Piecewise polynomial approximation of probability density functions with application to uncertainty quantification for stochastic PDEs

The probability density function (PDF) associated with a given set of samples is approximated by a piecewise-linear polynomial constructed with respect to a binning of the sample space. The kernel functions are a compactly supported basis for the space of such polynomials, i.e. finite element hat functions, that are centered at the bin nodes rather than at the samples, as is the case for the standard kernel density estimation approach. This feature naturally provides an approximation that is scalable with respect to the sample size. On the other hand, unlike other strategies that use a finite element approach, the proposed approximation does not require the solution of a linear system. In addition, a simple rule that relates the bin size to the sample size eliminates the need for bandwidth selection procedures. The proposed density estimator has unitary integral, does not require a constraint to enforce positivity, and is consistent. The proposed approach is validated through numerical examples in which samples are drawn from known PDFs. The approach is also used to determine approximations of (unknown) PDFs associated with outputs of interest that depend on the solution of a stochastic partial differential equation

learning and adaptation to detect changes and anomalies in high dimensional data

The problem of monitoring a datastream and detecting whether the data generating process changes from normal to novel and possibly anomalous conditions has relevant applications in many real scenarios, such as health monitoring and quality inspection of industrial processes. A general approach often adopted in the literature is to learn a model to describe normal data and detect as anomalous those data that do not conform to the learned model. However, several challenges have to be addressed to make this approach effective in real world scenarios, where acquired data are often characterized by high dimension and feature complex structures (such as signals and images). We address this problem from two perspectives corresponding to different modeling assumptions on the data-generating process. At first, we model data as realization of random vectors, as it is customary in the statistical literature. In this settings we focus on the change detection problem, where the goal is to detect whether the datastream permanently departs from normal conditions. We theoretically prove the intrinsic difficulty of this problem when the data dimension increases and propose a novel non-parametric and multivariate change-detection algorithm. In the second part, we focus on data having complex structure and we adopt dictionaries yielding sparse representations to model normal data. We propose novel algorithms to detect anomalies in such datastreams and to adapt the learned model when the process generating normal data changes

Statistics for Fission-Track Thermochronology

This chapter introduces statistical tools to extract geologically meaningful information from fission-track (FT) data using both the external detector and LA-ICP-MS methods. The spontaneous fission of 238U is a Poisson process resulting in large single-grain age uncertainties. To overcome this imprecision, it is nearly always necessary to analyse multiple grains per sample. The degree to which the analytical uncertainties can explain the observed scatter of the single-grain data can be visually assessed on a radial plot and objectively quantified by a chi-square test. For sufficiently low values of the chi-square statistic (or sufficiently high p values), the pooled age of all the grains gives a suitable description of the underlying ‘true’ age population. Samples may fail the chi-square test for several reasons. A first possibility is that the true age population does not consist of a single discrete age component, but is characterised by a continuous range of ages. In this case, a ‘random effects’ model can constrain the true age distribution using two parameters: the ‘central age’ and the ‘(over)dispersion’. A second reason why FT data sets might fail the chi-square test is if they are underlain by multimodal age distributions. Such distributions may consist of discrete age components, continuous age distributions, or a combination of the two. Formalised statistical tests such as chi-square can be useful in preventing overfitting of relatively small data sets. However, they should be used with caution when applied to large data sets (including length measurements) which generate sufficient statistical ‘power’ to reject any simple yet geologically plausible hypothesis

Novel Methods for Analysing Bacterial Tracks Reveal Persistence in Rhodobacter sphaeroides

Tracking bacteria using video microscopy is a powerful experimental approach to probe their motile behaviour. The trajectories obtained contain much information relating to the complex patterns of bacterial motility. However, methods for the quantitative analysis of such data are limited. Most swimming bacteria move in approximately straight lines, interspersed with random reorientation phases. It is therefore necessary to segment observed tracks into swimming and reorientation phases to extract useful statistics. We present novel robust analysis tools to discern these two phases in tracks. Our methods comprise a simple and effective protocol for removing spurious tracks from tracking datasets, followed by analysis based on a two-state hidden Markov model, taking advantage of the availability of mutant strains that exhibit swimming-only or reorientating-only motion to generate an empirical prior distribution. Using simulated tracks with varying levels of added noise, we validate our methods and compare them with an existing heuristic method. To our knowledge this is the first example of a systematic assessment of analysis methods in this field. The new methods are substantially more robust to noise and introduce less systematic bias than the heuristic method. We apply our methods to tracks obtained from the bacterial species Rhodobacter sphaeroides and Escherichia coli. Our results demonstrate that R. sphaeroides exhibits persistence over the course of a tumbling event, which is a novel result with important implications in the study of this and similar species

Automatic Mapping of Discontinuity Persistence on Rock Masses Using 3D Point Clouds

Finding new ways to quantify discontinuity persistence values in rock masses in an automatic or semi-automatic manner is a considerable challenge, as an alternative to the use of traditional methods based on measuring patches or traces with tapes. Remote sensing techniques potentially provide new ways of analysing visible data from the rock mass. This work presents a methodology for the automatic mapping of discontinuity persistence on rock masses, using 3D point clouds. The method proposed herein starts by clustering points that belong to patches of a given discontinuity. Coplanar clusters are then merged into a single group of points. Persistence is measured in the directions of the dip and strike for each coplanar set of points, resulting in the extraction of the length of the maximum chord and the area of the convex hull. The proposed approach is implemented in a graphic interface with open source software. Three case studies are utilized to illustrate the methodology: (1) small-scale laboratory setup consisting of a regular distribution of cubes with similar dimensions, (2) more complex geometry consisting of a real rock mass surface in an excavated cavern and (3) slope with persistent sub-vertical discontinuities. Results presented good agreement with field measurements, validating the methodology. Complexities and difficulties related to the method (e.g. natural discontinuity waviness) are reported and discussed. An assessment on the applicability of the method to the 3D point cloud is also presented. Utilization of remote sensing data for a more objective characterization of the persistence of planar discontinuities affecting rock masses is highlighted herein

Carte veneziane sulle terre romene e sui Cantemir. (Le romanità ineludibili)

Since the beginning of electronic computing, people have been interested in carrying out random experiments on a computer. Such Monte Carlo techniques are now an essential ingredient in many quantitative investigations. Why is the Monte Carlo method (MCM) so important today? This article explores the reasons why the MCM has evolved from a 'last resort' solution to a leading methodology that permeates much of contemporary science, finance, and engineering