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9,300
Monte Carlo Implementation of Gaussian Process Models for Bayesian Regression and Classification
physics.data-an
Gaussian processes are a natural way of defining prior distributions over functions of one or more input variables. In a simple nonparametric regression problem, where such a function gives the mean of a Gaussian distribution for an observed response, a Gaussian process model can easily be implemented using matrix comp...
physics
9,301
The Analysis of Data from Continuous Probability Distributions
physics.data-an
Conventional statistics begins with a model, and assigns a likelihood of obtaining any particular set of data. The opposite approach, beginning with the data and assigning a likelihood to any particular model, is explored here for the case of points drawn randomly from a continuous probability distribution. A scalar fi...
physics
9,302
Objective Bayesian Statistics
physics.data-an
Bayesian inference --- although becoming popular in physics and chemistry --- is hampered up to now by the vagueness of its notion of prior probability. Some of its supporters argue that this vagueness is the unavoidable consequence of the subjectivity of judgements --- even scientific ones. We argue that priors can be...
physics
9,303
Experiments on Critical Phenomena in a Noisy Exit Problem
physics.data-an
We consider noise-driven exit from a domain of attraction in a two-dimensional bistable system lacking detailed balance. Through analog and digital stochastic simulations, we find a theoretically predicted bifurcation of the most probable exit path as the parameters of the system are changed, and a corresponding nonana...
physics
9,304
BAYES-LIN: An object-oriented environment for Bayes linear local computation
physics.data-an
BAYES-LIN is an extension of the LISP-STAT object-oriented statistical computing environment, which adds to LISP-STAT some object prototypes appropriate for carrying out local computation via message-passing between clique-tree nodes of Bayes linear belief networks. Currently the BAYES-LIN system represents a rather lo...
physics
9,305
Non-commutative time-frequency tomography
physics.data-an
The characterization of non-stationary signals requires joint time and frequency information. However, time (t) and frequency (omega) being non-commuting variables there cannot be a joint probability density in the (t,omega) plane and the time-frequency distributions, that have been proposed, have difficult interpretat...
physics
9,306
Characteristic functions and process identification by neural networks
physics.data-an
Principal component analysis (PCA) algorithms use neural networks to extract the eigenvectors of the correlation matrix from the data. However, if the process is non-Gaussian, PCA algorithms or their higher order generalisations provide only incomplete or misleading information on the statistical properties of the data...
physics
9,307
Cross Validated Non parametric Bayesianism by Markov Chain Monte Carlo
physics.data-an
Completely automatic and adaptive non-parametric inference is a pie in the sky. The frequentist approach, best exemplified by the kernel estimators, has excellent asymptotic characteristics but it is very sensitive to the choice of smoothness parameters. On the other hand the Bayesian approach, best exemplified by the ...
physics
9,308
Using projections and correlations to approximate probability distributions
physics.data-an
A method to approximate continuous multi-dimensional probability density functions (PDFs) using their projections and correlations is described. The method is particularly useful for event classification when estimates of systematic uncertainties are required and for the application of an unbinned maximum likelihood an...
physics
9,309
On the determination of probability density functions by using Neural Networks
physics.data-an
It is well known that the output of a Neural Network trained to disentangle between two classes has a probabilistic interpretation in terms of the a-posteriori Bayesian probability, provided that a unary representation is taken for the output patterns. This fact is used to make Neural Networks approximate probability d...
physics
9,310
Objections to the Unified Approach to the Computation of Classical Confidence Limits
physics.data-an
Conventional classical confidence intervals in specific cases are unphysical. A solution to this problem has recently been published by Feldman and Cousins. We show that there are cases where the new approach is not applicable and that it does not remove the basic deficiencies of classical confidence limits.
physics
9,311
Estimating probability densities from short samples: a parametric maximum likelihood approach
physics.data-an
A parametric method similar to autoregressive spectral estimators is proposed to determine the probability density function (pdf) of a random set. The method proceeds by maximizing the likelihood of the pdf, yielding estimates that perform equally well in the tails as in the bulk of the distribution. It is therefore we...
physics
9,312
Depth Profile Reconstruction from Rutherford Backscattering Data
physics.data-an
An adaptive kernel method in the Bayesian framework together with a new simulation program for Rutherford backscattering spectroscopy (RBS) have been applied to the analysis of RBS data. Even in the case of strongly overlapping RBS peaks a depth profile reconstruction without noise fitting has been achieved. The adapti...
physics
9,313
The Signal Estimator Limit Setting Method
physics.data-an
A new method of background subtraction is presented which uses the concept of a signal estimator to construct a confidence level which is always conservative and which is never better than e^-s. The new method yields stronger exclusions than the Bayesian method with a flat prior distribution.
physics
9,314
Improved Probability Method for Estimating Signal in the Presence of Background
physics.data-an
A suggestion is made for improving the Feldman Cousins method of estimating signal counts in the presence of background. The method concentrates on finding essential information about the signal and ignoring extraneous information about background. An appropriate method is found which uses the condition that the number...
physics
9,315
Anomalous jumping in a double-well potential
physics.data-an
Noise induced jumping between meta-stable states in a potential depends on the structure of the noise. For an $\alpha$-stable noise, jumping triggered by single extreme events contributes to the transition probability. This is also called Levy flights and might be of importance in triggering sudden changes in geophysic...
physics
9,316
Time Series Forecasting: A Multivariate Stochastic Approach
physics.data-an
This note deals with a multivariate stochastic approach to forecast the behaviour of a cyclic time series. Particular attention is devoted to the problem of the prediction of time behaviour of sunspot numbers for the current 23th cycle. The idea is to consider the previous known n cycles as n particular realizations of...
physics
9,317
HEMAS: a Monte Carlo code for hadronic, electromagnetic and TeV muon components in air shower
physics.data-an
The features of the HEMAS code are presented. The results of the comparison between the Monte Carlo expectation and the experimental data are shown.
physics
9,318
Definition of Nonequilibrium Entropy of General Systems
physics.data-an
The definition of nonequilibrium entropy is provided for the general nonequilibrium processes by connecting thermodynamics with statistical physics, and the principle of entropy increment in the nonequilibrium processes is also proved in the paper. The result shows that the definition of nonequilibrium entropy is not u...
physics
9,319
Analytic Confidence Level Calculations using the Likelihood Ratio and Fourier Transform
physics.data-an
The interpretation of new particle search results involves a confidence level calculation on either the discovery hypothesis or the background-only ("null") hypothesis. A typical approach uses toy Monte Carlo experiments to build an expected experiment estimator distribution against which an observed experiment's estim...
physics
9,320
Artificial Neural Network Modeling of Forest Tree Growth
physics.data-an
The problem of modeling forest tree growth curves with an artificial neural network (NN) is examined. The NN parametric form is shown to be a suitable model if each forest tree plot is assumed to consist of several differently growing sub-plots. The predictive Bayesian approach is used in estimating the NN output. Da...
physics
9,321
When do finite sample effects significantly affect entropy estimates ?
physics.data-an
An expression is proposed for determining the error caused on entropy estimates by finite sample effects. This expression is based on the Ansatz that the ranked distribution of probabilities tends to follow an empirical Zipf law.
physics
9,322
Publication Bias (The "File-Drawer Problem") in Scientific Inference
physics.data-an
Publication bias arises whenever the probability that a study is published depends on the statistical significance of its results. This bias, often called the file-drawer effect since the unpublished results are imagined to be tucked away in researchers' file cabinets, is potentially a severe impediment to combining th...
physics
9,323
Mixtures of Gaussian process priors
physics.data-an
Nonparametric Bayesian approaches based on Gaussian processes have recently become popular in the empirical learning community. They encompass many classical methods of statistics, like Radial Basis Functions or various splines, and are technically convenient because Gaussian integrals can be calculated analytically. R...
physics
9,324
Kalman Filter Track Fits and Track Breakpoint Analysis
physics.data-an
We give an overview of track fitting using the Kalman filter method in the NOMAD detector at CERN, and emphasize how the wealth of by-product information can be used to analyze track breakpoints (discontinuities in track parameters caused by scattering, decay, etc.). After reviewing how this information has been previo...
physics
9,325
Application of Conditioning to the Gaussian-with-Boundary Problem in the Unified Approach to Confidence Intervals
physics.data-an
Roe and Woodroofe (RW) have suggested that certain conditional probabilities be incorporated into the ``unified approach'' for constructing confidence intervals, previously described by Feldman and Cousins (FC). RW illustrated this conditioning technique using one of the two prototype problems in the FC paper, that of ...
physics
9,326
The Equilibrium Distribution of Gas Molecules Adsorbed on an Active Surface
physics.data-an
We evaluate the exact equilibrium distribution of gas molecules adsorbed on an active surface with an infinite number of attachment sites. Our result is a Poisson distribution having mean $X = {\mu P P_s \over P_e}$, with $\mu$ the mean gas density, $ P_s$ the sticking probability, $P_e$ the evaporation probability in ...
physics
9,327
On mixing times for stratified walks on the d-cube
physics.data-an
Using the electric and coupling approaches, we derive a series of results concerning the mixing times for the stratified random walk on the d-cube, inspired in the results of Chung and Graham (1997) Stratified random walks on the n-cube.
physics
9,328
XAFS spectroscopy. I. Extracting the fine structure from the absorption spectra
physics.data-an
Three independent techniques are used to separate fine structure from the absorption spectra, the background function in which is approximated by (i) smoothing spline. We propose a new reliable criterion for determination of smoothing parameter and the method for raising of stability with respect to k_min variation; (i...
physics
9,329
XAFS spectroscopy. II. Statistical evaluations in the fitting problems
physics.data-an
The problem of error analysis is addressed in stages beginning with the case of uncorrelated parameters and proceeding to the Bayesian problem that takes into account all possible correlations when a great deal of prior information about the accessible parametr space is available. The formulas for the standard deviatio...
physics
9,330
Tsallis' entropy maximization procedure revisited
physics.data-an
The proper way of averaging is an important question with regards to Tsallis' Thermostatistics. Three different procedures have been thus far employed in the pertinent literature. The third one, i.e., the Tsallis-Mendes-Plastino (TMP) normalization procedure, exhibits clear advantages with respect to earlier ones. In t...
physics
9,331
Singularities in kinetic theory
physics.data-an
It is revealed that distribution functions of practical gases relate to singularities and such singularities can, with molecular motion, spread to the entire region of interest. It is also shown that even common continuous distribution functions involve a similar quasi-discontinuity difficulty.
physics
9,332
On the Confidence Interval for the parameter of Poisson Distribution
physics.data-an
The possibility of construction of continuous analogue of Poisson distribution with the search of bounds of confidence intervals for parameter of Poisson distribution is discussed. Also, in the article is shown that the true value of a parameter of Poisson distribution for the observed value $\hat x$ has Gamma distribu...
physics
9,333
A Generalization of the Maximum Noise Fraction Transform
physics.data-an
A generalization of the maximum noise fraction (MNF) transform is proposed. Powers of each band are included as new bands before the MNF transform is performed. The generalized MNF (GMNF) is shown to perform better than the MNF on a time dependent airborne electromagnetic (AEM) data filtering problem.
physics
9,334
Maximally Informative Statistics
physics.data-an
In this paper we propose a Bayesian, information theoretic approach to dimensionality reduction. The approach is formulated as a variational principle on mutual information, and seamlessly addresses the notions of sufficiency, relevance, and representation. Maximally informative statistics are shown to minimize a Kullb...
physics
9,335
Computer simulation approach to reliability and accuracy in EXAFS structural determinations
physics.data-an
The frequency distribution of different parameters of an EXAFS spectrum can be directly sampled by analysing a population of simulated spectra produced by adding computer-generated noise to a reference pattern. The procedure gives statistical estimators of the parameter obtained with different data processing strategie...
physics
9,336
Optimal Recovery of Local Truth
physics.data-an
Probability mass curves the data space with horizons. Let f be a multivariate probability density function with continuous second order partial derivatives. Consider the problem of estimating the true value of f(z) > 0 at a single point z, from n independent observations. It is shown that, the fastest possible estimato...
physics
9,337
Role and meaning of subjective probability: some comments on common misconceptions
physics.data-an
Criticisms of so called `subjective probability' come on the one hand from those who maintain that probability in physics has only a frequentistic interpretation, and, on the other, from those who tend to `objectivise' Bayesian theory, arguing, e.g., that subjective probabilities are indeed based `only on private intro...
physics
9,338
A Good Measure for Bayesian Inference
physics.data-an
The Gaussian theory of errors has been generalized to situations, where the Gaussian distribution and, hence, the Gaussian rules of error propagation are inadequate. The generalizations are based on Bayes' theorem and a suitable measure. The following text sketches some chapters of a monograph that is presently prepare...
physics
9,339
Complexity Through Nonextensivity
physics.data-an
The problem of defining and studying complexity of a time series has interested people for years. In the context of dynamical systems, Grassberger has suggested that a slow approach of the entropy to its extensive asymptotic limit is a sign of complexity. We investigate this idea further by information theoretic and st...
physics
9,340
Quantum Clustering
physics.data-an
We propose a novel clustering method that is based on physical intuition derived from quantum mechanics. Starting with given data points, we construct a scale-space probability function. Viewing the latter as the lowest eigenstate of a Schrodinger equation, we use simple analytic operations to derive a potential functi...
physics
9,341
Entropy and inference, revisited
physics.data-an
We study properties of popular near-uniform (Dirichlet) priors for learning undersampled probability distributions on discrete nonmetric spaces and show that they lead to disastrous results. However, an Occam-style phase space argument expands the priors into their infinite mixture and resolves most of the observed pro...
physics
9,342
Quasi-optimal observables: Attaining the quality of maximal likelihood in parameter estimation when only a MC event generator is available
physics.data-an
A new method of quasi-optimal observables allows one to approach the quality of data processing usually associated with the method of maximal likelihood within the simpler algorithmic context of generalized moments.
physics
9,343
On a quantitative method to analyse dynamical and measurement noise
physics.data-an
This letter reports on a new method of analysing experimentally gained time series with respect to different types of noise involved, namely, we show that it is possible to differentiate between dynamical and measurement noise. This method does not depend on previous knowledge of model equations. For the complicated ca...
physics
9,344
Characterization of a Low Frequency Power Spectral Density f^(-gamma) in a Threshold Model
physics.data-an
his study investigates the modifications of the thermal spectrum, at low frequency, induced by an external damping on a system in heat contact with internal fluctuating impurities. Those impurities can move among locations and their oscillations are associated with a loss function depending on the model. The fluctuatio...
physics
9,345
Reconstruction of dynamical equations for traffic flow
physics.data-an
Traffic flow data collected by an induction loop detector on the highway close to Koeln-Nord are investigated with respect to their dynamics including the stochastic content. In particular we present a new method, with which the flow dynamics can be extracted directly from the measured data. As a result a Langevin equa...
physics
9,346
Bayesian inference for inverse problems
physics.data-an
Traditionally, the MaxEnt workshops start by a tutorial day. This paper summarizes my talk during 2001'th workshop at John Hopkins University. The main idea in this talk is to show how the Bayesian inference can naturally give us all the necessary tools we need to solve real inverse problems: starting by simple inversi...
physics
9,347
Penalized maximum likelihood for multivariate Gaussian mixture
physics.data-an
In this paper, we first consider the parameter estimation of a multivariate random process distribution using multivariate Gaussian mixture law. The labels of the mixture are allowed to have a general probability law which gives the possibility to modelize a temporal structure of the process under study. We generalize ...
physics
9,348
Bayesian source separation with mixture of Gaussians prior for sources and Gaussian prior for mixture coefficients
physics.data-an
In this contribution, we present new algorithms to source separation for the case of noisy instantaneous linear mixture, within the Bayesian statistical framework. The source distribution prior is modeled by a mixture of Gaussians [Moulines97] and the mixing matrix elements distributions by a Gaussian [Djafari99a]. We ...
physics
9,349
Model selection for inverse problems: Best choice of basis functions and model order selection
physics.data-an
A complete solution for an inverse problem needs five main steps: choice of basis functions for discretization, determination of the order of the model, estimation of the hyperparameters, estimation of the solution, and finally, characterization of the proposed solution. Many works have been done for the three last ste...
physics
9,350
Entropy in Signal Processing (Entropie en Traitement du Signal)
physics.data-an
R\'esum\'e: Le principal objet de cette communication est de faire une r\'etro perspective succincte de l'utilisation de l'entropie et du principe du maximum d'entropie dans le domaine du traitement du signal. Apr\`es un bref rappel de quelques d\'efinitions et du principe du maximum d'entropie, nous verrons successive...
physics
9,351
Shape reconstruction in X-ray tomography from a small number of projections using deformable models
physics.data-an
X-ray tomographic image reconstruction consists of determining an object function from its projections. In many applications such as non-destructive testing, we look for a fault region (air) in a homogeneous, known background (metal). The image reconstruction problem then becomes the determination of the shape of the d...
physics
9,352
Probabilistic methods for data fusion
physics.data-an
The main object of this paper is to show how we can use classical probabilistic methods such as Maximum Entropy (ME), maximum likelihood (ML) and/or Bayesian (BAYES) approaches to do microscopic and macroscopic data fusion. Actually ME can be used to assign a probability law to an unknown quantity when we have macrosco...
physics
9,353
A Bayesian Approach for the Determination of the Charge Density from Elastic Electron Scattering Data
physics.data-an
The problem of the determination of the charge density from limited information about the charge form factor is an ill-posed inverse problem. A Bayesian probabilistic approach to this problem which permits to take into account both errors and prior information about the solution is presented. We will show that many cla...
physics
9,354
A Bayesian Approach to Shape Reconstruction of a Compact Object from a Few Number of Projections
physics.data-an
Image reconstruction in X ray tomography consists in determining an object from its projections. In many applications such as non destructive testing, we look for an image who has a constant value inside a region (default) and another constant value outside that region (homogeneous region surrounding the default). The ...
physics
9,355
New Advances in Bayesian Calculation for Linear and Nonlinear Inverse Problems
physics.data-an
The Bayesian approach has proved to be a coherent approach to handle ill posed Inverse problems. However, the Bayesian calculations need either an optimization or an integral calculation. The maximum a posteriori (MAP) estimation requires the minimization of a compound criterion which, in general, has two parts: a data...
physics
9,356
A Comparison of Two Approaches: Maximum Entropy on the Mean (MEM) and Bayesian Estimation (BAYES) for Inverse Problems
physics.data-an
To handle with inverse problems, two probabilistic approaches have been proposed: the maximum entropy on the mean (MEM) and the Bayesian estimation (BAYES). The main object of this presentation is to compare these two approaches which are in fact two different inference procedures to define the solution of an inverse p...
physics
9,357
A full Bayesian approach for inverse problems
physics.data-an
The main object of this paper is to present some general concepts of Bayesian inference and more specifically the estimation of the hyperparameters in inverse problems. We consider a general linear situation where we are given some data $\yb$ related to the unknown parameters $\xb$ by $\yb=\Ab \xb+\nb$ and where we can...
physics
9,358
Scale Invariant Markov Models for Bayesian Inversion of Linear Inverse Problems
physics.data-an
In a Bayesian approach for solving linear inverse problems one needs to specify the prior laws for calculation of the posterior law. A cost function can also be defined in order to have a common tool for various Bayesian estimators which depend on the data and the hyperparameters. The Gaussian case excepted, these esti...
physics
9,359
A scale invariant Bayesian method to solve linear inverse problems
physics.data-an
In this paper we propose a new Bayesian estimation method to solve linear inverse problems in signal and image restoration and reconstruction problems which has the property to be scale invariant. In general, Bayesian estimators are {\em nonlinear} functions of the observed data. The only exception is the Gaussian case...
physics
9,360
A Matlab Program to Calculate the Maximum Entropy Distributions
physics.data-an
The classical Maximum Entropy (ME) problem consists of determining a probability distribution function (pdf) from a finite set of expectations of known functions. The solution depends on $N+1$ Lagrange multipliers which are determined by solving the set of nonlinear equations formed by the $N$ data constraints and the ...
physics
9,361
Statistical inference and modeling with the S distribution
physics.data-an
We consider the problem of statistical inference for the S distribution and introduce new minimum distance estimators for the four parameters of the S distribution using Kolmogorov-Smirnov, Cramer-von Mises and related distance metrics. Approximate goodness-of-fit and confidence intervals for parameters are calculated ...
physics
9,362
Entropic Priors for Discrete Probabilistic Networks and for Mixtures of Gaussians Models
physics.data-an
The ongoing unprecedented exponential explosion of available computing power, has radically transformed the methods of statistical inference. What used to be a small minority of statisticians advocating for the use of priors and a strict adherence to bayes theorem, it is now becoming the norm across disciplines. The ev...
physics
9,363
Comment on "Indispensable Finite Time Correlations for Fokker-Planck Equations from Time Series Data"
physics.data-an
Comment on "Indispensable Finite Time Correlations for Fokker-Planck Equations from Time Series Data"
physics
9,364
Stochastic analysis of road surface roughness
physics.data-an
This paper was withdrawn by the authors due to significant new findings. A new paper on the same topic has been submitted as physics/0310159.
physics
9,365
Evolving Networks with Multi-species Nodes and Spread in the Number of Initial Links
physics.data-an
We consider models for growing networks incorporating two effects not previously considered: (i) different species of nodes, with each species having different properties (such as different attachment probabilities to other node species); and (ii) when a new node is born, its number of links to old nodes is random with...
physics
9,366
Decomposition of multicomponent mass spectra using Bayesian probability theory
physics.data-an
We present a method for the decomposition of mass spectra of mixture gases using Bayesian probability theory. The method works without any calibration measurement and therefore applies also to the analysis of spectra containing unstable species. For the example of mixtures of three different hydrocarbon gases the algor...
physics
9,367
Computer simulations discussed in physical terms and terminology
physics.data-an
As known, any numerical simulation is composed of two parts: (1) the initial part of writing the relevant code and (2) the running of this code on the computer screen. The second part of running the program is extensively discussed theoretically and technically in the relevant literature. In this work we pay special at...
physics
9,368
A two-dimensional rough surface: Experiments on a pile of rice
physics.data-an
Dynamical roughening of interfaces has received much attention in recent years. However, experiments have been restricted to one dimensional (1d) systems. Moreover, theoretical studies of the two dimensional (2d) case have been highly inconclusive. Here we introduce an experimental 2d system, with which the theories ca...
physics
9,369
Inference of entropies of discrete random variables with unknown cardinalities
physics.data-an
We examine the recently introduced NSB estimator of entropies of severely undersampled discrete variables and devise a procedure for calculating the involved integrals. We discover that the output of the estimator has a well defined limit for large cardinalities of the variables being studied. Thus one can estimate ent...
physics
9,370
The effects of related experiments
physics.data-an
The effects of the experiment itself upon the obtained results and, especially, the influence of a large number of experiments are extensively discussed in the literature. We show that the important factor that stands at the basis of these effects is that the involved experiments are related and not independent and det...
physics
9,371
Slow relaxation in weakly open vertex-splitting rational polygons
physics.data-an
The problem of splitting effects by vertex angles is discussed for nonintegrable rational polygonal billiards. A statistical analysis of the decay dynamics in weakly open polygons is given through the orbit survival probability. Two distinct channels for the late-time relaxation of type 1/t^delta are established. The p...
physics
9,372
What is the true dropped calls rate when in the test it was found to be zero?
physics.data-an
We study the distributions of dropped calls rates for different wireless (cellular) carriers in different markets. Our statistics comprises over 700 different market/carrier combinations. We find that the dropped calls rates distribution is very close to lognormal. We derive an equation for the most probable dropped ca...
physics
9,373
NeXus Software Status
physics.data-an
NeXus is a joint effort of both the synchrotron and neutron scattering community to devlop a common data exchange format based on HDF. In order to simplify access to NeXus-files a NeXus-API is provided. This NeXus-API has been redesigned and expanded to cover both HDF versions 4 and 5. Only small changes to the API wer...
physics
9,374
Parameter identification using the Hilbert transform
physics.data-an
Many physical systems can be adequately modelled using a second order approximation. The problem of plant identification reduces to the problem of estimating the position of a single pair of complex conjugate poles. One approach to the problem is to apply the method of least squares to the time domain data. This type o...
physics
9,375
GUI Tools for an Enhanced User Experience
physics.data-an
For instruments with many occasional users, it is important to have easy to use software. To support the frequent users it is important to be flexible. Using a scripting language to design a GUI and exposing it to the user allows us to do both. We present our work on a GUI for reflectometry data analysis and reduction ...
physics
9,376
The right tool for the job
physics.data-an
Tcl/tk provides for fast and flexible interface design but slow and cumbersome vector processing. Octave provides fast and flexible vector processing but slow and cumbersome interface design. Calling octave from tcl gives you the flexibility to do a broad range of fast numerical manipulations as part of an embedded GUI...
physics
9,377
Yet Another Analysis of Dice Problems
physics.data-an
During the MaxEnt 2002 workshop in Moscow, Idaho, Tony Vignaux asked again a few simple questions about using Maximum Entropy or Bayesian approaches for the famous Dice problems which have been analyzed many times through this workshop and also in other places. Here, there is another analysis of these problems. I hope ...
physics
9,378
MCMC joint separation and segmentation of hidden Markov fields
physics.data-an
In this contribution, we consider the problem of the blind separation of noisy instantaneously mixed images. The images are modelized by hidden Markov fields with unknown parameters. Given the observed images, we give a Bayesian formulation and we propose to solve the resulting data augmentation problem by implementing...
physics
9,379
Wavelet Domain Image Separation
physics.data-an
In this paper, we consider the problem of blind signal and image separation using a sparse representation of the images in the wavelet domain. We consider the problem in a Bayesian estimation framework using the fact that the distribution of the wavelet coefficients of real world images can naturally be modeled by an e...
physics
9,380
Fisher Information With Respect to Cumulants
physics.data-an
Fisher information is a measure of the best precision with which a parameter can be estimated from statistical data. It can also be defined for a continuous random variable without reference to any parameters, in which case it has a physically compelling interpretation of representing the highest precision with which t...
physics
9,381
Comment on "Including Systematic Uncertainties in Confidence Interval Construction for Poisson Statistics"
physics.data-an
The incorporation of systematic uncertainties into confidence interval calculations has been addressed recently in a paper by Conrad et al. (Physical Review D 67 (2003) 012002). In their work, systematic uncertainities in detector efficiencies and background flux predictions were incorporated following the hybrid frequ...
physics
9,382
Transient of the kinetic spherical model between two temperatures
physics.data-an
We solve the dynamic equation for the kinetic spherical model that initially is in an arbitrary equilibrium state and then is left to evolve in a heat-bath with another temperature. Flows of the Renormalizational group are determined.
physics
9,383
The power law character of off-site power failures
physics.data-an
A study on the behavior of off-site AC power failure recovery times at three nuclear plant sites is presented. It is shown, that power law is appropriate for the representation of failure frequency-duration correlation function of off-site power failure events, based on simple assumptions about component failure and re...
physics
9,384
Inference for bounded parameters
physics.data-an
The estimation of signal frequency count in the presence of background noise has had much discussion in the recent physics literature, and Mandelkern [1] brings the central issues to the statistical community, leading in turn to extensive discussion by statisticians. The primary focus however in [1] and the accompanyin...
physics
9,385
Internet websites statistics expressed in the framework of the Ursell-Mayer cluster formalism
physics.data-an
We show that it is possible to generalize the Ursell-Mayer cluster formalism so that it may cover also the statistics of Internet websites. Our starting point is the introduction of an extra variable that is assumed to take account, as will be explained, of the nature of the Internet statistics. We then show, following...
physics
9,386
Bayesian Inference in Processing Experimental Data: Principles and Basic Applications
physics.data-an
This report introduces general ideas and some basic methods of the Bayesian probability theory applied to physics measurements. Our aim is to make the reader familiar, through examples rather than rigorous formalism, with concepts such as: model comparison (including the automatic Ockham's Razor filter provided by the ...
physics
9,387
Multiscale Trend Analysis
physics.data-an
This paper introduces a multiscale analysis based on optimal piecewise linear approximations of time series. An optimality criterion is formulated and on its base a computationally effective algorithm is constructed for decomposition of a time series into a hierarchy of trends (local linear approximations) at different...
physics
9,388
Bayesian inference of nanoparticle-broadened x-ray line profiles
physics.data-an
A single and self-contained method for determining the crystallite-size distribution and shape from experimental x-ray line profile data is presented. We have shown that the crystallite-size distribution can be determined without assuming a functional form for the size distribution, determining instead the size distrib...
physics
9,389
Fitting a Sum of Exponentials to Numerical Data
physics.data-an
A finite sum of exponential functions may be expressed by a linear combination of powers of the independent variable and by successive integrals of the sum. This is proved for the general case and the connection between the parameters in the sum and the coefficients in the linear combination is highlighted. The fitting...
physics
9,390
Next-Generation EU DataGrid Data Management Services
physics.data-an
We describe the architecture and initial implementation of the next-generation of Grid Data Management Middleware in the EU DataGrid (EDG) project. The new architecture stems out of our experience and the users requirements gathered during the two years of running our initial set of Grid Data Management Services. All...
physics
9,391
Go4 v2 Analysis Framework
physics.data-an
Go4 developed at GSI is an analysis framework with a general purpose non blocking GUI. Go4 is based on ROOT. The GUI is implemented in Qt using GSI's QtROOT interface. Analysis and GUI run in separate tasks communicating through asynchronous object channels. A Go4 analysis may use any ROOT features. It can be organized...
physics
9,392
Revison Control in the Grid Era - the unmet challenge
physics.data-an
As we move to distribute High Energy Physics computing tasks throughout the global Grid, we are encountering ever more severe difficulties installing and selecting appropriate versions of the supporting products. Problems show up at every level: the base operating systems and tools, general purpose utilities like root,...
physics
9,393
The full detector simulation for the Atlas experiment: status and outlook
physics.data-an
The simulation of the ATLAS detector is a major challenge, given the complexity of the detector and the demanding environment of the LHC. The apparatus, one of the biggest and most complex ever designed, requires a detailed, flexible and, if possible, fast simulation which is needed already today to deal with questions...
physics
9,394
Reconstruction of electrons with the Gaussian-sum filter in the CMS tracker at LHC
physics.data-an
The bremsstrahlung energy loss distribution of electrons propagating in matter is highly non Gaussian. Because the Kalman filter relies solely on Gaussian probability density functions, it might not be an optimal reconstruction algorithm for electron tracks. A Gaussian-sum filter (GSF) algorithm for electron track reco...
physics
9,395
CMS Data Analysis: Current Status and Future Strategy
physics.data-an
We present the current status of CMS data analysis architecture and describe work on future Grid-based distributed analysis prototypes. CMS has two main software frameworks related to data analysis: COBRA, the main framework, and IGUANA, the interactive visualisation framework. Software using these frameworks is used t...
physics
9,396
TPC tracking and particle identification in high-density environment
physics.data-an
Track finding and fitting algorithm in the ALICE Time projection chamber (TPC) based on Kalman-filtering is presented. Implementation of particle identification (PID) using d$E$/d$x$ measurement is discussed. Filtering and PID algorithm is able to cope with non-Gaussian noise as well as with ambiguous measurements in a...
physics
9,397
The PROOF Distributed Parallel Analysis Framework based on ROOT
physics.data-an
The development of the Parallel ROOT Facility, PROOF, enables a physicist to analyze and understand much larger data sets on a shorter time scale. It makes use of the inherent parallelism in event data and implements an architecture that optimizes I/O and CPU utilization in heterogeneous clusters with distributed stora...
physics
9,398
LCIO - A persistency framework for linear collider simulation studies
physics.data-an
Almost all groups involved in linear collider detector studies have their own simulation software framework. Using a common persistency scheme would allow to easily share results and compare reconstruction algorithms. We present such a persistency framework, called LCIO (Linear Collider I/O). The framework has to fulfi...
physics
9,399
The RooFit toolkit for data modeling
physics.data-an
RooFit is a library of C++ classes that facilitate data modeling in the ROOT environment. Mathematical concepts such as variables, (probability density) functions and integrals are represented as C++ objects. The package provides a flexible framework for building complex fit models through classes that mimic math opera...
physics