Optimal Bayesian experimental design for models with intractable likelihoods using indirect inference applied to biological process models

This paper addresses the problem of determining optimal designs for biological process models with intractable likelihoods, with the goal of parameter inference. The Bayesian approach is to choose a design that maximises the mean of a utility, and the utility is a function of the posterior distribution. Therefore, its estimation requires likelihood evaluations. However, many problems in experimental design involve models with intractable likelihoods, that is, likelihoods that are neither analytic nor can be computed in a reasonable amount of time. We propose a novel solution using indirect inference (II), a well established method in the literature, and the Markov chain Monte Carlo (MCMC) algorithm of Müller et al. (2004). Indirect inference employs an auxiliary model with a tractable likelihood in conjunction with the generative model, the assumed true model of interest, which has an intractable likelihood. Our approach is to estimate a map between the parameters of the generative and auxiliary models, using simulations from the generative model. An II posterior distribution is formed to expedite utility estimation. We also present a modification to the utility that allows the Müller algorithm to sample from a substantially sharpened utility surface, with little computational effort. Unlike competing methods, the II approach can handle complex design problems for models with intractable likelihoods on a continuous design space, with possible extension to many observations. The methodology is demonstrated using two stochastic models; a simple tractable death process used to validate the approach, and a motivating stochastic model for the population evolution of macroparasites.

Uncertainty quantification applied to the performance analysis of a conical diffuser

This paper offers an uncertainty quantification (UQ) study applied to the performance analysis of the ERCOFTAC conical diffuser. A deterministic CFD solver is coupled with a non-statistical generalised Polynomial Chaos(gPC)representation based on a pseudo-spectral projection method. Such approach has the advantage to not require any modification of the CFD code for the propagation of random disturbances in the aerodynamic field. The stochactic results highlihgt the importance of the inlet velocity uncertainties on the pressure recovery both alone and when coupled with a second uncertain variable. From a theoretical point of view, we investigate the possibility to build our gPC representation on arbitray grid, thus increasing the flexibility of the stochastic framework.

The root locus method: application to linear stability analysis and design of cooperative car-following models

A global framework for linear stability analyses of traffic models, based on the dispersion relation root locus method, is presented and is applied taking the example of a broad class of car-following (CF) models. This approach is able to analyse all aspects of the dynamics: long waves and short wave behaviours, phase velocities and stability features. The methodology is applied to investigate the potential benefits of connected vehicles, i.e. V2V communication enabling a vehicle to send and receive information to and from surrounding vehicles. We choose to focus on the design of the coefficients of cooperation which weights the information from downstream vehicles. The coefficients tuning is performed and different ways of implementing an efficient cooperative strategy are discussed. Hence, this paper brings design methods in order to obtain robust stability of traffic models, with application on cooperative CF models

A comparison of mark-recapture distance-sampling methods applied to aerial surveys of eastern grey kangaroos

Aerial surveys of kangaroos (Macropus spp.) in Queensland are used to make economically important judgements on the levels of viable commercial harvest. Previous analysis methods for aerial kangaroo surveys have used both mark-recapture methodologies and conventional distance-sampling analyses. Conventional distance sampling has the disadvantage that detection is assumed to be perfect on the transect line, while mark-recapture methods are notoriously sensitive to problems with unmodelled heterogeneity in capture probabilities. We introduce three methodologies for combining together mark-recapture and distance-sampling data, aimed at exploiting the strengths of both methodologies and overcoming the weaknesses. Of these methods, two are based on the assumption of full independence between observers in the mark-recapture component, and this appears to introduce more bias in density estimation than it resolves through allowing uncertain trackline detection. Both of these methods give lower density estimates than conventional distance sampling, indicating a clear failure of the independence assumption. The third method, termed point independence, appears to perform very well, giving credible density estimates and good properties in terms of goodness-of-fit and percentage coefficient of variation. Estimated densities of eastern grey kangaroos range from 21 to 36 individuals km-2, with estimated coefficients of variation between 11% and 14% and estimated trackline detection probabilities primarily between 0.7 and 0.9.

Estimation of light interception in research environments: A joint approach using directional light sensors and 3D virtual plants applied to sunflower (Helianthus annuus) and Arabidopsis thaliana in natural and artificial conditions

Light interception is a major factor influencing plant development and biomass production. Several methods have been proposed to determine this variable, but its calculation remains difficult in artificial environments with heterogeneous light. We propose a method that uses 3D virtual plant modelling and directional light characterisation to estimate light interception in highly heterogeneous light environments such as growth chambers and glasshouses. Intercepted light was estimated by coupling an architectural model and a light model for different genotypes of the rosette species Arabidopsis thaliana (L.) Heynh and a sunflower crop. The model was applied to plants of contrasting architectures, cultivated in isolation or in canopy, in natural or artificial environments, and under contrasting light conditions. The model gave satisfactory results when compared with observed data and enabled calculation of light interception in situations where direct measurements or classical methods were inefficient, such as young crops, isolated plants or artificial conditions. Furthermore, the model revealed that A. thaliana increased its light interception efficiency when shaded. To conclude, the method can be used to calculate intercepted light at organ, plant and plot levels, in natural and artificial environments, and should be useful in the investigation of genotype-environment interactions for plant architecture and light interception efficiency. This paper originates from a presentation at the 5th International Workshop on Functional–Structural Plant Models, Napier, New Zealand, November 2007.

Multiresolution Area-based Fractal Dimension Estimation of Signals Applied to EEG Data

In this paper, we present an approach to estimate fractal complexity of discrete time signal waveforms based on computation of area bounded by sample points of the signal at different time resolutions. The slope of best straight line fit to the graph of log(A(rk)A / rk(2)) versus log(l/rk) is estimated, where A(rk) is the area computed at different time resolutions and rk time resolutions at which the area have been computed. The slope quantifies complexity of the signal and it is taken as an estimate of the fractal dimension (FD). The proposed approach is used to estimate the fractal dimension of parametric fractal signals with known fractal dimensions and the method has given accurate results. The estimation accuracy of the method is compared with that of Higuchi's and Sevcik's methods. The proposed method has given more accurate results when compared with that of Sevcik's method and the results are comparable to that of the Higuchi's method. The practical application of the complexity measure in detecting change in complexity of signals is discussed using real sleep electroencephalogram recordings from eight different subjects. The FD-based approach has shown good performance in discriminating different stages of sleep.

Predicting the response of wheat (Triticum aestivum L.) to liquid and granular phosphorus fertilisers in Australian soils

Liquid forms of phosphorus (P) have been shown to be more effective than granular P for promoting cereal growth in alkaline soils with high levels of free calcium carbonate on Eyre Peninsula, South Australia. However, the advantage of liquid over granular P forms of fertiliser has not been fully investigated across the wide range of soils used for grain production in Australia. A glasshouse pot experiment tested if liquid P fertilisers were more effective for growing spring wheat (Triticum aestivum L.) than granular P (monoammonium phosphate) in 28 soils from all over Australia with soil pH (H2O) ranging from 5.2 to 8.9. Application of liquid P resulted in greater shoot biomass, as measured after 4 weeks' growth (mid to late tillering, Feeks growth stage 2-3), than granular P in 3 of the acidic to neutral soils and in 3 alkaline soils. Shoot dry matter responses of spring wheat to applied liquid or granular P were related to soil properties to determine if any of the properties predicted superior yield responses to liquid P. The calcium carbonate content of soil was the only soil property that significantly contributed to predicting when liquid P was more effective than granular P. Five soil P test procedures (Bray, Colwell, resin, isotopically exchangeable P, and diffusive gradients in thin films (DGT)) were assessed to determine their ability to measure soil test P on subsamples of soil collected before the experiment started. These soil test values were then related to the dry matter shoot yields to assess their ability to predict wheat yield responses to P applied as liquid or granular P. All 5 soil test procedures provided a reasonable prediction of dry matter responses to applied P as either liquid or granular P, with the resin P test having a slightly greater predictive capacity on the range of soils tested. The findings of this investigation suggest that liquid P fertilisers do have some potential applications in non-calcareous soils and confirm current recommendations for use of liquid P fertiliser to grow cereal crops in highly calcareous soils. Soil P testing procedures require local calibration for response to the P source that is going to be used to amend P deficiency.

Applicability of the van der Pauw-Hall measurement technique to implanted samples

The application of the van der Pauw-Hall measurement technique to implanted samples in which the mobility varies with depth has still not been fully justified. A proof that the technique is in fact applicable in this situation is given. Journal of Applied Physics is copyrighted by The American Institute of Physics.

Large-scale characterization of drought pattern: a continent-wide modelling approach applied to the Australian wheatbelt – spatial and temporal trends

* Plant response to drought is complex, so that traits adapted to a specific drought type can confer disadvantage in another drought type. Understanding which type(s) of drought to target is of prime importance for crop improvement. * Modelling was used to quantify seasonal drought patterns for a check variety across the Australian wheatbelt, using 123 yr of weather data for representative locations and managements. Two other genotypes were used to simulate the impact of maturity on drought pattern. * Four major environment types summarized the variability in drought pattern over time and space. Severe stress beginning before flowering was common (44% of occurrences), with (24%) or without (20%) relief during grain filling. High variability occurred from year to year, differing with geographical region. With few exceptions, all four environment types occurred in most seasons, for each location, management system and genotype. * Applications of such environment characterization are proposed to assist breeding and research to focus on germplasm, traits and genes of interest for target environments. The method was applied at a continental scale to highly variable environments and could be extended to other crops, to other drought-prone regions around the world, and to quantify potential changes in drought patterns under future climates.

VAM applied to dimensional reduction of non-linear hyperelastic plates

This work aims at dimensional reduction of non-linear isotropic hyperelastic plates in an asymptotically accurate manner. The problem is both geometrically and materially non-linear. The geometric non-linearity is handled by allowing for finite deformations and generalized warping while the material non-linearity is incorporated through hyperelastic material model. The development, based on the Variational Asymptotic Method (VAM) with moderate strains and very small thickness to shortest wavelength of the deformation along the plate reference surface as small parameters, begins with three-dimensional (3-D) non-linear elasticity and mathematically splits the analysis into a one-dimensional (1-D) through-the-thickness analysis and a two-dimensional (2-D) plate analysis. Major contributions of this paper are derivation of closed-form analytical expressions for warping functions and stiffness coefficients and a set of recovery relations to express approximately the 3-D displacement, strain and stress fields. Consistent with the 2-D non-linear constitutive laws, 2-D plate theory and corresponding finite element program have been developed. Validation of present theory is carried out with a standard test case and the results match well. Distributions of 3-D results are provided for another test case. (c) 2012 Elsevier Ltd. All rights reserved.

VAM Applied to Dimensional Reduction of Nonlinear Multifunctional Film-fabric Laminates

This work aims at asymptotically accurate dimensional reduction of non-linear multi-functional film-fabric laminates having specific application in design of envelopes for High Altitude Airships (HAA). The film-fabric laminate for airship envelope consists of a woven fabric core coated with thin films on each face. These films provide UV protection and Helium leakage prevention, while the core provides required structural strength. This problem is both geometrically and materially non-linear. To incorporate the geometric non-linearity, generalized warping functions are used and finite deformations are allowed. The material non-linearity is handled by using hyper-elastic material models for each layer. The development begins with three-dimensional (3-D) nonlinear elasticity and mathematically splits the analysis into a one-dimensional through-the-thickness analysis and a two-dimensional (2-D) plate analysis. The through-the-thickness analysis provides the 2-D constitutive law which is then given as an input to the 2-D reference surface analysis. The dimensional reduction is carried out using Variational Asymptotic Method (VAM) for moderate strains and very small thickness-to-wavelength ratio. It features the identification and utilization of additional small parameters such as ratio of thicknesses and stiffness coefficients of core and films. Closed form analytical expressions for warping functions and 2-D constitutive law of the film-fabric laminate are obtained.

Perceptual thresholds for detecting modifications applied to the acoustical properties of a violin

This study is the first step in the psychoacoustic exploration of perceptual differences between the sounds of different violins. A method was used which enabled the same performance to be replayed on different "virtual violins," so that the relationships between acoustical characteristics of violins and perceived qualities could be explored. Recordings of real performances were made using a bridge-mounted force transducer, giving an accurate representation of the signal from the violin string. These were then played through filters corresponding to the admittance curves of different violins. Initially, limits of listener performance in detecting changes in acoustical characteristics were characterized. These consisted of shifts in frequency or increases in amplitude of single modes or frequency bands that have been proposed previously to be significant in the perception of violin sound quality. Thresholds were significantly lower for musically trained than for nontrained subjects but were not significantly affected by the violin used as a baseline. Thresholds for the musicians typically ranged from 3 to 6 dB for amplitude changes and 1.5%-20% for frequency changes. interpretation of the results using excitation patterns showed that thresholds for the best subjects were quite well predicted by a multichannel model based on optimal processing. (c) 2007 Acoustical Society of America.

Evaluation of the conventional surveying equipment applied to deformation analysis of heritage buildings. A case study: the bell tower of Santa María la Blanca church in Agoncillo (La Rioja, Spain)

Contributed to: "Measuring the Changes": 13th FIG International Symposium on Deformation Measurements and Analysis; 4th IAG Symposium on Geodesy for Geotechnical and Structural Enginering (Lisbon, Portugal, May 12-15, 2008).

An increment technique for estimating growth parameters of tropical tunas, as applied to yellowfin tuna (Thunnus albacares)

ENGLISH: The rate of growth of tropical tunas has been studied by various investigators using diverse methods. Hayashi (1957) examined methods to determine the age of tunas by interpreting growth patterns on the bony or hard parts, but the results proved unreliable. Moore (1951), Hennemuth (1961), and Davidoff (1963) studied the age and growth of yellowfin tuna by the analysis of size frequency distributions. Schaefer, Chatwin and Broadhead (1961), and Fink (ms.), estimated the rate of growth of yellowfin tuna from tagging data; their estimates gave a somewhat slower rate of growth than that obtained by the study of length-frequency distributions. For the yellowfin tuna, modal groups representing age groups can be identified and followed for relatively long periods of time in length-frequency graphs. This may not be possible, however, for other tropical tunas where the modal groups may not represent identifiable age groups; this appears to be the case for skipjack tuna (Schaefer, 1962). It is necessary, therefore, to devise a method of estimating the growth rates of such species without identifying the year classes. The technique described in this study, hereafter called the "increment technique", employs the measurement of the change in length per unit of time, with respect to mean body length, without the identification of year classes. This technique is applied here as a method of estimating the growth rate of yellowfin tuna from the entire Eastern Tropical Pacific, and from the Commission's northern statistical areas (Areas 01-04 and 08) as shown in Figure 1. The growth rates of yellowfin tuna from Area 02 (Hennemuth, 1961) and from the northern areas (Davidoff, 1963) have been described by the technique of tracing modal progressions of year classes, hereafter termed the "year class technique". The growth rate analyses performed by both techniques apply to the segment of the population which is captured by tuna fishing vessels. The results obtained by both methods are compared in this report. SPANISH: La tasa del crecimiento de los atunes tropicales ha sido estudiada por varios investigadores quienes usaron diversos métodos. Hayashi (1957) examinó los métodos para determinar la edad de los atunes interpretando las marcas del crecimiento de las partes óseas o duras, pero los resultados no han demostrado eficacia. Moore (1951), Hennemuth (1961) y Davidoff (1963) estudiaron la edad y el crecimiento del atún aleta amarilla por medio del análisis de las distribuciones de la frecuencia de tamaños. Schaefer, Chatwin y Broadhead (1961) y Fink (Ms.), estimaron la tasa del crecimiento del atún aleta amarilla valiéndose de los datos de la marcación de los peces; ambos estimaron una tasa del crecimiento algo más lenta que la que se obtiene mediante el estudio de las distribuciones de la frecuencia de longitudes. Para el atún aleta amarilla, los grupos modales que representan grupos de edad pueden ser identificados y seguidos durante períodos de tiempo relativamente largos en los gráficos de la frecuencia de longitudes. Sin embargo, ésto puede no ser posible para otros atunes tropicales para los cuales los grupos modales posiblemente no representan grupos de edad identificables; este parece ser el caso para el barrilete (Schaefer, 1962). Consecuentemente, es necesario idear un método para estimar las tasas del crecimiento de las mencionadas especies sin necesidad de identificar las clases anuales. La técnica descrita en este estudio, en adelante llamada la "técnica incremental", emplea la medida del cambio en la longitud por unidad de tiempo, con respecto al promedio de la longitud corporal, sin tener que identificar las clases anuales. Esta técnica se aplica aquí como un método para estimar la tasa del crecimiento del atún aleta amarilla de todo el Pacífico Oriental Tropical, y de las áreas estadísticas norteñas de la Comisión (Areas 01-04 y 08), como se muestra en la Figura 1. Las tasas del crecimiento del atún aleta amarilla del Area 02 (Hennemuth, 1961) y de las áreas del norte (Davidoff, 1963), han sido descritas por medio de una técnica que consiste en delinear las progresiones modales de las clases anuales, en adelante llamada la "técnica de la clase anual". Los análisis de la tasa del crecimiento llevados a cabo por ambas técnicas se refieren al segmento de la población capturada por embarcaciones pesqueras de atún. Los resultados obtenidos por ambos métodos se comparan en este informe.

Geometric integration applied to moving mesh methods and degenerate Lagrangians

Moving mesh methods (also called r-adaptive methods) are space-adaptive strategies used for the numerical simulation of time-dependent partial differential equations. These methods keep the total number of mesh points fixed during the simulation, but redistribute them over time to follow the areas where a higher mesh point density is required. There are a very limited number of moving mesh methods designed for solving field-theoretic partial differential equations, and the numerical analysis of the resulting schemes is challenging. In this thesis we present two ways to construct r-adaptive variational and multisymplectic integrators for (1+1)-dimensional Lagrangian field theories. The first method uses a variational discretization of the physical equations and the mesh equations are then coupled in a way typical of the existing r-adaptive schemes. The second method treats the mesh points as pseudo-particles and incorporates their dynamics directly into the variational principle. A user-specified adaptation strategy is then enforced through Lagrange multipliers as a constraint on the dynamics of both the physical field and the mesh points. We discuss the advantages and limitations of our methods. The proposed methods are readily applicable to (weakly) non-degenerate field theories---numerical results for the Sine-Gordon equation are presented.

In an attempt to extend our approach to degenerate field theories, in the last part of this thesis we construct higher-order variational integrators for a class of degenerate systems described by Lagrangians that are linear in velocities. We analyze the geometry underlying such systems and develop the appropriate theory for variational integration. Our main observation is that the evolution takes place on the primary constraint and the 'Hamiltonian' equations of motion can be formulated as an index 1 differential-algebraic system. We then proceed to construct variational Runge-Kutta methods and analyze their properties. The general properties of Runge-Kutta methods depend on the 'velocity' part of the Lagrangian. If the 'velocity' part is also linear in the position coordinate, then we show that non-partitioned variational Runge-Kutta methods are equivalent to integration of the corresponding first-order Euler-Lagrange equations, which have the form of a Poisson system with a constant structure matrix, and the classical properties of the Runge-Kutta method are retained. If the 'velocity' part is nonlinear in the position coordinate, we observe a reduction of the order of convergence, which is typical of numerical integration of DAEs. We also apply our methods to several models and present the results of our numerical experiments.