scholarly journals Optimal compromise between incompatible conditional probability distributions, with application to Objective Bayesian Kriging

2019 ◽  
Vol 23 ◽  
pp. 271-309
Author(s):  
Joseph Muré

Models are often defined through conditional rather than joint distributions, but it can be difficult to check whether the conditional distributions are compatible, i.e. whether there exists a joint probability distribution which generates them. When they are compatible, a Gibbs sampler can be used to sample from this joint distribution. When they are not, the Gibbs sampling algorithm may still be applied, resulting in a “pseudo-Gibbs sampler”. We show its stationary probability distribution to be the optimal compromise between the conditional distributions, in the sense that it minimizes a mean squared misfit between them and its own conditional distributions. This allows us to perform Objective Bayesian analysis of correlation parameters in Kriging models by using univariate conditional Jeffreys-rule posterior distributions instead of the widely used multivariate Jeffreys-rule posterior. This strategy makes the full-Bayesian procedure tractable. Numerical examples show it has near-optimal frequentist performance in terms of prediction interval coverage.

Author(s):  
Carmelo Giacovazzo

The title of this chapter may seem a little strange; it relates Fourier syntheses, an algebraic method for calculating electron densities, to the joint probability distribution functions of structure factors, which are devoted to the probabilistic estimate of s.i.s and s.s.s. We will see that the two topics are strictly related, and that optimization of the Fourier syntheses requires previous knowledge and the use of joint probability distributions. The distributions used in Chapters 4 to 6 are able to estimate s.i. or s.s. by exploiting the information contained in the experimental diffraction moduli of the target structure (the structure one wants to phase). An important tool for such distributions are the theories of neighbourhoods and of representations, which allow us to arrange, for each invariant or seminvariant Φ, the set of amplitudes in a sequence of shells, each contained within the subsequent shell, with the property that any s.i. or s.s. may be estimated via the magnitudes constituting any shell. The resulting conditional distributions were of the type, . . . P(Φ| {R}), (7.1) . . . where {R} represents the chosen phasing shell for the observed magnitudes. The more information contained within the set of observed moduli {R}, the better will be the Φ estimate. By definition, conditional distributions (7.1) cannot change during the phasing process because prior information (i.e. the observed moduli) does not change; equation (7.1) maintains the same identical algebraic form. However, during any phasing process, various model structures progressively become available, with different degrees of correlation with the target structure. Such models are a source of supplementary information (e.g. the current model phases) which, in principle, can be exploited during the phasing procedure. If this observation is accepted, the method of joint probability distribution, as described so far, should be suitably modified. In a symbolic way, we should look for deriving conditional distributions . . . P (Φ| {R}, {Rp}) , (7.2) . . . rather than (7.1), where {Rp} represents a suitable subset of the amplitudes of the model structure factors. Such an approach modifies the traditional phasing strategy described in the preceding chapters; indeed, the set {Rp} will change during the phasing process in conjunction with the model changes, which will continuously modify the probabilities (7.2).


2014 ◽  
Vol 14 (11&12) ◽  
pp. 996-1013
Author(s):  
Alexey E. Rastegin

The information-theoretic approach to Bell's theorem is developed with use of the conditional $q$-entropies. The $q$-entropic measures fulfill many similar properties to the standard Shannon entropy. In general, both the locality and noncontextuality notions are usually treated with use of the so-called marginal scenarios. These hypotheses lead to the existence of a joint probability distribution, which marginalizes to all particular ones. Assuming the existence of such a joint probability distribution, we derive the family of inequalities of Bell's type in terms of conditional $q$-entropies for all $q\geq1$. Quantum violations of the new inequalities are exemplified within the Clauser--Horne--Shimony--Holt (CHSH) and Klyachko--Can--Binicio\v{g}lu--Shumovsky (KCBS) scenarios. An extension to the case of $n$-cycle scenario is briefly mentioned. The new inequalities with conditional $q$-entropies allow to expand a class of probability distributions, for which the nonlocality or contextuality can be detected within entropic formulation. The $q$-entropic inequalities can also be useful in analyzing cases with detection inefficiencies. Using two models of such a kind, we consider some potential advantages of the $q$-entropic formulation.


2020 ◽  
Author(s):  
Meng Cheng ◽  
Weihua Fang

<p>Tropical cyclones (TCs) often bring multiple hazards to offshore and onshore areas, including wind, rainfall, riverine flood, wave and storm surge. These hazards usually interact with each other and cause greater amplified hazard intensity. In the coastal areas, wave may damage coastal defense system like sea walls and dykes, and overtopping storm surge could hence become severe flooding due to the breach of the dykes. The probability distributions of wave and surge, as univariate respectively, have been studies and used in the design in various research. However, far less investigations on their joint probability distribution have been carried out in the past.</p><p>In this study, the dataset of hourly surge height, and significant wave height of 89 TC events impacting along Hainan Island during 1949~2013 was obtained, which are simulated numerically with ADCIRC and SWAN respectively. Following that, 4 types of probability distributions for univariate were used to fit the marginal distribution of storm surge and wave. Secondly, Frank, Clayton and Gumbel Copula were tried to construct the joint probability distribution of wave and surge, and the optimal Copula was determined by K-S test and AIC, BIC criteria. Based on the optimal Copula selected for each area of interest, the joint return period of wave and surge was estimated.</p><p>The results show that, 1) the annual maximum value of the storm surge height and significant wave height of Hainan Island has a relatively obvious geographical distribution regularity. 2) GEV and Gumbel are the most optimal distribution for storm surge height and significant wave height respectively. 3) Clayton Copula is the best model for fitting joint probability of storm surge and wave. The estimated joining probability distribution can help the determination of design standard, and typical TC disaster scenario development.</p>


1999 ◽  
Vol 55 (2) ◽  
pp. 322-331 ◽  
Author(s):  
Carmelo Giacovazzo ◽  
Dritan Siliqi ◽  
Angela Altomare ◽  
Giovanni Luca Cascarano ◽  
Rosanna Rizzi ◽  
...  

The joint probability distribution function method has been developed in P1¯ for reflections with rational indices. The positional atomic parameters are considered to be the primitive random variables, uniformly distributed in the interval (0, 1), while the reflection indices are kept fixed. Owing to the rationality of the indices, distributions like P(F p 1 , F p 2 ) are found to be useful for phasing purposes, where p 1 and p 2 are any pair of vectorial indices. A variety of conditional distributions like P(|F p 1 | | |F p 2 |), P(|F p 1 | |F p 2 ), P(\varphi_{{\bf p}_1}|\,|F_{{\bf p}_1}|, F_{{\bf p}_2}) are derived, which are able to estimate the modulus and phase of F p 1 given the modulus and/or phase of F p 2 . The method has been generalized to handle the joint probability distribution of any set of structure factors, i.e. the distributions P(F 1, F 2,…, F n+1), P(|F 1| |F 2,…, F n+1) and P(\varphi1| |F|1, F 2,…, F_{n+1}) have been obtained. Some practical tests prove the efficiency of the method.


1999 ◽  
Vol 55 (3) ◽  
pp. 512-524
Author(s):  
Carmelo Giacovazzo ◽  
Dritan Siliqi ◽  
Cristina Fernández-Castaño

The method of the joint probability distribution functions of structure factors has been extended to reflections with rational indices. The most general case, space group P1, has been considered. The positional parameters are the primitive random variables of our probabilistic approach, while the reflection indices are kept fixed. Quite general joint probability distributions have been considered from which conditional distributions have been derived: these proved applicable to the accurate estimation of the real and imaginary parts of a structure factor, given prior information on other structure factors. The method is also discussed in relation to the Hilbert-transform techniques.


1961 ◽  
Vol 11 (2) ◽  
pp. 257-283 ◽  
Author(s):  
P. H. Roberts

Recently Kraichnan (1959) has propounded a theory of homogeneous turbulence, based on a novel perturbation method, that leads to closed equations for the velocity covariance. In the present paper, this method is applied to the theory of turbulent diffusion and closed equations are derived for the probability distributions of the positions of marked fluid elements released in a turbulent flow.Two topics are discussed in detail. The first is the probability distribution, at timet, of the displacement of an element from its initial position. In homogeneous flows, this distribution is found to resemble that for classical diffusion but with a variable coefficient of diffusion which is proportional to$v^2_0 t$for$t \ll l|v_0$and which approaches a constant value [eDot ]lv0fortt[Gt ]l/v0(l= macroscale,v0= r.m.s. turbulent velocity).The second topic treated is the joint probability distribution of the displacements of two fluid elements. Particular attention is focused upon the probability distribution of relative displacement, i.e. Richardson's distance-neighbour function. This is found to be Gaussian for separationsrwhich are large ([Gt ]l). For smaller separations (r[Lt ]l), its behaviour at high Reynolds numbers is found to be quite well expressed in terms of a variable diffusion coefficientK(r,t), as suggested by Richardson (1926). For all but extremely short times,K(r,t) is found to depend only onrand on the form of the inertial range spectrumE(k). On assuming$E(r) \propto v^2_0 l(kl)^{- \frac {3}{2}}$as results from Kraichnan's approximation (1959), one finds$E(r) \propto v_0 l(r|l)^{ \frac {3}{2}}$. On the basis of similarity arguments of the Kolmogorov type, which give$E(r) \propto v^2_0 l(kl)^{- \frac {5}{2}}$, one finds$E(r) \propto v_0 l(r|l)^{ \frac {4}{3}}$as, in fact, Richardson originally proposed. The dispersionr2is proportional to$l^2(v_0 t|l)^4$on Kraichnan's theory; while$\langle r^2 \rangle \propto l^2 (v_0 t|l)^3$on the similarity theory. This illustrates that the behaviour of$\langle r^2 \rangle$is very sensitive to the spectrum.


2019 ◽  
Vol 75 (1) ◽  
pp. 142-157 ◽  
Author(s):  
Carmelo Giacovazzo

The standard method of joint probability distribution functions, so crucial for the development of direct methods, has been revisited and updated. It consists of three steps: identification of the reflections which may contribute to the estimation of a given structure invariant or seminvariant, calculation of the corresponding joint probability distribution, and derivation of the conditional distribution of the invariant or seminvariant phase given the values of some diffracted amplitudes. In this article the conditional distributions are derived directly without passing through the second step. A good feature of direct methods is that they may work in the absence of any prior information: that is also their weakness. Different types of prior information have been taken into consideration: interatomic distances, interatomic vectors, Patterson peaks, structural model. The method of directly deriving the conditional distributions has been applied to those cases. Some new formulas have been obtained estimating two-, three- and four-phase invariants. Special attention has been dedicated to the practical aspects of the new formulas, in order to simplify their possible use in direct phasing procedures.


2018 ◽  
Vol 107 (3) ◽  
pp. 302-318
Author(s):  
JONATHAN BORWEIN ◽  
PHIL HOWLETT

In modelling joint probability distributions it is often desirable to incorporate standard marginal distributions and match a set of key observed mixed moments. At the same time it may also be prudent to avoid additional unwarranted assumptions. The problem is to find the least ordered distribution that respects the prescribed constraints. In this paper we will construct a suitable joint probability distribution by finding the checkerboard copula of maximum entropy that allows us to incorporate the appropriate marginal distributions and match the nominated set of observed moments.


Author(s):  
Shanshan Tao ◽  
Jialing Song ◽  
Zhifeng Wang ◽  
Yong Liu ◽  
Sheng Dong

Abstract Hong Kong is impacted by tropical cyclones from April to December each year. The duration of tropical cyclones is one key factor to impact the normal operation of port or coastal engineering, and longer time interval between two tropical cyclones can provide longer operation or construction time. Therefore, it is quite important to study on the long-term laws of the duration and time intervals of tropical cyclones which attacked Hong Kong. The Hong Kong Observatory issues the warning signals to warn the public of the threat of winds associated with a tropical cyclone. Choose the tropical cyclones with warning signal No. 3 or above as the research object. A statistical study was conducted on the duration of each tropical cyclone, the time interval between every two continuous tropical cyclones during the year, and the time interval between the last cyclone of each year and the first cyclone of the following year. Poisson compound extreme value distributions are constructed to calculate the return values, which can make people know how long a tropical cyclone with a fixed duration or time interval occurs once in statistical average sense. Based on bivariate copulas, the joint probability distribution of duration and time intervals of tropical cyclones are presented. Then when the duration of a tropical cyclone is known, the conditional probability that the time interval before the next tropical cyclone occurs is greater than a certain value can be calculated. The results provide corresponding conditional probability distributions. Similarly, for the sum of the duration of tropical cyclones each year, and the time interval between the last cyclone of each year and the first cyclone of the following year, their joint probability distribution and conditional probability distributions are also presented. The conditional probability can provide the probabilistic prediction of the length of the stationary period (with no impact of tropical cyclones).


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