The Application of Conditional Beta Density Functions to Model Time- Delay Measurement Errors

In this paper kernel estimates of the joint and conditional probability density functions are used to generate synthetic streamflow sequences. Streamflow is assumed to be a Markov process with time dependence characterized by a multivariate probability density function. Kernel methods are used to estimate this multivariate density function. Simulation proceeds by sequentially resampling from the conditional density function derived from the kernel estimate of the underlying multivariate probability density function. This is a nonparametric method for the synthesis of streamflow that is data‐driven and avoids prior assumptions as to the form of dependence (e.g., linear or nonlinear) and the form of the probability density functions (e.g., Gaussian). We show, using synthetic examples with known underlying models, that the nonparametric method presented is more flexible than the conventional models used in stochastic hydrology and is capable of reproducing both linear and nonlinear dependence. The effectiveness of this model is illustrated through its application to simulation of monthly streamflow from the Beaver River in Utah.

Reliable long-term streamflow forecasting is invaluable for water resource planning and management which allocates water supply according to the demand of water users. It is necessary to get probabilistic forecasts to establish risk-based reservoir operation policies. Probabilistic forecasts may be useful for the users who assess and manage risks according to decision-making responding forecasting results. Probabilistic forecasting of seasonal inflow to Andong dam is performed and assessed using selected predictors from sea surface temperature and 500 hPa geopotential height data. Categorical probability forecast by Piechota's method and logistic regression analysis, and probability forecast by conditional probability density function are used to forecast seasonal inflow. Kernel density function is used in categorical probability forecast by Piechota's method and probability forecast by conditional probability density function. The results of categorical probability forecasts are assessed by Brier skill score. The assessment reveals that the categorical probability forecasts are better than the reference forecasts. The results of forecasts using conditional probability density function are assessed by qualitative approach and transformed categorical probability forecasts. The assessment of the forecasts which are transformed to categorical probability forecasts shows that the results of the forecasts by conditional probability density function are much better than those of the forecasts by Piechota's method and logistic regression analysis except for winter season data.

A fast algorithm for computing least-squares cross-validations for nonparametric conditional kernel density functions

We propose a consistent kernel-based specification test for conditional density models when the dependent variable is categorical/discrete. The method is applicable to popular parametric binary choice models such as the logit and probit specification and their multinomial and ordered counterparts, along with parametric count models, among others. The test is valid when the conditional density function contains both categorical and real-valued covariates. Theoretical support for the test and for a bootstrap-based version of the test is provided. Monte Carlo simulations are conducted to assess the finite-sample performance of the proposed method.

An estimation problem in compact Lie groups

PurposeThe introduction of a linear safety factor to address peak local specific absorption rate (pSAR10g) uncertainties (eg, intersubject variation, modeling inaccuracies) bears one considerable drawback: It often results in over‐conservative scanning constraints. We present a more efficient approach to define a variable safety margin based on the conditional probability density function of the effectively obtained pSAR10g value, given the estimated pSAR10g value.MethodsThe conditional probability density function can be estimated from previously simulated data. A representative set of true and estimated pSAR10g samples was generated by means of our database of 23 subject‐specific models with an 8‐fractionated dipole array for prostate imaging at 7 T. The conditional probability density function was calculated for each possible estimated pSAR10g value and used to determine the corresponding safety margin with an arbitrary low probability of underestimation. This approach was applied to five state‐of‐the‐art local SAR estimation methods, namely: (1) using just the generic body model “Duke”; (2) using our model library to assess the maximum pSAR10g value over all models; (3) using the most representative “local SAR model”; (4) using the five most representative local SAR models; and (5) using a recently developed deep learning–based method.ResultsCompared with the more conventional safety factor, the conditional safety‐margin approach results in lower (up to 30%) mean overestimation for all investigated local SAR estimation methods.ConclusionThe proposed probabilistic approach for pSAR10g correction allows more accurate local SAR assessment with much lower overestimation, while a predefined level of underestimation is accepted (eg, 0.1%).

Background modelling is one of the main challenges in particle physics data analysis. Commonly employed strategies include the use of simulated events of the background processes, and the fitting of parametric background models to the observed data. However, reliable simulations are not always available or may be extremely costly to produce. As a result, in many cases uncertainties associated with the accuracy or sample size of the simulation are the limiting factor in the analysis sensitivity. At the same time, parametric models are limited by the a priori unknown functional form and parameter values of the background distribution. These issues become ever more pressing when large datasets become available, as it is already the case at the CERN Large Hadron Collider, and when studying exclusive signatures involving hadronic backgrounds.A widely applicable approach for non-parametric data-driven background modelling is proposed, which addresses these issues for a broad class of searches and measurements. It relies on a relaxed version of the event selection to estimate conditional probability density functions and two different techniques are discussed for its realisation. The first relies on ancestral sampling and uses data from a relaxed event selection to estimate a graph of conditional probability density functions of the variables used in the analysis, while accounting for significant correlations. A background model is then generated from events drawn from this graph, on which the full event selection is applied. In the second, a novel generative adversarial network is trained to estimate the joint probability density function of the variables used in the analysis. The training is performed on a relaxed event selection, which excludes the signal region, and the network is conditioned on a blinding variable. Subsequently, the conditional probability density function is interpolated into the signal region to model the background. The application of each method on a benchmark analysis and on ensemble tests is presented in detail, and the performance is discussed.

A kernel-based parametric method for conditional density estimation

Regression is a fundamental problem in statistical data analysis, which aims at estimating the conditional mean of output given input. However, regression is not informative enough if the conditional probability density is multi-modal, asymmetric, and heteroscedastic. To overcome this limitation, various estimators of conditional densities themselves have been developed, and a kernel-based approach called least-squares conditional density estimation (LS-CDE) was demonstrated to be promising. However, LS-CDE still suffers from large estimation error if input contains many irrelevant features. In this paper, we therefore propose an extension of LS-CDE called sparse additive CDE (SA-CDE), which allows automatic feature selection in CDE. SA-CDE applies kernel LS-CDE to each input feature in an additive manner and penalizes the whole solution by a group-sparse regularizer. We also give a subgradient-based optimization method for SA-CDE training that scales well to high-dimensional large data sets. Through experiments with benchmark and humanoid robot transition datasets, we demonstrate the usefulness of SA-CDE in noisy CDE problems.

Optimum soft decision decoding with graceful degradation

Infrastructure outages after disasters can cause contrasting impacts throughout a community due to differing vulnerabilities. The identification of critical social impact nodes for use in infrastructure risk mitigation planning and restoration will allow for overall disaster impact reduction and lessening of impact disparity across a community. To achieve criticality identification, this paper presents a probabilistic methodology to quantify the service outage impact of every node. Modelling of impact due to outages is accomplished by fixating outage occurrence in existing impact models and randomly sampling other input variables. The impact variability due to each node’s outage is captured through conditional impact probability density functions (CIPDFs) that are first developed with Monte Carlo simulation at base nodes. Characterization of upstream CIPDFs is achieved through convolution of downstream nodes’ CIPDFs. Mean impact curves/surfaces are developed from CIPDF and nodal vulnerability information for all components to further characterize the impact expected at a certain hazard level. Criticality identification using CIPDFs and mean impact curves/surfaces is presented for both pre-event and post-event situations. The methodology is applied for electric power network criticality identification for household dislocation impact in Galveston, TX, USA in a hurricane event.

The problem of cloud field recognition from the NOAA satellite data is urgent for solving not only meteorological problems but also for resource-ecological monitoring of the Earth's underlying surface associated with the detection of thunderstorm clouds, estimation of the liquid water content of clouds and the moisture of the soil, the degree of fire hazard, etc. To solve these problems, we used the AVHRR/NOAA video data that regularly displayed the situation in the territory. The complexity and extremely nonstationary character of problems to be solved call for the use of information of all spectral channels, mathematical apparatus of testing statistical hypotheses, and methods of pattern recognition and identification of the informative parameters. For a class of detection and pattern recognition problems, the average risk functional is a natural criterion for the quality and the information content of the synthesized decision rules. In this case, to solve efficiently the problem of identifying cloud field types, the informative parameters must be determined by minimization of this functional. Since the conditional probability density functions, representing mathematical models of stochastic patterns, are unknown, the problem of nonparametric reconstruction of distributions from the leaning samples arises. To this end, we used nonparametric estimates of distributions with the modified Epanechnikov kernel. The unknown parameters of these distributions were determined by minimization of the risk functional, which for the learning sample was substituted by the empirical risk. After the conditional probability density functions had been reconstructed for the examined hypotheses, a cloudiness type was identified using the Bayes decision rule.

The increased water demand and the increased capital construction costs of water resource development projects force engineers and water planners to utilize efficiently the existing and proposed water resources systems. Hence, it is considered necessary to find the optimum real time operating rules for systems of multiple reservoirs.Stochastic dynamic programming (SDP) has been used as the tool for deriving the real time operating rules for a system of multiple reservoirs, in preference to simulation analysis and linear programming. This is because the operation of the storages is considered as a sequential decision problem and dynamic programming is well suited to handle sequential, multi-period type decision problems. Further, the stochastic nature of streamflow is considered explicitly through a multivariate distribution for streamflow. The method theoretically produces the global optimum solution.The computational difficulties in terms of computer time and memory space have prohibited the realistic application of this method to systems of multiple reservoirs in the past. In this study, two methods have been introduced to reduce the computational difficulties of the method, thus making SDP more attractive to use in the derivation of the real time operating rules for a system of multiple reservoirs.The first method, the assumption of cross correlation of streamflow, reduces the number of states in the SDP method which reduces computer time and memory space. Further, it reduces the number of conditional probability estimates of streamflow which are used in recursive relation of the SDP algorithm. The second method, the “corridor” approach, reduces computer time involved in the SDP method by eliminating the computation of infeasible and/or inferior (suboptimal) solutions. These two methods have resulted in significant savings in the computer effort of the SDP method.The conditional probabilities of streamflow are computed by considering the hypervolume under the conditional probability density function between the integration limits using the computationally efficient Gaussian Legendre quadrature method. The conditional probability density function is derived from the historical streamflow data.Real time operating rules are expressed as a function of the storage volume(s) at the beginning of the current time interval and the forecast inflow into the storage(s) during the current time interval.The Melbourne water supply system is used as the example. The derived operating rules have been tested by operating a simulation model and the conclusion is made that the SDP method is a satisfactory technique for objectively deriving real time operating rules for a system of multiple reservoirs.Finally, a combined stochastic dynamic programming – statistical disaggregation approach is introduced to determine the real time operating rules for a system of multiple reservoirs where operational data are available. Releases from individual storages are a function of the total system storage volume and inflow. The method uses SDP to determine the release rules from the equivalent single reservoir of the multiple reservoir system; these releases are then disaggregated to individual releases using the statistical release disaggregation model whose parameters are derived from the historical operational data. The approach was used to derive real time operating rules for the Melbourne water supply system and the operating rules were validated using a simulation model of the system.

In this paper, we propose a robust incremental principal component analysis (IPCA) for stream data that can handle missing values on an ongoing basis. In the proposed IPCA, a missing value is substituted with the value estimated from a conditional probability density function. The conditional probability density functions are incrementally updated when new data are given. In the experiments, we evaluate the performance for both artificial and real data sets through the comparison with the two conventional approaches to handing missing values. We first investigate the estimation errors of missing values. The experimental results demonstrate that the proposed IPCA gives lower estimation errors compared to the other approaches. Next, we investigate the approximation accuracy of eigenvectors. The results show that the proposed IPCA has relatively good accuracy of eigenvectors not only for major components but also for minor components.

This paper describes a new framework for parametric shape recognition. The key result is a method for generating classifiers in the form of conditional probability densities for recognizing an unknown from a set of reference models. The authors' procedure is automatic. Off-line, it invokes an autonomous process to estimate reference model parameters and their statistics. On-line, during measurement, it combines these with a priori context-dependent information, as well as the parameters and statistics estimated for an unknown object, into a conditional probability density function, which represents the belief that the unknown is a particular reference model. The paper also describes the implementation of this procedure in a system for automatically generating and recognizing 3-D part-oriented models. The authors show that recognition performance is near perfect for cases in which complete surface information is accessible to the algorithm, and that it falls off gracefully when only partial information is available. This leads to the possibility of an active recognition strategy in which the belief measures associated with each classification can be used as feedback for the acquisition of further evidence as required.