Data assimilation for precipitation nowcasting using Bayesian inference

This work introduces a new variational Bayes data assimilation method for the stochastic estimation of precipitation dynamics using radar observations for short term probabilistic forecasting (nowcasting). A previously developed spatial rainfall model based on the decomposition of the observed precipitation field using a basis function expansion captures the precipitation intensity from radar images as a set of ‘rain cells’. The prior distributions for the basis function parameters are carefully chosen to have a conjugate structure for the precipitation field model to allow a novel variational Bayes method to be applied to estimate the posterior distributions in closed form, based on solving an optimisation problem, in a spirit similar to 3D VAR analysis, but seeking approximations to the posterior distribution rather than simply the most probable state. A hierarchical Kalman filter is used to estimate the advection field based on the assimilated precipitation fields at two times. The model is applied to tracking precipitation dynamics in a realistic setting, using UK Met Office radar data from both a summer convective event and a winter frontal event. The performance of the model is assessed both traditionally and using probabilistic measures of fit based on ROC curves. The model is shown to provide very good assimilation characteristics, and promising forecast skill. Improvements to the forecasting scheme are discussed

Sparsely spread CDMA - A statistical mechanics-based analysis

Sparse code division multiple access (CDMA), a variation on the standard CDMA method in which the spreading (signature) matrix contains only a relatively small number of nonzero elements, is presented and analysed using methods of statistical physics. The analysis provides results on the performance of maximum likelihood decoding for sparse spreading codes in the large system limit. We present results for both cases of regular and irregular spreading matrices for the binary additive white Gaussian noise channel (BIAWGN) with a comparison to the canonical (dense) random spreading code. © 2007 IOP Publishing Ltd.

Inference by replication in densely connected systems

An efficient Bayesian inference method for problems that can be mapped onto dense graphs is presented. The approach is based on message passing where messages are averaged over a large number of replicated variable systems exposed to the same evidential nodes. An assumption about the symmetry of the solutions is required for carrying out the averages; here we extend the previous derivation based on a replica-symmetric- (RS)-like structure to include a more complex one-step replica-symmetry-breaking-like (1RSB-like) ansatz. To demonstrate the potential of the approach it is employed for studying critical properties of the Ising linear perceptron and for multiuser detection in code division multiple access (CDMA) under different noise models. Results obtained under the RS assumption in the noncritical regime give rise to a highly efficient signal detection algorithm in the context of CDMA; while in the critical regime one observes a first-order transition line that ends in a continuous phase transition point. Finite size effects are also observed. While the 1RSB ansatz is not required for the original problems, it was applied to the CDMA signal detection problem with a more complex noise model that exhibits RSB behavior, resulting in an improvement in performance. © 2007 The American Physical Society.

Estimating parameters in stochastic systems:a variational Bayesian approach

This work is concerned with approximate inference in dynamical systems, from a variational Bayesian perspective. When modelling real world dynamical systems, stochastic differential equations appear as a natural choice, mainly because of their ability to model the noise of the system by adding a variation of some stochastic process to the deterministic dynamics. Hence, inference in such processes has drawn much attention. Here a new extended framework is derived that is based on a local polynomial approximation of a recently proposed variational Bayesian algorithm. The paper begins by showing that the new extension of this variational algorithm can be used for state estimation (smoothing) and converges to the original algorithm. However, the main focus is on estimating the (hyper-) parameters of these systems (i.e. drift parameters and diffusion coefficients). The new approach is validated on a range of different systems which vary in dimensionality and non-linearity. These are the Ornstein–Uhlenbeck process, the exact likelihood of which can be computed analytically, the univariate and highly non-linear, stochastic double well and the multivariate chaotic stochastic Lorenz ’63 (3D model). As a special case the algorithm is also applied to the 40 dimensional stochastic Lorenz ’96 system. In our investigation we compare this new approach with a variety of other well known methods, such as the hybrid Monte Carlo, dual unscented Kalman filter, full weak-constraint 4D-Var algorithm and analyse empirically their asymptotic behaviour as a function of observation density or length of time window increases. In particular we show that we are able to estimate parameters in both the drift (deterministic) and the diffusion (stochastic) part of the model evolution equations using our new methods.

A new variational radial basis function approximation for inference in multivariate diffusions

In this paper we present a radial basis function based extension to a recently proposed variational algorithm for approximate inference for diffusion processes. Inference, for state and in particular (hyper-) parameters, in diffusion processes is a challenging and crucial task. We show that the new radial basis function approximation based algorithm converges to the original algorithm and has beneficial characteristics when estimating (hyper-)parameters. We validate our new approach on a nonlinear double well potential dynamical system.

Projected sequential Gaussian processes: flexible interpolation for large data sets

Recently within the machine learning and spatial statistics communities many papers have explored the potential of reduced rank representations of the covariance matrix, often referred to as projected or fixed rank approaches. In such methods the covariance function of the posterior process is represented by a reduced rank approximation which is chosen such that there is minimal information loss. In this paper a sequential framework for inference in such projected processes is presented, where the observations are considered one at a time. We introduce a C++ library for carrying out such projected, sequential estimation which adds several novel features. In particular we have incorporated the ability to use a generic observation operator, or sensor model, to permit data fusion. We can also cope with a range of observation error characteristics, including non-Gaussian observation errors. Inference for the variogram parameters is based on maximum likelihood estimation. We illustrate the projected sequential method in application to synthetic and real data sets. We discuss the software implementation and suggest possible future extensions.

A projected process kriging algorithm for sensor networks with heterogeneous error characteristics

Large monitoring networks are becoming increasingly common and can generate large datasets from thousands to millions of observations in size, often with high temporal resolution. Processing large datasets using traditional geostatistical methods is prohibitively slow and in real world applications different types of sensor can be found across a monitoring network. Heterogeneities in the error characteristics of different sensors, both in terms of distribution and magnitude, presents problems for generating coherent maps. An assumption in traditional geostatistics is that observations are made directly of the underlying process being studied and that the observations are contaminated with Gaussian errors. Under this assumption, sub–optimal predictions will be obtained if the error characteristics of the sensor are effectively non–Gaussian. One method, model based geostatistics, assumes that a Gaussian process prior is imposed over the (latent) process being studied and that the sensor model forms part of the likelihood term. One problem with this type of approach is that the corresponding posterior distribution will be non–Gaussian and computationally demanding as Monte Carlo methods have to be used. An extension of a sequential, approximate Bayesian inference method enables observations with arbitrary likelihoods to be treated, in a projected process kriging framework which is less computationally intensive. The approach is illustrated using a simulated dataset with a range of sensor models and error characteristics.

Chromatic dispersion compensation using full-field maximum-likelihood sequence estimation

We investigate full-field detection-based maximum-likelihood sequence estimation (MLSE) for chromatic dispersion compensation in 10 Gbit/s OOK optical communication systems. Important design criteria are identified to optimize the system performance. It is confirmed that approximately 50% improvement in transmission reach can be achieved compared to conventional direct-detection MLSE at both 4 and 16 states. It is also shown that full-field MLSE is more robust to the noise and the associated noise amplifications in full-field reconstruction, and consequently exhibits better tolerance to nonoptimized system parameters than full-field feedforward equalizer. Experiments over 124 km spans of field-installed single-mode fiber without optical dispersion compensation using full-field MLSE verify the theoretically predicted performance benefits.

Ontology-based protein-protein interactions extraction from literature using the hidden vector state model

This paper proposes a novel framework of incorporating protein-protein interactions (PPI) ontology knowledge into PPI extraction from biomedical literature in order to address the emerging challenges of deep natural language understanding. It is built upon the existing work on relation extraction using the Hidden Vector State (HVS) model. The HVS model belongs to the category of statistical learning methods. It can be trained directly from un-annotated data in a constrained way whilst at the same time being able to capture the underlying named entity relationships. However, it is difficult to incorporate background knowledge or non-local information into the HVS model. This paper proposes to represent the HVS model as a conditionally trained undirected graphical model in which non-local features derived from PPI ontology through inference would be easily incorporated. The seamless fusion of ontology inference with statistical learning produces a new paradigm to information extraction.

Breakfast skipping is associated with cyberbullying and school bullying victimization:a school-based cross-sectional study

Breakfast skipping is a health concern that has well-known negative consequences physically and psychologically. It is therefore important to understand why children skip breakfast. The purpose of this study was to establish whether the experience of bullying and cyberbullying impacts upon breakfast skipping and to further evaluate whether the inability for youths to cope with bullying victimization affects their mental health (depression), and in turn predicts breakfast skipping. Data were obtained from the Eastern Ontario 2011 Youth Risk Behaviour Survey, a cross-sectional regional school-based survey of middle and high school students (11-20 years old) across the five counties of Eastern Ontario, Canada (N = 3035). Self-reported data about children's experiences of bullying victimization, breakfast eating habits, socio-economical status, depression, and other risk behaviours were analysed. Approximately half of the participants (50.4%) reported not eating breakfast on a regular basis: 26.3% and 24.1% reported often (usually eat breakfast three times or more per week) and frequent (usually eat breakfast twice a week or less) breakfast skipping behaviour, respectively. Victims of both cyberbullying and school bullying presented greater likelihood of often (adjusted relative risk ratio (RR) = 1.55; 95% confidence interval (CI) = 1.17-2.06) and frequent (RR = 1.97; 95% CI = 1.28-3.03) breakfast skipping. Mediation analysis further showed that depression fully mediated the relationship between school bullying victimization and frequent breakfast skipping. Moreover, depression partially mediated the associations between both cyberbullying and school bullying with frequent breakfast skipping. These findings highlight the potential interrelationships between cyberbullying, school bullying and depression in predicting unhealthy breakfast skipping behaviour in children. © 2014 Elsevier Ltd.

Fuzzy knowledge-based approach to treating uncertainty in inventory control

Inventory control in complex manufacturing environments encounters various sources of uncertainity and imprecision. This paper presents one fuzzy knowledge-based approach to solving the problem of order quantity determination, in the presence of uncertain demand, lead time and actual inventory level. Uncertain data are represented by fuzzy numbers, and vaguely defined relations between them are modeled by fuzzy if-then rules. The proposed representation and inference mechanism are verified using a large numbers of examples. The results of three representative cases are summarized. Finally a comparison between the developed fuzzy knowledge-based and traditional, probabilistic approaches is discussed.

Robust Estimation in Multitype Branching Processes Based on their Asymptotic Properties

2000 Mathematics Subject Classification: 60J80.

Statistical Inference for Processes Depending on Environments and Application in Regenerative Processes

We build the Conditional Least Squares Estimator of 0 based on the observation of a single trajectory of {Zk,Ck}k, and give conditions ensuring its strong consistency. The particular case of general linear models according to 0=( 0, 0) and among them, regenerative processes, are studied more particularly. In this frame, we may also prove the consistency of the estimator of 0 although it belongs to an asymptotic negligible part of the model, and the asymptotic law of the estimator may also be calculated.

Implementation of the EM Algorithm for Maximum Likelihood Estimation of a Random Effects Model for One Longitudinal Ordinal Outcome

2010 Mathematics Subject Classification: 62J99.

A Generalized Quasi-Likelihood Estimator for Nonstationary Stochastic Processes−Asymptotic Properties and Examples

2010 Mathematics Subject Classification: 62F12, 62M05, 62M09, 62M10, 60G42.