Aspects of Markov Chains and Particle Systems

Thesis (Ph.D.)--University of Washington, 2016-06

A refined solution to Earth's hidden niobium: implications for evolution of continental crust and mode of core formation

New high-precision niobium (Nb) and tantalum (Ta) concentration data are presented for early Archaean metabasalts, metabasaltic komatiites and their erosion products (mafic metapelites) from SW Greenland and the Acasta gneiss complex, Canada. Individual datasets consistently show sub-chondritic Nb/Ta ratios averaging 15.1+/-11.6. This finding is discussed with regard to two competing models for the solution of the Nb-deficit that characterises the accessible Earth. Firstly, we test whether Nb could have sequestered into the core due to its slightly siderophile (or chalcophile) character under very reducing conditions, as recently proposed from experimental evidence. We demonstrate that troilite inclusions of the Canyon Diablo iron meteorite have Nb and V concentrations in excess of typical chondrites but that the metal phase of the Grant, Toluca and Canyon Diablo iron meteorites do not have significant concentrations of these lithophile elements. We find that if the entire accessible Earth Nb-deficit were explained by Nb in the core, only ca. 17% of the mantle could be depleted and that by 3.7 Ga, continental crust would have already achieved ca. 50% of its present mass. Nb/Ta systematics of late Archaean metabasalts compiled from the literature would further require that by 2.5 Ga, 90% of the present mass of continental crust was already in existence. As an alternative to this explanation, we propose that the average Nb/Ta ratio (15.1+/-11.6) of Earth's oldest mafic rocks is a valid approximation for bulk silicate Earth. This would require that ca. 13% of the terrestrial Nb resided in the Ta-free core. Since the partitioning of Nb between silicate and metal melts depends largely on oxygen fugacity and pressure, this finding could mean that metal/silicate segregation did not occur at the base of a deep magma ocean or that the early mantle was slightly less reducing than generally assumed. A bulk silicate Earth Nb/Ta ratio of 15.1 allows for depletion of up to 40% of the total mantle. This could indicate that in addition to the upper mantle, a portion of the lower mantle is depleted also, or if only the upper mantle were depleted, an additional hidden high Nb/Ta reservoir must exist. Comparison of Nb/Ta systematics between early and late Archaean metabasalts supports the latter idea and indicates deeply subducted high Nb/Ta eclogite slabs could reside in the mantle transition zone or the lower mantle. Accumulation of such slabs appears to have commenced between 2.5 and 2.0 Ga. Regardless of these complexities of terrestrial Nb/Ta systematics, it is shown that the depleted mantle Nb/Th ratio is a very robust proxy for the amount of extracted continental crust, because the temporal evolution of this ratio is dominated by Th-loss to the continents and not Nb-retention in the mantle. We present a new parameterisation of the continental crust volume versus age curve that specifically explores the possibility of lithophile element loss to the core and storage of eclogite slabs in the transition zone. (C) 2003 Elsevier Science B.V. All rights reserved.

A generalized Markov sampler

A recent development of the Markov chain Monte Carlo (MCMC) technique is the emergence of MCMC samplers that allow transitions between different models. Such samplers make possible a range of computational tasks involving models, including model selection, model evaluation, model averaging and hypothesis testing. An example of this type of sampler is the reversible jump MCMC sampler, which is a generalization of the Metropolis-Hastings algorithm. Here, we present a new MCMC sampler of this type. The new sampler is a generalization of the Gibbs sampler, but somewhat surprisingly, it also turns out to encompass as particular cases all of the well-known MCMC samplers, including those of Metropolis, Barker, and Hastings. Moreover, the new sampler generalizes the reversible jump MCMC. It therefore appears to be a very general framework for MCMC sampling. This paper describes the new sampler and illustrates its use in three applications in Computational Biology, specifically determination of consensus sequences, phylogenetic inference and delineation of isochores via multiple change-point analysis.

Speeding up the EM algorithm for mixture model-based segmentation of magnetic resonance images

Mixture models implemented via the expectation-maximization (EM) algorithm are being increasingly used in a wide range of problems in pattern recognition such as image segmentation. However, the EM algorithm requires considerable computational time in its application to huge data sets such as a three-dimensional magnetic resonance (MR) image of over 10 million voxels. Recently, it was shown that a sparse, incremental version of the EM algorithm could improve its rate of convergence. In this paper, we show how this modified EM algorithm can be speeded up further by adopting a multiresolution kd-tree structure in performing the E-step. The proposed algorithm outperforms some other variants of the EM algorithm for segmenting MR images of the human brain. (C) 2004 Pattern Recognition Society. Published by Elsevier Ltd. All rights reserved.

Analysis of Melanoma Onset: Assessing Familial Aggregation by Using Estimating Equations and Fitting Variance Components via Bayesian Random Effects Models

We investigate whether relative contributions of genetic and shared environmental factors are associated with an increased risk in melanoma. Data from the Queensland Familial Melanoma Project comprising 15,907 subjects arising from 1912 families were analyzed to estimate the additive genetic, common and unique environmental contributions to variation in the age at onset of melanoma. Two complementary approaches for analyzing correlated time-to-onset family data were considered: the generalized estimating equations (GEE) method in which one can estimate relationship-specific dependence simultaneously with regression coefficients that describe the average population response to changing covariates; and a subject-specific Bayesian mixed model in which heterogeneity in regression parameters is explicitly modeled and the different components of variation may be estimated directly. The proportional hazards and Weibull models were utilized, as both produce natural frameworks for estimating relative risks while adjusting for simultaneous effects of other covariates. A simple Markov Chain Monte Carlo method for covariate imputation of missing data was used and the actual implementation of the Bayesian model was based on Gibbs sampling using the free ware package BUGS. In addition, we also used a Bayesian model to investigate the relative contribution of genetic and environmental effects on the expression of naevi and freckles, which are known risk factors for melanoma.

A simulation model of cereal-legume intercropping systems for semi-arid regions I. Model development

Cereal-legume intercropping plays an important role in subsistence food production in developing countries, especially in situations of limited water resources. Crop simulation can be used to assess risk for intercrop productivity over time and space. In this study, a simple model for intercropping was developed for cereal and legume growth and yield, under semi-arid conditions. The model is based on radiation interception and use, and incorporates a water stress factor. Total dry matter and yield are functions of photosynthetically active radiation (PAR), the fraction of radiation intercepted and radiation use efficiency (RUE). One of two PAR sub-models was used to estimate PAR from solar radiation; either PAR is 50% of solar radiation or the ratio of PAR to solar radiation (PAR/SR) is a function of the clearness index (K-T). The fraction of radiation intercepted was calculated either based on Beer's Law with crop extinction coefficients (K) from field experiments or from previous reports. RUE was calculated as a function of available soil water to a depth of 900 mm (ASW). Either the soil water balance method or the decay curve approach was used to determine ASW. Thus, two alternatives for each of three factors, i.e., PAR/SR, K and ASW, were considered, giving eight possible models (2 methods x 3 factors). The model calibration and validation were carried out with maize-bean intercropping systems using data collected in a semi-arid region (Bloemfontein, Free State, South Africa) during seven growing seasons (1996/1997-2002/2003). The combination of PAR estimated from the clearness index, a crop extinction coefficient from the field experiment and the decay curve model gave the most reasonable and acceptable result. The intercrop model developed in this study is simple, so this modelling approach can be employed to develop other cereal-legume intercrop models for semi-arid regions. (c) 2004 Elsevier B.V. All rights reserved.

Subgeometric rates of convergence for a class of continuous-time Markov process

Let (Phi(t))(t is an element of R+) be a Harris ergodic continuous-time Markov process on a general state space, with invariant probability measure pi. We investigate the rates of convergence of the transition function P-t(x, (.)) to pi; specifically, we find conditions under which r(t) vertical bar vertical bar P-t (x, (.)) - pi vertical bar vertical bar -> 0 as t -> infinity, for suitable subgeometric rate functions r(t), where vertical bar vertical bar - vertical bar vertical bar denotes the usual total variation norm for a signed measure. We derive sufficient conditions for the convergence to hold, in terms of the existence of suitable points on which the first hitting time moments are bounded. In particular, for stochastically ordered Markov processes, explicit bounds on subgeometric rates of convergence are obtained. These results are illustrated in several examples.

Uniqueness criteria for continuous-time Markov chains with general transition structures

We derive necessary and sufficient conditions for the existence of bounded or summable solutions to systems of linear equations associated with Markov chains. This substantially extends a famous result of G. E. H. Reuter, which provides a convenient means of checking various uniqueness criteria for birth-death processes. Our result allows chains with much more general transition structures to be accommodated. One application is to give a new proof of an important result of M. F. Chen concerning upwardly skip-free processes. We then use our generalization of Reuter's lemma to prove new results for downwardly skip-free chains, such as the Markov branching process and several of its many generalizations. This permits us to establish uniqueness criteria for several models, including the general birth, death, and catastrophe process, extended branching processes, and asymptotic birth-death processes, the latter being neither upwardly skip-free nor downwardly skip-free.

Stochastic models for mainland-island metapopulations in static and dynamic landscapes

This paper has three primary aims: to establish an effective means for modelling mainland-island metapopulations inhabiting a dynamic landscape: to investigate the effect of immigration and dynamic changes in habitat on metapopulation patch occupancy dynamics; and to illustrate the implications of our results for decision-making and population management. We first extend the mainland-island metapopulation model of Alonso and McKane [Bull. Math. Biol. 64:913-958,2002] to incorporate a dynamic landscape. It is shown, for both the static and the dynamic landscape models, that a suitably scaled version of the process converges to a unique deterministic model as the size of the system becomes large. We also establish that. under quite general conditions, the density of occupied patches, and the densities of suitable and occupied patches, for the respective models, have approximate normal distributions. Our results not only provide us with estimates for the means and variances that are valid at all stages in the evolution of the population, but also provide a tool for fitting the models to real metapopulations. We discuss the effect of immigration and habitat dynamics on metapopulations, showing that mainland-like patches heavily influence metapopulation persistence, and we argue for adopting measures to increase connectivity between this large patch and the other island-like patches. We illustrate our results with specific reference to examples of populations of butterfly and the grasshopper Bryodema tuberculata.

On parameter estimation in population models

We describe methods for estimating the parameters of Markovian population processes in continuous time, thus increasing their utility in modelling real biological systems. A general approach, applicable to any finite-state continuous-time Markovian model, is presented, and this is specialised to a computationally more efficient method applicable to a class of models called density-dependent Markov population processes. We illustrate the versatility of both approaches by estimating the parameters of the stochastic SIS logistic model from simulated data. This model is also fitted to data from a population of Bay checkerspot butterfly (Euphydryas editha bayensis), allowing us to assess the viability of this population. (c) 2006 Elsevier Inc. All rights reserved.

Linking riparian vegetation spatial structure in Australian tropical savannas to ecosystem health indicators: semi-variogram analysis of high spatial resolution satellite imagery

Government agencies responsible for riparian environments are assessing the combined utility of field survey and remote sensing for mapping and monitoring indicators of riparian zone health. The objective of this work was to determine if the structural attributes of savanna riparian zones in northern Australia can be detected from commercially available remotely sensed image data. Two QuickBird images and coincident field data covering sections of the Daly River and the South Alligator River - Barramundie Creek in the Northern Territory were used. Semi-variograms were calculated to determine the characteristic spatial scales of riparian zone features, both vegetative and landform. Interpretation of semi-variograms showed that structural dimensions of riparian environments could be detected and estimated from the QuickBird image data. The results also show that selecting the correct spatial resolution and spectral bands is essential to maximize the accuracy of mapping spatial characteristics of savanna riparian features. The distribution of foliage projective cover of riparian vegetation affected spectral reflectance variations in individual spectral bands differently. Pan-sharpened image data enabled small-scale information extraction (< 6 m) on riparian zone structural parameters. The semi-variogram analysis results provide the basis for an inversion approach using high spatial resolution satellite image data to map indicators of savanna riparian zone health.

Automatic initialisation of 3D deformable models for cartilage segmentation

Deformable models are a highly accurate and flexible approach to segmenting structures in medical images. The primary drawback of deformable models is that they are sensitive to initialisation, with accurate and robust results often requiring initialisation close to the true object in the image. Automatically obtaining a good initialisation is problematic for many structures in the body. The cartilages of the knee are a thin elastic material that cover the ends of the bone, absorbing shock and allowing smooth movement. The degeneration of these cartilages characterize the progression of osteoarthritis. The state of the art in the segmentation of the cartilage are 2D semi-automated algorithms. These algorithms require significant time and supervison by a clinical expert, so the development of an automatic segmentation algorithm for the cartilages is an important clinical goal. In this paper we present an approach towards this goal that allows us to automatically providing a good initialisation for deformable models of the patella cartilage, by utilising the strong spatial relationship of the cartilage to the underlying bone.

Semi-global techniques in image matching and change detection with applications to civil and environmental engineering.

This work of thesis wants to present a dissertation of the wide range of modern dense matching algorithms, which are spreading in different application and research fields, with a particular attention to the innovative “Semi-Global” matching techniques. The choice of develop a semi-global numerical code was justified by the need of getting insight on the variables and strategies that affect the algorithm performances with the primary objective of maximizing the method accuracy and efficiency, and the results level of completeness. The dissertation will consist in the metrological characterization of the proprietary implementation of the semi-global matching algorithm, evaluating the influence of several matching variables and functions implemented in the process and comparing the accuracy and completeness of different results (digital surface models, disparity maps and 2D displacement fields) obtained using our code and other commercial and open-source matching programs in a wide variety of application fields.

A generative probabilistic oriented wavelet model for texture segmentation

This Letter addresses image segmentation via a generative model approach. A Bayesian network (BNT) in the space of dyadic wavelet transform coefficients is introduced to model texture images. The model is similar to a Hidden Markov model (HMM), but with non-stationary transitive conditional probability distributions. It is composed of discrete hidden variables and observable Gaussian outputs for wavelet coefficients. In particular, the Gabor wavelet transform is considered. The introduced model is compared with the simplest joint Gaussian probabilistic model for Gabor wavelet coefficients for several textures from the Brodatz album [1]. The comparison is based on cross-validation and includes probabilistic model ensembles instead of single models. In addition, the robustness of the models to cope with additive Gaussian noise is investigated. We further study the feasibility of the introduced generative model for image segmentation in the novelty detection framework [2]. Two examples are considered: (i) sea surface pollution detection from intensity images and (ii) image segmentation of the still images with varying illumination across the scene.

Semi-analytical Q parameter estimate in linear and nonlinear transmission systems

We compare the Q parameter obtained from the semi-analytical model with scalar and vector models for two realistic transmission systems. First a linear system with a compensated dispersion map and second a soliton transmission system.