Estimation Of Density Function Research Articles

FFT-Based Probability Density Imaging of Euler Solutions.

When using traditional Euler deconvolution optimization strategies, it is difficult to distinguish between anomalies and their corresponding Euler tails (those solutions are often distributed outside the anomaly source, forming "tail"-shaped spurious solutions, i.e., misplaced Euler solutions, which must be removed or marked) with only the structural index. The nonparametric estimation method based on the normalized B-spline probability density (BSS) is used to separate the Euler solution clusters and mark different anomaly sources according to the similarity and density characteristics of the Euler solutions. For display purposes, the BSS needs to map the samples onto the estimation grid at the points where density will be estimated in order to obtain the probability density distribution. However, if the size of the samples or the estimation grid is too large, this process can lead to high levels of memory consumption and excessive computation times. To address this issue, a fast linear binning approximation algorithm is introduced in the BSS to speed up the computation process and save time. Subsequently, the sample data are quickly projected onto the estimation grid to facilitate the discrete convolution between the grid and the density function using a fast Fourier transform. A method involving multivariate B-spline probability density estimation based on the FFT (BSSFFT), in conjunction with fast linear binning appropriation, is proposed in this paper. The results of two random normal distributions show the correctness of the BSS and BSSFFT algorithms, which is verified via a comparison with the true probability density function (pdf) and Gaussian kernel smoothing estimation algorithms. Then, the Euler solutions of the two synthetic models are analyzed using the BSS and BSSFFT algorithms. The results are consistent with their theoretical values, which verify their correctness regarding Euler solutions. Finally, the BSSFFT is applied to Bishop 5X data, and the numerical results show that the comprehensive analysis of the 3D probability density distributions using the BSSFFT algorithm, derived from the Euler solution subset of x0,y0,z0, can effectively separate and locate adjacent anomaly sources, demonstrating strong adaptability.

Asymptotic results for recursive multivariate associated-kernel estimators of the probability density mass function of a data stream

. In this article, our central focus is to investigate the non parametric estimator of the probability density or mass function of a data stream by using the general family of kernels, also called multivariate associated kernels. Being able to estimate categorial, count, discrete, and (semi)continuous distributions, these multivariate associated kernel estimators unify several particular cases. Within this framework, we first introduce a recursive estimator for non classical associated kernels. Under reasonable assumptions, we subsequently exhibit their asymptotic results, such as the local uniform L q -consistency, the pointwise asymptotic normality and finally the strong global consistency. Illustrative examples of associated kernels are revisited.

Asymptotic properties of kernel density and hazard rate function estimators with censored widely orthant dependent data

Asymptotic properties of kernel density and hazard rate function estimators with censored widely orthant dependent data

Method of aero-engine flight safety pre-warning based on support vector machine

Engine vibration is a decisive factor in flight safety. Aiming at the problem that the current single vibration warning value of an aero-engine cannot reflect the vibration characteristics of the engine in flight, the estimated probability density of the measured vibration of the engine based on the support vector machine (SVM) method is established, and the aero-engine flight safety pre-warning research is carried out. Through the statistical analysis of the installed flight data of a engine, the probability density function estimation of the measured vibration data of the aero-engine flight was carried out by the support vector machine, and the vibration warning value of the installed engine in each state was determined according to the probability distribution and the general primary side determined by the vibration monitoring limit value of rotating machinery. Through the verification of actual flight data, the determined vibration warning value with the change trend of engine state is consistent with the actual flight data, and is more sensitive to engine failure, which is conducive to improving the early failure warning ability of aero-engine during flight.

Spectral Density Estimation for a Class of Spectrally Correlated Processes

We study the estimation problem of the spectral density function for harmonizable non‐stationary processes. More precisely, we consider spectrally correlated processes whose spectral measure has the support contained in the union of unknown lines with possibly non‐unit slopes. We propose the frequency‐smoothed periodogram along the estimated support line as an estimator of the spectral density function. We show the mean‐square consistency of the proposed estimator. Additionally, we discuss the estimation of the support line in a specific model with its applications in locating a moving source. Finally, we present simulations confirming the proven results.

On integral theorems and their statistical properties

We introduce a class of integral theorems based on cyclic functions and Riemann sums approximating integrals. The Fourier integral theorem, derived as a combination of a transform and inverse transform, arises as a special case. The integral theorems provide natural estimators of density functions via Monte Carlo methods. Assessment of the quality of the density estimators can be used to obtain optimal cyclic functions, alternatives to the sin function, which minimize square integrals. Our proof techniques rely on a variational approach in ordinary differential equations and the Cauchy residue theorem in complex analysis.

Spectral density estimation for random processes with stationary increments

AbstractSpectral density analysis plays an important role in studying a stationary random process on a real line. In this paper, we extend this discussion for the random process with stationary increments. We investigate the properties of the method of moments structure function estimation, and propose a nonparametric spectral density function estimator. Our numerical results show that the proposed spectral density estimator performs comparable with the parametric counterpart when the underlying process is assumed to be band‐limited. Additionally, this method is applied to analyze US Housing Starts Data, where the hidden periodicities are detected, providing consistent conclusions with previous economic studies.

Polynomial approaches in improving accuracy of probability distribution estimation using the method of moments

AbstractBACKGROUNDDetermination of a probability density function (PDF) is an area of active research in engineering sciences as it can improve process systems. A previously developed polynomial method‐of‐moments‐based PDF estimation model has been applied in the research to produce accurate approximations to both standard and more complex PDF. A model with a different polynomial basis than a monomial is still to be developed and evaluated. This is the work that is undertaken in this study.RESULTSA set of standard PDF (Normal, Weibull, Log Normal and Bimodal) and more complex distributions (solutions to the Smoluchowski coagulation equation and Population Balance equation) were approximated by the method‐of‐moments using Chebyshev, Hermite and Lagrange polynomial‐based density functions. Results show that Lagrange polynomial‐based models improve the fit compared to monomial based‐modeling in terms of RMSE and Kolmogorov–Smirnov test statistic estimates. The Kolmogorov–Smirnov test‐statistics decreased by 19% and the RMSE values were improved by around 85% compared to the standard monomial basis when using Lagrange polynomial basis.CONCLUSIONThis study indicates that the procedure using Lagrange polynomials with method‐of‐moments is a more reliable reconstruction procedure that calculates the approximate distribution using lesser number of moments, which is desirable. © 2024 The Authors. Journal of Chemical Technology and Biotechnology published by John Wiley & Sons Ltd on behalf of Society of Chemical Industry (SCI).

Constructions of statistical estimates of digital measurement error in the case of small samples

The paper presents a computational-experimental method for the construction of statistical estimates of the error of digital measurements carried out on complex technical objects with metrological support. The algorithm of construction of the estimation of the distribution density function of random error of measurements on the basis of complex application of methods of the theory of characteristic functions, the theory of Lie operator series and methods of statistical modeling in the processing of a limited amount of statistical information in the conditions of small samples is described. The solution of the practical problem on the construction of the estimation of the measurement error distribution density and the problem on the zero mark of the measuring instrument in the probabilistic formulation is given. The presented computational and experimental method can be used to construct statistical estimates for the probability distribution density of the general type, including those given by implicit functions, characteristic functions and operator series.

Likelihood ratio combination of multiple biomarkers viasmoothing spline estimated densities.

The diagnostic accuracy of multiple biomarkers in medical research is crucial for detecting diseases and predicting patient outcomes. An optimal method for combining these biomarkers is essential to maximize the Area Under the Receiver Operating Characteristic (ROC) Curve (AUC). Although the optimality of the likelihood ratio has been proven by Neyman and Pearson, challenges persist in estimating the likelihood ratio, primarily due to the estimation of multivariate density functions. In this study, we propose a non-parametric approach for estimating multivariate density functions by utilizing Smoothing Spline density estimation to approximate the full likelihood function for both diseased and non-diseased groups, which compose the likelihood ratio. Simulation results demonstrate the efficiency of our method compared to other biomarker combination techniques under various settings for generated biomarker values. Additionally, we apply the proposed method to a real-world study aimed at detecting childhood autism spectrum disorder (ASD), showcasing its practical relevance and potential for future applications in medical research.

Shape Constrained Kernel PDF and PMF Estimation

We consider shape constrained kernel-based probability density function (PDF) and probability mass function (PMF) estimation. Our approach is of widespread potential applicability and includes, separately or simultaneously, constraints on the PDF (PMF) function itself, its integral (sum), and derivatives (finite-differences) of any order. We also allow for pointwise upper and lower bounds (i.e., inequality constraints) on the PDF and PMF in addition to more popular equality constraints, and the approach handles a range of transformations of the PDF and PMF including, for example, logarithmic transformations (which allows for the imposition of log-concave or log-convex constraints that are popular with practitioners). Theoretical underpinnings for the procedures are provided. A simulation-based comparison of our proposed approach with those obtained using Grenander-type methods is favourable to our approach when the DGP is itself smooth. As far as we know, ours is also the only smooth framework that handles PDFs and PMFs in the presence of inequality bounds, equality constraints, and other popular constraints such as those mentioned above. An implementation in R exists that incorporates constraints such as monotonicity (both increasing and decreasing), convexity and concavity, and log-convexity and log-concavity, among others, while respecting finite-support boundaries via explicit use of boundary kernel functions.

Estimation of Representative Wave Period and Optimal Probability Density Function Using Wave Observed Data around Korean Western Coast

In this study, the peak wave period <i>T<sub>p</sub></i> and mean wave period <i>T</i><sub>02</sub> and <i>T</i><sub><i>m</i>-1, 0</sub>, which are major parameters for classifying ocean characteristics, were calculated using water surface elevation data observed from the second west coast oceanographic and meteorological observation tower. In addition, the ratio of abnormal data, correlation analysis, and optimal probability density function were estimated. In the case of <i>T<sub>p</sub></i> among the calculated representative periods, the proportion of abnormal data was 5.73% and 0.67% at each point, and <i>T</i><sub>02</sub> was 4.35% and 0.01%. <i>T</i><sub><i>m</i>-1, 0</sub> was found to be 2.82% and 0.03%. Meanwhile, as a result of analyzing the relationship between <i>T</i><sub>02</sub> and <i>T<sub>p</sub></i>, the relationship was calculated to be 0.53 and 0.63 for each point. The relationship between <i>T</i><sub><i>m</i>-1, 0</sub> and <i>T<sub>p</sub></i> was 1.15 and 1.32, respectively, and <i>T</i><sub>02</sub>, <i>T</i><sub><i>m</i>-1, 0</sub> was 1.18 and 1.22. As a result of estimating the optimal probability density function of the calculated representative period, <i>T<sub>p</sub></i> followed the ‘Log-normal’ and ‘Normal’ distributions at each point, and <i>T</i><sub>02</sub> was ‘Gamma’, ‘Normal’ distribution and <i>T</i><sub><i>m</i>-1, 0</sub> showed that ‘Log-normal’ and ‘Normal’ distribution were dominant, respectively. It is decided that these results can be used as basic data for wave analysis conducted on the west coast.

Probabilistic Load Flow Analysis Using Nonparametric Distribution

In the pursuit of sustainable energy solutions, this research addresses the critical need for accurate probabilistic load flow (PLF) analysis in power systems. PLF analysis is an essential tool for estimating the statistical behavior of power systems under uncertainty. It plays a vital part in power system planning, operation, and dependability studies. To perform accurate PLF analysis, this article proposes a Kernel density estimation with adaptive bandwidth for probability density function (PDF) estimation of power injections from sustainable energy sources like solar and wind, reducing errors in PDF estimation. To reduce the computational burden, a Latin hypercube sampling approach was incorporated. Input random variables are modeled using kernel density estimation (KDE) in conjunction with Latin hypercube sampling (LHS) for probabilistic load flow (PLF) analysis. To test the proposed techniques, IEEE 14 and IEEE 118 bus systems are used. Two benchmark techniques, the Monte Carlo Simulation (MCS) method and Hamiltonian Monte Carlo (HMC), were set side by side for validation of results. The results illustrate that an adaptive bandwidth kernel density estimation with the Latin hypercube sampling (AKDE-LHS) method provides better performance in terms of precision and computational efficiency. The results also show that the suggested technique is more feasible in reducing errors, uncertainties, and computational time while depicting arbitrary distributions of photovoltaic and wind farms for probabilistic load flow analysis. It can be a potential solution to tackle challenges posed by sustainable energy sources in power systems.

Gaussian process metamodel and Markov chain Monte Carlo-based Bayesian inference framework for stochastic nonlinear model updating with uncertainties

The estimation of the posterior probability density function (PDF) of unknown parameters remains a challenge in stochastic nonlinear model updating with uncertainties; thus, a novel Bayesian inference framework based on the Gaussian process metamodel (GPM) and the advanced Markov chain Monte Carlo (MCMC) method is proposed in this paper. The instantaneous characteristics (ICs) of the decomposed measurement response, calculated using the Hilbert transform and the discrete analytical mode decomposition methodology, are extracted as nonlinear indices and further used to construct the likelihood function. Then, the posterior PDFs of structural nonlinear model parameters are derived based on the Bayesian theorem. To precisely calculate the posterior PDF, an advanced MCMC approach, i.e., delayed rejection adaptive Metropolis-Hastings (DRAM) algorithm, is adopted with the advantages of a high acceptance ratio and strong robustness. However, as a common shortage in most MCMC methods, the resampling technology is still applied, and numerous iterations of nonlinear simulations are conducted to ensure accuracy, thus directly reducing the computational efficiency of the DRAM. To address the abovementioned issue, a mathematical regression metamodel of the GPM with a polynomial kernel function is adopted in this paper instead of the traditional finite element model (FEM) to simulate a nonlinear response for the reduction of computational cost, and the hyperparameters are further estimated using the conjugate gradient optimization methodology. Finally, numerical simulations concerning a Giuffré–Menegotto–Pinto modeled steel-frame structure and a seven-storey base-isolated structure are conducted. Furthermore, a shake-table experimental test of a nonlinear steel framework is investigated to validate the accuracy of the Bayesian inference method. Both simulations and experiment demonstrate that the proposed GPM and DRAM-based Bayesian method effectively estimates the posterior PDF of unknown parameters and is appropriate for stochastic nonlinear model updating even with multisource uncertainties.

Dynamic Risk Assessment of Voltage Violation in Distribution Networks with Distributed Generation.

In response to the growing demand for economic and social development, there has been a significant increase in the integration of distributed generation (DG) into distribution networks. This paper proposes a dynamic risk assessment method for voltage violations in distribution networks with DG. Firstly, considering the characteristics of random variables such as load and DG, a probability density function estimation method based on boundary kernel density estimation is proposed. This method accurately models the probability of random variables under different time and external environmental conditions, such as wind speed and global horizontal radiation. Secondly, to address the issue of correlated DG in the same region, an independent transformation method based on the Rosenblatt inverse transform is proposed, which enhances the accuracy of probabilistic load flow. Thirdly, a voltage violation severity index based on the utility function is proposed. This index, in combination with probabilistic load flow results, facilitates the quantitative assessment of voltage violation risks. Finally, the accuracy of the proposed method is verified on the IEEE-33 system.

Estimation of site-specific multivariate probability distribution of soil properties using a mixed sampling technique

Estimation of multivariate probability density function (PDF) of soil properties based on limited site investigation data plays an important role in data driven-based geotechnical engineering analysis and design. However, this estimation is often intractable because the site-specific investigation data generally are multivariate, uncertain and unique, sparse, incomplete, sometimes corrupt and spatially variable. The estimation is more challenging when the uncertainties in model parameters of the distribution (i.e., mean, standard deviations and scale of fluctuation of soil properties) are taken into consideration. To address these difficulties, this study proposed a mixed sampling technique by combing the Gibbs sampler and transitional Markov Chain Monte Carlo sampler to effectively estimate the multivariate probability density function of soil properties. The proposed method is demonstrated through a virtual site example while the effect of statistical uncertainty in the scale of fluctuation on reliability analyses is illustrated in an infinite slope example. It is shown that the proposed method can not only handle the complex features of site investigation data but also effectively quantify the statistical uncertainties of the mean values, standard deviations and scale of fluctuation of the investigated soil properties. Ignoring the statistical uncertainties of scale of fluctuation can affect the estimation of mean and standard deviations of the soil parameters. When considering the statistical uncertainty of scale of fluctuation, the 95% confidence intervals for the profiles of the soil properties can rationally cover the actual soil data at the unobserved points. Ignoring the statistical uncertainty of scale of fluctuation can lead to the underestimation of the probability of failure of the infinite slope.

Estimation of Fracture Size and Probability Density Function by Setting Scanlines in Rectangular Sampling Window

Abstract Rock masses are very important materials in geotechnical engineering. In engineering rock mass, fracture is the relatively weak part of mechanical strength in rock mass and is the most important factor controlling the deformation, damage, and permeability of rock mass. Therefore, investigating fractures is very important for characterizing rock mass. This paper proposed a new approach by using uniformly equidistant orthogonal scanlines. Within the study context, the solution formula of fracture size is derived by establishing the space intersection model of arbitrary fracture and scanline, rectangular window, and a rectangular box with a rectangular window. Then, fractures were randomly generated in a certain size cube and compared with the traditional Kulatilake trace length integral evaluation method. The study results have shown that the proposed method is more reasonable and accurate. Then, this method was applied to an adit of Songta Hydropower Station. Finally, a new fracture diameter probability density estimation method was proposed, the fracture diameter of the normal distribution was verified, and the parameters of the probability density function obtained by the scanlines method were in agreement with the initial set parameters. In summary, the proposed scanlines method can well estimate the mean value of the fracture diameter and the probability density function of the fracture size.

Extropy based inaccuracy measure in order statistics

In this paper, we provide a measure based on inaccuracy between distributions of the ith order statistic and the parent random variable. This measure characterizes the distribution function of parent random variable uniquely. We demonstrate that the extropy of the parent random variable is the average of the accuracy measure. It is also shown that the measure of inaccuracy defined is invariant under scale but not under location transformation. Nonparametric estimators for the proposed measures are also obtained. A Monte Carlo simulation study is performed to verify the performance of the suggested estimators. Simulation results show that the estimator based on the reflection boundary technique for probability density function estimation and the empirical method for cumulative distribution function estimation has the best performance among estimators. Also, a real dataset is considered to show an application of the proposed estimators on model selection.

Synthesis, Antimicrobial, Antioxidant Evaluation, and DFT Estimation of some New Cyclohexenone Derivatives Derived from Benzyloxy Chalcones.

New cyclohexenone derivatives candidates were designed to discover their antioxidant and antibacterial activity potentials, respectively. Aldehydes with the diverse functional group were prepared from 4-hydroxy benzaldehyde and benzyl bromide and converted to chalcones by reaction with 4-substituted benzophenones and 2-acetyl naphthalene. When chalcone derivatives were subjected to ethyl acetoacetate, it produced new cyclohexenone derivatives through NaOH- catalyzed addition-ring closure reaction. The new compound structures were strengthened by their spectral information. The new compounds are examined for in vitro antifungal and antibacterial actions through broth microdilution technique, and they exhibited potential responses against various bacteria and fungi. As a result, composites with (-F) group as a substituent on para position were established to be the forceful derivatives against S. aureus, E. coli organism, and C Albicans since this compound could inhibit the microbial and Fungai growth at lower concentrations compared to the standards (Ciprofloxacin HCl, and Fluconazole). DPPH radical scavenging experiments were used to evaluate proton donating antioxidant effects; it was exposed that compound 7c has the most significant antioxidant activity, while less than the standard ascorbic acid. Finally, HOMO-LUMO was calculated, which represents the quantum mechanical calculations of energies and conducted by the theory of density functional (DFT) method based on the level of (B3LYP) with 6-31G (d, p) basis set.

Optimal Bandwidth Selection Methods with Application to Wind Speed Distribution

Accurate estimation of the unknown probability density functions of critical variables, such as wind speed—which plays a pivotal role in harnessing clean energy—is essential for various scientific and practical applications. This research conducts a comprehensive comparative analysis of seven distinct bandwidth calculation techniques across various normal distributions, using simulation as the evaluation method in the context of Kernel Density Estimation (KDE). This analysis includes the calculation of the optimal bandwidth and assessment of the performance of these methods with respect to Mean Squared Error (MSE), bias, and the optimal bandwidth value. The findings reveal that among the various bandwidth methods evaluated, the Bandwidth bandwidth-based Cross-Validation (BCV), especially for small sample sizes, consistently provides the closest result to the optimal bandwidth across most of the applied normal distributions. These results provide valuable insights into the selection of optimal bandwidths for accurate and reliable density estimation in the context of normal distributions. Another key aspect of this work is the extension of these methods to wind speed data in a specific region. Monthly wind speed kernel density estimates obtained using all seven bandwidth selection techniques show that Smoothed Cross-Validation (SCV) is suited for this type of real-world data.