On stochastic parameter estimation using data assimilation

Data assimilation-based parameter estimation can be used to deterministically tune forecast models. This work demonstrates that it can also be used to provide parameter distributions for use by stochastic parameterization schemes. While parameter estimation is (theoretically) straightforward to perform, it is not clear how one should physically interpret the parameter values obtained. Structural model inadequacy implies that one should not search for a deterministic “best” set of parameter values, but rather allow the parameter values to change as a function of state; different parameter values will be needed to compensate for the state-dependent variations of realistic model inadequacy. Over time, a distribution of parameter values will be generated and this distribution can be sampled during forecasts. The current work addresses the ability of ensemble-based parameter estimation techniques utilizing a deterministic model to estimate the moments of stochastic parameters. It is shown that when the system of interest is stochastic the expected variability of a stochastic parameter is biased when a deterministic model is employed for parameter estimation. However, this bias is ameliorated through application of the Central Limit Theorem, and good estimates of both the first and second moments of the stochastic parameter can be obtained. It is also shown that the biased variability information can be utilized to construct a hybrid stochastic/deterministic integration scheme that is able to accurately approximate the evolution of the true stochastic system.     

Adaptive modeling, adaptive data assimilation and adaptive sampling

For efficient progress, model properties and measurement needs can adapt to oceanic events and interactions as they occur. The combination of models and data via data assimilation can also be adaptive. These adaptive concepts are discussed and exemplified within the context of comprehensive real-time ocean observing and prediction systems. Novel adaptive modeling approaches based on simplified maximum likelihood principles are developed and applied to physical and physical–biogeochemical dynamics. In the regional examples shown, they allow the joint calibration of parameter values and model structures. Adaptable components of the Error Subspace Statistical Estimation (ESSE) system are reviewed and illustrated. Results indicate that error estimates, ensemble sizes, error subspace ranks, covariance tapering parameters and stochastic error models can be calibrated by such quantitative adaptation. New adaptive sampling approaches and schemes are outlined. Illustrations suggest that these adaptive schemes can be used in real time with the potential for most efficient sampling.     

Stability Relationships Among the Gibbs Sampler and its Subchains

The use of Gibbs samplers driven by improper posteriors has been a controversial issue in the statistics literature over the last few years. It has recently been demonstrated that it is possible to make valid statistical inferences through such Gibbs samplers. Furthermore, theoretical and empirical evidence has been given to support the idea that there are actually computational advantages to using these nonpositive recurrent Markov chains rather than more standard positive recurrent chains. These results provide motivation for a general study of the behavior of the Gibbs Markov chain when it is not positive recurrent. This article concerns stability relationships among the two-variable Gibbs sampler and its subchains. We show that these three Markov chains always share the same stability; that is, they are either all positive recurrent, all null recurrent, or all transient. In addition, we establish general results concerning the ways in which positive recurrent Markov chains can arise from null recurrent and transient Gibbs chains. Six examples of varying complexity are used to illustrate the results.     

JavaStatSoft: design patterns and features

JavaStatSoft, implemented using Java, is an open-source software for performing statistics. The current features of JavaStatSoft are described. Several well-known patterns the software used are introduced. In addition, based on these patterns and the experience in developing the software, a new framework, referred to as Data Analysis Module, is proposed to help programmers develop a user-friendly software for data analysis.     

Une méthode inverse d'ordre un pour les problèmes de complétion de données

An iterative resolution method for inverse Cauchy problems is presented. The successive iterations satisfy the equilibrium equations exactly. Numerical simulations prove the accuracy of the method and its ability to solve Cauchy problems when the domain boundary is not regular. To cite this article: A. Cimetière et al., C. R. Mecanique 333 (2005).     

Combined neural network and reduced FRF techniques for slight damage detection using measured response data

Summary  This paper deals with structural damage detection using measured frequency response functions (FRF) as input data to artificial neural networks (ANN). A major obstacle, the impracticality of using full-size FRF data with ANNs, was circumvented by applying a data-reduction technique based on principal component analysis (PCA). The compressed FRFs, represented by their projection onto the most significant principal components, were used as the ANN input variables instead of the raw FRF data. The output is a prediction of the actual state of the specimen, i.e. healthy or damaged. A further advantage of this particular approach is its ability to deal with relatively high measurement noise, which is a common occurrence when dealing with industrial structures. The methodology was applied to detect three different states of a space antenna: reference, slight mass damage and slight stiffness damage. About 600 FRF measurements, each with 1024 spectral points, were included in the analysis. Six 2-hidden layer networks, each with an individually-optimised architecture for a specific FRF reduction level, were used for damage detection. The results showed that it was possible to distinguish between the three states of the antenna with good accuracy, subject to using an adequate number of principal components together with a suitable neural network configuration. It was also found that the quality of the raw FRF data remained a major consideration, though the method was able to filter out some of the measurement noise. The convergence and detection properties of the networks were improved significantly by removing those FRFs associated with measurement errors. Received 9 March 2000; accepted for publication 12 December 2000     

A reduced‐order simulated annealing approach for four‐dimensional variational data assimilation in meteorology and oceanography

Four‐dimensional variational data assimilation in meteorology and oceanography suffers from the presence of local minima in the cost function. These local minima arise when the system under study is strongly nonlinear. The number of local minima further dramatically increases with the length of the assimilation period and often renders the solution to the problem intractable. Global optimization methods are therefore needed to resolve this problem. However, the huge computational burden makes the application of these sophisticated techniques unfeasible for large variational data assimilation systems. In this study, a Simulated Annealing (SA) algorithm, complemented with an order‐reduction of the control vector, is used to tackle this problem. SA is a very powerful tool of combinatorial minimization in the presence of several local minima at the cost of increasing the execution time. Order‐reduction is then used to reduce the dimension of the search space in order to speed up the convergence rate of the SA algorithm. This is achieved through a proper orthogonal decomposition. The new approach was implemented with a realistic eddy‐permitting configuration of the Massachusetts Institute of Technology general circulation model (MITgcm) of the tropical Pacific Ocean. Numerical results indicate that the reduced‐order SA approach was able to efficiently reduce the cost function with a reasonable number of function evaluations. Copyright © 2008 John Wiley & Sons, Ltd.     

Size of random Galois lattices and number of closed frequent itemsets

Given a sample of binary random vectors with i.i.d. Bernoulli(p) components, that is equal to 1 (resp. 0) with probability p (resp. 1−p), we first establish a formula for the mean of the size of the random Galois lattice built from this sample, and a more complex one for its variance. Then, noticing that closed α-frequent itemsets are in bijection with closed α-winning coalitions, we establish similar formulas for the mean and the variance of the number of closed α-frequent itemsets. This can be interesting for the study of the complexity of some data mining problems such as association rule mining, sequential pattern mining and classification.