Deformations of the Tracy-Widom distribution

In random matrix theory, the Tracy-Widom (TW) distribution describes the behavior of the largest eigenvalue. We consider here two models in which TW undergoes transformations. In the first one disorder is introduced in the Gaussian ensembles by superimposing an external source of randomness. A competition between TW and a normal (Gaussian) distribution results, depending on the spreading of the disorder. The second model consists of removing at random a fraction of (correlated) eigenvalues of a random matrix. The usual formalism of Fredholm determinants extends naturally. A continuous transition from TW to the Weilbull distribution, characteristic of extreme values of an uncorrelated sequence, is obtained.

Use of the q-Gaussian mutation in evolutionary algorithms

This paper proposes the use of the q-Gaussian mutation with self-adaptation of the shape of the mutation distribution in evolutionary algorithms. The shape of the q-Gaussian mutation distribution is controlled by a real parameter q. In the proposed method, the real parameter q of the q-Gaussian mutation is encoded in the chromosome of individuals and hence is allowed to evolve during the evolutionary process. In order to test the new mutation operator, evolution strategy and evolutionary programming algorithms with self-adapted q-Gaussian mutation generated from anisotropic and isotropic distributions are presented. The theoretical analysis of the q-Gaussian mutation is also provided. In the experimental study, the q-Gaussian mutation is compared to Gaussian and Cauchy mutations in the optimization of a set of test functions. Experimental results show the efficiency of the proposed method of self-adapting the mutation distribution in evolutionary algorithms.

Relative dispersion of intravascular transit times during isolated human limb perfusions for recurrent melanoma

Aims We have characterized the relative dispersion of vascular and extravascular markers in the limbs of three patients undergoing isolated limb perfusions with the cytotoxic melphalan for recurrent malignant melanoma both before and after melphalan dosing. Methods A bolus of injectate containing [Cr-51] labelled red blood cells, [C-14]-sucrose and [H-3]-water was injected into an iliac or femoral artery and outflow samples collected at 1 s intervals by a fraction collector. The radioactivity due to each isotype was analysed by either gamma [Cr-51] or beta [C-14 and H-3] counting. The moments of the outflow fraction-time profiles were estimated by a nonparametric (numerical integration) method and a parametric model (sum of two inverse Gaussian functions). Results The availability, mean transit time and normalised variance (CV2) obtained for labelled red blood cells, sucrose and water were similar before and after melphalan dosing and with the two methods of calculation but varied between the patients. Conclusions The vascular space is not well-stirred but characterized by a CV2 similar that reported previously for in situ rat hind limb and rat liver perfusions. A flow-limited blood-tissue exchange was observed for the permeating indicators. Administration of melphalan did not influence the distribution characteristics of the indicators.

The Gaussian assumption in second-order estimation problems in digital communications

This paper deals with the goodness of the Gaussian assumption when designing second-order blind estimationmethods in the context of digital communications. The low- andhigh-signal-to-noise ratio (SNR) asymptotic performance of the maximum likelihood estimator—derived assuming Gaussiantransmitted symbols—is compared with the performance of the optimal second-order estimator, which exploits the actualdistribution of the discrete constellation. The asymptotic study concludes that the Gaussian assumption leads to the optimalsecond-order solution if the SNR is very low or if the symbols belong to a multilevel constellation such as quadrature-amplitudemodulation (QAM) or amplitude-phase-shift keying (APSK). On the other hand, the Gaussian assumption can yield importantlosses at high SNR if the transmitted symbols are drawn from a constant modulus constellation such as phase-shift keying (PSK)or continuous-phase modulations (CPM). These conclusions are illustrated for the problem of direction-of-arrival (DOA) estimation of multiple digitally-modulated signals.

Distribución hiperbólica generalizada: una aplicación en la selección de portafolios y en la cuantificación de medidas de riesgo de mercado

En este trabajo se implementa una metodología para incluir momentos de orden superior en la selección de portafolios, haciendo uso de la Distribución Hiperbólica Generalizada, para posteriormente hacer un análisis comparativo frente al modelo de Markowitz.

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.

Transconvolution and the virtual positron emission tomograph--a new method for cross calibration in quantitative PET∕CT imaging

PURPOSE Positron emission tomography (PET)∕computed tomography (CT) measurements on small lesions are impaired by the partial volume effect, which is intrinsically tied to the point spread function of the actual imaging system, including the reconstruction algorithms. The variability resulting from different point spread functions hinders the assessment of quantitative measurements in clinical routine and especially degrades comparability within multicenter trials. To improve quantitative comparability there is a need for methods to match different PET∕CT systems through elimination of this systemic variability. Consequently, a new method was developed and tested that transforms the image of an object as produced by one tomograph to another image of the same object as it would have been seen by a different tomograph. The proposed new method, termed Transconvolution, compensates for differing imaging properties of different tomographs and particularly aims at quantitative comparability of PET∕CT in the context of multicenter trials. METHODS To solve the problem of image normalization, the theory of Transconvolution was mathematically established together with new methods to handle point spread functions of different PET∕CT systems. Knowing the point spread functions of two different imaging systems allows determining a Transconvolution function to convert one image into the other. This function is calculated by convolving one point spread function with the inverse of the other point spread function which, when adhering to certain boundary conditions such as the use of linear acquisition and image reconstruction methods, is a numerically accessible operation. For reliable measurement of such point spread functions characterizing different PET∕CT systems, a dedicated solid-state phantom incorporating (68)Ge∕(68)Ga filled spheres was developed. To iteratively determine and represent such point spread functions, exponential density functions in combination with a Gaussian distribution were introduced. Furthermore, simulation of a virtual PET system provided a standard imaging system with clearly defined properties to which the real PET systems were to be matched. A Hann window served as the modulation transfer function for the virtual PET. The Hann's apodization properties suppressed high spatial frequencies above a certain critical frequency, thereby fulfilling the above-mentioned boundary conditions. The determined point spread functions were subsequently used by the novel Transconvolution algorithm to match different PET∕CT systems onto the virtual PET system. Finally, the theoretically elaborated Transconvolution method was validated transforming phantom images acquired on two different PET systems to nearly identical data sets, as they would be imaged by the virtual PET system. RESULTS The proposed Transconvolution method matched different PET∕CT-systems for an improved and reproducible determination of a normalized activity concentration. The highest difference in measured activity concentration between the two different PET systems of 18.2% was found in spheres of 2 ml volume. Transconvolution reduced this difference down to 1.6%. In addition to reestablishing comparability the new method with its parameterization of point spread functions allowed a full characterization of imaging properties of the examined tomographs. CONCLUSIONS By matching different tomographs to a virtual standardized imaging system, Transconvolution opens a new comprehensive method for cross calibration in quantitative PET imaging. The use of a virtual PET system restores comparability between data sets from different PET systems by exerting a common, reproducible, and defined partial volume effect.

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.

Statnote 36: Do the data fit the Poisson distribution

In previous Statnotes, many of the statistical tests described rely on the assumption that the data are a random sample from a normal or Gaussian distribution. These include most of the tests in common usage such as the ‘t’ test ), the various types of analysis of variance (ANOVA), and Pearson’s correlation coefficient (‘r’) . In microbiology research, however, not all variables can be assumed to follow a normal distribution. Yeast populations, for example, are a notable feature of freshwater habitats, representatives of over 100 genera having been recorded . Most common are the ‘red yeasts’ such as Rhodotorula, Rhodosporidium, and Sporobolomyces and ‘black yeasts’ such as Aurobasidium pelculans, together with species of Candida. Despite the abundance of genera and species, the overall density of an individual species in freshwater is likely to be low and hence, samples taken from such a population will contain very low numbers of cells. A rare organism living in an aquatic environment may be distributed more or less at random in a volume of water and therefore, samples taken from such an environment may result in counts which are more likely to be distributed according to the Poisson than the normal distribution. The Poisson distribution was named after the French mathematician Siméon Poisson (1781-1840) and has many applications in biology, especially in describing rare or randomly distributed events, e.g., the number of mutations in a given sequence of DNA after exposure to a fixed amount of radiation or the number of cells infected by a virus given a fixed level of exposure. This Statnote describes how to fit the Poisson distribution to counts of yeast cells in samples taken from a freshwater lake.

Bayesian and Frequentist Two-Sample Predictions of the Inverse Weibull Model Based on Generalized Order Statistics

2000 Mathematics Subject Classification: 62E16,62F15, 62H12, 62M20.

The role of age and emotional valence in word recognition: an ex-Gaussian analysis

The aim of this work is to evaluate the roles of age and emotional valence in word recognition in terms of ex-Gaussian distribution components. In order to do that, a word recognition task was carried out with two age groups, in which emotional valence was manipulated. Older participants did not present a clear trend for reaction times. The younger participants showed significant statistical differences in negative words for target and distracting conditions. Addressing the ex-Gaussian tau parameter, often related to attentional demands in the literature, age-related differences in emotional valence seem not to have an effect for negative words. Focusing on emotional valence for each group, the younger participants only showed an effect on negative distracting words. The older participants showed an effect regarding negative and positive target words, and negative distracting words. This suggests that the attentional demand is higher for emotional words, in particular, for the older participants.

Time-Independent Discrete Gaussian Sampling for Post-Quantum Cryptography

As the development of a viable quantum computer nears, existing widely used public-key cryptosystems, such as RSA, will no longer be secure. Thus, significant effort is being invested into post-quantum cryptography (PQC). Lattice-based cryptography (LBC) is one such promising area of PQC, which offers versatile, efficient, and high performance security services. However, the vulnerabilities of these implementations against side-channel attacks (SCA) remain significantly understudied. Most, if not all, lattice-based cryptosystems require noise samples generated from a discrete Gaussian distribution, and a successful timing analysis attack can render the whole cryptosystem broken, making the discrete Gaussian sampler the most vulnerable module to SCA. This research proposes countermeasures against timing information leakage with FPGA-based designs of the CDT-based discrete Gaussian samplers with constant response time, targeting encryption and signature scheme parameters. The proposed designs are compared against the state-of-the-art and are shown to significantly outperform existing implementations. For encryption, the proposed sampler is 9x faster in comparison to the only other existing time-independent CDT sampler design. For signatures, the first time-independent CDT sampler in hardware is proposed. 

BIAS-CORRECTED MAXIMUM LIKELIHOOD ESTIMATION OF THE PARAMETERS OF THE WEIGHTED LINDLEY DISTRIBUTION

This report discusses the calculation of analytic second-order bias techniques for the maximum likelihood estimates (for short, MLEs) of the unknown parameters of the distribution in quality and reliability analysis. It is well-known that the MLEs are widely used to estimate the unknown parameters of the probability distributions due to their various desirable properties; for example, the MLEs are asymptotically unbiased, consistent, and asymptotically normal. However, many of these properties depend on an extremely large sample sizes. Those properties, such as unbiasedness, may not be valid for small or even moderate sample sizes, which are more practical in real data applications. Therefore, some bias-corrected techniques for the MLEs are desired in practice, especially when the sample size is small. Two commonly used popular techniques to reduce the bias of the MLEs, are ‘preventive’ and ‘corrective’ approaches. They both can reduce the bias of the MLEs to order O(n−2), whereas the ‘preventive’ approach does not have an explicit closed form expression. Consequently, we mainly focus on the ‘corrective’ approach in this report. To illustrate the importance of the bias-correction in practice, we apply the bias-corrected method to two popular lifetime distributions: the inverse Lindley distribution and the weighted Lindley distribution. Numerical studies based on the two distributions show that the considered bias-corrected technique is highly recommended over other commonly used estimators without bias-correction. Therefore, special attention should be paid when we estimate the unknown parameters of the probability distributions under the scenario in which the sample size is small or moderate.

Deterministic mathematical model for the prediction of the as-cast macrostructure

A multiphase deterministic mathematical model was implemented to predict the formation of the grain macrostructure during unidirectional solidification. The model consists of macroscopic equations of energy, mass, and species conservation coupled with dendritic growth models. A grain nucleation model based on a Gaussian distribution of nucleation undercoolings was also adopted. At some solidification conditions, the cooling curves calculated with the model showed oscillations (""wiggles""), which prevented the correct prediction of the average grain size along the structure. Numerous simulations were carried out at nucleation conditions where the oscillations are absent, enabling an assessment of the effect of the heat transfer coefficient on the average grain size and columnar-to-equiaxed transition.