Random-walk-based characterisation of multiple access interference in a DS/SSMA system

The problem of calculating the probability of error in a DS/SSMA system has been extensively studied for more than two decades. When random sequences are employed some conditioning must be done before the application of the central limit theorem is attempted, leading to a Gaussian distribution. The authors seek to characterise the multiple access interference as a random-walk with a random number of steps, for random and deterministic sequences. Using results from random-walk theory, they model the interference as a K-distributed random variable and use it to calculate the probability of error in the form of a series, for a DS/SSMA system with a coherent correlation receiver and BPSK modulation under Gaussian noise. The asymptotic properties of the proposed distribution agree with other analyses. This is, to the best of the authors' knowledge, the first attempt to propose a non-Gaussian distribution for the interference. The modelling can be extended to consider multipath fading and general modulation

Advances in sequential data assimilation and numerical weather forecasting: an Ensemble Transform Kalman-Bucy Filter, a study on clustering in deterministic Ensemble Square Root Filters, and a test of a new time stepping scheme in an atmospheric model

This dissertation deals with aspects of sequential data assimilation (in particular ensemble Kalman filtering) and numerical weather forecasting. In the first part, the recently formulated Ensemble Kalman-Bucy (EnKBF) filter is revisited. It is shown that the previously used numerical integration scheme fails when the magnitude of the background error covariance grows beyond that of the observational error covariance in the forecast window. Therefore, we present a suitable integration scheme that handles the stiffening of the differential equations involved and doesn’t represent further computational expense. Moreover, a transform-based alternative to the EnKBF is developed: under this scheme, the operations are performed in the ensemble space instead of in the state space. Advantages of this formulation are explained. For the first time, the EnKBF is implemented in an atmospheric model. The second part of this work deals with ensemble clustering, a phenomenon that arises when performing data assimilation using of deterministic ensemble square root filters in highly nonlinear forecast models. Namely, an M-member ensemble detaches into an outlier and a cluster of M-1 members. Previous works may suggest that this issue represents a failure of EnSRFs; this work dispels that notion. It is shown that ensemble clustering can be reverted also due to nonlinear processes, in particular the alternation between nonlinear expansion and compression of the ensemble for different regions of the attractor. Some EnSRFs that use random rotations have been developed to overcome this issue; these formulations are analyzed and their advantages and disadvantages with respect to common EnSRFs are discussed. The third and last part contains the implementation of the Robert-Asselin-Williams (RAW) filter in an atmospheric model. The RAW filter is an improvement to the widely popular Robert-Asselin filter that successfully suppresses spurious computational waves while avoiding any distortion in the mean value of the function. Using statistical significance tests both at the local and field level, it is shown that the climatology of the SPEEDY model is not modified by the changed time stepping scheme; hence, no retuning of the parameterizations is required. It is found the accuracy of the medium-term forecasts is increased by using the RAW filter.

Bayesian parameter estimation for latent Markov random fields and social networks

Undirected graphical models are widely used in statistics, physics and machine vision. However Bayesian parameter estimation for undirected models is extremely challenging, since evaluation of the posterior typically involves the calculation of an intractable normalising constant. This problem has received much attention, but very little of this has focussed on the important practical case where the data consists of noisy or incomplete observations of the underlying hidden structure. This paper specifically addresses this problem, comparing two alternative methodologies. In the first of these approaches particle Markov chain Monte Carlo (Andrieu et al., 2010) is used to efficiently explore the parameter space, combined with the exchange algorithm (Murray et al., 2006) for avoiding the calculation of the intractable normalising constant (a proof showing that this combination targets the correct distribution in found in a supplementary appendix online). This approach is compared with approximate Bayesian computation (Pritchard et al., 1999). Applications to estimating the parameters of Ising models and exponential random graphs from noisy data are presented. Each algorithm used in the paper targets an approximation to the true posterior due to the use of MCMC to simulate from the latent graphical model, in lieu of being able to do this exactly in general. The supplementary appendix also describes the nature of the resulting approximation.

The structure of the optimal income tax in the quasi-linear model

Existing numerical characterizations of the optimal income tax have been based on a limited number of model specifications. As a result, they do not reveal which properties are general. We determine the optimal tax in the quasi-linear model under weaker assumptions than have previously been used; in particular, we remove the assumption of a lower bound on the utility of zero consumption and the need to permit negative labor incomes. A Monte Carlo analysis is then conducted in which economies are selected at random and the optimal tax function constructed. The results show that in a significant proportion of economies the marginal tax rate rises at low skills and falls at high. The average tax rate is equally likely to rise or fall with skill at low skill levels, rises in the majority of cases in the centre of the skill range, and falls at high skills. These results are consistent across all the specifications we test. We then extend the analysis to show that these results also hold for Cobb-Douglas utility.

Bayesian estimation of the double hurdle model in the presence of fixed costs

We present a model of market participation in which the presence of non-negligible fixed costs leads to random censoring of the traditional double-hurdle model. Fixed costs arise when household resources must be devoted a priori to the decision to participate in the market. These costs, usually of time, are manifested in non-negligible minimum-efficient supplies and supply correspondence that requires modification of the traditional Tobit regression. The costs also complicate econometric estimation of household behavior. These complications are overcome by application of the Gibbs sampler. The algorithm thus derived provides robust estimates of the fixed-costs, double-hurdle model. The model and procedures are demonstrated in an application to milk market participation in the Ethiopian highlands.

Validating the reported random errors of ACE‐FTS measurements

In order to validate the reported precision of space‐based atmospheric composition measurements, validation studies often focus on measurements in the tropical stratosphere, where natural variability is weak. The scatter in tropical measurements can then be used as an upper limit on single‐profile measurement precision. Here we introduce a method of quantifying the scatter of tropical measurements which aims to minimize the effects of short‐term atmospheric variability while maintaining large enough sample sizes that the results can be taken as representative of the full data set. We apply this technique to measurements of O3, HNO3, CO, H2O, NO, NO2, N2O, CH4, CCl2F2, and CCl3F produced by the Atmospheric Chemistry Experiment–Fourier Transform Spectrometer (ACE‐FTS). Tropical scatter in the ACE‐FTS retrievals is found to be consistent with the reported random errors (RREs) for H2O and CO at altitudes above 20 km, validating the RREs for these measurements. Tropical scatter in measurements of NO, NO2, CCl2F2, and CCl3F is roughly consistent with the RREs as long as the effect of outliers in the data set is reduced through the use of robust statistics. The scatter in measurements of O3, HNO3, CH4, and N2O in the stratosphere, while larger than the RREs, is shown to be consistent with the variability simulated in the Canadian Middle Atmosphere Model. This result implies that, for these species, stratospheric measurement scatter is dominated by natural variability, not random error, which provides added confidence in the scientific value of single‐profile measurements.

Averaging, slaving and balance dynamics in a simple atmospheric model

We report numerical results from a study of balance dynamics using a simple model of atmospheric motion that is designed to help address the question of why balance dynamics is so stable. The non-autonomous Hamiltonian model has a chaotic slow degree of freedom (representing vortical modes) coupled to one or two linear fast oscillators (representing inertia-gravity waves). The system is said to be balanced when the fast and slow degrees of freedom are separated. We find adiabatic invariants that drift slowly in time. This drift is consistent with a random-walk behaviour at a speed which qualitatively scales, even for modest time scale separations, as the upper bound given by Neishtadt’s and Nekhoroshev’s theorems. Moreover, a similar type of scaling is observed for solutions obtained using a singular perturbation (‘slaving’) technique in resonant cases where Nekhoroshev’s theorem does not apply. We present evidence that the smaller Lyapunov exponents of the system scale exponentially as well. The results suggest that the observed stability of nearly-slow motion is a consequence of the approximate adiabatic invariance of the fast motion.

A dynamic causal model of the coupling between pulse stimulation and neural activity

We present a dynamic causal model that can explain context-dependent changes in neural responses, in the rat barrel cortex, to an electrical whisker stimulation at different frequencies. Neural responses were measured in terms of local field potentials. These were converted into current source density (CSD) data, and the time series of the CSD sink was extracted to provide a time series response train. The model structure consists of three layers (approximating the responses from the brain stem to the thalamus and then the barrel cortex), and the latter two layers contain nonlinearly coupled modules of linear second-order dynamic systems. The interaction of these modules forms a nonlinear regulatory system that determines the temporal structure of the neural response amplitude for the thalamic and cortical layers. The model is based on the measured population dynamics of neurons rather than the dynamics of a single neuron and was evaluated against CSD data from experiments with varying stimulation frequency (1–40 Hz), random pulse trains, and awake and anesthetized animals. The model parameters obtained by optimization for different physiological conditions (anesthetized or awake) were significantly different. Following Friston, Mechelli, Turner, and Price (2000), this work is part of a formal mathematical system currently being developed (Zheng et al., 2005) that links stimulation to the blood oxygen level dependent (BOLD) functional magnetic resonance imaging (fMRI) signal through neural activity and hemodynamic variables. The importance of the model described here is that it can be used to invert the hemodynamic measurements of changes in blood flow to estimate the underlying neural activity.

Type-1 error inflation in the traditional by-participant analysis to metamemory accuracy: a generalized mixed-effects model perspective

In order to examine metacognitive accuracy (i.e., the relationship between metacognitive judgment and memory performance), researchers often rely on by-participant analysis, where metacognitive accuracy (e.g., resolution, as measured by the gamma coefficient or signal detection measures) is computed for each participant and the computed values are entered into group-level statistical tests such as the t-test. In the current work, we argue that the by-participant analysis, regardless of the accuracy measurements used, would produce a substantial inflation of Type-1 error rates, when a random item effect is present. A mixed-effects model is proposed as a way to effectively address the issue, and our simulation studies examining Type-1 error rates indeed showed superior performance of mixed-effects model analysis as compared to the conventional by-participant analysis. We also present real data applications to illustrate further strengths of mixed-effects model analysis. Our findings imply that caution is needed when using the by-participant analysis, and recommend the mixed-effects model analysis.

On the spectra and pseudospectra of a class of non-self-adjoint random matrices and operators

In this paper we develop and apply methods for the spectral analysis of non-selfadjoint tridiagonal infinite and finite random matrices, and for the spectral analysis of analogous deterministic matrices which are pseudo-ergodic in the sense of E. B. Davies (Commun. Math. Phys. 216 (2001), 687–704). As a major application to illustrate our methods we focus on the “hopping sign model” introduced by J. Feinberg and A. Zee (Phys. Rev. E 59 (1999), 6433–6443), in which the main objects of study are random tridiagonal matrices which have zeros on the main diagonal and random ±1’s as the other entries. We explore the relationship between spectral sets in the finite and infinite matrix cases, and between the semi-infinite and bi-infinite matrix cases, for example showing that the numerical range and p-norm ε - pseudospectra (ε > 0, p ∈ [1,∞] ) of the random finite matrices converge almost surely to their infinite matrix counterparts, and that the finite matrix spectra are contained in the infinite matrix spectrum Σ. We also propose a sequence of inclusion sets for Σ which we show is convergent to Σ, with the nth element of the sequence computable by calculating smallest singular values of (large numbers of) n×n matrices. We propose similar convergent approximations for the 2-norm ε -pseudospectra of the infinite random matrices, these approximations sandwiching the infinite matrix pseudospectra from above and below.

Using an individual-based model to select among alternative foraging strategies of woodpigeons: data support a memory-based model with a flocking mechanism

Population modelling is increasingly recognised as a useful tool for pesticide risk assessment. For vertebrates that may ingest pesticides with their food, such as woodpigeon (Columba palumbus), population models that simulate foraging behaviour explicitly can help predicting both exposure and population-level impact. Optimal foraging theory is often assumed to explain the individual-level decisions driving distributions of individuals in the field, but it may not adequately predict spatial and temporal characteristics of woodpigeon foraging because of the woodpigeons’ excellent memory, ability to fly long distances, and distinctive flocking behaviour. Here we present an individual-based model (IBM) of the woodpigeon. We used the model to predict distributions of foraging woodpigeons that use one of six alternative foraging strategies: optimal foraging, memory-based foraging and random foraging, each with or without flocking mechanisms. We used pattern-oriented modelling to determine which of the foraging strategies is best able to reproduce observed data patterns. Data used for model evaluation were gathered during a long-term woodpigeon study conducted between 1961 and 2004 and a radiotracking study conducted in 2003 and 2004, both in the UK, and are summarised here as three complex patterns: the distributions of foraging birds between vegetation types during the year, the number of fields visited daily by individuals, and the proportion of fields revisited by them on subsequent days. The model with a memory-based foraging strategy and a flocking mechanism was the only one to reproduce these three data patterns, and the optimal foraging model produced poor matches to all of them. The random foraging strategy reproduced two of the three patterns but was not able to guarantee population persistence. We conclude that with the memory-based foraging strategy including a flocking mechanism our model is realistic enough to estimate the potential exposure of woodpigeons to pesticides. We discuss how exposure can be linked to our model, and how the model could be used for risk assessment of pesticides, for example predicting exposure and effects in heterogeneous landscapes planted seasonally with a variety of crops, while accounting for differences in land use between landscapes.

Folding of graphene slit like pore walls—a simple method of improving CO2 separation from mixtures with CH4 or N2

We report for the first time a detailed procedure for creating a simulation model of energetically stable, folded graphene-like pores and simulation results of CO2/CH4 and CO2/N2 separation using these structures. We show that folding of graphene structures is a very promising method to improve the separation of CO2 from mixtures with CH4 and N2. The separation properties of the analyzed materials are compared with carbon nanotubes having similar diameters or S/V ratio. The presented results have potential importance in the field of CO2 capture and sequestration.

Unrestricted Skyrme-tensor time-dependent Hartree-Fock model and its application to the nuclear response from spherical to triaxial nuclei

The nuclear time-dependent Hartree-Fock model formulated in three-dimensional space, based on the full standard Skyrme energy density functional complemented with the tensor force, is presented. Full self-consistency is achieved by the model. The application to the isovector giant dipole resonance is discussed in the linear limit, ranging from spherical nuclei (16O and 120Sn) to systems displaying axial or triaxial deformation (24Mg, 28Si, 178Os, 190W and 238U). Particular attention is paid to the spin-dependent terms from the central sector of the functional, recently included together with the tensor. They turn out to be capable of producing a qualitative change on the strength distribution in this channel. The effect on the deformation properties is also discussed. The quantitative effects on the linear response are small and, overall, the giant dipole energy remains unaffected. Calculations are compared to predictions from the (quasi)-particle random-phase approximation and experimental data where available, finding good agreement

A simple method for integrating a complex model into an ensemble data assimilation system using MPI

This paper details a strategy for modifying the source code of a complex model so that the model may be used in a data assimilation context, {and gives the standards for implementing a data assimilation code to use such a model}. The strategy relies on keeping the model separate from any data assimilation code, and coupling the two through the use of Message Passing Interface (MPI) {functionality}. This strategy limits the changes necessary to the model and as such is rapid to program, at the expense of ultimate performance. The implementation technique is applied in different models with state dimension up to $2.7 \times 10^8$. The overheads added by using this implementation strategy in a coupled ocean-atmosphere climate model are shown to be an order of magnitude smaller than the addition of correlated stochastic random errors necessary for some nonlinear data assimilation techniques.

The potential of flood forecasting using a variable-resolution global Digital Terrain Model and flood extents from Synthetic Aperture Radar images

A basic data requirement of a river flood inundation model is a Digital Terrain Model (DTM) of the reach being studied. The scale at which modeling is required determines the accuracy required of the DTM. For modeling floods in urban areas, a high resolution DTM such as that produced by airborne LiDAR (Light Detection And Ranging) is most useful, and large parts of many developed countries have now been mapped using LiDAR. In remoter areas, it is possible to model flooding on a larger scale using a lower resolution DTM, and in the near future the DTM of choice is likely to be that derived from the TanDEM-X Digital Elevation Model (DEM). A variable-resolution global DTM obtained by combining existing high and low resolution data sets would be useful for modeling flood water dynamics globally, at high resolution wherever possible and at lower resolution over larger rivers in remote areas. A further important data resource used in flood modeling is the flood extent, commonly derived from Synthetic Aperture Radar (SAR) images. Flood extents become more useful if they are intersected with the DTM, when water level observations (WLOs) at the flood boundary can be estimated at various points along the river reach. To illustrate the utility of such a global DTM, two examples of recent research involving WLOs at opposite ends of the spatial scale are discussed. The first requires high resolution spatial data, and involves the assimilation of WLOs from a real sequence of high resolution SAR images into a flood model to update the model state with observations over time, and to estimate river discharge and model parameters, including river bathymetry and friction. The results indicate the feasibility of such an Earth Observation-based flood forecasting system. The second example is at a larger scale, and uses SAR-derived WLOs to improve the lower-resolution TanDEM-X DEM in the area covered by the flood extents. The resulting reduction in random height error is significant.