Asymptotically Optimum Estimation of a Probability in Inverse Binomial Sampling under General Loss Functions

The optimum quality that can be asymptotically achieved in the estimation of a probability p using inverse binomial sampling is addressed. A general definition of quality is used in terms of the risk associated with a loss function that satisfies certain assumptions. It is shown that the limit superior of the risk for p asymptotically small has a minimum over all (possibly randomized) estimators. This minimum is achieved by certain non-randomized estimators. The model includes commonly used quality criteria as particular cases. Applications to the non-asymptotic regime are discussed considering specific loss functions, for which minimax estimators are derived.

Optimized edge appearance probability for cooperative localization based on tree-reweighted nonparametric belief propagation

Nonparametric belief propagation (NBP) is a well-known particle-based method for distributed inference in wireless networks. NBP has a large number of applications, including cooperative localization. However, in loopy networks NBP suffers from similar problems as standard BP, such as over-confident beliefs and possible nonconvergence. Tree-reweighted NBP (TRW-NBP) can mitigate these problems, but does not easily lead to a distributed implementation due to the non-local nature of the required so-called edge appearance probabilities. In this paper, we propose a variation of TRWNBP, suitable for cooperative localization in wireless networks. Our algorithm uses a fixed edge appearance probability for every edge, and can outperform standard NBP in dense wireless networks.

Estimation of a probability in inverse binomial sampling under normalized linear-linear and inverse-linear loss

Sequential estimation of the success probability p in inverse binomial sampling is considered in this paper. For any estimator pˆ , its quality is measured by the risk associated with normalized loss functions of linear-linear or inverse-linear form. These functions are possibly asymmetric, with arbitrary slope parameters a and b for pˆ

p , respectively. Interest in these functions is motivated by their significance and potential uses, which are briefly discussed. Estimators are given for which the risk has an asymptotic value as p→0, and which guarantee that, for any p∈(0,1), the risk is lower than its asymptotic value. This allows selecting the required number of successes, r, to meet a prescribed quality irrespective of the unknown p. In addition, the proposed estimators are shown to be approximately minimax when a/b does not deviate too much from 1, and asymptotically minimax as r→∞ when a=b.

Intermittency reinjection probability density function with and without noise effects.

Intermittency phenomenon is a continuous route from regular to chaotic behaviour. Intermittency is an occurrence of a signal that alternates chaotic bursts between quasi-regular periods called laminar phases, driven by the so called reinjection probability density function (RPD). In this paper is introduced a new technique to obtain the RPD for type-II and III intermittency. The new RPD is more general than the classical one and includes the classical RPD as a particular case. The probabilities of the laminar length, the average laminar lengths and the characteristic relations are determined with and without lower bound of the reinjection in agreement with numerical simulations. Finally, it is analyzed the noise effect in intermittency. A method to obtain the noisy RPD is developed extending the procedure used in the noiseless case. The analytical results show a good agreement with numerical simulations.

Estimation of a probability in inverse binomial sampling under normalized linear-linear and inverse-linear loss

Sequential estimation of the success probability $p$ in inverse binomial sampling is considered in this paper. For any estimator $\hatvap$, its quality is measured by the risk associated with normalized loss functions of linear-linear or inverse-linear form. These functions are possibly asymmetric, with arbitrary slope parameters $a$ and $b$ for $\hatvap < p$ and $\hatvap > p$ respectively. Interest in these functions is motivated by their significance and potential uses, which are briefly discussed. Estimators are given for which the risk has an asymptotic value as $p \rightarrow 0$, and which guarantee that, for any $p \in (0,1)$, the risk is lower than its asymptotic value. This allows selecting the required number of successes, $\nnum$, to meet a prescribed quality irrespective of the unknown $p$. In addition, the proposed estimators are shown to be approximately minimax when $a/b$ does not deviate too much from $1$, and asymptotically minimax as $\nnum \rightarrow \infty$ when $a=b$.

An interactive method of fuzzy probability elicitation in risk analysis

Expert knowledge is used to assign probabilities to events in many risk analysis models. However, experts sometimes find it hard to provide specific values for these probabilities, preferring to express vague or imprecise terms that are mapped using a previously defined fuzzy number scale. The rigidity of these scales generates bias in the probability elicitation process and does not allow experts to adequately express their probabilistic judgments. We present an interactive method for extracting a fuzzy number from experts that represents their probabilistic judgments for a given event, along with a quality measure of the probabilistic judgments, useful in a final information filtering and analysis sensitivity process.

Survival probability of round and tape tethers against debris impact

The current space environment, consisting of manmade debris and micrometeoroids, poses a risk to safe operations in space, and the situation is continuously deteriorating due to in-orbit debris collisions and to new satellite launches. Bare electrodynamic tethers can provide an efficient mechanism for rapid deorbiting of satellites from low Earth orbit at end of life. Because of its particular geometry (length very much larger than cross-sectional dimensions), a tether may have a relatively high risk of being severed by the single impact of small debris. The rates of fatal impact of orbital debris on round and tape tethers of equal length and mass, evaluated with an analytical approximation to debris flux modeled by NASA’s ORDEM2000, shows much higher survival probability for tapes. A comparative numerical analysis using debris flux model ORDEM2000 and ESA’s MASTER2005 validates the analytical result and shows that, for a given time in orbit, a tape has a probability of survival of about one and a half orders of magnitude higher than a round tether of equal mass and length. Because deorbiting from a given altitude is much faster for the tape due to its larger perimeter, its probability of survival in a practical sense is quite high.

Analysis of the influence of the different variables involved in a damage progression probability model

Motivated by these difficulties, Castillo et al. (2012) made some suggestions on how to build consistent stochastic models avoiding the selection of easy to use mathematical functions, which were replaced by those resulting from a set of properties to be satisfied by the model.

Type-I intermittency with discontinuous reinjection probability density in a truncation model of the derivative nonlinear Schrödinger equation

In previous papers, the type-I intermittent phenomenon with continuous reinjection probability density (RPD) has been extensively studied. However, in this paper type-I intermittency considering discontinuous RPD function in one-dimensional maps is analyzed. To carry out the present study the analytic approximation presented by del Río and Elaskar (Int. J. Bifurc. Chaos 20:1185-1191, 2010) and Elaskar et al. (Physica A. 390:2759-2768, 2011) is extended to consider discontinuous RPD functions. The results of this analysis show that the characteristic relation only depends on the position of the lower bound of reinjection (LBR), therefore for the LBR below the tangent point the relation {Mathematical expression}, where {Mathematical expression} is the control parameter, remains robust regardless the form of the RPD, although the average of the laminar phases {Mathematical expression} can change. Finally, the study of discontinuous RPD for type-I intermittency which occurs in a three-wave truncation model for the derivative nonlinear Schrodinger equation is presented. In all tests the theoretical results properly verify the numerical data

Determination of a refractive index and an extinction coefficient of standard production of CVD-graphene

The refractive index and extinction coefficient of chemical vapour deposition grown graphene are determined by ellipsometry analysis. Graphene films were grown on copper substrates and transferred as both monolayers and bilayers onto SiO2/Si substrates by using standard manufacturing procedures. The chemical nature and thickness of residual debris formed after the transfer process were elucidated using photoelectron spectroscopy. The real layered structure so deduced has been used instead of the nominal one as the input in the ellipsometry analysis of monolayer and bilayer graphene, transferred onto both native and thermal silicon oxide. The effect of these contamination layers on the optical properties of the stacked structure is noticeable both in the visible and the ultraviolet spectral regions, thus masking the graphene optical response. Finally, the use of heat treatment under a nitrogen atmosphere of the graphene-based stacked structures, as a method to reduce the water content of the sample, and its effect on the optical response of both graphene and the residual debris layer are presented. The Lorentz-Drude model proposed for the optical response of graphene fits fairly well the experimental ellipsometric data for all the analysed graphene-based stacked structures.

Late Quaternary extinction of a tree species in eastern North America

Widespread species- and genus-level extinctions of mammals in North America and Europe occurred during the last deglaciation [16,000–9,000 yr B.P. (by 14C)], a period of rapid and often abrupt climatic and vegetational change. These extinctions are variously ascribed to environmental change and overkill by human hunters. By contrast, plant extinctions since the Middle Pleistocene are undocumented, suggesting that plant species have been able to respond to environmental changes of the past several glacial/interglacial cycles by migration. We provide evidence from morphological studies of fossil cones and anatomical studies of fossil needles that a now-extinct species of spruce (Picea critchfieldii sp. nov.) was widespread in eastern North America during the Last Glacial Maximum. P. critchfieldii was dominant in vegetation of the Lower Mississippi Valley, and extended at least as far east as western Georgia. P. critchfieldii disappeared during the last deglaciation, and its extinction is not directly attributable to human activities. Similarly widespread plant species may be at risk of extinction in the face of future climate change.

Recurrent invasion and extinction of a selfish gene

Homing endonuclease genes show super-Mendelian inheritance, which allows them to spread in populations even when they are of no benefit to the host organism. To test the idea that regular horizontal transmission is necessary for the long-term persistence of these genes, we surveyed 20 species of yeasts for the ω-homing endonuclease gene and associated group I intron. The status of ω could be categorized into three states (functional, nonfunctional, or absent), and status was not clustered on the host phylogeny. Moreover, the phylogeny of ω differed significantly from that of the host, strong evidence of horizontal transmission. Further analyses indicate that horizontal transmission is more common than transposition, and that it occurs preferentially between closely related species. Parsimony analysis and coalescent theory suggest that there have been 15 horizontal transmission events in the ancestry of our yeast species, through simulations indicate that this value is probably an underestimate. Overall, the data support a cyclical model of invasion, degeneration, and loss, followed by reinvasion, and each of these transitions is estimated to occur about once every 2 million years. The data are thus consistent with the idea that frequent horizontal transmission is necessary for the long-term persistence of homing endonuclease genes, and further, that this requirement limits these genes to organisms with easily accessible germ lines. The data also show that mitochondrial DNA sequences are transferred intact between yeast species; if other genes do not show such high levels of horizontal transmission, it would be due to lack of selection, rather than lack of opportunity.

Estimating the probability of initiated cell death before tumor induction

The effects of cell toxicity are known to be inherent in carcinogenesis induced by radiation or chemical carcinogens. The event of cell death precludes tumor induction from occurring. A long standing problem is to estimate the proportion of initiated cells that die before tumor induction. No experimental techniques are currently available for directly gauging the rate of cell death over extended periods of time. The obstacle can be surmounted by newly developed theoretical methods of carcinogenesis modeling. In this paper, we apply such methods to published data on multiple lung tumors in mice receiving different schedules of urethane. Bioassays of this type play an important role in testing environmental chemicals for carcinogenic activity. Our estimates for urethane-induced carcinogenesis show that, unexpectedly, many initiated cells die early in the course of tumor promotion. We present numerical estimates for the probability of initiated cell death for different schedules (and doses) of urethane administration.

Estimating the probability for a protein to have a new fold: A statistical computational model

Structural genomics aims to solve a large number of protein structures that represent the protein space. Currently an exhaustive solution for all structures seems prohibitively expensive, so the challenge is to define a relatively small set of proteins with new, currently unknown folds. This paper presents a method that assigns each protein with a probability of having an unsolved fold. The method makes extensive use of protomap, a sequence-based classification, and scop, a structure-based classification. According to protomap, the protein space encodes the relationship among proteins as a graph whose vertices correspond to 13,354 clusters of proteins. A representative fold for a cluster with at least one solved protein is determined after superposition of all scop (release 1.37) folds onto protomap clusters. Distances within the protomap graph are computed from each representative fold to the neighboring folds. The distribution of these distances is used to create a statistical model for distances among those folds that are already known and those that have yet to be discovered. The distribution of distances for solved/unsolved proteins is significantly different. This difference makes it possible to use Bayes' rule to derive a statistical estimate that any protein has a yet undetermined fold. Proteins that score the highest probability to represent a new fold constitute the target list for structural determination. Our predicted probabilities for unsolved proteins correlate very well with the proportion of new folds among recently solved structures (new scop 1.39 records) that are disjoint from our original training set.