Finite mixture distributions, sequential likelihood and the EM algorithm

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.

Analysis of soil carbon transit times and age distributions using network theories

The long-term soil carbon dynamics may be approximated by networks of linear compartments, permitting theoretical analysis of transit time (i.e., the total time spent by a molecule in the system) and age (the time elapsed since the molecule entered the system) distributions. We compute and compare these distributions for different network. configurations, ranging from the simple individual compartment, to series and parallel linear compartments, feedback systems, and models assuming a continuous distribution of decay constants. We also derive the transit time and age distributions of some complex, widely used soil carbon models (the compartmental models CENTURY and Rothamsted, and the continuous-quality Q-Model), and discuss them in the context of long-term carbon sequestration in soils. We show how complex models including feedback loops and slow compartments have distributions with heavier tails than simpler models. Power law tails emerge when using continuous-quality models, indicating long retention times for an important fraction of soil carbon. The responsiveness of the soil system to changes in decay constants due to altered climatic conditions or plant species composition is found to be stronger when all compartments respond equally to the environmental change, and when the slower compartments are more sensitive than the faster ones or lose more carbon through microbial respiration. Copyright 2009 by the American Geophysical Union.

Effect of different jump distributions on the dynamics of jump processes

The paper investigates stochastic processes forced by independent and identically distributed jumps occurring according to a Poisson process. The impact of different distributions of the jump amplitudes are analyzed for processes with linear drift. Exact expressions of the probability density functions are derived when jump amplitudes are distributed as exponential, gamma, and mixture of exponential distributions for both natural and reflecting boundary conditions. The mean level-crossing properties are studied in relation to the different jump amplitudes. As an example of application of the previous theoretical derivations, the role of different rainfall-depth distributions on an existing stochastic soil water balance model is analyzed. It is shown how the shape of distribution of daily rainfall depths plays a more relevant role on the soil moisture probability distribution as the rainfall frequency decreases, as predicted by future climatic scenarios. © 2010 The American Physical Society.

Ambient aerosol size distributions and number concentrations measured during the Pittsburgh Air Quality Study (PAQS)

Twelve months of aerosol size distributions from 3 to 560nm, measured using scanning mobility particle sizers are presented with an emphasis on average number, surface, and volume distributions, and seasonal and diurnal variation. The measurements were made at the main sampling site of the Pittsburgh Air Quality Study from July 2001 to June 2002. These are supplemented with 5 months of size distribution data from 0.5 to 2.5μm measured with a TSI aerosol particle sizer and 2 months of size distributions measured at an upwind rural sampling site. Measurements at the main site were made continuously under both low and ambient relative humidity. The average Pittsburgh number concentration (3-500nm) is 22,000cm-3 with an average mode size of 40nm. Strong diurnal patterns in number concentrations are evident as a direct effect of the sources of particles (atmospheric nucleation, traffic, and other combustion sources). New particle formation from homogeneous nucleation is significant on 30-50% of study days and over a wide area (at least a hundred kilometers). Rural number concentrations are a factor of 2-3 lower (on average) than the urban values. Average measured distributions are different from model literature urban and rural size distributions. © 2004 Elsevier Ltd. All rights reserved.

Convergent Surface Water Distributions in U.S. Cities

Earth's surface is rapidly urbanizing, resulting in dramatic changes in the abundance, distribution and character of surface water features in urban landscapes. However, the scope and consequences of surface water redistribution at broad spatial scales are not well understood. We hypothesized that urbanization would lead to convergent surface water abundance and distribution: in other words, cities will gain or lose water such that they become more similar to each other than are their surrounding natural landscapes. Using a database of more than 1 million water bodies and 1 million km of streams, we compared the surface water of 100 US cities with their surrounding undeveloped land. We evaluated differences in areal (A WB) and numeric densities (N WB) of water bodies (lakes, wetlands, and so on), the morphological characteristics of water bodies (size), and the density (D C) of surface flow channels (that is, streams and rivers). The variance of urban A WB, N WB, and D C across the 100 MSAs decreased, by 89, 25, and 71%, respectively, compared to undeveloped land. These data show that many cities are surface water poor relative to undeveloped land; however, in drier landscapes urbanization increases the occurrence of surface water. This convergence pattern strengthened with development intensity, such that high intensity urban development had an areal water body density 98% less than undeveloped lands. Urbanization appears to drive the convergence of hydrological features across the US, such that surface water distributions of cities are more similar to each other than to their surrounding landscapes. © 2014 The Author(s).

Fission dynamics for capture reactions in 58,64ni + 208pb systems: New results in terms of thermal energy and neutron multiplicity correlated distributions

The neutron multidetector DéMoN has been used to investigate the symmetric splitting dynamics in the reactions 58.64Ni + 208Pb with excitation energies ranging from 65 to 186 MeV for the composite system. An analysis based on the new backtracing technique has been applied on the neutron data to determine the two-dimensional correlations between the parent composite system initial thermal energy (EthCN) and the total neutron multiplicity (νtot), and between pre- and post-scission neutron multiplicities (νpre and νpost, respectively). The νpre distribution shape indicates the possible coexistence of fast-fission and fusion-fission for the system 58Ni + 208Pb (Ebeam = 8.86 A MeV). The analysis of the neutron multiplicities in the framework of the combined dynamical statistical model (CDSM) gives a reduced friction coefficient β = 23 ± 2512 × 1021 s-1, above the one-body dissipation limit. The corresponding fission time is τf = 40 ± 4620 × 10-21 s. © 1999 Elsevier Science B.V. All rights reserved.

Particle size distributions from Fraunhofer diffraction

info:eu-repo/semantics/published

Discussion of "On families of distributions with shape parameters", by M.C. Jones

SCOPUS: ar.j

Hydrocarbon field size distributions: a case study in mixed integer nonlinear programming

Of key importance to oil and gas companies is the size distribution of fields in the areas that they are drilling. Recent arguments suggest that there are many more fields yet to be discovered in mature provinces than had previously been thought because the underlying distribution is monotonic not peaked. According to this view the peaked nature of the distribution for discovered fields reflects not the underlying distribution but the effect of economic truncation. This paper contributes to the discussion by analysing up-to-date exploration and discovery data for two mature provinces using the discovery-process model, based on sampling without replacement and implicitly including economic truncation effects. The maximum likelihood estimation involved generates a high-dimensional mixed-integer nonlinear optimization problem. A highly efficient solution strategy is tested, exploiting the separable structure and handling the integer constraints by treating the problem as a masked allocation problem in dynamic programming.

Measuring distributions of jump rates in disordered metal–hydrogen systems by nuclear magnetic relaxation

Monte Carlo calculations of the nuclear magnetic relaxation rate in a disordered metal–hydrogen system having a distribution of jump rates are reported. The calculations deal specifically with the spin-locked rotating-frame relaxation time T1ρ. The results demonstrate that the temperature variation of the rate is only weakly dependent on the distribution and it is therefore unlikely that the jump rate distribution can be extracted from relaxation measurements in which temperature is the main variable. It is shown that the alternative of measuring the relaxation rate over a wide range of spin-locking field strengths at a constant temperature can lead to an evaluation of the distribution.

The Richit-Richards family of distributions and its use in forestry

Johnson's SB and the logit-logistic are four-parameter distribution models that may be obtained from the standard normal and logistic distributions by a four-parameter transformation. For relatively small data sets, such as diameter at breast height measurements obtained from typical sample plots, distribution models with four or less parameters have been found to be empirically adequate. However, in situations in which the distributions are complex, for example in mixed stands or when the stand has been thinned or when working with aggregated data, then distribution models with more shape parameters may prove to be necessary. By replacing the symmetric standard logistic distribution of the logit-logistic with a one-parameter “standard Richards” distribution and transforming by a five-parameter Richards function, we obtain a new six-parameter distribution model, the “Richit-Richards”. The Richit-Richards includes the “logit-Richards”, the “Richit-logistic”, and the logit-logistic as submodels. Maximum likelihood estimation is used to fit the model, and some problems in the maximum likelihood estimation of bounding parameters are discussed. An empirical case study of the Richit-Richards and its submodels is conducted on pooled diameter at breast height data from 107 sample plots of Chinese fir (Cunninghamia lanceolata (Lamb.) Hook.). It is found that the new models provide significantly better fits than the four-parameter logit-logistic for large data sets.

Variations in the distributions of the Centropages chierchiae and Temora stylifera (Copepoda: Calanoida) in the north-eastern Atlantic Ocean and western european shelf waters.

Centropages chierchiae and Temora stylifera occurred rarely in the Continuous Plankton Recorder (CPR) survey in the Bay of Biscay, Celtic Sea, and English Channel before 1988. By 2000 they were found frequently and in abundance. The seasonal cycles of abundance of these species differ, C. chierchiae occurring mainly in the summer while T. stylifera was found most frequently in late autumn or winter towards the northern limits of its distribution. The increase in abundance of both species is related to temperature. However, in the years when it was found in the samples, the frequency of occurrence of C. chierchiae was correlated positively with the strength of the shelf edge current and negatively with the North Atlantic Oscillation (NAO) while the reverse was true for T. stylifera.