scholarly journals Probability distributions and confidence intervals for simulated power law noise

Author(s):  
Neil Ashby
2020 ◽  
Vol 499 (4) ◽  
pp. 5641-5652
Author(s):  
Georgios Vernardos ◽  
Grigorios Tsagkatakis ◽  
Yannis Pantazis

ABSTRACT Gravitational lensing is a powerful tool for constraining substructure in the mass distribution of galaxies, be it from the presence of dark matter sub-haloes or due to physical mechanisms affecting the baryons throughout galaxy evolution. Such substructure is hard to model and is either ignored by traditional, smooth modelling, approaches, or treated as well-localized massive perturbers. In this work, we propose a deep learning approach to quantify the statistical properties of such perturbations directly from images, where only the extended lensed source features within a mask are considered, without the need of any lens modelling. Our training data consist of mock lensed images assuming perturbing Gaussian Random Fields permeating the smooth overall lens potential, and, for the first time, using images of real galaxies as the lensed source. We employ a novel deep neural network that can handle arbitrary uncertainty intervals associated with the training data set labels as input, provides probability distributions as output, and adopts a composite loss function. The method succeeds not only in accurately estimating the actual parameter values, but also reduces the predicted confidence intervals by 10 per cent in an unsupervised manner, i.e. without having access to the actual ground truth values. Our results are invariant to the inherent degeneracy between mass perturbations in the lens and complex brightness profiles for the source. Hence, we can quantitatively and robustly quantify the smoothness of the mass density of thousands of lenses, including confidence intervals, and provide a consistent ranking for follow-up science.


1998 ◽  
Vol 5 (2) ◽  
pp. 93-104 ◽  
Author(s):  
D. Harris ◽  
M. Menabde ◽  
A. Seed ◽  
G. Austin

Abstract. The theory of scale similarity and breakdown coefficients is applied here to intermittent rainfall data consisting of time series and spatial rain fields. The probability distributions (pdf) of the logarithm of the breakdown coefficients are the principal descriptor used. Rain fields are distinguished as being either multiscaling or multiaffine depending on whether the pdfs of breakdown coefficients are scale similar or scale dependent, respectively. Parameter  estimation techniques are developed which are applicable to both multiscaling and multiaffine fields. The scale parameter (width), σ, of the pdfs of the log-breakdown coefficients is a measure of the intermittency of a field. For multiaffine fields, this scale parameter is found to increase with scale in a power-law fashion consistent with a bounded-cascade picture of rainfall modelling. The resulting power-law exponent, H, is indicative of the smoothness of the field. Some details of breakdown coefficient analysis are addressed and a theoretical link between this analysis and moment scaling analysis is also presented. Breakdown coefficient properties of cascades are also investigated in the context of parameter estimation for modelling purposes.


2019 ◽  
Vol 7 (1) ◽  
pp. 215-233
Author(s):  
Corina D. Constantinescu ◽  
Tomasz J. Kozubowski ◽  
Haoyu H. Qian

AbstractWe present basic properties and discuss potential insurance applications of a new class of probability distributions on positive integers with power law tails. The distributions in this class are zero-inflated discrete counterparts of the Pareto distribution. In particular, we obtain the probability of ruin in the compound binomial risk model where the claims are zero-inflated discrete Pareto distributed and correlated by mixture.


2000 ◽  
Vol 03 (01n04) ◽  
pp. 301-322 ◽  
Author(s):  
Sorin Solomon

The Generalized Lotka-Volterra (GLV) model: [Formula: see text] provides a general method to simulate, analyze and understand a wide class of phenomena that are characterized by power-law probability distributions: [Formula: see text] and truncated Levy flights fluctuations [Formula: see text]. We show how the model applies to economic systems.


2020 ◽  
Author(s):  
Prince Prasad ◽  
Santhosh Kumar G ◽  
Sumesh Gopinath

<p>The waiting time distributions and associated statistical relationships can be considered as a general strategy for analyzing space weather and inner magnetospheric processes to a large extent. It measures the distribution of delay times between subsequent hopping events in such processes. In a physical system the time duration between two events is called a waiting-time, like the time between avalanches. The burst lifetime can be considered as the time duration when magnitude of fluctuations are above a given threshold intensity.  If a characteristic time scale is absent then the probability densities vary with power-law relations having a scaling exponent. The burst lifetime distribution of the substorm index called as the Wp index (Wave and planetary), which reflects Pi2 wave power at low-latitude is considered for the present analysis. Our analysis shows that the lifetime probability distributions of Wp index yield power-law exponents. Even though power-law exponents are observed in magnetospheric proxies for different solar activity periods, not many studies were made to analyze whether these features will repeat or differ depending on sunspot cycle. We compare the variations of power-law exponents of Wp index and other magnetospheric proxies, such as AE index, during solar maxima and solar minima. Thus the study classifies the activity bursts in Wp and other magnetospheric proxies that may have different dynamical critical scaling features. We also expect that the study sheds light into certain stochastic aspects of scaling properties of the magnetosphere which are not developed as global phenomena, but in turn generated due to inherent localized properties of the magnetosphere.</p>


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