust to: 1) the adjustment for long-term trends, other gaseous pollutants (NO_2, SO_2, and CO); 2) the distributional assumptions at the second stage of the hierarchical model; and 3) the prior distributions on all unknown parameters. Bayesian hierarchical distributed lag models and their application to the NMMAPS data allow us estimation of an acute health effect associated with exposure to ambient air pollution in the last few days on average across several locations. The application of these methods and the systematic assessment of the sensitivity of findings to model assumptions provide important epidemiological evidence for future air quality regulations.

On low-dimensional projections of high-dimensional distributions

Let P be a probability distribution on q -dimensional space. The so-called Diaconis-Freedman effect means that for a fixed dimension d<mixture of spherically symmetric Gaussian distributions. The present paper provides necessary and sufficient conditions for this phenomenon in a suitable asymptotic framework with increasing dimension q . It turns out, that the conditions formulated by Diaconis and Freedman (1984) are not only sufficient but necessary as well. Moreover, letting P ^ be the empirical distribution of n independent random vectors with distribution P , we investigate the behavior of the empirical process n √ (P ^ −P) under random projections, conditional on P ^ .

Statistical characterization and development of summary measures of non-normal distributions of nuclear morphometry data from prostate cancer cells for use as prognostic indicators

Nuclear morphometry (NM) uses image analysis to measure features of the cell nucleus which are classified as: bulk properties, shape or form, and DNA distribution. Studies have used these measurements as diagnostic and prognostic indicators of disease with inconclusive results. The distributional properties of these variables have not been systematically investigated although much of the medical data exhibit nonnormal distributions. Measurements are done on several hundred cells per patient so summary measurements reflecting the underlying distribution are needed.^ Distributional characteristics of 34 NM variables from prostate cancer cells were investigated using graphical and analytical techniques. Cells per sample ranged from 52 to 458. A small sample of patients with benign prostatic hyperplasia (BPH), representing non-cancer cells, was used for general comparison with the cancer cells.^ Data transformations such as log, square root and 1/x did not yield normality as measured by the Shapiro-Wilks test for normality. A modulus transformation, used for distributions having abnormal kurtosis values, also did not produce normality.^ Kernel density histograms of the 34 variables exhibited non-normality and 18 variables also exhibited bimodality. A bimodality coefficient was calculated and 3 variables: DNA concentration, shape and elongation, showed the strongest evidence of bimodality and were studied further.^ Two analytical approaches were used to obtain a summary measure for each variable for each patient: cluster analysis to determine significant clusters and a mixture model analysis using a two component model having a Gaussian distribution with equal variances. The mixture component parameters were used to bootstrap the log likelihood ratio to determine the significant number of components, 1 or 2. These summary measures were used as predictors of disease severity in several proportional odds logistic regression models. The disease severity scale had 5 levels and was constructed of 3 components: extracapsulary penetration (ECP), lymph node involvement (LN+) and seminal vesicle involvement (SV+) which represent surrogate measures of prognosis. The summary measures were not strong predictors of disease severity. There was some indication from the mixture model results that there were changes in mean levels and proportions of the components in the lower severity levels. ^

Bayesian models for the analysis of genetic structure when populations are correlated

Motivation: Population allele frequencies are correlated when populations have a shared history or when they exchange genes. Unfortunately, most models for allele frequency and inference about population structure ignore this correlation. Recent analytical results show that among populations, correlations can be very high, which could affect estimates of population genetic structure. In this study, we propose a mixture beta model to characterize the allele frequency distribution among populations. This formulation incorporates the correlation among populations as well as extending the model to data with different clusters of populations. Results: Using simulated data, we show that in general, the mixture model provides a good approximation of the among-population allele frequency distribution and a good estimate of correlation among populations. Results from fitting the mixture model to a dataset of genotypes at 377 autosomal microsatellite loci from human populations indicate high correlation among populations, which may not be appropriate to neglect. Traditional measures of population structure tend to over-estimate the amount of genetic differentiation when correlation is neglected. Inference is performed in a Bayesian framework.

A region based approach to background modeling in a wavelet multi-resolution framework

In the field of detection and monitoring of dynamic objects in quasi-static scenes, background subtraction techniques where background is modeled at pixel-level, although showing very significant limitations, are extensively used. In this work we propose a novel approach to background modeling that operates at region-level in a wavelet based multi-resolution framework. Based on a segmentation of the background, characterization is made for each region independently as a mixture of K Gaussian modes, considering the model of the approximation and detail coefficients at the different wavelet decomposition levels. Background region characterization is updated along time, and the detection of elements of interest is carried out computing the distance between background region models and those of each incoming image in the sequence. The inclusion of the context in the modeling scheme through each region characterization makes the model robust, being able to support not only gradual illumination and long-term changes, but also sudden illumination changes and the presence of strong shadows in the scene

Mechanical properties of self-consolidating concrete using conventional concrete models

The objective of this study is to analyze the applicability of current models used for estimating the mechanical properties of conventional concrete to self-consolidating concrete (SCC). The mechanical properties evaluated are modulus of elasticity, tensile strength,and modulus of rupture. As part of the study, it was necessary to build an extensive database that included the proportions and mechanical properties of 627 mixtures from 138 different references. The same models that are currently used for calculating the mechanical properties of conventional concrete were applied to SCC to evaluate their applicability to this type of concrete. The models considered are the ACI 318, ACI 363R, and EC2. These are the most commonly used models worldwide. In the first part of the study, the overall behavior and adaptability of the different models to SCC is evaluated. The specific characterization parameters for each concrete mixture are used to calculate the various mechanical properties applying the different estimation models. The second part of the analysis consists of comparing the experimental results of all the mixtures included in the database with the estimated results to evaluate the applicability of these models to SCC. Various statistical procedures, such as regression analysis and residual analysis, are used to compare the predicted and measured properties. It terms of general applicability, the evaluated models are suitable for estimating the modulus of elasticity, tensile strength, and modulus of rupture of SCC. These models have a rather low sensitivity, however, and adjust well only to mean values. This is because the models use the compressive strength as the main variable to characterize the concrete and do not consider other variables that affect these properties.

Massively parallelizable list-mode reconstruction using a Monte Carlo-based elliptical Gaussian model

Purpose: A fully three-dimensional (3D) massively parallelizable list-mode ordered-subsets expectation-maximization (LM-OSEM) reconstruction algorithm has been developed for high-resolution PET cameras. System response probabilities are calculated online from a set of parameters derived from Monte Carlo simulations. The shape of a system response for a given line of response (LOR) has been shown to be asymmetrical around the LOR. This work has been focused on the development of efficient region-search techniques to sample the system response probabilities, which are suitable for asymmetric kernel models, including elliptical Gaussian models that allow for high accuracy and high parallelization efficiency. The novel region-search scheme using variable kernel models is applied in the proposed PET reconstruction algorithm. Methods: A novel region-search technique has been used to sample the probability density function in correspondence with a small dynamic subset of the field of view that constitutes the region of response (ROR). The ROR is identified around the LOR by searching for any voxel within a dynamically calculated contour. The contour condition is currently defined as a fixed threshold over the posterior probability, and arbitrary kernel models can be applied using a numerical approach. The processing of the LORs is distributed in batches among the available computing devices, then, individual LORs are processed within different processing units. In this way, both multicore and multiple many-core processing units can be efficiently exploited. Tests have been conducted with probability models that take into account the noncolinearity, positron range, and crystal penetration effects, that produced tubes of response with varying elliptical sections whose axes were a function of the crystal's thickness and angle of incidence of the given LOR. The algorithm treats the probability model as a 3D scalar field defined within a reference system aligned with the ideal LOR. Results: This new technique provides superior image quality in terms of signal-to-noise ratio as compared with the histogram-mode method based on precomputed system matrices available for a commercial small animal scanner. Reconstruction times can be kept low with the use of multicore, many-core architectures, including multiple graphic processing units. Conclusions: A highly parallelizable LM reconstruction method has been proposed based on Monte Carlo simulations and new parallelization techniques aimed at improving the reconstruction speed and the image signal-to-noise of a given OSEM algorithm. The method has been validated using simulated and real phantoms. A special advantage of the new method is the possibility of defining dynamically the cut-off threshold over the calculated probabilities thus allowing for a direct control on the trade-off between speed and quality during the reconstruction.

Genetic algorithms and Gaussian Bayesian networks to uncover the predictive core set of bibliometric indices

The diversity of bibliometric indices today poses the challenge of exploiting the relationships among them. Our research uncovers the best core set of relevant indices for predicting other bibliometric indices. An added difficulty is to select the role of each variable, that is, which bibliometric indices are predictive variables and which are response variables. This results in a novel multioutput regression problem where the role of each variable (predictor or response) is unknown beforehand. We use Gaussian Bayesian networks to solve the this problem and discover multivariate relationships among bibliometric indices. These networks are learnt by a genetic algorithm that looks for the optimal models that best predict bibliometric data. Results show that the optimal induced Gaussian Bayesian networks corroborate previous relationships between several indices, but also suggest new, previously unreported interactions. An extended analysis of the best model illustrates that a set of 12 bibliometric indices can be accurately predicted using only a smaller predictive core subset composed of citations, g-index, q2-index, and hr-index. This research is performed using bibliometric data on Spanish full professors associated with the computer science area.

Foreground segmentation in depth imagery using depth and spatial dynamic models for video surveillance applications

Low-cost systems that can obtain a high-quality foreground segmentation almostindependently of the existing illumination conditions for indoor environments are verydesirable, especially for security and surveillance applications. In this paper, a novelforeground segmentation algorithm that uses only a Kinect depth sensor is proposedto satisfy the aforementioned system characteristics. This is achieved by combininga mixture of Gaussians-based background subtraction algorithm with a new Bayesiannetwork that robustly predicts the foreground/background regions between consecutivetime steps. The Bayesian network explicitly exploits the intrinsic characteristics ofthe depth data by means of two dynamic models that estimate the spatial and depthevolution of the foreground/background regions. The most remarkable contribution is thedepth-based dynamic model that predicts the changes in the foreground depth distributionbetween consecutive time steps. This is a key difference with regard to visible imagery,where the color/gray distribution of the foreground is typically assumed to be constant.Experiments carried out on two different depth-based databases demonstrate that theproposed combination of algorithms is able to obtain a more accurate segmentation of theforeground/background than other state-of-the art approaches.

Multi-sensor background subtraction by fusing multiple region-based probabilistic classifiers

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.

From cell death to embryo arrest: Mathematical models of human preimplantation embryo development

Human preimplantation embryos exhibit high levels of apoptotic cells and high rates of developmental arrest during the first week in vitro. The relation between the two is unclear and difficult to determine by conventional experimental approaches, partly because of limited numbers of embryos. We apply a mixture of experiment and mathematical modeling to show that observed levels of cell death can be reconciled with the high levels of embryo arrest seen in the human only if the developmental competence of embryos is already established at the zygote stage, and environmental factors merely modulate this. This suggests that research on improving in vitro fertilization success rates should move from its current concentration on optimizing culture media to focus more on the generation of a healthy zygote and on understanding the mechanisms that cause chromosomal and other abnormalities during early cleavage stages.

The asymptotic distribution of canonical correlations and vectors in higher-order cointegrated models

The study of the large-sample distribution of the canonical correlations and variates in cointegrated models is extended from the first-order autoregression model to autoregression of any (finite) order. The cointegrated process considered here is nonstationary in some dimensions and stationary in some other directions, but the first difference (the “error-correction form”) is stationary. The asymptotic distribution of the canonical correlations between the first differences and the predictor variables as well as the corresponding canonical variables is obtained under the assumption that the process is Gaussian. The method of analysis is similar to that used for the first-order process.