986 resultados para Probability and statistics


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Landforms within the Skagit Valley record a complex history of land evolution from Late Pleistocene to the present. Late Pleistocene glacial deposits and subsequent incision by the Skagit River formed the Burpee Hills terrace. The Burpee Hills comprises an approximately 205-m-thick sequence of sediments, including glacio-lacustrine silts and clays, overlain by sandy advance outwash and capped by coarse till, creating a sediment-mantled landscape where mass wasting occurs in the form of debris flows and deep-seated landslides (Heller, 1980; Skagit County, 2014). Landslide probability and location are necessary metrics for informing citizens and policy makers of the frequency of natural hazards. Remote geomorphometric analysis of the site area using airborne LiDAR combined with field investigation provide the information to determine relative ages of landslide deposits, to classify geologic units involved, and to interpret the recent hillslope evolution. Thirty-two percent of the 28-km2 Burpee Hills landform has been mapped as landslide deposits. Eighty-five percent of the south-facing slope is mapped as landslide deposits. The mapped landslides occur predominantly within the advance outwash deposits (Qgav), this glacial unit has a slope angle ranging from 27 to 36 degrees. Quantifying surface roughness as a function of standard deviation of slope provides a relative age of landslide deposits, laying the groundwork for frequency analysis of landslides on the slopes of the Burpee Hills. The south-facing slopes are predominately affected by deep-seated landslides as a result of Skagit River erosion patterns within the floodplain. The slopes eroded at the toe by the Skagit River have the highest roughness coefficients, suggesting that areas with more frequent disturbance at the toe are more prone to sliding or remobilization. Future work including radiocarbon dating and hydrologic-cycle investigations will provide a more accurate timeline of the Burpee Hills hillslope evolution, and better information for emergency management and planners in the future.

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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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An important and common problem in microarray experiments is the detection of genes that are differentially expressed in a given number of classes. As this problem concerns the selection of significant genes from a large pool of candidate genes, it needs to be carried out within the framework of multiple hypothesis testing. In this paper, we focus on the use of mixture models to handle the multiplicity issue. With this approach, a measure of the local false discovery rate is provided for each gene, and it can be implemented so that the implied global false discovery rate is bounded as with the Benjamini-Hochberg methodology based on tail areas. The latter procedure is too conservative, unless it is modified according to the prior probability that a gene is not differentially expressed. An attractive feature of the mixture model approach is that it provides a framework for the estimation of this probability and its subsequent use in forming a decision rule. The rule can also be formed to take the false negative rate into account.

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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.

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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.

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Let S be a countable set and let Q = (q(ij), i, j is an element of S) be a conservative q-matrix over S with a single instantaneous state b. Suppose that we are given a real number mu >= 0 and a strictly positive probability measure m = (m(j), j is an element of S) such that Sigma(i is an element of S) m(i)q(ij) = -mu m(j), j 0 b. We prove that there exists a Q-process P(t) = (p(ij) (t), i, j E S) for which m is a mu-invariant measure, that is Sigma(i is an element of s) m(i)p(ij)(t) = e(-mu t)m(j), j is an element of S. We illustrate our results with reference to the Kolmogorov 'K 1' chain and a birth-death process with catastrophes and instantaneous resurrection.

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Electron-multiplying charge coupled devices promise to revolutionize ultrasensitive optical imaging. The authors present a simple methodology allowing reliable measurement of camera characteristics and statistics of single-electron events, compare the measurements to a simple theoretical model, and report camera performance in a truly photon-counting regime that eliminates the excess noise related to fluctuations of the multiplication gain.

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In this paper, we present a novel indexing technique called Multi-scale Similarity Indexing (MSI) to index image's multi-features into a single one-dimensional structure. Both for text and visual feature spaces, the similarity between a point and a local partition's center in individual space is used as the indexing key, where similarity values in different features are distinguished by different scale. Then a single indexing tree can be built on these keys. Based on the property that relevant images have similar similarity values from the center of the same local partition in any feature space, certain number of irrelevant images can be fast pruned based on the triangle inequity on indexing keys. To remove the dimensionality curse existing in high dimensional structure, we propose a new technique called Local Bit Stream (LBS). LBS transforms image's text and visual feature representations into simple, uniform and effective bit stream (BS) representations based on local partition's center. Such BS representations are small in size and fast for comparison since only bit operation are involved. By comparing common bits existing in two BSs, most of irrelevant images can be immediately filtered. To effectively integrate multi-features, we also investigated the following evidence combination techniques-Certainty Factor, Dempster Shafer Theory, Compound Probability, and Linear Combination. Our extensive experiment showed that single one-dimensional index on multi-features improves multi-indices on multi-features greatly. Our LBS method outperforms sequential scan on high dimensional space by an order of magnitude. And Certainty Factor and Dempster Shafer Theory perform best in combining multiple similarities from corresponding multiple features.

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This thesis describes the Generative Topographic Mapping (GTM) --- a non-linear latent variable model, intended for modelling continuous, intrinsically low-dimensional probability distributions, embedded in high-dimensional spaces. It can be seen as a non-linear form of principal component analysis or factor analysis. It also provides a principled alternative to the self-organizing map --- a widely established neural network model for unsupervised learning --- resolving many of its associated theoretical problems. An important, potential application of the GTM is visualization of high-dimensional data. Since the GTM is non-linear, the relationship between data and its visual representation may be far from trivial, but a better understanding of this relationship can be gained by computing the so-called magnification factor. In essence, the magnification factor relates the distances between data points, as they appear when visualized, to the actual distances between those data points. There are two principal limitations of the basic GTM model. The computational effort required will grow exponentially with the intrinsic dimensionality of the density model. However, if the intended application is visualization, this will typically not be a problem. The other limitation is the inherent structure of the GTM, which makes it most suitable for modelling moderately curved probability distributions of approximately rectangular shape. When the target distribution is very different to that, theaim of maintaining an `interpretable' structure, suitable for visualizing data, may come in conflict with the aim of providing a good density model. The fact that the GTM is a probabilistic model means that results from probability theory and statistics can be used to address problems such as model complexity. Furthermore, this framework provides solid ground for extending the GTM to wider contexts than that of this thesis.

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Offshore oil and gas pipelines are vulnerable to environment as any leak and burst in pipelines cause oil/gas spill resulting in huge negative Impacts on marine lives. Breakdown maintenance of these pipelines is also cost-intensive and time-consuming resulting in huge tangible and intangible loss to the pipeline operators. Pipelines health monitoring and integrity analysis have been researched a lot for successful pipeline operations and risk-based maintenance model is one of the outcomes of those researches. This study develops a risk-based maintenance model using a combined multiple-criteria decision-making and weight method for offshore oil and gas pipelines in Thailand with the active participation of experienced executives. The model's effectiveness has been demonstrated through real life application on oil and gas pipelines in the Gulf of Thailand. Practical implications. Risk-based inspection and maintenance methodology is particularly important for oil pipelines system, as any failure in the system will not only affect productivity negatively but also has tremendous negative environmental impact. The proposed model helps the pipelines operators to analyze the health of pipelines dynamically, to select specific inspection and maintenance method for specific section in line with its probability and severity of failure.

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This paper examines the extent to which foreign investment in the UK generates wage spillovers in the domestic sector of the economy using a simultaneous dynamic panel data model and focusing on the electronics sector, possibly the most ‘globalized’ sector of UK manufacturing. It finds evidence that the higher wages paid by foreign firms cause wages in the domestic sector to be bid up. This phenomenon is, however, largely confined to the region where foreign direct investment takes place.

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Using comparable plant-level surveys we demonstrate significant differences between the determinants of export performance among the UK and German manufacturing plants. Product innovation, however measured, has a strong effect on the probability and propensity to export in both countries. Being innovative is positively related to export probability in both countries. In the UK the scale of plants’ innovation activity is also related positively to export propensity. In Germany, however, where levels of innovation intensity are higher but the proportion of sales attributable to new products is lower, there is some evidence of a negative relationship between the scale of innovation activity and export performance. Significant differences are identified between innovative and non-innovative plants, especially in their absorption of spill-over effects. Innovative UK plants are more effective in their ability to exploit spill-overs from the innovation activities of companies in the same sector. In Germany, by contrast, non-innovators are more likely to absorb regional and supply-chain spill-over effects. Co-location to other innovative firms is generally found to discourage exporting.

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This paper investigates whether government support can act to increase exporting activity. We use a uniquely rich data set on Irish manufacturing plants and employ an empirical strategy that combines a nonparametric matching procedure with a difference-in-differences estimator in order to deal with the potential selection problem inherent in the analysis. Our results suggest that if grants are large enough, they can encourage already exporting firms to compete more effectively on the international market. However, there is little evidence that grants encourage nonexporters to start exporting.

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Ernst Mach observed that light or dark bands could be seen at abrupt changes of luminance gradient in the absence of peaks or troughs in luminance. Many models of feature detection share the idea that bars, lines, and Mach bands are found at peaks and troughs in the output of even-symmetric spatial filters. Our experiments assessed the appearance of Mach bands (position and width) and the probability of seeing them on a novel set of generalized Gaussian edges. Mach band probability was mainly determined by the shape of the luminance profile and increased with the sharpness of its corners, controlled by a single parameter (n). Doubling or halving the size of the images had no significant effect. Variations in contrast (20%-80%) and duration (50-300 ms) had relatively minor effects. These results rule out the idea that Mach bands depend simply on the amplitude of the second derivative, but a multiscale model, based on Gaussian-smoothed first- and second-derivative filtering, can account accurately for the probability and perceived spatial layout of the bands. A key idea is that Mach band visibility depends on the ratio of second- to first-derivative responses at peaks in the second-derivative scale-space map. This ratio is approximately scale-invariant and increases with the sharpness of the corners of the luminance ramp, as observed. The edges of Mach bands pose a surprisingly difficult challenge for models of edge detection, but a nonlinear third-derivative operation is shown to predict the locations of Mach band edges strikingly well. Mach bands thus shed new light on the role of multiscale filtering systems in feature coding. © 2012 ARVO.

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Recently, temporal and statistical properties of quasi-CW fiber lasers have attracted a great attention. In particular, properties of Raman fiber laser (RFLs) have been studied both numerically and experimentally [1,2]. Experimental investigation is more challengeable, as the full generation optical bandwidth (typically hundreds of GHz for RFLs) is much bigger than real-time bandwidth of oscilloscopes (up to 60GHz for the newest models). So experimentally measured time dynamics is highly bandwidth averaged and do not provide precise information about overall statistical properties. To overpass this, one can use the spectral filtering technique to study temporal and statistical properties within optical bandwidth comparable with measurement bandwidth [3] or indirect measurements [4]. Ytterbium-doped fiber lasers (YDFL) are more suitable for experimental investigation, as their generation spectrum usually 10 times narrower. Moreover, recently ultra-narrow-band generation has been demonstrated in YDFL [5] which provides in principle possibility to measure time dynamics and statistics in real time using conventional oscilloscopes. © 2013 IEEE.