950 resultados para Finite mixture modelling


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Water front structures have suffered significant damage in many of the recent earthquakes. These include gravity type quay walls, vertically composite walls, cantilever retaining walls, anchored bulkheads and similar structures. One of the primary causes for the poor performance of these classes of structures is the liquefaction of the foundation soil and in some instances liquefaction of the backfill soil. The liquefaction of the soil in-front of the quay wall tends to cause large lateral displacements and rotation of the wall. Often such gravity walls are placed on rubble mound deposited onto the sea bed.This paper presents finite element analyses of such a problem in which strength degradation of the foundation soil and the backfill material will be modelled using PZ mark III constitutive model. The performance of the wall in terms of its lateral displacement, vertical settlement and/or the rotation suffered by the wall will be presented. In addition, the contours of the horizontal and vertical effective stresses and the excess pore pressure ratio will be presented at different time instants together with hyrdraulic gradients. Immediately after the earthquake, the hydraulic gradients indicate migration of pore water into the region below the wall, suggesting further softening of the foundation soil below the wall.

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A popular way to account for unobserved heterogeneity is to assume that the data are drawn from a finite mixture distribution. A barrier to using finite mixture models is that parameters that could previously be estimated in stages must now be estimated jointly: using mixture distributions destroys any additive separability of the log-likelihood function. We show, however, that an extension of the EM algorithm reintroduces additive separability, thus allowing one to estimate parameters sequentially during each maximization step. In establishing this result, we develop a broad class of estimators for mixture models. Returning to the likelihood problem, we show that, relative to full information maximum likelihood, our sequential estimator can generate large computational savings with little loss of efficiency.

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We describe a strategy for Markov chain Monte Carlo analysis of non-linear, non-Gaussian state-space models involving batch analysis for inference on dynamic, latent state variables and fixed model parameters. The key innovation is a Metropolis-Hastings method for the time series of state variables based on sequential approximation of filtering and smoothing densities using normal mixtures. These mixtures are propagated through the non-linearities using an accurate, local mixture approximation method, and we use a regenerating procedure to deal with potential degeneracy of mixture components. This provides accurate, direct approximations to sequential filtering and retrospective smoothing distributions, and hence a useful construction of global Metropolis proposal distributions for simulation of posteriors for the set of states. This analysis is embedded within a Gibbs sampler to include uncertain fixed parameters. We give an example motivated by an application in systems biology. Supplemental materials provide an example based on a stochastic volatility model as well as MATLAB code.

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In this paper a continuum model for the prediction of segregation in granular material is presented. The numerical framework, a 3-D, unstructured grid, finite-volume code is described, and the micro-physical parametrizations, which are used to describe the processes and interactions at the microscopic level that lead to segregation, are analysed. Numerical simulations and comparisons with experimental data are then presented and conclusions are drawn on the capability of the model to accurately simulate the behaviour of granular matter during flow.

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Four non-destructive tests for determining the length of fatigue cracks within the solder joints of a 2512 surface mount resistor are investigated. The sensitivity of the tests is obtained using finite element analysis with some experimental validation. Three of the tests are mechanically based and one is thermally based. The mechanical tests all operate by applying different loads to the PCB and monitoring the strain response at the top of the resistor. The thermal test operates by applying a heat source underneath the PCB, and monitoring the temperature response at the top of the resistor. From the modelling work done, two of these tests have shown to be sensitive to cracks. Some experimental results are presented but further work is required to fully validate the simulation results.