935 resultados para Random Walk Models
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We consider the electron dynamics and transport properties of one-dimensional continuous models with random, short-range correlated impurities. We develop a generalized Poincare map formalism to cast the Schrodinger equation for any potential into a discrete set of equations, illustrating its application by means of a specific example. We then concentrate on the case of a Kronig-Penney model with dimer impurities. The previous technique allows us to show that this model presents infinitely many resonances (zeroes of the reflection coefficient at a single dimer) that give rise to a band of extended states, in contradiction with the general viewpoint that all one-dimensional models with random potentials support only localized states. We report on exact transfer-matrix numerical calculations of the transmission coefFicient, density of states, and localization length for various strengths of disorder. The most important conclusion so obtained is that this kind of system has a very large number of extended states. Multifractal analysis of very long systems clearly demonstrates the extended character of such states in the thermodynamic limit. In closing, we brieBy discuss the relevance of these results in several physical contexts.
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In this paper we examine the time T to reach a critical number K0 of infections during an outbreak in an epidemic model with infective and susceptible immigrants. The underlying process X, which was first introduced by Ridler-Rowe (1967), is related to recurrent diseases and it appears to be analytically intractable. We present an approximating model inspired from the use of extreme values, and we derive formulae for the Laplace-Stieltjes transform of T and its moments, which are evaluated by using an iterative procedure. Numerical examples are presented to illustrate the effects of the contact and removal rates on the expected values of T and the threshold K0, when the initial time instant corresponds to an invasion time. We also study the exact reproduction number Rexact,0 and the population transmission number Rp, which are random versions of the basic reproduction number R0.
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The FANOVA (or “Sobol’-Hoeffding”) decomposition of multivariate functions has been used for high-dimensional model representation and global sensitivity analysis. When the objective function f has no simple analytic form and is costly to evaluate, computing FANOVA terms may be unaffordable due to numerical integration costs. Several approximate approaches relying on Gaussian random field (GRF) models have been proposed to alleviate these costs, where f is substituted by a (kriging) predictor or by conditional simulations. Here we focus on FANOVA decompositions of GRF sample paths, and we notably introduce an associated kernel decomposition into 4 d 4d terms called KANOVA. An interpretation in terms of tensor product projections is obtained, and it is shown that projected kernels control both the sparsity of GRF sample paths and the dependence structure between FANOVA effects. Applications on simulated data show the relevance of the approach for designing new classes of covariance kernels dedicated to high-dimensional kriging.
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Texas Department of Transportation, Austin
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Thesis (Ph.D.)--University of Washington, 2016-06
Finite mixture regression model with random effects: application to neonatal hospital length of stay
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A two-component mixture regression model that allows simultaneously for heterogeneity and dependency among observations is proposed. By specifying random effects explicitly in the linear predictor of the mixture probability and the mixture components, parameter estimation is achieved by maximising the corresponding best linear unbiased prediction type log-likelihood. Approximate residual maximum likelihood estimates are obtained via an EM algorithm in the manner of generalised linear mixed model (GLMM). The method can be extended to a g-component mixture regression model with the component density from the exponential family, leading to the development of the class of finite mixture GLMM. For illustration, the method is applied to analyse neonatal length of stay (LOS). It is shown that identification of pertinent factors that influence hospital LOS can provide important information for health care planning and resource allocation. (C) 2002 Elsevier Science B.V. All rights reserved.
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Aims [1] To quantify the random and predictable components of variability for aminoglycoside clearance and volume of distribution [2] To investigate models for predicting aminoglycoside clearance in patients with low serum creatinine concentrations [3] To evaluate the predictive performance of initial dosing strategies for achieving an aminoglycoside target concentration. Methods Aminoglycoside demographic, dosing and concentration data were collected from 697 adult patients (>=20 years old) as part of standard clinical care using a target concentration intervention approach for dose individualization. It was assumed that aminoglycoside clearance had a renal and a nonrenal component, with the renal component being linearly related to predicted creatinine clearance. Results A two compartment pharmacokinetic model best described the aminoglycoside data. The addition of weight, age, sex and serum creatinine as covariates reduced the random component of between subject variability (BSVR) in clearance (CL) from 94% to 36% of population parameter variability (PPV). The final pharmacokinetic parameter estimates for the model with the best predictive performance were: CL, 4.7 l h(-1) 70 kg(-1); intercompartmental clearance (CLic), 1 l h(-1) 70 kg(-1); volume of central compartment (V-1), 19.5 l 70 kg(-1); volume of peripheral compartment (V-2) 11.2 l 70 kg(-1). Conclusions Using a fixed dose of aminoglycoside will achieve 35% of typical patients within 80-125% of a required dose. Covariate guided predictions increase this up to 61%. However, because we have shown that random within subject variability (WSVR) in clearance is less than safe and effective variability (SEV), target concentration intervention can potentially achieve safe and effective doses in 90% of patients.
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Pulse oximetry is commonly used as an arterial blood oxygen saturation (SaO(2)) measure. However, its other serial output, the photoplethysmography (PPG) signal, is not as well studied. Raw PPG signals can be used to estimate cardiovascular measures like pulse transit time (PTT) and possibly heart rate (HR). These timing-related measurements are heavily dependent on the minimal variability in phase delay of the PPG signals. Masimo SET (R) Rad-9 (TM) and Novametrix Oxypleth oximeters were investigated for their PPG phase characteristics on nine healthy adults. To facilitate comparison, PPG signals were acquired from fingers on the same hand in a random fashion. Results showed that mean PTT variations acquired from the Masimo oximeter (37.89 ms) were much greater than the Novametrix (5.66 ms). Documented evidence suggests that I ms variation in PTT is equivalent to I mmHg change in blood pressure. Moreover, the PTT trend derived from the Masimo oximeter can be mistaken as obstructive sleep apnoeas based on the known criteria. HR comparison was evaluated against estimates attained from an electrocardiogram (ECG). Novametrix differed from ECG by 0.71 +/- 0.58% (p < 0.05) while Masimo differed by 4.51 +/- 3.66% (p > 0.05). Modem oximeters can be attractive for their improved SaO(2) measurement. However, using raw PPG signals obtained directly from these oximeters for timing-related measurements warrants further investigations.
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Bistability arises within a wide range of biological systems from the A phage switch in bacteria to cellular signal transduction pathways in mammalian cells. Changes in regulatory mechanisms may result in genetic switching in a bistable system. Recently, more and more experimental evidence in the form of bimodal population distributions indicates that noise plays a very important role in the switching of bistable systems. Although deterministic models have been used for studying the existence of bistability properties under various system conditions, these models cannot realize cell-to-cell fluctuations in genetic switching. However, there is a lag in the development of stochastic models for studying the impact of noise in bistable systems because of the lack of detailed knowledge of biochemical reactions, kinetic rates, and molecular numbers. in this work, we develop a previously undescribed general technique for developing quantitative stochastic models for large-scale genetic regulatory networks by introducing Poisson random variables into deterministic models described by ordinary differential equations. Two stochastic models have been proposed for the genetic toggle switch interfaced with either the SOS signaling pathway or a quorum-sensing signaling pathway, and we have successfully realized experimental results showing bimodal population distributions. Because the introduced stochastic models are based on widely used ordinary differential equation models, the success of this work suggests that this approach is a very promising one for studying noise in large-scale genetic regulatory networks.
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Niche apportionment models have only been applied once to parasite communities. Only the random assortment model (RA), which indicates that species abundances are independent from each other and that interspecific competition is unimportant, provided a good fit to 3 out of 6 parasite communities investigated. The generality of this result needs to be validated, however. In this study we apply 5 niche apportionment models to the parasite communities of 14 fish species from the Great Barrier Reef. We determined which model fitted the data when using either numerical abundance or biomass as an estimate of parasite abundance, and whether the fit of niche apportionment models depends on how the parasite community is defined (e.g. ecto, endoparasites or all parasites considered together). The RA model provided a good fit for the whole community of parasites in 7 fish species when using biovolume (as a surrogate of biomass) as a measure of species abundance. The RA model also fitted observed data when ecto- and endoparasites were considered separately, using abundance or biovolume, but less frequently. Variation in fish sizes among species was not associated with the probability of a model fitting the data. Total numerical abundance and biovolume of parasites were not related across host species, suggesting that they capture different aspects of abundance. Biovolume is not only a better measurement to use with niche-orientated models, it should also be the preferred descriptor to analyse parasite community structure in other contexts. Most of the biological assumptions behind the RA model, i.e. randomness in apportioning niche space, lack of interspecific competition, independence of abundance among different species, and species with variable niches in changeable environments, are in accordance with some previous findings on parasite communities. Thus, parasite communities may generally be unsaturated with species, with empty niches, and interspecific interactions may generally be unimportant in determining parasite community structure.
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The thesis presents a two-dimensional Risk Assessment Method (RAM) where the assessment of risk to the groundwater resources incorporates both the quantification of the probability of the occurrence of contaminant source terms, as well as the assessment of the resultant impacts. The approach emphasizes the need for a greater dependency on the potential pollution sources, rather than the traditional approach where assessment is based mainly on the intrinsic geo-hydrologic parameters. The risk is calculated using Monte Carlo simulation methods whereby random pollution events were generated to the same distribution as historically occurring events or a priori potential probability distribution. Integrated mathematical models then simulate contaminant concentrations at the predefined monitoring points within the aquifer. The spatial and temporal distributions of the concentrations were calculated from repeated realisations, and the number of times when a user defined concentration magnitude was exceeded is quantified as a risk. The method was setup by integrating MODFLOW-2000, MT3DMS and a FORTRAN coded risk model, and automated, using a DOS batch processing file. GIS software was employed in producing the input files and for the presentation of the results. The functionalities of the method, as well as its sensitivities to the model grid sizes, contaminant loading rates, length of stress periods, and the historical frequencies of occurrence of pollution events were evaluated using hypothetical scenarios and a case study. Chloride-related pollution sources were compiled and used as indicative potential contaminant sources for the case study. At any active model cell, if a random generated number is less than the probability of pollution occurrence, then the risk model will generate synthetic contaminant source term as an input into the transport model. The results of the applications of the method are presented in the form of tables, graphs and spatial maps. Varying the model grid sizes indicates no significant effects on the simulated groundwater head. The simulated frequency of daily occurrence of pollution incidents is also independent of the model dimensions. However, the simulated total contaminant mass generated within the aquifer, and the associated volumetric numerical error appear to increase with the increasing grid sizes. Also, the migration of contaminant plume advances faster with the coarse grid sizes as compared to the finer grid sizes. The number of daily contaminant source terms generated and consequently the total mass of contaminant within the aquifer increases in a non linear proportion to the increasing frequency of occurrence of pollution events. The risk of pollution from a number of sources all occurring by chance together was evaluated, and quantitatively presented as risk maps. This capability to combine the risk to a groundwater feature from numerous potential sources of pollution proved to be a great asset to the method, and a large benefit over the contemporary risk and vulnerability methods.
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Computer models, or simulators, are widely used in a range of scientific fields to aid understanding of the processes involved and make predictions. Such simulators are often computationally demanding and are thus not amenable to statistical analysis. Emulators provide a statistical approximation, or surrogate, for the simulators accounting for the additional approximation uncertainty. This thesis develops a novel sequential screening method to reduce the set of simulator variables considered during emulation. This screening method is shown to require fewer simulator evaluations than existing approaches. Utilising the lower dimensional active variable set simplifies subsequent emulation analysis. For random output, or stochastic, simulators the output dispersion, and thus variance, is typically a function of the inputs. This work extends the emulator framework to account for such heteroscedasticity by constructing two new heteroscedastic Gaussian process representations and proposes an experimental design technique to optimally learn the model parameters. The design criterion is an extension of Fisher information to heteroscedastic variance models. Replicated observations are efficiently handled in both the design and model inference stages. Through a series of simulation experiments on both synthetic and real world simulators, the emulators inferred on optimal designs with replicated observations are shown to outperform equivalent models inferred on space-filling replicate-free designs in terms of both model parameter uncertainty and predictive variance.
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We introduce models of heterogeneous systems with finite connectivity defined on random graphs to capture finite-coordination effects on the low-temperature behaviour of finite-dimensional systems. Our models use a description in terms of small deviations of particle coordinates from a set of reference positions, particularly appropriate for the description of low-temperature phenomena. A Born-von Karman-type expansion with random coefficients is used to model effects of frozen heterogeneities. The key quantity appearing in the theoretical description is a full distribution of effective single-site potentials which needs to be determined self-consistently. If microscopic interactions are harmonic, the effective single-site potentials turn out to be harmonic as well, and the distribution of these single-site potentials is equivalent to a distribution of localization lengths used earlier in the description of chemical gels. For structural glasses characterized by frustration and anharmonicities in the microscopic interactions, the distribution of single-site potentials involves anharmonicities of all orders, and both single-well and double-well potentials are observed, the latter with a broad spectrum of barrier heights. The appearance of glassy phases at low temperatures is marked by the appearance of asymmetries in the distribution of single-site potentials, as previously observed for fully connected systems. Double-well potentials with a broad spectrum of barrier heights and asymmetries would give rise to the well-known universal glassy low-temperature anomalies when quantum effects are taken into account. © 2007 IOP Publishing Ltd.
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Random Boolean formulae, generated by a growth process of noisy logical gates are analyzed using the generating functional methodology of statistical physics. We study the type of functions generated for different input distributions, their robustness for a given level of gate error and its dependence on the formulae depth and complexity and the gates used. Bounds on their performance, derived in the information theory literature for specific gates, are straightforwardly retrieved, generalized and identified as the corresponding typical-case phase transitions. Results for error-rates, function-depth and sensitivity of the generated functions are obtained for various gate-type and noise models. © 2010 IOP Publishing Ltd.
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In this paper we present a novel method for emulating a stochastic, or random output, computer model and show its application to a complex rabies model. The method is evaluated both in terms of accuracy and computational efficiency on synthetic data and the rabies model. We address the issue of experimental design and provide empirical evidence on the effectiveness of utilizing replicate model evaluations compared to a space-filling design. We employ the Mahalanobis error measure to validate the heteroscedastic Gaussian process based emulator predictions for both the mean and (co)variance. The emulator allows efficient screening to identify important model inputs and better understanding of the complex behaviour of the rabies model.