Random field models and priors on wind

This report seeks to make concrete some of the ideas we have been discussing about sensible priors for winds over the ocean. In particular, random field models are reviewed, as are permissible covariance functions. The criteria which these covariance functions must satisfy in order that vorticity and divergence exist and are continuous are defined. The use of Helmholtz theorem is discussed, and possible choices for the covariances are suggested.

Random graph coloring:Statistical physics approach

The problem of vertex coloring in random graphs is studied using methods of statistical physics and probability. Our analytical results are compared to those obtained by exact enumeration and Monte Carlo simulations. We critically discuss the merits and shortcomings of the various methods, and interpret the results obtained. We present an exact analytical expression for the two-coloring problem as well as general replica symmetric approximated solutions for the thermodynamics of the graph coloring problem with p colors and K-body edges. ©2002 The American Physical Society.

Coloring random graphs and maximizing local diversity

We study a variation of the graph coloring problem on random graphs of finite average connectivity. Given the number of colors, we aim to maximize the number of different colors at neighboring vertices (i.e. one edge distance) of any vertex. Two efficient algorithms, belief propagation and Walksat are adapted to carry out this task. We present experimental results based on two types of random graphs for different system sizes and identify the critical value of the connectivity for the algorithms to find a perfect solution. The problem and the suggested algorithms have practical relevance since various applications, such as distributed storage, can be mapped onto this problem.

Emulation of random output simulators

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.

The Effect of nutritional supplementation on subjective and objective measures of visual and retinal function:a random controlled trial

In industrialised countries age-related macular disease (ARMD) is the leading cause of visual loss in older people. Because oxidative stress is purported to be associated with an increased risk of disease development the role of antioxidant supplementation is of interest. Lutein is a carotenoid antioxidant that accumulates within the retina and is thought to filter blue light. Increased levels of lutein have been associated with reduced risk of developing ARMD and improvements in visual and retinal function in eyes with ARMD. The aim of this randomised controlled trial (RCT) was to investigate the effect of a lutein-based nutritional supplement on subjective and objective measures of visual function in healthy eyes and in eyes with age-related maculopathy (ARM) – an early form of ARMD. Supplement withdrawal effects were also investigated. A sample size of 66 healthy older (HO), healthy younger (HY), and ARM eyes were randomly allocated to receive a lutein-based supplement or no treatment for 40 weeks. The supplemented group then stopped supplementation to look at the effects of withdrawal over a further 20 weeks. The primary outcome measure was multifocal electroretinogram (mfERG) N1P1 amplitude. Secondary outcome measures were mfERG N1, P1 and N2 latency, contrast sensitivity (CS), Visual acuity (VA) and macular pigment optical density (MPOD). Sample sizes were sufficient for the RCT to have an 80% power to detect a significant clinical effect at the 5% significance level for all outcome measures when the healthy eye groups were combined, and CS, VA and mfERG in the ARM group. This RCT demonstrates significant improvements in MPOD in HY and HO supplemented eyes. When HY and HO supplemented groups were combined, MPOD improvements were maintained, and mfERG ring 2 P1 latency became shorter. On withdrawal of the supplement mfERG ring 1 N1P1 amplitude reduced in HO eyes. When HO and HY groups were combined, mfERG ring 1 and ring 2 N1P1 amplitudes were reduced. In ARM eyes, ring 3 N2 latency and ring 4 P1 latency became longer. These statistically significant changes may not be clinically significant. The finding that a lutein-based supplement increases MPOD in healthy eyes, but does not increase mfERG amplitudes contrasts with the CARMIS study and contributes to the debate on the use of nutritional supplementation in ARM.

Molecular phase space transport in water:non-stationary random walk model

Molecular transport in phase space is crucial for chemical reactions because it defines how pre-reactive molecular configurations are found during the time evolution of the system. Using Molecular Dynamics (MD) simulated atomistic trajectories we test the assumption of the normal diffusion in the phase space for bulk water at ambient conditions by checking the equivalence of the transport to the random walk model. Contrary to common expectations we have found that some statistical features of the transport in the phase space differ from those of the normal diffusion models. This implies a non-random character of the path search process by the reacting complexes in water solutions. Our further numerical experiments show that a significant long period of non-stationarity in the transition probabilities of the segments of molecular trajectories can account for the observed non-uniform filling of the phase space. Surprisingly, the characteristic periods in the model non-stationarity constitute hundreds of nanoseconds, that is much longer time scales compared to typical lifetime of known liquid water molecular structures (several picoseconds).

Solvable model for distribution networks on random graphs

We propose a simple model that captures the salient properties of distribution networks, and study the possible occurrence of blackouts, i.e., sudden failings of large portions of such networks. The model is defined on a random graph of finite connectivity. The nodes of the graph represent hubs of the network, while the edges of the graph represent the links of the distribution network. Both, the nodes and the edges carry dynamical two state variables representing the functioning or dysfunctional state of the node or link in question. We describe a dynamical process in which the breakdown of a link or node is triggered when the level of maintenance it receives falls below a given threshold. This form of dynamics can lead to situations of catastrophic breakdown, if levels of maintenance are themselves dependent on the functioning of the net, once maintenance levels locally fall below a critical threshold due to fluctuations. We formulate conditions under which such systems can be analyzed in terms of thermodynamic equilibrium techniques, and under these conditions derive a phase diagram characterizing the collective behavior of the system, given its model parameters. The phase diagram is confirmed qualitatively and quantitatively by simulations on explicit realizations of the graph, thus confirming the validity of our approach. © 2007 The American Physical Society.

Typical kernel size and number of sparse random matrices over Galois fields: a statistical physics approach

Using methods of statistical physics, we study the average number and kernel size of general sparse random matrices over GF(q), with a given connectivity profile, in the thermodynamical limit of large matrices. We introduce a mapping of GF(q) matrices onto spin systems using the representation of the cyclic group of order q as the q-th complex roots of unity. This representation facilitates the derivation of the average kernel size of random matrices using the replica approach, under the replica symmetric ansatz, resulting in saddle point equations for general connectivity distributions. Numerical solutions are then obtained for particular cases by population dynamics. Similar techniques also allow us to obtain an expression for the exact and average number of random matrices for any general connectivity profile. We present numerical results for particular distributions.

Properties of sparse random matrices over finite fields

Typical properties of sparse random matrices over finite (Galois) fields are studied, in the limit of large matrices, using techniques from the physics of disordered systems. For the case of a finite field GF(q) with prime order q, we present results for the average kernel dimension, average dimension of the eigenvector spaces and the distribution of the eigenvalues. The number of matrices for a given distribution of entries is also calculated for the general case. The significance of these results to error-correcting codes and random graphs is also discussed.

Noisy random Boolean formulae:a statistical physics perspective

Properties of computing Boolean circuits composed of noisy logical gates are studied using the statistical physics methodology. A formula-growth model that gives rise to random Boolean functions is mapped onto a spin system, which facilitates the study of their typical behavior in the presence of noise. Bounds on their performance, derived in the information theory literature for specific gates, are straightforwardly retrieved, generalized and identified as the corresponding macroscopic phase transitions. The framework is employed for deriving results on error-rates at various function-depths and function sensitivity, and their dependence on the gate-type and noise model used. These are difficult to obtain via the traditional methods used in this field.

On the robustness of random Boolean formulae

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.

Statnote 9: The one-way analysis of variance (random effects model)

There is an alternative model of the 1-way ANOVA called the 'random effects' model or ‘nested’ design in which the objective is not to test specific effects but to estimate the degree of variation of a particular measurement and to compare different sources of variation that influence the measurement in space and/or time. The most important statistics from a random effects model are the components of variance which estimate the variance associated with each of the sources of variation influencing a measurement. The nested design is particularly useful in preliminary experiments designed to estimate different sources of variation and in the planning of appropriate sampling strategies.

Random distributed feedback fibre laser

The concept of random lasers making use of multiple scattering in amplifying disordered media to generate coherent light has attracted a great deal of attention in recent years. Here, we demonstrate a fibre laser with a mirrorless open cavity that operates via Rayleigh scattering, amplified through the Raman effect. The fibre waveguide geometry provides transverse confinement and effectively one-dimensional random distributed feedback, leading to the generation of a stationary near-Gaussian beam with a narrow spectrum, and with efficiency and performance comparable to regular lasers. Rayleigh scattering due to inhomogeneities within the glass structure of the fibre is extremely weak, making the operation and properties of the proposed random distributed feedback lasers profoundly different from those of both traditional random lasers and conventional fibre lasers.

Appearance of bound states in random potentials with applications to soliton theory

We analyze the stochastic creation of a single bound state (BS) in a random potential with a compact support. We study both the Hermitian Schrödinger equation and non-Hermitian Zakharov-Shabat systems. These problems are of special interest in the inverse scattering method for Korteveg–de-Vries and the nonlinear Schrödinger equations since soliton solutions of these two equations correspond to the BSs of the two aforementioned linear eigenvalue problems. Analytical expressions for the average width of the potential required for the creation of the first BS are given in the approximation of delta-correlated Gaussian potential and additionally different scenarios of eigenvalue creation are discussed for the non-Hermitian case.