Scale effect in hazard assessment - application to daily rainfall

International audienceDaily precipitation is recorded as the total amount of water collected by a rain-gauge in 24h. Events are modelled as a Poisson process and the 24h precipitation by a Generalized Pareto Distribution (GPD) of excesses. Hazard assessment is complete when estimates of the Poisson rate and the distribution parameters, together with a measure of their uncertainty, are obtained. The shape parameter of the GPD determines the support of the variable: Weibull domain of attraction (DA) corresponds to finite support variables, as should be for natural phenomena. However, Fréchet DA has been reported for daily precipitation, which implies an infinite support and a heavy-tailed distribution. We use the fact that a log-scale is better suited to the type of variable analyzed to overcome this inconsistency, thus showing that using the appropriate natural scale can be extremely important for proper hazard assessment. The approach is illustrated with precipitation data from the Eastern coast of the Iberian Peninsula affected by severe convective precipitation. The estimation is carried out by using Bayesian techniques

The normal distribution in some constrained sample spaces

Phenomena with a constrained sample space appear frequently in practice. This is the case, for example, with strictly positive data, or with compositional data, such as percentages or proportions. If the natural measure of difference is not the absolute one, simple algebraic properties show that it is more convenient to work with a geometry different from the usual Euclidean geometry in real space, and with a measure different from the usual Lebesgue measure, leading to alternative models that better fit the phenomenon under study. The general approach is presented and illustrated using the normal distribution, both on the positive real line and on the D-part simplex. The original ideas of McAlister in his introduction to the lognormal distribution in 1879, are recovered and updated

The effect of scale in daily precipitation hazard assessment

Daily precipitation is recorded as the total amount of water collected by a rain-gauge in 24 h. Events are modelled as a Poisson process and the 24 h precipitation by a Generalised Pareto Distribution (GPD) of excesses. Hazard assessment is complete when estimates of the Poisson rate and the distribution parameters, together with a measure of their uncertainty, are obtained. The shape parameter of the GPD determines the support of the variable: Weibull domain of attraction (DA) corresponds to finite support variables as should be for natural phenomena. However, Fréchet DA has been reported for daily precipitation, which implies an infinite support and a heavy-tailed distribution. Bayesian techniques are used to estimate the parameters. The approach is illustrated with precipitation data from the Eastern coast of the Iberian Peninsula affected by severe convective precipitation. The estimated GPD is mainly in the Fréchet DA, something incompatible with the common sense assumption of that precipitation is a bounded phenomenon. The bounded character of precipitation is then taken as a priori hypothesis. Consistency of this hypothesis with the data is checked in two cases: using the raw-data (in mm) and using log-transformed data. As expected, a Bayesian model checking clearly rejects the model in the raw-data case. However, log-transformed data seem to be consistent with the model. This fact may be due to the adequacy of the log-scale to represent positive measurements for which differences are better relative than absolute

Evidence functions : a compositional approach to information

The discrete case of Bayes' formula is considered the paradigm of information acquisition. Prior and posterior probability functions, as well as likelihood functions, called evidence functions, are compositions following the Aitchison geometry of the simplex, and have thus vector character. Bayes' formula becomes a vector addition. The Aitchison norm of an evidence function is introduced as a scalar measurement of information. A fictitious fire scenario serves as illustration. Two different inspections of affected houses are considered. Two questions are addressed: (a) which is the information provided by the outcomes of inspections, and (b) which is the most informative inspection

Balances: a new perspective for microbiome analysis

High-throughput sequencing technologies have revolutionized microbiome research by allowing the relative quantification of microbiome composition and function in different environments. In this work we focus on the identification of microbial signatures, groups of microbial taxa that are predictive of a phenotype of interest. We do this by acknowledging the compositional nature of the microbiome and the fact that it carries relative information. Thus, instead of defining a microbial signature as a linear combination in real space corresponding to the abundances of a group of taxa, we consider microbial signatures given by the geometric means of data from two groups of taxa whose relative abundances, or balance, are associated with the response variable of interest. In this work we present selbal, a greedy stepwise algorithm for selection of balances or microbial signatures that preserves the principles of compositional data analysis. We illustrate the algorithm with 16S rRNA abundance data from a Crohn’s microbiome study and an HIV microbiome study. We propose a new algorithm for the identification of microbial signatures. These microbial signatures can be used for diagnosis, prognosis, or prediction of therapeutic response based on an individual’s specific microbiota.Peer ReviewedPostprint (published version

A nonequilibrium renormalization group approach to turbulent reheating

We use nonequilibrium renormalization group (RG) techniques to analyze the thermalization process in quantum field theory, and by extension reheating after inflation. Even if at a high scale $\Lambda$ the theory is described by a non-dissipative $\lambda\phi^{4}$ theory, the RG running induces nontrivial noise and dissipation. For long wavelength, slowly varying field configurations, the noise and dissipation are white and ohmic, respectively. The theory will then tend to thermalize to an effective temperature given by the fluctuation-dissipation theorem.Comment: 8 pages, 2 figures; to appear in J. Phys. A; more detailed account of the calculation of the noise and dissipation kernel

Bayes linear spaces

Linear spaces consisting of o-finite probability measures and infinite measures (improper priors and likelihood functions) are defined. The commutative group operation, called perturbation, is the updating given by Bayes theorem; the inverse operation is the Radon-Nikodym derivative. Bayes spaces of measures are sets of classes of proportional measures. In this framework, basic notions of mathematical statistics get a simple algebraic interpretation. For example, exponential families appear as affine subspaces with their sufficient statistics as a basis. Bayesian statistics, in particular some well-known properties of conjugated priors and likelihood functions, are revisited and slightly extended