Probabilistic evidential assessment of gunshot residue particle evidence (Part II) : Bayesian parameter estimation for experimental count data.

Part I of this series of articles focused on the construction of graphical probabilistic inference procedures, at various levels of detail, for assessing the evidential value of gunshot residue (GSR) particle evidence. The proposed models - in the form of Bayesian networks - address the issues of background presence of GSR particles, analytical performance (i.e., the efficiency of evidence searching and analysis procedures) and contamination. The use and practical implementation of Bayesian networks for case pre-assessment is also discussed. This paper, Part II, concentrates on Bayesian parameter estimation. This topic complements Part I in that it offers means for producing estimates useable for the numerical specification of the proposed probabilistic graphical models. Bayesian estimation procedures are given a primary focus of attention because they allow the scientist to combine (his/her) prior knowledge about the problem of interest with newly acquired experimental data. The present paper also considers further topics such as the sensitivity of the likelihood ratio due to uncertainty in parameters and the study of likelihood ratio values obtained for members of particular populations (e.g., individuals with or without exposure to GSR).

Detection of Optimal Models in Parameter Space with Support Vector Machines

The paper proposes an approach aimed at detecting optimal model parameter combinations to achieve the most representative description of uncertainty in the model performance. A classification problem is posed to find the regions of good fitting models according to the values of a cost function. Support Vector Machine (SVM) classification in the parameter space is applied to decide if a forward model simulation is to be computed for a particular generated model. SVM is particularly designed to tackle classification problems in high-dimensional space in a non-parametric and non-linear way. SVM decision boundaries determine the regions that are subject to the largest uncertainty in the cost function classification, and, therefore, provide guidelines for further iterative exploration of the model space. The proposed approach is illustrated by a synthetic example of fluid flow through porous media, which features highly variable response due to the parameter values' combination.

Estimating uncertainty of alcohol-attributable fractions for infectious and chronic diseases.

Background: Alcohol is a major risk factor for burden of disease and injuries globally. This paper presents a systematic method to compute the 95% confidence intervals of alcohol-attributable fractions (AAFs) with exposure and risk relations stemming from different sources.Methods: The computation was based on previous work done on modelling drinking prevalence using the gamma distribution and the inherent properties of this distribution. The Monte Carlo approach was applied to derive the variance for each AAF by generating random sets of all the parameters. A large number of random samples were thus created for each AAF to estimate variances. The derivation of the distributions of the different parameters is presented as well as sensitivity analyses which give an estimation of the number of samples required to determine the variance with predetermined precision, and to determine which parameter had the most impact on the variance of the AAFs.Results: The analysis of the five Asian regions showed that 150 000 samples gave a sufficiently accurate estimation of the 95% confidence intervals for each disease. The relative risk functions accounted for most of the variance in the majority of cases.Conclusions: Within reasonable computation time, the method yielded very accurate values for variances of AAFs.

Quantifying Uncertainty in Real Time Performance Measurement for Highway Winter Maintenance Operations – Phase 2, RB03-013, 2014

Winter weather in Iowa is often unpredictable and can have an adverse impact on traffic flow. The Iowa Department of Transportation (Iowa DOT) attempts to lessen the impact of winter weather events on traffic speeds with various proactive maintenance operations. In order to assess the performance of these maintenance operations, it would be beneficial to develop a model for expected speed reduction based on weather variables and normal maintenance schedules. Such a model would allow the Iowa DOT to identify situations in which speed reductions were much greater than or less than would be expected for a given set of storm conditions, and make modifications to improve efficiency and effectiveness. The objective of this work was to predict speed changes relative to baseline speed under normal conditions, based on nominal maintenance schedules and winter weather covariates (snow type, temperature, and wind speed), as measured by roadside weather stations. This allows for an assessment of the impact of winter weather covariates on traffic speed changes, and estimation of the effect of regular maintenance passes. The researchers chose events from Adair County, Iowa and fit a linear model incorporating the covariates mentioned previously. A Bayesian analysis was conducted to estimate the values of the parameters of this model. Specifically, the analysis produces a distribution for the parameter value that represents the impact of maintenance on traffic speeds. The effect of maintenance is not a constant, but rather a value that the researchers have some uncertainty about and this distribution represents what they know about the effects of maintenance. Similarly, examinations of the distributions for the effects of winter weather covariates are possible. Plots of observed and expected traffic speed changes allow a visual assessment of the model fit. Future work involves expanding this model to incorporate many events at multiple locations. This would allow for assessment of the impact of winter weather maintenance across various situations, and eventually identify locations and times in which maintenance could be improved.

Uncertainty associated with Monte Carlo radiation transport in radionuclide metrology

In radionuclide metrology, Monte Carlo (MC) simulation is widely used to compute parameters associated with primary measurements or calibration factors. Although MC methods are used to estimate uncertainties, the uncertainty associated with radiation transport in MC calculations is usually difficult to estimate. Counting statistics is the most obvious component of MC uncertainty and has to be checked carefully, particularly when variance reduction is used. However, in most cases fluctuations associated with counting statistics can be reduced using sufficient computing power. Cross-section data have intrinsic uncertainties that induce correlations when apparently independent codes are compared. Their effect on the uncertainty of the estimated parameter is difficult to determine and varies widely from case to case. Finally, the most significant uncertainty component for radionuclide applications is usually that associated with the detector geometry. Recent 2D and 3D x-ray imaging tools may be utilized, but comparison with experimental data as well as adjustments of parameters are usually inevitable.

Parameter identification of structural dynamic models by inverse statistical analysis

Auf dem Gebiet der Strukturdynamik sind computergestützte Modellvalidierungstechniken inzwischen weit verbreitet. Dabei werden experimentelle Modaldaten, um ein numerisches Modell für weitere Analysen zu korrigieren. Gleichwohl repräsentiert das validierte Modell nur das dynamische Verhalten der getesteten Struktur. In der Realität gibt es wiederum viele Faktoren, die zwangsläufig zu variierenden Ergebnissen von Modaltests führen werden: Sich verändernde Umgebungsbedingungen während eines Tests, leicht unterschiedliche Testaufbauten, ein Test an einer nominell gleichen aber anderen Struktur (z.B. aus der Serienfertigung), etc. Damit eine stochastische Simulation durchgeführt werden kann, muss eine Reihe von Annahmen für die verwendeten Zufallsvariablengetroffen werden. Folglich bedarf es einer inversen Methode, die es ermöglicht ein stochastisches Modell aus experimentellen Modaldaten zu identifizieren. Die Arbeit beschreibt die Entwicklung eines parameter-basierten Ansatzes, um stochastische Simulationsmodelle auf dem Gebiet der Strukturdynamik zu identifizieren. Die entwickelte Methode beruht auf Sensitivitäten erster Ordnung, mit denen Parametermittelwerte und Kovarianzen des numerischen Modells aus stochastischen experimentellen Modaldaten bestimmt werden können.

Uncertainty assessment of a process-based integrated catchment model of phosphorus

Despite the many models developed for phosphorus concentration prediction at differing spatial and temporal scales, there has been little effort to quantify uncertainty in their predictions. Model prediction uncertainty quantification is desirable, for informed decision-making in river-systems management. An uncertainty analysis of the process-based model, integrated catchment model of phosphorus (INCA-P), within the generalised likelihood uncertainty estimation (GLUE) framework is presented. The framework is applied to the Lugg catchment (1,077 km2), a River Wye tributary, on the England–Wales border. Daily discharge and monthly phosphorus (total reactive and total), for a limited number of reaches, are used to initially assess uncertainty and sensitivity of 44 model parameters, identified as being most important for discharge and phosphorus predictions. This study demonstrates that parameter homogeneity assumptions (spatial heterogeneity is treated as land use type fractional areas) can achieve higher model fits, than a previous expertly calibrated parameter set. The model is capable of reproducing the hydrology, but a threshold Nash-Sutcliffe co-efficient of determination (E or R 2) of 0.3 is not achieved when simulating observed total phosphorus (TP) data in the upland reaches or total reactive phosphorus (TRP) in any reach. Despite this, the model reproduces the general dynamics of TP and TRP, in point source dominated lower reaches. This paper discusses why this application of INCA-P fails to find any parameter sets, which simultaneously describe all observed data acceptably. The discussion focuses on uncertainty of readily available input data, and whether such process-based models should be used when there isn’t sufficient data to support the many parameters.

Calibrating flood inundation models: identifying and addressing uncertainty in satellite observed flood extents

Improvements in the resolution of satellite imagery have enabled extraction of water surface elevations at the margins of the flood. Comparison between modelled and observed water surface elevations provides a new means for calibrating and validating flood inundation models, however the uncertainty in this observed data has yet to be addressed. Here a flood inundation model is calibrated using a probabilistic treatment of the observed data. A LiDAR guided snake algorithm is used to determine an outline of a flood event in 2006 on the River Dee, North Wales, UK, using a 12.5m ERS-1 image. Points at approximately 100m intervals along this outline are selected, and the water surface elevation recorded as the LiDAR DEM elevation at each point. With a planar water surface from the gauged upstream to downstream water elevations as an approximation, the water surface elevations at points along this flooded extent are compared to their ‘expected’ value. The pattern of errors between the two show a roughly normal distribution, however when plotted against coordinates there is obvious spatial autocorrelation. The source of this spatial dependency is investigated by comparing errors to the slope gradient and aspect of the LiDAR DEM. A LISFLOOD-FP model of the flood event is set-up to investigate the effect of observed data uncertainty on the calibration of flood inundation models. Multiple simulations are run using different combinations of friction parameters, from which the optimum parameter set will be selected. For each simulation a T-test is used to quantify the fit between modelled and observed water surface elevations. The points chosen for use in this T-test are selected based on their error. The criteria for selection enables evaluation of the sensitivity of the choice of optimum parameter set to uncertainty in the observed data. This work explores the observed data in detail and highlights possible causes of error. The identification of significant error (RMSE = 0.8m) between approximate expected and actual observed elevations from the remotely sensed data emphasises the limitations of using this data in a deterministic manner within the calibration process. These limitations are addressed by developing a new probabilistic approach to using the observed data.

Quantifying uncertainty in the simulation of crop-climate processes

The impacts of climate change on crop productivity are often assessed using simulations from a numerical climate model as an input to a crop simulation model. The precision of these predictions reflects the uncertainty in both models. We examined how uncertainty in a climate (HadAM3) and crop General Large-Area Model (GLAM) for annual crops model affects the mean and standard deviation of crop yield simulations in present and doubled carbon dioxide (CO2) climates by perturbation of parameters in each model. The climate sensitivity parameter (λ, the equilibrium response of global mean surface temperature to doubled CO2) was used to define the control climate. Observed 1966–1989 mean yields of groundnut (Arachis hypogaea L.) in India were simulated well by the crop model using the control climate and climates with values of λ near the control value. The simulations were used to measure the contribution to uncertainty of key crop and climate model parameters. The standard deviation of yield was more affected by perturbation of climate parameters than crop model parameters in both the present-day and doubled CO2 climates. Climate uncertainty was higher in the doubled CO2 climate than in the present-day climate. Crop transpiration efficiency was key to crop model uncertainty in both present-day and doubled CO2 climates. The response of crop development to mean temperature contributed little uncertainty in the present-day simulations but was among the largest contributors under doubled CO2. The ensemble methods used here to quantify physical and biological uncertainty offer a method to improve model estimates of the impacts of climate change.

Quantification of physical and biological uncertainty in the simulation of the yield of a tropical crop using present-day and doubled CO2 climates

The impacts of climate change on crop productivity are often assessed using simulations from a numerical climate model as an input to a crop simulation model. The precision of these predictions reflects the uncertainty in both models. We examined how uncertainty in a climate (HadAM3) and crop General Large-Area Model (GLAM) for annual crops model affects the mean and standard deviation of crop yield simulations in present and doubled carbon dioxide (CO2) climates by perturbation of parameters in each model. The climate sensitivity parameter (lambda, the equilibrium response of global mean surface temperature to doubled CO2) was used to define the control climate. Observed 1966-1989 mean yields of groundnut (Arachis hypogaea L.) in India were simulated well by the crop model using the control climate and climates with values of lambda near the control value. The simulations were used to measure the contribution to uncertainty of key crop and climate model parameters. The standard deviation of yield was more affected by perturbation of climate parameters than crop model parameters in both the present-day and doubled CO2 climates. Climate uncertainty was higher in the doubled CO2 climate than in the present-day climate. Crop transpiration efficiency was key to crop model uncertainty in both present-day and doubled CO2 climates. The response of crop development to mean temperature contributed little uncertainty in the present-day simulations but was among the largest contributors under doubled CO2. The ensemble methods used here to quantify physical and biological uncertainty offer a method to improve model estimates of the impacts of climate change.

Some new three-level orthogonal main effects plans robust to model uncertainty

In this paper, we list some new orthogonal main effects plans for three-level designs for 4, 5 and 6 factors in IS runs and compare them with designs obtained from the existing L-18 orthogonal array. We show that these new designs have better projection properties and can provide better parameter estimates for a range of possible models. Additionally, we study designs in other smaller run-sizes when there are insufficient resources to perform an 18-run experiment. Plans for three-level designs for 4, 5 and 6 factors in 13 to 17 runs axe given. We show that the best designs here are efficient and deserve strong consideration in many practical situations.

Ensemble forecasts of a flood-producing storm: comparison of the influence of model-state perturbations and parameter modifications

High-resolution ensemble simulations (Δx = 1 km) are performed with the Met Office Unified Model for the Boscastle (Cornwall, UK) flash-flooding event of 16 August 2004. Forecast uncertainties arising from imperfections in the forecast model are analysed by comparing the simulation results produced by two types of perturbation strategy. Motivated by the meteorology of the event, one type of perturbation alters relevant physics choices or parameter settings in the model's parametrization schemes. The other type of perturbation is designed to account for representativity error in the boundary-layer parametrization. It makes direct changes to the model state and provides a lower bound against which to judge the spread produced by other uncertainties. The Boscastle has genuine skill at scales of approximately 60 km and an ensemble spread which can be estimated to within ∼ 10% with only eight members. Differences between the model-state perturbation and physics modification strategies are discussed, the former being more important for triggering and the latter for subsequent cell development, including the average internal structure of convective cells. Despite such differences, the spread in rainfall evaluated at skilful scales is shown to be only weakly sensitive to the perturbation strategy. This suggests that relatively simple strategies for treating model uncertainty may be sufficient for practical, convective-scale ensemble forecasting.

Scenario and modelling uncertainty in global mean temperature change derived from emission-driven global climate models

We compare future changes in global mean temperature in response to different future scenarios which, for the first time, arise from emission-driven rather than concentration-driven perturbed parameter ensemble of a global climate model (GCM). These new GCM simulations sample uncertainties in atmospheric feedbacks, land carbon cycle, ocean physics and aerosol sulphur cycle processes. We find broader ranges of projected temperature responses arising when considering emission rather than concentration-driven simulations (with 10–90th percentile ranges of 1.7 K for the aggressive mitigation scenario, up to 3.9 K for the high-end, business as usual scenario). A small minority of simulations resulting from combinations of strong atmospheric feedbacks and carbon cycle responses show temperature increases in excess of 9 K (RCP8.5) and even under aggressive mitigation (RCP2.6) temperatures in excess of 4 K. While the simulations point to much larger temperature ranges for emission-driven experiments, they do not change existing expectations (based on previous concentration-driven experiments) on the timescales over which different sources of uncertainty are important. The new simulations sample a range of future atmospheric concentrations for each emission scenario. Both in the case of SRES A1B and the Representative Concentration Pathways (RCPs), the concentration scenarios used to drive GCM ensembles, lies towards the lower end of our simulated distribution. This design decision (a legacy of previous assessments) is likely to lead concentration-driven experiments to under-sample strong feedback responses in future projections. Our ensemble of emission-driven simulations span the global temperature response of the CMIP5 emission-driven simulations, except at the low end. Combinations of low climate sensitivity and low carbon cycle feedbacks lead to a number of CMIP5 responses to lie below our ensemble range. The ensemble simulates a number of high-end responses which lie above the CMIP5 carbon cycle range. These high-end simulations can be linked to sampling a number of stronger carbon cycle feedbacks and to sampling climate sensitivities above 4.5 K. This latter aspect highlights the priority in identifying real-world climate-sensitivity constraints which, if achieved, would lead to reductions on the upper bound of projected global mean temperature change. The ensembles of simulations presented here provides a framework to explore relationships between present-day observables and future changes, while the large spread of future-projected changes highlights the ongoing need for such work.

Uncertainty in simulating wheat yields under climate change

Projections of climate change impacts on crop yields are inherently uncertain1. Uncertainty is often quantified when projecting future greenhouse gas emissions and their influence on climate2. However, multi-model uncertainty analysis of crop responses to climate change is rare because systematic and objective comparisons among process-based crop simulation models1, 3 are difficult4. Here we present the largest standardized model intercomparison for climate change impacts so far. We found that individual crop models are able to simulate measured wheat grain yields accurately under a range of environments, particularly if the input information is sufficient. However, simulated climate change impacts vary across models owing to differences in model structures and parameter values. A greater proportion of the uncertainty in climate change impact projections was due to variations among crop models than to variations among downscaled general circulation models. Uncertainties in simulated impacts increased with CO2 concentrations and associated warming. These impact uncertainties can be reduced by improving temperature and CO2 relationships in models and better quantified through use of multi-model ensembles. Less uncertainty in describing how climate change may affect agricultural productivity will aid adaptation strategy development andpolicymaking.

The lottery-panel task for bi-dimensional parameter-free elicitation of risk attitudes

We propose first, a simple task for the eliciting attitudes toward risky choice, the SGG lottery-panel task, which consists in a series of lotteries constructed to compensate riskier options with higher risk-return trade-offs. Using Principal Component Analysis technique, we show that the SGG lottery-panel task is capable of capturing two dimensions of individual risky decision making i.e. subjects’ average risk taking and their sensitivity towards variations in risk-return. From the results of a large experimental dataset, we confirm that the task systematically captures a number of regularities such as: A tendency to risk averse behavior (only around 10% of choices are compatible with risk neutrality); An attraction to certain payoffs compared to low risk lotteries, compatible with over-(under-) weighting of small (large) probabilities predicted in PT and; Gender differences, i.e. males being consistently less risk averse than females but both genders being similarly responsive to the increases in risk-premium. Another interesting result is that in hypothetical choices most individuals increase their risk taking responding to the increase in return to risk, as predicted by PT, while across panels with real rewards we see even more changes, but opposite to the expected pattern of riskier choices for higher risk-returns. Therefore, we conclude from our data that an “economic anomaly” emerges in the real reward choices opposite to the hypothetical choices. These findings are in line with Camerer's (1995) view that although in many domains, paid subjects probably do exert extra mental effort which improves their performance, choice over money gambles is not likely to be a domain in which effort will improve adherence to rational axioms (p. 635). Finally, we demonstrate that both dimensions of risk attitudes, average risk taking and sensitivity towards variations in the return to risk, are desirable not only to describe behavior under risk but also to explain behavior in other contexts, as illustrated by an example. In the second study, we propose three additional treatments intended to elicit risk attitudes under high stakes and mixed outcome (gains and losses) lotteries. Using a dataset obtained from a hypothetical implementation of the tasks we show that the new treatments are able to capture both dimensions of risk attitudes. This new dataset allows us to describe several regularities, both at the aggregate and within-subjects level. We find that in every treatment over 70% of choices show some degree of risk aversion and only between 0.6% and 15.3% of individuals are consistently risk neutral within the same treatment. We also confirm the existence of gender differences in the degree of risk taking, that is, in all treatments females prefer safer lotteries compared to males. Regarding our second dimension of risk attitudes we observe, in all treatments, an increase in risk taking in response to risk premium increases. Treatment comparisons reveal other regularities, such as a lower degree of risk taking in large stake treatments compared to low stake treatments and a lower degree of risk taking when losses are incorporated into the large stake lotteries. Results that are compatible with previous findings in the literature, for stake size effects (e.g., Binswanger, 1980; Antoni Bosch-Domènech & Silvestre, 1999; Hogarth & Einhorn, 1990; Holt & Laury, 2002; Kachelmeier & Shehata, 1992; Kühberger et al., 1999; B. J. Weber & Chapman, 2005; Wik et al., 2007) and domain effect (e.g., Brooks and Zank, 2005, Schoemaker, 1990, Wik et al., 2007). Whereas for small stake treatments, we find that the effect of incorporating losses into the outcomes is not so clear. At the aggregate level an increase in risk taking is observed, but also more dispersion in the choices, whilst at the within-subjects level the effect weakens. Finally, regarding responses to risk premium, we find that compared to only gains treatments sensitivity is lower in the mixed lotteries treatments (SL and LL). In general sensitivity to risk-return is more affected by the domain than the stake size. After having described the properties of risk attitudes as captured by the SGG risk elicitation task and its three new versions, it is important to recall that the danger of using unidimensional descriptions of risk attitudes goes beyond the incompatibility with modern economic theories like PT, CPT etc., all of which call for tests with multiple degrees of freedom. Being faithful to this recommendation, the contribution of this essay is an empirically and endogenously determined bi-dimensional specification of risk attitudes, useful to describe behavior under uncertainty and to explain behavior in other contexts. Hopefully, this will contribute to create large datasets containing a multidimensional description of individual risk attitudes, while at the same time allowing for a robust context, compatible with present and even future more complex descriptions of human attitudes towards risk.