scholarly journals The estimation of the uncertainty associated with rating curves of the river Ivinhema in the state of Paraná/Brazil

2018 ◽  
Vol 40 ◽  
pp. 06029
Author(s):  
Luiz Henrique Maldonado ◽  
Daniel Firmo Kazay ◽  
Elio Emanuel Romero Lopez

The estimation of the uncertainty associated with stage-discharge relations is a challenge to the hydrologists. Bayesian inference with likelihood estimator is a promissory approach. The choice of the likelihood function has an important impact on the capability of the model to represent the residues. This paper aims evaluate two likelihood functions with DREAM algorithm to estimate specific non-unique stage-discharge rating curves: normal likelihood function and Laplace likelihood function. The result of BaRatin is also discussed. The MCMC of the DREAM and the BaRatin algorithm have been compared and its results seem consistent for the studied case. The Laplace likelihood function presented as good results as normal likelihood function for the residues. Other gauging stations should be evaluated to attend more general conclusions.

Author(s):  
Jessica M Hoffman ◽  
Caesar M Hernandez ◽  
Abbi R Hernandez ◽  
Jennifer L Bizon ◽  
Sara N Burke ◽  
...  

Abstract While neurodegenerative diseases can strike at any age, the majority of afflicted individuals are diagnosed at older ages. Due to the important impact of age in disease diagnosis, the field of neuroscience could greatly benefit from the many of the theories and ideas from the biology of aging – now commonly referred as geroscience. As discussed in our complementary perspective on the topic, there is often a “silo-ing” between geroscientists who work on understanding the mechanisms underlying aging and neuroscientists who are studying neurodegenerative diseases. While there have been some strong collaborations between the biology of aging and neuroscientists, there is still great potential for enhanced collaborative effort between the two fields. To this end, here, we review the state of the geroscience field, discuss how neuroscience could benefit from thinking from a geroscience perspective, and close with a brief discussion on some of the “missing links” between geroscience and neuroscience and how to remedy them. Notably, we have a corresponding, concurrent review from the neuroscience perspective. Our overall goal is to “bridge the gap” between geroscience and neuroscience such that more efficient, reproducible research with translational potential can be conducted.


2018 ◽  
Vol 30 (11) ◽  
pp. 3072-3094 ◽  
Author(s):  
Hongqiao Wang ◽  
Jinglai Li

We consider Bayesian inference problems with computationally intensive likelihood functions. We propose a Gaussian process (GP)–based method to approximate the joint distribution of the unknown parameters and the data, built on recent work (Kandasamy, Schneider, & Póczos, 2015 ). In particular, we write the joint density approximately as a product of an approximate posterior density and an exponentiated GP surrogate. We then provide an adaptive algorithm to construct such an approximation, where an active learning method is used to choose the design points. With numerical examples, we illustrate that the proposed method has competitive performance against existing approaches for Bayesian computation.


Author(s):  
Victoria Shterkhun ◽  
Gonéri Le Cozannet ◽  
Manuel Garcin

The chapter reports the state of the art in the modeling of coastal environments by the method of event bush. This method appears to be an efficient alternative to highly subjective conceptualizations used in the databases that provide data for probabilistic assessment of evolution of the coast. The event bushes themselves may be used for Bayesian computation, but there emerge complications that pose intriguing theoretical tasks. Still, their application requires deep conceptual rethinking of the field of knowledge including both the terminology and concepts traditionally accepted in it.


1980 ◽  
Vol 17 (03) ◽  
pp. 726-734 ◽  
Author(s):  
Bharat Doshi ◽  
Steven E. Shreve

A controlled Markov chain with finite state space has transition probabilities which depend on an unknown parameter α lying in a known finite set A. For each α, a stationary control law ϕ α is given. This paper develops a control scheme whereby at each stage t a parameter α t is chosen at random from among those parameters which nearly maximize the log likelihood function, and the control ut is chosen according to the control law ϕ αt. It is proved that this algorithm leads to identification of the true α under conditions weaker than any previously considered.


2014 ◽  
Vol 27 (19) ◽  
pp. 7270-7284 ◽  
Author(s):  
Nicholas Lewis

Abstract Insight is provided into the use of objective-Bayesian methods for estimating climate sensitivity by considering their relationship to transformations of variables in the context of a simple case considered in a previous study, and some misunderstandings about Bayesian inference are discussed. A simple model in which climate sensitivity (S) and effective ocean heat diffusivity (Kυ) are the only parameters varied is used, with twentieth-century warming attributable to greenhouse gases (AW) and effective ocean heat capacity (HC) being the only data-based observables. Probability density functions (PDFs) for AW and HC are readily derived that represent valid independent objective-Bayesian posterior PDFs, provided the error distribution assumptions involved in their construction are justified. Using them, a standard transformation of variables provides an objective joint posterior PDF for S and Kυ; integrating out Kυ gives a marginal PDF for S. Close parametric approximations to the PDFs for AW and HC are obtained, enabling derivation of likelihood functions and related noninformative priors that give rise to the objective posterior PDFs that were computed initially. Bayes’s theorem is applied to the derived AW and HC likelihood functions, demonstrating the effect of differing prior distributions on PDFs for S. Use of the noninformative Jeffreys prior produces an identical PDF to that derived using the transformation-of-variables approach. It is shown that similar inference for S to that based on these two alternative objective-Bayesian approaches is obtained using a profile likelihood method on the derived joint likelihood function for AW and HC.


Author(s):  
Jonathan Rougier

If you seem to be able to do data assimilation with uncertain static parameters then you are probably not working in environmental science. In this field, applications are often characterized by sensitive dependence on initial conditions and attracting sets in the state-space, which, taken together, can be a major challenge to numerical methods, leading to very peaky likelihood functions. Inherently stochastic models and uncertain static parameters increase the challenge.


2011 ◽  
Vol 403-408 ◽  
pp. 2530-2534
Author(s):  
Wei Qi Li ◽  
Lin Wei Ma ◽  
Ya Ping Dai ◽  
Dong Hai Li

In competitive petroleum markets, oil price forecasting has always been an important strategic tool for oil producers and consumers to predict market behavior. In this study, we researched the monthly crude oil price in the period between 1988 and 2009. Firstly, we present a state space model to represent oil price system. Secondly, we determine the parameter estimates of the state space model for oil price through a faster algorithm to compute the likelihood function. Lastly, we use the Kalman filter method to estimate the next three months’ oil price and compare it with the econometric structure model as a benchmark. Empirical results indicate that the state space model performs well in terms of some standard statistics indices, and it may be a promising method for short-term oil price forecasting.


2014 ◽  
Vol 70 (a1) ◽  
pp. C319-C319
Author(s):  
Randy Read ◽  
Paul Adams ◽  
Airlie McCoy

In translational noncrystallographic symmetry (tNCS), two or more copies of a component are present in a similar orientation in the asymmetric unit of the crystal. This causes systematic modulations of the intensities in the diffraction pattern, leading to problems with methods that assume, either implicitly or explicitly, that the distribution of intensities is a function only of resolution. To characterize the statistical effects of tNCS accurately, it is necessary to determine the translation relating the copies, any small rotational differences in their orientations, and the size of random coordinate differences caused by conformational differences. An algorithm has been developed to estimate these parameters and refine their values against a likelihood function. By accounting for the statistical effects of tNCS, it is possible to unmask the competing statistical effects of twinning and tNCS and to more robustly assess the crystal for the presence of twinning. Modified likelihood functions that account for the statistical effects of tNCS have been developed for use in molecular replacement and implemented in Phaser. With the use of these new targets, it is now possible to solve structures that eluded earlier versions of the program. Pseudosymmetry and space group ambiguities often accompany tNCS, but the new version of Phaser is less likely to fall into the traps that these set.


2021 ◽  
Author(s):  
Russell T. Johnson ◽  
Daniel Lakeland ◽  
James M. Finley

Background: Musculoskeletal modeling is currently a preferred method for estimating the muscle forces that underlie observed movements. However, these estimates are sensitive to a variety of assumptions and uncertainties, which creates difficulty when trying to interpret the muscle forces from musculoskeletal simulations. Here, we describe an approach that uses Bayesian inference to identify plausible ranges of muscle forces for a simple motion while representing uncertainty in the measurement of the motion and the objective function used to solve the muscle redundancy problem. Methods: We generated a reference elbow flexion-extension motion by simulating a set of muscle excitation signals derived from the computed muscle control tool built into OpenSim. We then used a Markov Chain Monte Carlo (MCMC) algorithm to sample from a posterior probability distribution of muscle excitations that would result in the reference elbow motion trajectory. We constructed a prior over the excitation parameters which down-weighted regions of the parameter space with greater muscle excitations. We used muscle excitations to find the corresponding kinematics using OpenSim, where the error in position and velocity trajectories (likelihood function) was combined with the sum of the cubed muscle excitations integrated over time (prior function) to compute the posterior probability density. Results: We evaluated the muscle forces that resulted from the set of excitations that were visited in the MCMC chain (five parallel chains, 450,000 iterations per chain, runtime = 71 hours). The estimated muscle forces compared favorably with the reference motion from computed muscle control, while the elbow angle and velocity from MCMC matched closely with the reference with an average RMSE for angle and velocity equal to 0.008° and 0.18°/s, respectively. However, our rank plot analysis and potential scale reduction statistics, which we used to evaluate convergence of the algorithm, indicated that the parallel chains did not fully mix. Conclusions: While the results from this process are a promising step towards characterizing uncertainty in muscle force estimation, the computational time required to search the solution space with, and the lack of MCMC convergence indicates that further developments in MCMC algorithms are necessary for this process to become feasible for larger-scale models.


Author(s):  
Jinya Katsuyama ◽  
Yuhei Miyamoto ◽  
Kai Lu ◽  
Akihiro Mano ◽  
Yinsheng Li

Abstract We have developed a probabilistic fracture mechanics (PFM) analysis code named PASCAL4 for evaluating the failure frequency of reactor pressure vessels (RPVs) through consideration of neutron irradiation embrittlement and transients such as pressurized thermal shock events. It is well-known that flaw distributions, including flaw size and density, have an important role in the failure frequency calculations of a PFM analysis. NUREG-2163 report provides a methodology to obtain much more realistic flaw distributions based on a Bayesian updating approach by reflecting the non-destructive inspection (NDI) results, which is applicable for case when there are flaw indications through NDI. There may, however, be no flaw indications resulting after inspection of some RPVs. Therefore, we proposed likelihood functions applicable for both cases when flaws are detected and when there is no flaw indication as the NDI results. In the Bayesian updating method, the likelihood functions were applied to independently acquire the posterior distributions of flaw depth and density using the same NDI results. In this study, we further improve the likelihood functions to enable them to update flaw depth and density simultaneously. Based on this improved likelihood function, several application examples are presented where the flaw distributions are estimated by reflecting the NDI results through Bayesian update. In addition, PFM analyses are also performed considering those estimated flaw distributions. All the results indicate that the improved likelihood functions are useful for estimating flaw distributions.


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