Data Assimilation and Inverse Methods in Terms of a Probabilistic Formulation

The weak-constraint inverse for nonlinear dynamical models is discussed and derived in terms of a probabilistic formulation. The well-known result that for Gaussian error statistics the minimum of the weak-constraint inverse is equal to the maximum-likelihood estimate is rederived. Then several methods based on ensemble statistics that can be used to find the smoother (as opposed to the filter) solution are introduced and compared to traditional methods. A strong point of the new methods is that they avoid the integration of adjoint equations, which is a complex task for real oceanographic or atmospheric applications. they also avoid iterative searches in a Hilbert space, and error estimates can be obtained without much additional computational effort. the feasibility of the new methods is illustrated in a two-layer quasigeostrophic model.

The role of CO2 and dynamic vegetation on the impact of temperate land use change in the HadCM3 coupled climate model

Human induced land-use change (LUC) alters the biogeophysical characteristics of the land surface influencing the surface energy balance. The level of atmospheric CO2 is expected to increase in the coming century and beyond, modifying temperature and precipitation patterns and altering the distribution and physiology of natural vegetation. It is important to constrain how CO2-induced climate and vegetation change may influence the regional extent to which LUC alters climate. This sensitivity study uses the HadCM3 coupled climate model under a range of equilibrium forcings to show that the impact of LUC declines under increasing atmospheric CO2, specifically in temperate and boreal regions. A surface energy balance analysis is used to diagnose how these changes occur. In Northern Hemisphere winter this pattern is attributed in part to the decline in winter snow cover and in the summer due to a reduction in latent cooling with higher levels of CO2. The CO2-induced change in natural vegetation distribution is also shown to play a significant role. Simulations run at elevated CO2 yet present day vegetation show a significantly increased sensitivity to LUC, driven in part by an increase in latent cooling. This study shows that modelling the impact of LUC needs to accurately simulate CO2 driven changes in precipitation and snowfall, and incorporate accurate, dynamic vegetation distribution.

Evaluation of the Plant–Craig stochastic convection scheme (v2.0) in the ensemble forecasting system MOGREPS-R (24 km) based on the Unified Model (v7.3)

The Plant–Craig stochastic convection parameterization (version 2.0) is implemented in the Met Office Regional Ensemble Prediction System (MOGREPS-R) and is assessed in comparison with the standard convection scheme with a simple stochastic scheme only, from random parameter variation. A set of 34 ensemble forecasts, each with 24 members, is considered, over the month of July 2009. Deterministic and probabilistic measures of the precipitation forecasts are assessed. The Plant–Craig parameterization is found to improve probabilistic forecast measures, particularly the results for lower precipitation thresholds. The impact on deterministic forecasts at the grid scale is neutral, although the Plant–Craig scheme does deliver improvements when forecasts are made over larger areas. The improvements found are greater in conditions of relatively weak synoptic forcing, for which convective precipitation is likely to be less predictable.

An assessment of the latent and sensible heat flux on the simulated regional climate over Southwestern South Atlantic Ocean

A Regional Climate Model (RegCM3) 10-year (1990-1999) simulation over southwestern South Atlantic Ocean (SAO) is evaluated to assess the mean climatology and the simulation errors of turbulent fluxes over the sea. Moreover, the relationship between these fluxes and the rainfall over some cyclogenetic areas is also analyzed. The RegCM3 results are validated using some reanalyses datasets (ERA40, R2, GPCP and WHOI). The summer and winter spatial patterns of latent and sensible heat fluxes simulated by the RegCM3 are in agreement with the reanalyses (WHOI, R2 and ERA40). They show large latent heat fluxes exchange in the subtropical SAO and at higher latitudes in the warm waters of Brazil Current. In particular, the magnitude of RegCM3 latent heat fluxes is similar to the WHOI, which is probably related to two factors: (a) small specific humidity bias, and (b) the RegCM3 flux algorithm. In contrast, the RegCM3 presents large overestimation of sensible heat flux, though it simulates well their spatial pattern. This simulation error is associated with the RegCM3 underestimation of the 2-m air temperature. In southwestern SAO, in three known cyclogenetic areas, the reanalyses and the RegCM3 show the existence of different physical mechanisms that control the annual cycles of latent/sensible heating and rainfall. It is shown that over the eastern coast of Uruguay (35A degrees-43A degrees S) and the southeastern coast of Argentina (44A degrees-52A degrees S) the sea-air moisture and heat exchange play an important role to control the annual cycle of precipitation. This does not happen on the south/southeastern coast of Brazil.

The Prospective and Retrospective Memory Questionnaire: A population-based random sampling study

The Prospective and Retrospective Memory Questionnaire (PRMQ) has been shown to have acceptable reliability and factorial, predictive, and concurrent validity. However, the PRMQ has never been administered to a probability sample survey representative of all ages in adulthood, nor have previous studies controlled for factors that are known to influence metamemory, such as affective status. Here, the PRMQ was applied in a survey adopting a probabilistic three-stage cluster sample representative of the population of Sao Paulo, Brazil, according to gender, age (20-80 years), and economic status (n=1042). After excluding participants who had conditions that impair memory (depression, anxiety, used psychotropics, and/or had neurological/psychiatric disorders), in the remaining 664 individuals we (a) used confirmatory factor analyses to test competing models of the latent structure of the PRMQ, and (b) studied effects of gender, age, schooling, and economic status on prospective and retrospective memory complaints. The model with the best fit confirmed the same tripartite structure (general memory factor and two orthogonal prospective and retrospective memory factors) previously reported. Women complained more of general memory slips, especially those in the first 5 years after menopause, and there were more complaints of prospective than retrospective memory, except in participants with lower family income.

A Bayesian model for estimating the malaria transition probabilities considering individuals lost to follow-up

It is known that patients may cease participating in a longitudinal study and become lost to follow-up. The objective of this article is to present a Bayesian model to estimate the malaria transition probabilities considering individuals lost to follow-up. We consider a homogeneous population, and it is assumed that the considered period of time is small enough to avoid two or more transitions from one state of health to another. The proposed model is based on a Gibbs sampling algorithm that uses information of lost to follow-up at the end of the longitudinal study. To simulate the unknown number of individuals with positive and negative states of malaria at the end of the study and lost to follow-up, two latent variables were introduced in the model. We used a real data set and a simulated data to illustrate the application of the methodology. The proposed model showed a good fit to these data sets, and the algorithm did not show problems of convergence or lack of identifiability. We conclude that the proposed model is a good alternative to estimate probabilities of transitions from one state of health to the other in studies with low adherence to follow-up.

Bayesian analysis of skew-t multivariate null intercept measurement error model

The multivariate skew-t distribution (J Multivar Anal 79:93-113, 2001; J R Stat Soc, Ser B 65:367-389, 2003; Statistics 37:359-363, 2003) includes the Student t, skew-Cauchy and Cauchy distributions as special cases and the normal and skew-normal ones as limiting cases. In this paper, we explore the use of Markov Chain Monte Carlo (MCMC) methods to develop a Bayesian analysis of repeated measures, pretest/post-test data, under multivariate null intercept measurement error model (J Biopharm Stat 13(4):763-771, 2003) where the random errors and the unobserved value of the covariate (latent variable) follows a Student t and skew-t distribution, respectively. The results and methods are numerically illustrated with an example in the field of dentistry.

Bayesian analysis for a skew extension of the multivariate null intercept measurement error model

Skew-normal distribution is a class of distributions that includes the normal distributions as a special case. In this paper, we explore the use of Markov Chain Monte Carlo (MCMC) methods to develop a Bayesian analysis in a multivariate, null intercept, measurement error model [R. Aoki, H. Bolfarine, J.A. Achcar, and D. Leao Pinto Jr, Bayesian analysis of a multivariate null intercept error-in -variables regression model, J. Biopharm. Stat. 13(4) (2003b), pp. 763-771] where the unobserved value of the covariate (latent variable) follows a skew-normal distribution. The results and methods are applied to a real dental clinical trial presented in [A. Hadgu and G. Koch, Application of generalized estimating equations to a dental randomized clinical trial, J. Biopharm. Stat. 9 (1999), pp. 161-178].

The complementary exponential geometric distribution: Model, properties, and a comparison with its counterpart

In this paper, we proposed a new two-parameter lifetime distribution with increasing failure rate, the complementary exponential geometric distribution, which is complementary to the exponential geometric model proposed by Adamidis and Loukas (1998). The new distribution arises on a latent complementary risks scenario, in which the lifetime associated with a particular risk is not observable; rather, we observe only the maximum lifetime value among all risks. The properties of the proposed distribution are discussed, including a formal proof of its probability density function and explicit algebraic formulas for its reliability and failure rate functions, moments, including the mean and variance, variation coefficient, and modal value. The parameter estimation is based on the usual maximum likelihood approach. We report the results of a misspecification simulation study performed in order to assess the extent of misspecification errors when testing the exponential geometric distribution against our complementary one in the presence of different sample size and censoring percentage. The methodology is illustrated on four real datasets; we also make a comparison between both modeling approaches. (C) 2011 Elsevier B.V. All rights reserved.

Scalable model-based configuration management of security services in complex enterprise networks

Security administrators face the challenge of designing, deploying and maintaining a variety of configuration files related to security systems, especially in large-scale networks. These files have heterogeneous syntaxes and follow differing semantic concepts. Nevertheless, they are interdependent due to security services having to cooperate and their configuration to be consistent with each other, so that global security policies are completely and correctly enforced. To tackle this problem, our approach supports a comfortable definition of an abstract high-level security policy and provides an automated derivation of the desired configuration files. It is an extension of policy-based management and policy hierarchies, combining model-based management (MBM) with system modularization. MBM employs an object-oriented model of the managed system to obtain the details needed for automated policy refinement. The modularization into abstract subsystems (ASs) segment the system-and the model-into units which more closely encapsulate related system components and provide focused abstract views. As a result, scalability is achieved and even comprehensive IT systems can be modelled in a unified manner. The associated tool MoBaSeC (Model-Based-Service-Configuration) supports interactive graphical modelling, automated model analysis and policy refinement with the derivation of configuration files. We describe the MBM and AS approaches, outline the tool functions and exemplify their applications and results obtained. Copyright (C) 2010 John Wiley & Sons, Ltd.

TOWARD SEMANTIC WEB SERVICES AS MVC APPLICATIONS: FROM OWL-S VIA UML

OWL-S is an application of OWL, the Web Ontology Language, that describes the semantics of Web Services so that their discovery, selection, invocation and composition can be automated. The research literature reports the use of UML diagrams for the automatic generation of Semantic Web Service descriptions in OWL-S. This paper demonstrates a higher level of automation by generating complete complete Web applications from OWL-S descriptions that have themselves been generated from UML. Previously, we proposed an approach for processing OWL-S descriptions in order to produce MVC-based skeletons for Web applications. The OWL-S ontology undergoes a series of transformations in order to generate a Model-View-Controller application implemented by a combination of Java Beans, JSP, and Servlets code, respectively. In this paper, we show in detail the documents produced at each processing step. We highlight the connections between OWL-S specifications and executable code in the various Java dialects and show the Web interfaces that result from this process.

An extinction-survival-type phase transition in the probabilistic cellular automaton p182-q200

We investigate the critical behaviour of a probabilistic mixture of cellular automata (CA) rules 182 and 200 (in Wolfram`s enumeration scheme) by mean-field analysis and Monte Carlo simulations. We found that as we switch off one CA and switch on the other by the variation of the single parameter of the model, the probabilistic CA (PCA) goes through an extinction-survival-type phase transition, and the numerical data indicate that it belongs to the directed percolation universality class of critical behaviour. The PCA displays a characteristic stationary density profile and a slow, diffusive dynamics close to the pure CA 200 point that we discuss briefly. Remarks on an interesting related stochastic lattice gas are addressed in the conclusions.

Performance of balanced two-stage empirical predictors of realized cluster latent values from finite populations: A simulation study

Predictors of random effects are usually based on the popular mixed effects (ME) model developed under the assumption that the sample is obtained from a conceptual infinite population; such predictors are employed even when the actual population is finite. Two alternatives that incorporate the finite nature of the population are obtained from the superpopulation model proposed by Scott and Smith (1969. Estimation in multi-stage surveys. J. Amer. Statist. Assoc. 64, 830-840) or from the finite population mixed model recently proposed by Stanek and Singer (2004. Predicting random effects from finite population clustered samples with response error. J. Amer. Statist. Assoc. 99, 1119-1130). Predictors derived under the latter model with the additional assumptions that all variance components are known and that within-cluster variances are equal have smaller mean squared error (MSE) than the competitors based on either the ME or Scott and Smith`s models. As population variances are rarely known, we propose method of moment estimators to obtain empirical predictors and conduct a simulation study to evaluate their performance. The results suggest that the finite population mixed model empirical predictor is more stable than its competitors since, in terms of MSE, it is either the best or the second best and when second best, its performance lies within acceptable limits. When both cluster and unit intra-class correlation coefficients are very high (e.g., 0.95 or more), the performance of the empirical predictors derived under the three models is similar. (c) 2007 Elsevier B.V. All rights reserved.

Inference and local influence assessment in skew-normal null intercept measurement error model

In this article, we discuss inferential aspects of the measurement error regression models with null intercepts when the unknown quantity x (latent variable) follows a skew normal distribution. We examine first the maximum-likelihood approach to estimation via the EM algorithm by exploring statistical properties of the model considered. Then, the marginal likelihood, the score function and the observed information matrix of the observed quantities are presented allowing direct inference implementation. In order to discuss some diagnostics techniques in this type of models, we derive the appropriate matrices to assessing the local influence on the parameter estimates under different perturbation schemes. The results and methods developed in this paper are illustrated considering part of a real data set used by Hadgu and Koch [1999, Application of generalized estimating equations to a dental randomized clinical trial. Journal of Biopharmaceutical Statistics, 9, 161-178].

Bayesian inference for a skew-normal IRT model under the centred parameterization

Item response theory (IRT) comprises a set of statistical models which are useful in many fields, especially when there is interest in studying latent variables. These latent variables are directly considered in the Item Response Models (IRM) and they are usually called latent traits. A usual assumption for parameter estimation of the IRM, considering one group of examinees, is to assume that the latent traits are random variables which follow a standard normal distribution. However, many works suggest that this assumption does not apply in many cases. Furthermore, when this assumption does not hold, the parameter estimates tend to be biased and misleading inference can be obtained. Therefore, it is important to model the distribution of the latent traits properly. In this paper we present an alternative latent traits modeling based on the so-called skew-normal distribution; see Genton (2004). We used the centred parameterization, which was proposed by Azzalini (1985). This approach ensures the model identifiability as pointed out by Azevedo et al. (2009b). Also, a Metropolis Hastings within Gibbs sampling (MHWGS) algorithm was built for parameter estimation by using an augmented data approach. A simulation study was performed in order to assess the parameter recovery in the proposed model and the estimation method, and the effect of the asymmetry level of the latent traits distribution on the parameter estimation. Also, a comparison of our approach with other estimation methods (which consider the assumption of symmetric normality for the latent traits distribution) was considered. The results indicated that our proposed algorithm recovers properly all parameters. Specifically, the greater the asymmetry level, the better the performance of our approach compared with other approaches, mainly in the presence of small sample sizes (number of examinees). Furthermore, we analyzed a real data set which presents indication of asymmetry concerning the latent traits distribution. The results obtained by using our approach confirmed the presence of strong negative asymmetry of the latent traits distribution. (C) 2010 Elsevier B.V. All rights reserved.