scholarly journals Uncertainty Analysis on Risk Assessment of Water Inrush in Karst Tunnels

2016 ◽  
Vol 2016 ◽  
pp. 1-11 ◽  
Author(s):  
Yiqing Hao ◽  
Xiaoli Rong ◽  
Linjian Ma ◽  
Pengxian Fan ◽  
Hao Lu
Keyword(s):  
Monte Carlo ◽  
Probability Distributions ◽  
Water Inrush ◽  
Evaluation Index ◽  
Risk Level ◽  
Random Numbers ◽  
Recognition Method ◽  
Attribute Measure ◽  
Attribute Recognition ◽  
Complex Geology

An improved attribute recognition method is reviewed and discussed to evaluate the risk of water inrush in karst tunnels. Due to the complex geology and hydrogeology, the methodology discusses the uncertainties related to the evaluation index and attribute measure. The uncertainties can be described by probability distributions. The values of evaluation index and attribute measure were employed through random numbers generated by Monte Carlo simulations and an attribute measure belt was chosen instead of the linearity attribute measure function. Considering the uncertainties of evaluation index and attribute measure, the probability distributions of four risk grades are calculated using random numbers generated by Monte Carlo simulation. According to the probability distribution, the risk level can be analyzed under different confidence coefficients. The method improvement is more accurate and feasible compared with the results derived from the attribute recognition model. Finally, the improved attribute recognition method was applied and verified in Longmenshan tunnel in China.

scholarly journals Stochastic Order and Generalized Weighted Mean Invariance

Entropy ◽  
2021 ◽  
Vol 23 (6) ◽  
pp. 662
Author(s):  
Mateu Sbert ◽  
Jordi Poch ◽  
Shuning Chen ◽  
Víctor Elvira
Keyword(s):  
Monte Carlo ◽  
Probability Distributions ◽  
Stochastic Order ◽  
Arithmetic Mean ◽  
Stochastic Orders ◽  
Arithmetic Means ◽  
Increasing Convex Order ◽  
Monte Carlo Techniques ◽  
Multiple Importance Sampling ◽  
Invariance Properties

In this paper, we present order invariance theoretical results for weighted quasi-arithmetic means of a monotonic series of numbers. The quasi-arithmetic mean, or Kolmogorov–Nagumo mean, generalizes the classical mean and appears in many disciplines, from information theory to physics, from economics to traffic flow. Stochastic orders are defined on weights (or equivalently, discrete probability distributions). They were introduced to study risk in economics and decision theory, and recently have found utility in Monte Carlo techniques and in image processing. We show in this paper that, if two distributions of weights are ordered under first stochastic order, then for any monotonic series of numbers their weighted quasi-arithmetic means share the same order. This means for instance that arithmetic and harmonic mean for two different distributions of weights always have to be aligned if the weights are stochastically ordered, this is, either both means increase or both decrease. We explore the invariance properties when convex (concave) functions define both the quasi-arithmetic mean and the series of numbers, we show its relationship with increasing concave order and increasing convex order, and we observe the important role played by a new defined mirror property of stochastic orders. We also give some applications to entropy and cross-entropy and present an example of multiple importance sampling Monte Carlo technique that illustrates the usefulness and transversality of our approach. Invariance theorems are useful when a system is represented by a set of quasi-arithmetic means and we want to change the distribution of weights so that all means evolve in the same direction.

scholarly journals Some Information Geometric Aspects of Cyber Security by Face Recognition

Entropy ◽  
2021 ◽  
Vol 23 (7) ◽  
pp. 878
Author(s):  
C. T. J. Dodson ◽  
John Soldera ◽  
Jacob Scharcanski
Keyword(s):  
Face Recognition ◽  
Cyber Security ◽  
Probability Distributions ◽  
Geodesic Distance ◽  
Recognition Method ◽  
Frequency Distributions ◽  
Face Images ◽  
User Access ◽  
Multidimensional Methods ◽  
Joint Probabilities

Secure user access to devices and datasets is widely enabled by fingerprint or face recognition. Organization of the necessarily large secure digital object datasets, with objects having content that may consist of images, text, video or audio, involves efficient classification and feature retrieval processing. This usually will require multidimensional methods applicable to data that is represented through a family of probability distributions. Then information geometry is an appropriate context in which to provide for such analytic work, whether with maximum likelihood fitted distributions or empirical frequency distributions. The important provision is of a natural geometric measure structure on families of probability distributions by representing them as Riemannian manifolds. Then the distributions are points lying in this geometrical manifold, different features can be identified and dissimilarities computed, so that neighbourhoods of objects nearby a given example object can be constructed. This can reveal clustering and projections onto smaller eigen-subspaces which can make comparisons easier to interpret. Geodesic distances can be used as a natural dissimilarity metric applied over data described by probability distributions. Exploring this property, we propose a new face recognition method which scores dissimilarities between face images by multiplying geodesic distance approximations between 3-variate RGB Gaussians representative of colour face images, and also obtaining joint probabilities. The experimental results show that this new method is more successful in recognition rates than published comparative state-of-the-art methods.

Multilevel Monte Carlo by using the Halton sequence

2020 ◽  
Vol 26 (3) ◽  
pp. 193-203
Author(s):  
Shady Ahmed Nagy ◽  
Mohamed A. El-Beltagy ◽  
Mohamed Wafa
Keyword(s):  
Monte Carlo ◽  
Differential Equations ◽  
Stochastic Differential Equations ◽  
Computational Cost ◽  
Random Numbers ◽  
Multilevel Monte Carlo ◽  
Halton Sequence ◽  
Random Generator ◽  
Mc Simulation ◽  
Multilevel Monte Carlo Method

AbstractMonte Carlo (MC) simulation depends on pseudo-random numbers. The generation of these numbers is examined in connection with the Brownian motion. We present the low discrepancy sequence known as Halton sequence that generates different stochastic samples in an equally distributed form. This will increase the convergence and accuracy using the generated different samples in the Multilevel Monte Carlo method (MLMC). We compare algorithms by using a pseudo-random generator and a random generator depending on a Halton sequence. The computational cost for different stochastic differential equations increases in a standard MC technique. It will be highly reduced using a Halton sequence, especially in multiplicative stochastic differential equations.

scholarly journals Random numbers from the tails of probability distributions using the transformation method

2013 ◽  
Vol 16 (2) ◽  
Author(s):  
Daniel Fulger ◽  
Enrico Scalas ◽  
Guido Germano
Keyword(s):  
Probability Distributions ◽  
Transformation Method ◽  
Fractional Diffusion ◽  
Random Numbers ◽  
Stochastic Solution ◽  
Probability Densities ◽  
Speed Up ◽  
Time Fractional Diffusion Equation ◽  
Transformation Methods ◽  
Very High

AbstractThe speed of many one-line transformation methods for the production of, for example, Lévy alpha-stable random numbers, which generalize Gaussian ones, and Mittag-Leffler random numbers, which generalize exponential ones, is very high and satisfactory for most purposes. However, fast rejection techniques like the ziggurat by Marsaglia and Tsang promise a significant speed-up for the class of decreasing probability densities, if it is possible to complement them with a method that samples the tails of the infinite support. This requires the fast generation of random numbers greater or smaller than a certain value. We present a method to achieve this, and also to generate random numbers within any arbitrary interval. We demonstrate the method showing the properties of the transformation maps of the above mentioned distributions as examples of stable and geometric stable random numbers used for the stochastic solution of the space-time fractional diffusion equation.

Development of an Evaluation Model of Freeway Traffic Safety Facilities System

2013 ◽  
Vol 734-737 ◽  
pp. 1578-1581
Author(s):  
Yan Yong Guo ◽  
Yao Wu ◽  
Liang Song ◽  
Hui Duan
Keyword(s):  
Traffic Safety ◽  
Evaluation System ◽  
Evaluation Model ◽  
Variation Coefficient ◽  
Freeway Traffic ◽  
Evaluation Result ◽  
Single Index ◽  
Recognition Theory ◽  
Attribute Measure ◽  
Attribute Recognition

This study developed an evaluation model of freeway traffic safety facilities system. Firstly, an evaluation system of freeway traffic safety facility was proposed. Secondly, an evaluation model was proposed based on attribute recognition theory. And the evaluation result was identified according to the attribute measure value of single index and the comprehensive attribute measure value of multiple indexes as well as the confidence criterion. Thirdly, the weight of each indicator was decided by variation coefficient. Finally, A case of TAI-GAN freeway (K1+242~K3+259 segment) was conducted to verify the feasibility and effectiveness of the model.

Comparison of Monte Carlo and Fuzzy Math Simulation Methods for Quantitative Microbial Risk Assessment

2003 ◽  
Vol 66 (10) ◽  
pp. 1900-1910 ◽  
Author(s):  
VALERIE J. DAVIDSON ◽  
JOANNE RYKS
Keyword(s):  
Risk Assessment ◽  
Monte Carlo ◽  
Monte Carlo Simulations ◽  
Interval Arithmetic ◽  
Food Systems ◽  
Probability Distributions ◽  
Economic Cost ◽  
Fuzzy Mathematics ◽  
Quantitative Microbial Risk Assessment ◽  
Mean Values

The objective of food safety risk assessment is to quantify levels of risk for consumers as well as to design improved processing, distribution, and preparation systems that reduce exposure to acceptable limits. Monte Carlo simulation tools have been used to deal with the inherent variability in food systems, but these tools require substantial data for estimates of probability distributions. The objective of this study was to evaluate the use of fuzzy values to represent uncertainty. Fuzzy mathematics and Monte Carlo simulations were compared to analyze the propagation of uncertainty through a number of sequential calculations in two different applications: estimation of biological impacts and economic cost in a general framework and survival of Campylobacter jejuni in a sequence of five poultry processing operations. Estimates of the proportion of a population requiring hospitalization were comparable, but using fuzzy values and interval arithmetic resulted in more conservative estimates of mortality and cost, in terms of the intervals of possible values and mean values, compared to Monte Carlo calculations. In the second application, the two approaches predicted the same reduction in mean concentration (−4 log CFU/ml of rinse), but the limits of the final concentration distribution were wider for the fuzzy estimate (−3.3 to 5.6 log CFU/ml of rinse) compared to the probability estimate (−2.2 to 4.3 log CFU/ml of rinse). Interval arithmetic with fuzzy values considered all possible combinations in calculations and maximum membership grade for each possible result. Consequently, fuzzy results fully included distributions estimated by Monte Carlo simulations but extended to broader limits. When limited data defines probability distributions for all inputs, fuzzy mathematics is a more conservative approach for risk assessment than Monte Carlo simulations.

scholarly journals Prediksi Tingkat Penerimaan Lulusan Siswa Kejuruan dalam Dunia Usaha dan Industri Menggunakan Metode Monte Carlo

2020 ◽  
pp. 84-89
Author(s):  
Hasanatul Iftitah ◽  
Y Yuhandri
Keyword(s):  
Monte Carlo ◽  
Monte Carlo Method ◽  
Probability Distribution ◽  
Prediction Accuracy ◽  
Vocational School ◽  
Vocational Schools ◽  
Random Numbers ◽  
Vocational High School ◽  
The Monte Carlo Method ◽  
Academic Year

Vocational High School (SMK) Negeri 4 Kota Jambi is one of the favorite vocational schools in Jambi City which is also the only pure tourism vocational school in Jambi Province. SMK Negeri 4 Kota Jambi has several vocational majors, namely culinary, beauty, fashion and hospitality. In general, students who choose to attend vocational schools have the hope of being able to work immediately after graduating from school, they do not need to continue to study to be able to work. In this study, researchers will predict the level of acceptance of students from SMK Negeri 4 Kota Jambi in the business and industrial world using the Monte Carlo method. Monte Carlo is a method that can find values ​​that are close to the actual value of events that will occur based on the distribution of sampling data. The technique of this method is to select random numbers from the probability distribution to perform the simulation. The data used in this study is the data of students from SMK Negeri 4 Kota Jambi who worked from the 2015/2016 Academic Year to the 2018/2019 Academic Year. Furthermore, the data will be processed using the Monte Carlo method. The simulation will be implemented using PHP programming. The result of this research is the level of prediction accuracy of students of SMK Negeri 4 Kota Jambi who are accepted in the business and industrial world using the Monte Carlo method is 84%.

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