Heavy tails, importance sampling and cross-entropy

We consider the problem of estimating P(Yi + (...) + Y-n > x) by importance sampling when the Yi are i.i.d. and heavy-tailed. The idea is to exploit the cross-entropy method as a toot for choosing good parameters in the importance sampling distribution; in doing so, we use the asymptotic description that given P(Y-1 + (...) + Y-n > x), n - 1 of the Yi have distribution F and one the conditional distribution of Y given Y > x. We show in some specific parametric examples (Pareto and Weibull) how this leads to precise answers which, as demonstrated numerically, are close to being variance minimal within the parametric class under consideration. Related problems for M/G/l and GI/G/l queues are also discussed.

Two Bayesian treatments of the n-tuple recognition method

Two probabilistic interpretations of the n-tuple recognition method are put forward in order to allow this technique to be analysed with the same Bayesian methods used in connection with other neural network models. Elementary demonstrations are then given of the use of maximum likelihood and maximum entropy methods for tuning the model parameters and assisting their interpretation. One of the models can be used to illustrate the significance of overlapping n-tuple samples with respect to correlations in the patterns.

BME-based uncertainty assessment of the Chernobyl fallout

The vast territories that have been radioactively contaminated during the 1986 Chernobyl accident provide a substantial data set of radioactive monitoring data, which can be used for the verification and testing of the different spatial estimation (prediction) methods involved in risk assessment studies. Using the Chernobyl data set for such a purpose is motivated by its heterogeneous spatial structure (the data are characterized by large-scale correlations, short-scale variability, spotty features, etc.). The present work is concerned with the application of the Bayesian Maximum Entropy (BME) method to estimate the extent and the magnitude of the radioactive soil contamination by 137Cs due to the Chernobyl fallout. The powerful BME method allows rigorous incorporation of a wide variety of knowledge bases into the spatial estimation procedure leading to informative contamination maps. Exact measurements (?hard? data) are combined with secondary information on local uncertainties (treated as ?soft? data) to generate science-based uncertainty assessment of soil contamination estimates at unsampled locations. BME describes uncertainty in terms of the posterior probability distributions generated across space, whereas no assumption about the underlying distribution is made and non-linear estimators are automatically incorporated. Traditional estimation variances based on the assumption of an underlying Gaussian distribution (analogous, e.g., to the kriging variance) can be derived as a special case of the BME uncertainty analysis. The BME estimates obtained using hard and soft data are compared with the BME estimates obtained using only hard data. The comparison involves both the accuracy of the estimation maps using the exact data and the assessment of the associated uncertainty using repeated measurements. Furthermore, a comparison of the spatial estimation accuracy obtained by the two methods was carried out using a validation data set of hard data. Finally, a separate uncertainty analysis was conducted that evaluated the ability of the posterior probabilities to reproduce the distribution of the raw repeated measurements available in certain populated sites. The analysis provides an illustration of the improvement in mapping accuracy obtained by adding soft data to the existing hard data and, in general, demonstrates that the BME method performs well both in terms of estimation accuracy as well as in terms estimation error assessment, which are both useful features for the Chernobyl fallout study.

Is Tsallis thermodynamics nonextensive?

Within the Tsallis thermodynamics framework, and using scaling properties of the entropy, we derive a generalization of the Gibbs-Duhem equation. The analysis suggests a transformation of variables that allows standard thermodynamics to be recovered. Moreover, we also generalize Einsteins formula for the probability of a fluctuation to occur by means of the maximum statistical entropy method. The use of the proposed transformation of variables also shows that fluctuations within Tsallis statistics can be mapped to those of standard statistical mechanics.

Novel method to estimate the phenotypic variation explained by genome-wide association studies reveals large fraction of the missing heritability.

Genome-wide association studies (GWAS) are conducted with the promise to discover novel genetic variants associated with diverse traits. For most traits, associated markers individually explain just a modest fraction of the phenotypic variation, but their number can well be in the hundreds. We developed a maximum likelihood method that allows us to infer the distribution of associated variants even when many of them were missed by chance. Compared to previous approaches, the novelty of our method is that it (a) does not require having an independent (unbiased) estimate of the effect sizes; (b) makes use of the complete distribution of P-values while allowing for the false discovery rate; (c) takes into account allelic heterogeneity and the SNP pruning strategy. We applied our method to the latest GWAS meta-analysis results of the GIANT consortium. It revealed that while the explained variance of genome-wide (GW) significant SNPs is around 1% for waist-hip ratio (WHR), the observed P-values provide evidence for the existence of variants explaining 10% (CI=[8.5-11.5%]) of the phenotypic variance in total. Similarly, the total explained variance likely to exist for height is estimated to be 29% (CI=[28-30%]), three times higher than what the observed GW significant SNPs give rise to. This methodology also enables us to predict the benefit of future GWA studies that aim to reveal more associated genetic markers via increased sample size.

A Method for Sky-Condition Classification from Ground-Based Solar Radiation Measurements

Identification of clouds from satellite images is now a routine task. Observation of clouds from the ground, however, is still needed to acquire a complete description of cloud conditions. Among the standard meteorologicalvariables, solar radiation is the most affected by cloud cover. In this note, a method for using global and diffuse solar radiation data to classify sky conditions into several classes is suggested. A classical maximum-likelihood method is applied for clustering data. The method is applied to a series of four years of solar radiation data and human cloud observations at a site in Catalonia, Spain. With these data, the accuracy of the solar radiation method as compared with human observations is 45% when nine classes of sky conditions are to be distinguished, and it grows significantly to almost 60% when samples are classified in only five different classes. Most errors are explained by limitations in the database; therefore, further work is under way with a more suitable database

Neutron tomography using projection data obtained by Monte Carlo simulation for nondestructive evaluation

This work present the application of a computer package for generating of projection data for neutron computerized tomography, and in second part, discusses an application of neutron tomography, using the projection data obtained by Monte Carlo technique, for the detection and localization of light materials such as those containing hydrogen, concealed by heavy materials such as iron and lead. For tomographic reconstructions of the samples simulated use was made of only six equal projection angles distributed between 0º and 180º, with reconstruction making use of an algorithm (ARIEM), based on the principle of maximum entropy. With the neutron tomography it was possible to detect and locate polyethylene and water hidden by lead and iron (with 1cm-thick). Thus, it is demonstrated that thermal neutrons tomography is a viable test method which can provide important interior information about test components, so, extremely useful in routine industrial applications.

An entropy-based financial decision support system (e-FDSS) for project analysis in construction SMEs

Uncertainty contributes a major part in the accuracy of a decision-making process while its inconsistency is always difficult to be solved by existing decision-making tools. Entropy has been proved to be useful to evaluate the inconsistency of uncertainty among different respondents. The study demonstrates an entropy-based financial decision support system called e-FDSS. This integrated system provides decision support to evaluate attributes (funding options and multiple risks) available in projects. Fuzzy logic theory is included in the system to deal with the qualitative aspect of these options and risks. An adaptive genetic algorithm (AGA) is also employed to solve the decision algorithm in the system in order to provide optimal and consistent rates to these attributes. Seven simplified and parallel projects from a Hong Kong construction small and medium enterprise (SME) were assessed to evaluate the system. The result shows that the system calculates risk adjusted discount rates (RADR) of projects in an objective way. These rates discount project cash flow impartially. Inconsistency of uncertainty is also successfully evaluated by the use of the entropy method. Finally, the system identifies the favourable funding options that are managed by a scheme called SME Loan Guarantee Scheme (SGS). Based on these results, resource allocation could then be optimized and the best time to start a new project could also be identified throughout the overall project life cycle.

Thermodynamic efficiency and entropy production in the climate system

We present an outlook on the climate system thermodynamics. First, we construct an equivalent Carnot engine with efficiency and frame the Lorenz energy cycle in a macroscale thermodynamic context. Then, by exploiting the second law, we prove that the lower bound to the entropy production is times the integrated absolute value of the internal entropy fluctuations. An exergetic interpretation is also proposed. Finally, the controversial maximum entropy production principle is reinterpreted as requiring the joint optimization of heat transport and mechanical work production. These results provide tools for climate change analysis and for climate models’ validation.

Species distribution models for crop pollination: a modelling framework applied to Great Britain

Insect pollination benefits over three quarters of the world's major crops. There is growing concern that observed declines in pollinators may impact on production and revenues from animal pollinated crops. Knowing the distribution of pollinators is therefore crucial for estimating their availability to pollinate crops; however, in general, we have an incomplete knowledge of where these pollinators occur. We propose a method to predict geographical patterns of pollination service to crops, novel in two elements: the use of pollinator records rather than expert knowledge to predict pollinator occurrence, and the inclusion of the managed pollinator supply. We integrated a maximum entropy species distribution model (SDM) with an existing pollination service model (PSM) to derive the availability of pollinators for crop pollination. We used nation-wide records of wild and managed pollinators (honey bees) as well as agricultural data from Great Britain. We first calibrated the SDM on a representative sample of bee and hoverfly crop pollinator species, evaluating the effects of different settings on model performance and on its capacity to identify the most important predictors. The importance of the different predictors was better resolved by SDM derived from simpler functions, with consistent results for bees and hoverflies. We then used the species distributions from the calibrated model to predict pollination service of wild and managed pollinators, using field beans as a test case. The PSM allowed us to spatially characterize the contribution of wild and managed pollinators and also identify areas potentially vulnerable to low pollination service provision, which can help direct local scale interventions. This approach can be extended to investigate geographical mismatches between crop pollination demand and the availability of pollinators, resulting from environmental change or policy scenarios.

Cross-entropy optimizer: a new tool to study precession in astrophysical jets

Evidence of jet precession in many galactic and extragalactic sources has been reported in the literature. Much of this evidence is based on studies of the kinematics of the jet knots, which depends on the correct identification of the components to determine their respective proper motions and position angles on the plane of the sky. Identification problems related to fitting procedures, as well as observations poorly sampled in time, may influence the follow-up of the components in time, which consequently might contribute to a misinterpretation of the data. In order to deal with these limitations, we introduce a very powerful statistical tool to analyse jet precession: the cross-entropy method for continuous multi-extremal optimization. Only based on the raw data of the jet components (right ascension and declination offsets from the core), the cross-entropy method searches for the precession model parameters that better represent the data. In this work we present a large number of tests to validate this technique, using synthetic precessing jets built from a given set of precession parameters. With the aim of recovering these parameters, we applied the cross-entropy method to our precession model, varying exhaustively the quantities associated with the method. Our results have shown that even in the most challenging tests, the cross-entropy method was able to find the correct parameters within a 1 per cent level. Even for a non-precessing jet, our optimization method could point out successfully the lack of precession.

Multiscale Fractal Descriptors and Polynomial Classifier for Partial Pixels Identification in Regions of Interest of Mammographic Images

Computer systems are used to support breast cancer diagnosis, with decisions taken from measurements carried out in regions of interest (ROIs). We show that support decisions obtained from square or rectangular ROIs can to include background regions with different behavior of healthy or diseased tissues. In this study, the background regions were identified as Partial Pixels (PP), obtained with a multilevel method of segmentation based on maximum entropy. The behaviors of healthy, diseased and partial tissues were quantified by fractal dimension and multiscale lacunarity, calculated through signatures of textures. The separability of groups was achieved using a polynomial classifier. The polynomials have powerful approximation properties as classifiers to treat characteristics linearly separable or not. This proposed method allowed quantifying the ROIs investigated and demonstrated that different behaviors are obtained, with distinctions of 90% for images obtained in the Cranio-caudal (CC) and Mediolateral Oblique (MLO) views.

Automatic segmentation of digital images applied in cardiac medical images

The digital image processing has been applied in several areas, especially where it is necessary use tools for feature extraction and to get patterns of the studied images. In an initial stage, the segmentation is used to separate the image in parts that represents a interest object, that may be used in a specific study. There are several methods that intends to perform such task, but is difficult to find a method that can easily adapt to different type of images, that often are very complex or specific. To resolve this problem, this project aims to presents a adaptable segmentation method, that can be applied to different type of images, providing an better segmentation. The proposed method is based in a model of automatic multilevel thresholding and considers techniques of group histogram quantization, analysis of the histogram slope percentage and calculation of maximum entropy to define the threshold. The technique was applied to segment the cell core and potential rejection of tissue in myocardial images of biopsies from cardiac transplant. The results are significant in comparison with those provided by one of the best known segmentation methods available in the literature. © 2010 IEEE.

Uma contribuição para a otimização de portfólios de séries heteroscedásticas usando projeto de experimento de misturas: uma abordagem do desirability aplicada a modelos

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Algorithms for automatic segmentation of bovine embryos produced

In vitro production has been employed in bovine embryos and quantification of lipids is fundamental to understand the metabolism of these embryos. This paper presents a unsupervised segmentation method for histological images of bovine embryos. In this method, the anisotropic filter was used in the differents RGB components. After pre-processing step, the thresholding technique based on maximum entropy was applied to separate lipid droplets in the histological slides in different stages: early cleavage, morula and blastocyst. In the postprocessing step, false positives are removed using the connected components technique that identify regions with excess of dye near pellucid zone. The proposed segmentation method was applied in 30 histological images of bovine embryos. Experiments were performed with the images and statistical measures of sensitivity, specificity and accuracy were calculated based on reference images (gold standard). The value of accuracy of the proposed method was 96% with standard deviation of 3%.