Search results for "probabilistic"
showing 10 items of 380 documents
The multichoice consistent value
2000
We consider multichoice NTU games, i.e., cooperative NTU games in which players can participate in the game with several levels of activity. For these games, we define and characterize axiomatically the multichoice consistent value, which is a generalization of the consistent NTU value for NTU games and of the multichoice value for multichoice TU games. Moreover, we show that this value coincides with the consistent NTU value of a replicated NTU game and we provide a probabilistic interpretation.
Probabilistic characterization of nonlinear systems under α-stable white noise via complex fractional moments
2015
Abstract The probability density function of the response of a nonlinear system under external α -stable Levy white noise is ruled by the so called Fractional Fokker–Planck equation. In such equation the diffusive term is the Riesz fractional derivative of the probability density function of the response. The paper deals with the solution of such equation by using the complex fractional moments. The analysis is performed in terms of probability density for a linear and a non-linear half oscillator forced by Levy white noise with different stability indexes α . Numerical results are reported for a wide range of non-linearity of the mechanical system and stability index of the Levy white nois…
PROBABILISTIC QUANTIFICATION OF HAZARDS: A METHODOLOGY USING SMALL ENSEMBLES OF PHYSICS-BASED SIMULATIONS AND STATISTICAL SURROGATES
2015
This paper presents a novel approach to assessing the hazard threat to a locale due to a large volcanic avalanche. The methodology combines: (i) mathematical modeling of volcanic mass flows; (ii) field data of avalanche frequency, volume, and runout; (iii) large-scale numerical simulations of flow events; (iv) use of statistical methods to minimize computational costs, and to capture unlikely events; (v) calculation of the probability of a catastrophic flow event over the next T years at a location of interest; and (vi) innovative computational methodology to implement these methods. This unified presentation collects elements that have been separately developed, and incorporates new contri…
Hitting straight lines by compound Poisson process paths
1990
In a recent article Mallows and Nair (1989,Ann. Inst. Statist. Math.,41, 1–8) determined the probability of intersectionP{X(t)=αt for somet≥0} between a compound Poisson process {X(t), t≥0} and a straight line through the origin. Using four different approaches (direct probabilistic, via differential equations and via Laplace transforms) we extend their results to obtain the probability of intersection between {X(t), t≥0} and arbitrary lines. Also, we display a relationship with the theory of Galton-Watson processes. Additional results concern the intersections with two (or more) parallel lines.
Testing with a nuisance parameter present only under the alternative: a score-based approach with application to segmented modelling
2016
ABSTRACTWe introduce a score-type statistic to test for a non-zero regression coefficient when the relevant term involves a nuisance parameter present only under the alternative. Despite the non-regularity and complexity of the problem and unlike the previous approaches, the proposed test statistic does not require the nuisance to be estimated. It is simple to implement by relying on the conventional distributions, such as Normal or t, and it justified in the setting of probabilistic coherence. We focus on testing for the existence of a breakpoint in segmented regression, and illustrate the methodology with an analysis on data of DNA copy number aberrations and gene expression profiles from…
Stochastic labelling of biological images
1998
Many hypotheses made by experimental researchers can be formulated as a stochastic labelling of a given image. Some stochastic labelling methods for random closed sets are proposed in this paper. Molchanov (I. Molchanov, 1984, Theor. Probability and Math. Statist.29, 113–119) provided the probabilistic background for this problem. However, there is a lack of specific labelling models. Ayala and Simo (G. Ayala and A. Simo, 1995, Advances in Applied Probability27, 293–305) proposed a method in which, given the whole set of connected components, every component is classified in a certain phase or category in a completely random way. Alternative methods are necessary in case the random labellin…
A non-homogeneous Poisson based model for daily rainfall data
2007
In this paper we report some results of the application of a new stochastic model applied to rainfall daily data. The Poisson models, characterized only by the expected rate of events (impulse occurrences, that is the mean number of impulses per unit time) and the assigned probability distribution of the phenomenon magnitude, do not take into consideration the datum regarding the duration of the occurrences, that is fundamental from a hydrological point of view. In order to describe the phenomenon in a way more adherent to its physical nature, we propose a new model simple and manageable. This model takes into account another random variable, representing the duration of the rainfall due to…
A simplified analysis for the evaluation of stochastic response of elasto-plastic oscillators
1999
Abstract The paper deals with dynamic hysteretic oscillators without post-yielding hardening, called ideal elasto-plastic oscillators, subjected to white noise. They are characterized by the fact that they do not reach stationarity even though excited by stationary stochastic processes. A simplified solution procedure to capture this behaviour is presented in this paper. It is based on modelling the accumulated plastic deformations as a homogeneous compound Poisson process. In particular, two aspects are addressed in the paper: (1) evaluation of the probabilistic parameters of the accumulated plastic deformation process; and (2) evaluation of the second-order cumulants of the response by me…
Voltage Security Assessment by Using PFDT and CBR Methods in Emerging Power System
2018
Abstract This paper exhibits varied methods for voltage security assessment in a restructured power system. This paper primarily lays emphasis on two methods that are Probabilistic Fuzzy Decision Tree (PFDT) and Case Based Reasoning (CBR). In PFDT, Decision Tree plays an integral role for classification of system. For further classification of power system security, an algorithm is developed to categorise the buses which trouble the security most. After classification of system, by using minimum amount of load curtailment of voltages on buses which made insecure to secure load. Optimization of load is done by curtailing reactive power from insecure buses. In CBR, old cases from database are…
A probabilistic expert system for predicting the risk of Legionella in evaporative installations
2011
Research highlights? The bacterium Legionella usually lives in water sources such as cooling towers. ? We discuss a probabilistic expert system for predicting the risk of Legionella. ? The expert system has a master-slave architecture. ? The inference engine is implemented through Bayesian reasoning. ? Bayesian networks model and connect relationships for chemical and physical variables. Early detection in water evaporative installations is one of the keys to fighting against the bacterium Legionella, the main cause of Legionnaire's disease. This paper discusses the general structure, elements and operation of a probabilistic expert system capable of predicting the risk of Legionella in rea…