Multiple pitch estimation using non-homogeneous poisson processes

Novel statistical models are proposed and developed in this paper for automated multiple-pitch estimation problems. Point estimates of the parameters of partial frequencies of a musical note are modeled as realizations from a non-homogeneous Poisson process defined on the frequency axis. When several notes are combined, the processes for the individual notes combine to give a new Poisson process whose likelihood is easy to compute. This model avoids the data-association step of linking the harmonics of each note with the corresponding partials and is ideal for efficient Bayesian inference of unknown multiple fundamental frequencies in a signal. © 2011 IEEE.

Using non-homogeneous Poisson models with multiple change-points to estimate the number of ozone exceedances in Mexico City

In this paper, we consider some non-homogeneous Poisson models to estimate the probability that an air quality standard is exceeded a given number of times in a time interval of interest. We assume that the number of exceedances occurs according to a non-homogeneous Poisson process (NHPP). This Poisson process has rate function lambda(t), t >= 0, which depends on some parameters that must be estimated. We take into account two cases of rate functions: the Weibull and the Goel-Okumoto. We consider models with and without change-points. When the presence of change-points is assumed, we may have the presence of either one, two or three change-points, depending of the data set. The parameters of the rate functions are estimated using a Gibbs sampling algorithm. Results are applied to ozone data provided by the Mexico City monitoring network. In a first instance, we assume that there are no change-points present. Depending on the adjustment of the model, we assume the presence of either one, two or three change-points. Copyright (C) 2009 John Wiley & Sons, Ltd.

A non-homogeneous poisson model with spatial anisotropy applied to ozone data from Mexico City

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Lp Microlocal Supercritical Markov Branching Processes with Non-Homogeneous Poisson Immigration

2010 Mathematics Subject Classification: 60J80.

Estimating the number of ozone peaks in Mexico City using a non-homogeneous Poisson model

In this paper, we consider the problem of estimating the number of times an air quality standard is exceeded in a given period of time. A non-homogeneous Poisson model is proposed to analyse this issue. The rate at which the Poisson events occur is given by a rate function lambda(t), t >= 0. This rate function also depends on some parameters that need to be estimated. Two forms of lambda(t), t >= 0 are considered. One of them is of the Weibull form and the other is of the exponentiated-Weibull form. The parameters estimation is made using a Bayesian formulation based on the Gibbs sampling algorithm. The assignation of the prior distributions for the parameters is made in two stages. In the first stage, non-informative prior distributions are considered. Using the information provided by the first stage, more informative prior distributions are used in the second one. The theoretical development is applied to data provided by the monitoring network of Mexico City. The rate function that best fit the data varies according to the region of the city and/or threshold that is considered. In some cases the best fit is the Weibull form and in other cases the best option is the exponentiated-Weibull. Copyright (C) 2007 John Wiley & Sons, Ltd.

Effect of patient accrual patterns on power and size of log-rank test for time-to-event outcome in clinical trials

The determination of size as well as power of a test is a vital part of a Clinical Trial Design. This research focuses on the simulation of clinical trial data with time-to-event as the primary outcome. It investigates the impact of different recruitment patterns, and time dependent hazard structures on size and power of the log-rank test. A non-homogeneous Poisson process is used to simulate entry times according to the different accrual patterns. A Weibull distribution is employed to simulate survival times according to the different hazard structures. The current study utilizes simulation methods to evaluate the effect of different recruitment patterns on size and power estimates of the log-rank test. The size of the log-rank test is estimated by simulating survival times with identical hazard rates between the treatment and the control arm of the study resulting in a hazard ratio of one. Powers of the log-rank test at specific values of hazard ratio (≠1) are estimated by simulating survival times with different, but proportional hazard rates for the two arms of the study. Different shapes (constant, decreasing, or increasing) of the hazard function of the Weibull distribution are also considered to assess the effect of hazard structure on the size and power of the log-rank test. ^

Numerical simulation of a new two-dimensional variable-order fractional percolation equation in non-homogeneous porous media

Percolation flow problems are discussed in many research fields, such as seepage hydraulics, groundwater hydraulics, groundwater dynamics and fluid dynamics in porous media. Many physical processes appear to exhibit fractional-order behavior that may vary with time, or space, or space and time. The theory of pseudodifferential operators and equations has been used to deal with this situation. In this paper we use a fractional Darcys law with variable order Riemann-Liouville fractional derivatives, this leads to a new variable-order fractional percolation equation. In this paper, a new two-dimensional variable-order fractional percolation equation is considered. A new implicit numerical method and an alternating direct method for the two-dimensional variable-order fractional model is proposed. Consistency, stability and convergence of the implicit finite difference method are established. Finally, some numerical examples are given. The numerical results demonstrate the effectiveness of the methods. This technique can be used to simulate a three-dimensional variable-order fractional percolation equation.

Cell migration and proliferation on homogeneous and non-homogeneous domains : modelling on the scale of individuals and populations

Cell migration is a behaviour critical to many key biological effects, including wound healing, cancerous cell invasion and morphogenesis, the development of an organism from an embryo. However, given that each of these situations is distinctly different and cells are extremely complicated biological objects, interest lies in more basic experiments which seek to remove conflating factors and present a less complex environment within which cell migration can be experimentally examined. These include in vitro studies like the scratch assay or circle migration assay, and ex vivo studies like the colonisation of the hindgut by neural crest cells. The reduced complexity of these experiments also makes them much more enticing as problems to mathematically model, like done here. The primary goal of the mathematical models used in this thesis is to shed light on which cellular behaviours work to generate the travelling waves of invasion observed in these experiments, and to explore how variations in these behaviours can potentially predict differences in this invasive pattern which are experimentally observed when cell types or chemical environment are changed. Relevant literature has already identified the difficulty of distinguishing between these behaviours when using traditional mathematical biology techniques operating on a macroscopic scale, and so here a sophisticated individual-cell-level model, an extension of the Cellular Potts Model (CPM), is been constructed and used to model a scratch assay experiment. This model includes a novel mechanism for dealing with cell proliferations that allowed for the differing properties of quiescent and proliferative cells to be implemented into their behaviour. This model is considered both for its predictive power and used to make comparisons with the travelling waves which result in more traditional macroscopic simulations. These comparisons demonstrate a surprising amount of agreement between the two modelling frameworks, and suggest further novel modifications to the CPM that would allow it to better model cell migration. Considerations of the model’s behaviour are used to argue that the dominant effect governing cell migration (random motility or signal-driven taxis) likely depends on the sort of invasion demonstrated by cells, as easily seen by microscopic photography. Additionally, a scratch assay simulated on a non-homogeneous domain consisting of a ’fast’ and ’slow’ region is also used to further differentiate between these different potential cell motility behaviours. A heterogeneous domain is a novel situation which has not been considered mathematically in this context, nor has it been constructed experimentally to the best of the candidate’s knowledge. Thus this problem serves as a thought experiment used to test the conclusions arising from the simulations on homogeneous domains, and to suggest what might be observed should this non-homogeneous assay situation be experimentally realised. Non-intuitive cell invasion patterns are predicted for diffusely-invading cells which respond to a cell-consumed signal or nutrient, contrasted with rather expected behaviour in the case of random-motility-driven invasion. The potential experimental observation of these behaviours is demonstrated by the individual-cell-level model used in this thesis, which does agree with the PDE model in predicting these unexpected invasion patterns. In the interest of examining such a case of a non-homogeneous domain experimentally, some brief suggestion is made as to how this could be achieved.

Dynamic Bayesian network inferencing for non-homogeneous complex systems

Dynamic Bayesian Networks (DBNs) provide a versatile platform for predicting and analysing the behaviour of complex systems. As such, they are well suited to the prediction of complex ecosystem population trajectories under anthropogenic disturbances such as the dredging of marine seagrass ecosystems. However, DBNs assume a homogeneous Markov chain whereas a key characteristics of complex ecosystems is the presence of feedback loops, path dependencies and regime changes whereby the behaviour of the system can vary based on past states. This paper develops a method based on the small world structure of complex systems networks to modularise a non-homogeneous DBN and enable the computation of posterior marginal probabilities given evidence in forwards inference. It also provides an approach for an approximate solution for backwards inference as convergence is not guaranteed for a path dependent system. When applied to the seagrass dredging problem, the incorporation of path dependency can implement conditional absorption and allows release from the zero state in line with environmental and ecological observations. As dredging has a marked global impact on seagrass and other marine ecosystems of high environmental and economic value, using such a complex systems model to develop practical ways to meet the needs of conservation and industry through enhancing resistance and/or recovery is of paramount importance.