scholarly journals Monte Carlo evaluation of biological variation: Random generation of correlated non-Gaussian model parameters

2009 ◽  
Vol 223 (1) ◽  
pp. 1-14 ◽  
Author(s):  
Maarten L.A.T.M. Hertog ◽  
Nico Scheerlinck ◽  
Bart M. Nicolaï
2010 ◽  
Vol 13 (1) ◽  
pp. 25-35 ◽  
Author(s):  
Kuo-Lin Hsu

Sequential Monte Carlo (SMC) methods are known to be very effective for the state and parameter estimation of nonlinear and non-Gaussian systems. In this study, SMC is applied to the parameter estimation of an artificial neural network (ANN) model for streamflow prediction of a watershed. Through SMC simulation, the probability distribution of model parameters and streamflow estimation is calculated. The results also showed the SMC approach is capable of providing reliable streamflow prediction under limited available observations.


2019 ◽  
Vol 9 (1) ◽  
Author(s):  
V. Brancato ◽  
C. Cavaliere ◽  
M. Salvatore ◽  
S. Monti

AbstractThe importance of Diffusion Weighted Imaging (DWI) in prostate cancer (PCa) diagnosis have been widely handled in literature. In the last decade, due to the mono-exponential model limitations, several studies investigated non-Gaussian DWI models and their utility in PCa diagnosis. Since their results were often inconsistent and conflicting, we performed a systematic review of studies from 2012 examining the most commonly used Non-Gaussian DWI models for PCa detection and characterization. A meta-analysis was conducted to assess the ability of each Non-Gaussian model to detect PCa lesions and distinguish between low and intermediate/high grade lesions. Weighted mean differences and 95% confidence intervals were calculated and the heterogeneity was estimated using the I2 statistic. 29 studies were selected for the systematic review, whose results showed inconsistence and an unclear idea about the actual usefulness and the added value of the Non-Gaussian model parameters. 12 studies were considered in the meta-analyses, which showed statistical significance for several non-Gaussian parameters for PCa detection, and to a lesser extent for PCa characterization. Our findings showed that Non-Gaussian model parameters may potentially play a role in the detection and characterization of PCa but further studies are required to identify a standardized DWI acquisition protocol for PCa diagnosis.


2021 ◽  
pp. 1-14
Author(s):  
Tiffany M. Shader ◽  
Theodore P. Beauchaine

Abstract Growth mixture modeling (GMM) and its variants, which group individuals based on similar longitudinal growth trajectories, are quite popular in developmental and clinical science. However, research addressing the validity of GMM-identified latent subgroupings is limited. This Monte Carlo simulation tests the efficiency of GMM in identifying known subgroups (k = 1–4) across various combinations of distributional characteristics, including skew, kurtosis, sample size, intercept effect size, patterns of growth (none, linear, quadratic, exponential), and proportions of observations within each group. In total, 1,955 combinations of distributional parameters were examined, each with 1,000 replications (1,955,000 simulations). Using standard fit indices, GMM often identified the wrong number of groups. When one group was simulated with varying skew and kurtosis, GMM often identified multiple groups. When two groups were simulated, GMM performed well only when one group had steep growth (whether linear, quadratic, or exponential). When three to four groups were simulated, GMM was effective primarily when intercept effect sizes and sample sizes were large, an uncommon state of affairs in real-world applications. When conditions were less ideal, GMM often underestimated the correct number of groups when the true number was between two and four. Results suggest caution in interpreting GMM results, which sometimes get reified in the literature.


2021 ◽  
Vol 11 (11) ◽  
pp. 5234
Author(s):  
Jin Hun Park ◽  
Pavel Pereslavtsev ◽  
Alexandre Konobeev ◽  
Christian Wegmann

For the stable and self-sufficient functioning of the DEMO fusion reactor, one of the most important parameters that must be demonstrated is the Tritium Breeding Ratio (TBR). The reliable assessment of the TBR with safety margins is a matter of fusion reactor viability. The uncertainty of the TBR in the neutronic simulations includes many different aspects such as the uncertainty due to the simplification of the geometry models used, the uncertainty of the reactor layout and the uncertainty introduced due to neutronic calculations. The last one can be reduced by applying high fidelity Monte Carlo simulations for TBR estimations. Nevertheless, these calculations have inherent statistical errors controlled by the number of neutron histories, straightforward for a quantity such as that of TBR underlying errors due to nuclear data uncertainties. In fact, every evaluated nuclear data file involved in the MCNP calculations can be replaced with the set of the random data files representing the particular deviation of the nuclear model parameters, each of them being correct and valid for applications. To account for the uncertainty of the nuclear model parameters introduced in the evaluated data file, a total Monte Carlo (TMC) method can be used to analyze the uncertainty of TBR owing to the nuclear data used for calculations. To this end, two 3D fully heterogeneous geometry models of the helium cooled pebble bed (HCPB) and water cooled lithium lead (WCLL) European DEMOs were utilized for the calculations of the TBR. The TMC calculations were performed, making use of the TENDL-2017 nuclear data library random files with high enough statistics providing a well-resolved Gaussian distribution of the TBR value. The assessment was done for the estimation of the TBR uncertainty due to the nuclear data for entire material compositions and for separate materials: structural, breeder and neutron multipliers. The overall TBR uncertainty for the nuclear data was estimated to be 3~4% for the HCPB and WCLL DEMOs, respectively.


Stat ◽  
2015 ◽  
Vol 4 (1) ◽  
pp. 304-319 ◽  
Author(s):  
Alexey Miroshnikov ◽  
Zheng Wei ◽  
Erin Marie Conlon

2008 ◽  
Vol 10 (2) ◽  
pp. 153-162 ◽  
Author(s):  
B. G. Ruessink

When a numerical model is to be used as a practical tool, its parameters should preferably be stable and consistent, that is, possess a small uncertainty and be time-invariant. Using data and predictions of alongshore mean currents flowing on a beach as a case study, this paper illustrates how parameter stability and consistency can be assessed using Markov chain Monte Carlo. Within a single calibration run, Markov chain Monte Carlo estimates the parameter posterior probability density function, its mode being the best-fit parameter set. Parameter stability is investigated by stepwise adding new data to a calibration run, while consistency is examined by calibrating the model on different datasets of equal length. The results for the present case study indicate that various tidal cycles with strong (say, >0.5 m/s) currents are required to obtain stable parameter estimates, and that the best-fit model parameters and the underlying posterior distribution are strongly time-varying. This inconsistent parameter behavior may reflect unresolved variability of the processes represented by the parameters, or may represent compensational behavior for temporal violations in specific model assumptions.


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