Estimating the Components of a Mixture of Extremal Distributions under Strong Dependence

In this paper, we provide a method based on quantiles to estimate the parameters of a finite mixture of Fréchet distributions, for a large sample of strongly dependent data. This is a situation that appears when dealing with environmental data and there was a real need of such method. We validate our approach by means of estimation and goodness-of-fit testing over simulated data, showing an accurate performance.

Variable Selection for Robust Mixture Regression Model with Skew Scale Mixtures of Normal Distributions

In this paper, we propose a robust mixture regression model based on the skew scale mixtures of normal distributions (RMR-SSMN) which can accommodate asymmetric, heavy-tailed and contaminated data better. For the variable selection problem, the penalized likelihood approach with a new combined penalty function which balances the SCAD and l2 penalty is proposed. The adjusted EM algorithm is presented to get parameter estimates of RMR-SSMN models at a faster convergence rate. As simulations show, our mixture models are more robust than general FMR models and the new combined penalty function outperforms SCAD for variable selection. Finally, the proposed methodology and algorithm are applied to a real data set and achieve reasonable results.

Establishment Method of a Mixture Model and Its Practical Application for Transmission Gears in an Engineering Vehicle

Highly versatile machines, such as wheel loaders, forklifts, and mining haulers, are subject to many kinds of working conditions, as well as indefinite factors that lead to the complexity of the load. The load probability distribution function （PDF） of transmission gears has many distributions centers; thus, its PDF cannot be well represented by just a single-peak function. For the purpose of representing the distribution characteristics of the complicated phenomenon accurately, this paper proposes a novel method to establish a mixture model. Based on linear regression models and correlation coefficients, the proposed method can be used to automatically select the best-fitting function in the mixture model. Coefficient of determination, the mean square error, and the maximum deviation are chosen and then used as judging criteria to describe the fitting precision between the theoretical distribution and the corresponding histogram of the available load data. The applicability of this modeling method is illustrated by the field testing data of a wheel loader. Meanwhile, the load spectra based on the mixture model are compiled. The comparison results show that the mixture model is more suitable for the description of the load-distribution characteristics. The proposed research improves the flexibility and intelligence of modeling, reduces the statistical error and enhances the fitting accuracy, and the load spectra complied by this method can better reflect the actual load characteristic of the gear component.

A WYNER-ZIV VIDEO CODING METHOD UTILIZING MIXTURE CORRELATION NOISE MODEL

In Wyner-Ziv (WZ) Distributed Video Coding (DVC), correlation noise model is often used to describe the error distribution between WZ frame and the side information. The accuracy of the model can influence the performance of the video coder directly. A mixture correlation noise model in Discrete Cosine Transform (DCT) domain for WZ video coding is established in this paper. Different correlation noise estimation method is used for direct current and alternating current coefficients. Parameter estimation method based on expectation maximization algorithm is used to estimate the Laplace distribution center of direct current frequency band and Mixture Laplace-Uniform Distribution Model (MLUDM) is established for alternating current coefficients. Experimental results suggest that the proposed mixture correlation noise model can describe the heavy tail and sudden change of the noise accurately at high rate and make significant improvement on the coding efficiency compared with the noise model presented by DIStributed COding for Video sERvices (DISCOVER).

Microscopic Pore Structure of Asphalt Mixture Incorporating with MFL

In order to analyze the microstructure of salt anti-freezing asphalt concrete, i e, MFL（Mafilon） modified asphalt concrete, MIP（mercury intrusion porosity） method was used to obtain the data including porosity and pore size distribution in micro scale. Results show that the porosity grows up with the increase of immersion duration and the salt content. During the immersion, the amount of large pores（60-200 μm） grow up gradually and porosity also grows up correspondingly. Even with different immersion duration, most pores＇ size distribute is beyond 7000 nm.

Gaussian-Student's t mixture distribution PHD robust filtering algorithm based on variational Bayesian inference

Aiming at the problem of filtering precision degradation caused by the random outliers of process noise and measurement noise in multi-target tracking(MTT) system,a new Gaussian-Student’s t mixture distribution probability hypothesis density(PHD) robust filtering algorithm based on variational Bayesian inference(GST-vbPHD) is proposed.Firstly,since it can accurately describe the heavy-tailed characteristics of noise with outliers,Gaussian-Student’s t mixture distribution is employed to model process noise and measurement noise respectively.Then Bernoulli random variable is introduced to correct the likelihood distribution of the mixture probability,leading hierarchical Gaussian distribution constructed by the Gaussian-Student’s t mixture distribution suitable to model non-stationary noise.Finally,the approximate solutions including target weights,measurement noise covariance and state estimation error covariance are obtained according to variational Bayesian inference approach.The simulation results show that,in the heavy-tailed noise environment,the proposed algorithm leads to strong improvements over the traditional PHD filter and the Student’s t distribution PHD filter.

EXPLICIT EXPRESSIONS FOR SOME DISTRIBUTIONS RELATED TO RUIN PROBLEMS

The classical risk process that is perturbed by diffusion is studied. The explicit expressions for the ruin probability and the surplus distribution of the risk process at the time of ruin are obtained when the claim amount distribution is a finite mixture of exponential distributions or a Gamma (2, α) distribution.

Heteroscedastic Laplace mixture of experts regression models and applications

Mixture of Experts(MoE)regression models are widely studied in statistics and machine learning for modeling heterogeneity in data for regression,clustering and classification.Laplace distribution is one of the most important statistical tools to analyze thick and tail data.Laplace Mixture of Linear Experts(LMoLE)regression models are based on the Laplace distribution which is more robust.Similar to modelling variance parameter in a homogeneous population,we propose and study a new novel class of models:heteroscedastic Laplace mixture of experts regression models to analyze the heteroscedastic data coming from a heterogeneous population in this paper.The issues of maximum likelihood estimation are addressed.In particular,Minorization-Maximization(MM)algorithm for estimating the regression parameters is developed.Properties of the estimators of the regression coefficients are evaluated through Monte Carlo simulations.Results from the analysis of two real data sets are presented.

Generalized Method of Moments and Generalized Estimating Functions Based on Probability Generating Function for Count Models

Generalized method of moments based on probability generating function is considered. Estimation and model testing are unified using this approach which also leads to distribution free chi-square tests. The estimation methods developed are also related to estimation methods based on generalized estimating equations but with the advantage of having statistics for model testing. The methods proposed overcome numerical problems often encountered when the probability mass functions have no closed forms which prevent the use of maximum likelihood (ML) procedures and in general, ML procedures do not lead to distribution free model testing statistics.

A Modification of the Quasi Lindley Distribution

In this paper, we introduce a modification of the Quasi Lindley distribution which has various advantageous properties for the lifetime data. Several fundamental structural properties of the distribution are explored. Its density function can be left-skewed, symmetrical, and right-skewed shapes with various rages of tail-weights and dispersions. The failure rate function of the new distribution has the flexibility to be increasing, decreasing, constant, and bathtub shapes. A simulation study is done to examine the performance of maximum likelihood and moment estimation methods in its unknown parameter estimations based on the asymptotic theory. The potentiality of the new distribution is illustrated by means of applications to the simulated and three real-world data sets.

Performance analysis of Turbo-Codes in communication channels with impulsive noise

Performance of Turbo-Codes in communication channels with impulsive noise is analyzed. First, mathematical model of impulsive noise is presented because it has non-Gaussian nature and is found in many wireless channels due to impulsive phenomena of radio-frequency interference. Then, with linear Log-MAP decoding algorithm for its low complexity, Turbo-Codes are adopted and analyzed in such communication channels. To confirm the performance of the proposed method, simulations on both static and fully interleaved flat Rayleigh fading channels with impulsive noise have been carried out. It is shown that Turbo-Codes have a better performance than the conventional methods （e.g. convolutionally coded system）.

Fracture Behavior of Epoxy Asphalt Pavement on Steel Bridges based on Optical Fiber Sensing Technology and Numerical Simulation

The distributed optical fiber sensing technology was used to investigate the fracture behavior of the Epoxy Asphalt Mixture. The spatial distribution and variation of the strain development with crack propagation were acquired using the brillouin optical time-domain reflectometer through the loading experiments of the composite beam structure. In addition, a finite element model of the composite beam structure was developed to analyze the mechanical responses of the epoxy asphalt mixture using the extended finite element method. The experimental results show that the development of crack propagation becomes instable with the increase of the load, and larger loads will generate deeper cracks. Moreover, the numerical results show that the mechanical response of the crack tip changes with the crack propagation, and the worst areas that subjected to crack damage are located on both sides of the composite beam structure.

Inheritance of the Male Sterility in a New Photo/Thermo-Sensitive Genie Male Sterile Line B06S of Rice

The major male sterile genes in a new photo/thermo-sensitive genie male sterile (PTGMS) line B06S of rice were analyzed by the manipulation of mixture distribution theory. The results indicated that a pair of major male sterile nuclear genes with large effects were responsible for controlling the male sterility of B06S.

MAXIMUM A POSTERIORI-BASED AUTOMATIC TARGET DETECTION IN SAR IMAGES

The paper presents an algorithm of automatic target detection in Synthetic Aperture Radar(SAR) images based on Maximum A Posteriori(MAP). The algorithm is divided into three steps. First, it employs Gaussian mixture distribution to approximate and estimate multi-modal histogram of SAR image. Then, based on the principle of MAP, when a priori probability is both unknown and learned respectively, the sample pixels are classified into different classes c = {target,shadow, background}. Last, it compares the results of two different target detections. Simulation results preferably indicate that the presented algorithm is fast and robust, with the learned a priori probability, an approach to target detection is reliable and promising.

On Data-Independent Properties for Density-Based Dissimilarity Measures in Hybrid Clustering

Hybrid clustering combines partitional and hierarchical clustering for computational effectiveness and versatility in cluster shape. In such clustering, a dissimilarity measure plays a crucial role in the hierarchical merging. The dissimilarity measure has great impact on the final clustering, and data-independent properties are needed to choose the right dissimilarity measure for the problem at hand. Properties for distance-based dissimilarity measures have been studied for decades, but properties for density-based dissimilarity measures have so far received little attention. Here, we propose six data-independent properties to evaluate density-based dissimilarity measures associated with hybrid clustering, regarding equality, orthogonality, symmetry, outlier and noise observations, and light-tailed models for heavy-tailed clusters. The significance of the properties is investigated, and we study some well-known dissimilarity measures based on Shannon entropy, misclassification rate, Bhattacharyya distance and Kullback-Leibler divergence with respect to the proposed properties. As none of them satisfy all the proposed properties, we introduce a new dissimilarity measure based on the Kullback-Leibler information and show that it satisfies all proposed properties. The effect of the proposed properties is also illustrated on several real and simulated data sets.

Comparative Research on the Stock Return Distributional Models

This paper compares the stock return distribution models of mixture normal distribution, mixed diffusion-jump and GARCH models based on the data of Chinese stock market. The Schwarz criterion is also used. We find all these models can capture the features of stock returns partly. EGARCH model is the best fitting to daily return and stable during different period. When the weekly and monthly returns are tested, the differences of the models＇ fitness become unobvious and unstable.

Research and Application of Probability Distribution of Wind Power Fluctuation Characteristics

The fluctuation characteristics is the inherent property of wind power.Through analysis of a large number of wind t＇anns based on measured data,we find it describes the best probability distribution of wind power fluctuation for the mixed Gauss distribution of two components,and try to carry out the physical interpretation of two components.Further discussion is between the probability distribution of fluctuating wind power time difference and whole relationship.It is found that the two have basic similarity.Through comparing the different time level data quantified losses the information of wind power fluctuation,quantitative determination of the degree of impact prediction.We can summarize and understand of wind power fluctuation,constructing instance from the wind farm construction and monitoring prediction two aspect recommendations to overcome the adverse effects of wind power fluctuations on the power grid operation.

Tolerance Limits Under Gamma Mixtures:Application in Hydrology

In this study,the authors proposed upper tolerance limits for the gamma mixture distribution based on generalized fiducial inference,and an MCMC simulation is performed to sample from the generalized fiducial distributions.The simulation results and a real hydrological data example show that the proposed tolerance limits are more efficient.

Three-Component Mixture of RayleighModel Under Doubly Censored Samples:A Bayesian Look

Feroze and Aslam(J Natl Sci Found Sri Lanka 42:325-334,2014)and Sindhu et al.(J Mod Appl Stat Methods 13:259-286,2014)have considered the Bayesian analysis of the two-component mixture of lifetime distributions under doubly censored samples.In this paper,the concept has been extended for the three-component mixture of lifetime(Rayleigh)distribution under doubly censored samples.The likelihood function for the mixture of lifetime models under doubly type-II censored samples has been introduced.Different priors and loss functions have been assumed for the derivation of Bayes estimators and posterior risks.The comparisons among various estimators have been made by analyzing the simulated and real data sets.

Erlang mixture distribution with application on COVID-19 cases in Egypt

In this paper,a finite mixture of m-Brlang distributions is proposed.Different moments,shape characteristics and parameter estimates of the proposed model are also provided.The proposed mixture has the property that it has a bounded hazard function.A special case of the mixed Erlang distribution is introduced and discussed.In addition,a pre­dictive technique is introduced to estimate the needed number of mixture components to fit a certain data.A real data concerning the confirmed COVID-19 cases in Egypt is introduced to utilize the predictive estimation technique.Two more real datasets are used to examine the flexibility of the proposed model.