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At least 199 records · Page 11

Bayesian Statistics and Uncertainty Quantification for Safety Boundary Analysis in Complex Systems

The analysis of a safety-critical system often requires detailed knowledge of safe regions and their highdimensional non-linear boundaries. We present a statistical approach to iteratively detect and characterize the boundaries, which are provided as parameterized shape candidates. Using methods from uncertainty quantification and active learning, we incrementally construct a statistical model from only few simulation runs and obtain statistically sound estimates of the shape parameters for safety boundaries.

Active Learning↗

Quantifying parameters for Bayesian prior assumptions when estimating the probability of failure of software

Software reliability has become increasingly important, especially in life-critical situations. The ability to measure the results of testing and to quantify software reliability is needed. If this is accomplished, a certain minimum amount of reliability for a piece of software can be specified, and testing and/or other analysis may be done until that minimum number has been attained. There are many models for estimating software reliability. The accuracy of these models has been challenged and many revisions for the models and recalibration techniques have been devised. Of particular interest is the method of estimating the probability of failure of software when no failures have yet occurred in its current version as described by Miller. This model uses black box testing with formulae based on Bayesian estimation. The focus is on three interrelated issues: estimating the probability of failure when testing has revealed no errors; modifying this estimation when the input use distribution does not match the test distribution; and combining the results from random testing with other relevant information to obtain a possibly more accurate estimate of the probability of failure. Obtaining relevant information about the software and combining the results for a better estimate for the Miller model are discussed.

Long, Jacquelyn E.↗

Putting Priors in Mixture Density Mercer Kernels

This paper presents a new methodology for automatic knowledge driven data mining based on the theory of Mercer Kernels, which are highly nonlinear symmetric positive definite mappings from the original image space to a very high, possibly infinite dimensional feature space. We describe a new method called Mixture Density Mercer Kernels to learn kernel function directly from data, rather than using predefined kernels. These data adaptive kernels can en- code prior knowledge in the kernel using a Bayesian formulation, thus allowing for physical information to be encoded in the model. We compare the results with existing algorithms on data from the Sloan Digital Sky Survey (SDSS). The code for these experiments has been generated with the AUTOBAYES tool, which automatically generates efficient and documented C/C++ code from abstract statistical model specifications. The core of the system is a schema library which contains template for learning and knowledge discovery algorithms like different versions of EM, or numeric optimization methods like conjugate gradient methods. The template instantiation is supported by symbolic- algebraic computations, which allows AUTOBAYES to find closed-form solutions and, where possible, to integrate them into the code. The results show that the Mixture Density Mercer-Kernel described here outperforms tree-based classification in distinguishing high-redshift galaxies from low- redshift galaxies by approximately 16% on test data, bagged trees by approximately 7%, and bagged trees built on a much larger sample of data by approximately 2%.

Srivastava, Ashok N.↗

A Bayesian Analysis of SDSS J0914+0853, a Low-mass Dual AGN Candidate

We present the first results from Bayesian AnalYsis of Multiple AGN in X-rays (BAYMAX), a tool that uses a Bayesian framework to quantitatively evaluate whether a given Chandra observation is more likely a single or dual point source. Although the most robust method of determining the presence of dual active galactic nuclei (AGNs) is to use X-ray observations, only sources that are widely separated relative to the instrumentʼs point-spread function are easy to identify. It becomes increasingly difficult to distinguish dual AGNs from single AGNs when the separation is on the order of Chandraʼs angular resolution (<1″). Using likelihood models for single and dual point sources, BAYMAX quantitatively evaluates the likelihood of an AGN for a given source. Specifically, we present results from BAYMAX analyzing the lowest-mass dual AGN candidate to date, SDSS J0914+0853, where archival Chandra data shows a possible secondary AGN ∼ 0"3 from the primary. Analyzing a new 50 ks Chandra observation, results from BAYMAX shows that SDSS J0914+0853 is most likely a single AGN with a Bayes factor of 13.5 in favor of a single point source model. Further, posterior distributions from the dual point source model are consistent with emission from a single AGN. We find a very low probability of SDSS J0914+0853 being a dual AGN system with a flux ratio f>0.3 and separation r>0"3. Overall, BAYMAX will be an important tool for correctly classifying candidate dual AGNs in the literature, as well as studying the dual AGN population where past spatial resolution limits have prevented systematic analyses.

Active galaxies↗

Thermal Behaviour of Unusual Local-Scale Surface Features on Vesta

On Vesta, the region of the infrared spectrum beyond approximately 3.5 micrometers is dominated by the thermal emission of the asteroid's surface, which can be used to determine surface temperature by means of temperature-retrieval algorithms. The thermal behavior of areas of unusual albedo seen at the local scale can be related to physical properties that can provide information about the origin of those materials. Dawn's Visible and Infrared Mapping Spectrometer (VIR) hyperspectral cubes are used to retrieve surface temperatures, with high accuracy as long as temperatures are greater than 180 K. Data acquired in the Survey phase (23 July through 29 August 2011) show several unusual surface features: 1) high-albedo (bright) and low-albedo (dark) material deposits, 2) spectrally distinct ejecta, 3) regions suggesting finer-grained materials. Some of the unusual dark and bright features were re-observed by VIR in the subsequent High-Altitude Mapping Orbit (HAMO) and Low-Altitude Mapping Orbit (LAMO) phases at increased pixel resolution. To calculate surface temperatures, we applied a Bayesian approach to nonlinear inversion based on the Kirchhoff law and the Planck function. These results were cross-checked through application of alternative methods. Here we present temperature maps of several local-scale features that were observed by Dawn under different illumination conditions and different local solar times. Some bright terrains have an overall albedo in the visible as much as 40% brighter than surrounding areas. Data from the IR channel of VIR show that bright regions generally correspond to regions with lower thermal emission, i.e. lower temperature, while dark regions correspond to areas with higher thermal emission, i.e. higher temperature. This behavior confirms that many of the dark appearances in the VIS mainly reflect albedo variations. In particular, it is shown that during maximum daily insolation, dark features in the equatorial region may rise to temperatures greater than 270 K. However, individual features may show different thermal behaviours, as a result of differences in composition and/or structure (e.g, average grain size of the surface regolith, porosity, etc.). To complement the temperature and near-infrared emissivity derived from the infrared spectra, a separate work is devoted to calculate thermal inertia and other thermal properties using theoretical models which solve the heat equation for airless bodies, and model the distribution of temperatures due to surface roughness variations.

Tosi, F.↗

A Method for Retrieving Ground Flash Fraction from Satellite Lightning Imager Data

A general theory for retrieving the fraction of ground flashes in N lightning observed by a satellite-based lightning imager is provided. An "exponential model" is applied as a physically reasonable constraint to describe the measured optical parameter distributions, and population statistics (i.e., mean, variance) are invoked to add additional constraints to the retrieval process. The retrieval itself is expressed in terms of a Bayesian inference, and the Maximum A Posteriori (MAP) solution is obtained. The approach is tested by performing simulated retrievals, and retrieval error statistics are provided. The ability to retrieve ground flash fraction has important benefits to the atmospheric chemistry community. For example, using the method to partition the existing satellite global lightning climatology into separate ground and cloud flash climatologies will improve estimates of lightning nitrogen oxides (NOx) production; this in turn will improve both regional air quality and global chemistry/climate model predictions.

Koshak, William J.↗

Value of Landsat in urban water resources planning

The reported investigation had the objective to evaluate the utility of satellite multispectral remote sensing in urban water resources planning. The results are presented of a study which was conducted to determine the economic impact of Landsat data. The use of Landsat data to estimate hydrologic model parameters employed in urban water resources planning is discussed. A decision regarding an employment of the Landsat data has to consider the tradeoff between data accuracy and cost. Bayesian decision theory is used in this connection. It is concluded that computer-aided interpretation of Landsat data is a highly cost-effective method of estimating the percentage of impervious area.

Jackson, T. J.↗

Landsat-D thematic mapper simulation using aircraft multispectral scanner data

A simulation of imagery from the upcoming Landsat-D Thematic Mapper was accomplished by using selected channels of aircraft 24-channel multispectral scanner data. The purpose was to simulate Thematic Mapper 30-meter resolution imagery, to compare its spectral quality with the original aircraft MSS data, and to determine changes in thematic classification accuracy for the simulated imagery. The original resolution of approximately 7.5 meters IFOV and simulated resolution of 15, 30, and 60 meters were used to indicate the trend of spectral quality and classification accuracy. The study was based in a 6.5 square kilometer area of urban Los Angeles having a diversity of land use. The original imagery was reduced in resolution by two related methods: pixel matrix averaging, and matrix smoothing with a unity box filter, followed by matrix averaging. Thematic land use classification using training sites and a Bayesian maximum-likelihood algorithm was performed at three levels of standard deviation - 1.0, 2.0, and 3.0 sigma. Plots of relative standard deviation showed that for larger training sites with a normal distribution of data, as the resolution decreased, the distribution range of density values decreased. Also, the classification accuracies for three levels of standard deviation increased as resolution decreased. However, the indication is that a point of diminishing returns had been reached, and 30 meters IFOV should be the best for multispectral classification of urban scenes.

Clark, J.↗

Gravitational Waves: Search Results, Data Analysis and Parameter Estimation. Amaldi 10 Parallel Session C2

The Amaldi 10 Parallel Session C2 on gravitational wave(GW) search results, data analysis and parameter estimation included three lively sessions of lectures by 13 presenters, and 34 posters. The talks and posters covered a huge range of material, including results and analysis techniques for ground-based GW detectors, targeting anticipated signals from different astrophysical sources: compact binary inspiral, merger and ringdown; GW bursts from intermediate mass binary black hole mergers, cosmic string cusps, core-collapse supernovae, and other unmodeled sources; continuous waves from spinning neutron stars; and a stochastic GW background. There was considerable emphasis on Bayesian techniques for estimating the parameters of coalescing compact binary systems from the gravitational waveforms extracted from the data from the advanced detector network. This included methods to distinguish deviations of the signals from what is expected in the context of General Relativity.

Tests of general relativity↗

Bayesian Revision of Residual Detection Power

This paper addresses some issues with quality assessment and quality assurance in response surface modeling experiments executed in wind tunnels. The role of data volume on quality assurance for response surface models is reviewed. Specific wind tunnel response surface modeling experiments are considered for which apparent discrepancies exist between fit quality expectations based on implemented quality assurance tactics, and the actual fit quality achieved in those experiments. These discrepancies are resolved by using Bayesian inference to account for certain imperfections in the assessment methodology. Estimates of the fraction of out-of-tolerance model predictions based on traditional frequentist methods are revised to account for uncertainty in the residual assessment process. The number of sites in the design space for which residuals are out of tolerance is seen to exceed the number of sites where the model actually fails to fit the data. A method is presented to estimate how much of the design space in inadequately modeled by low-order polynomial approximations to the true but unknown underlying response function.

DeLoach, Richard↗

Thermal Behavior of Unusual Local-Scale Features on Vesta

On Vesta, the thermal behavior of areas of unusual albedo seen at the local scale can be related to physical properties that can provide information about the origin of those materials. Dawn's Visible and Infrared Mapping Spectrometer (VIR) hyperspectral cubes are used to retrieve surface temperatures and emissivities, with high accuracy as long as temperatures are greater than ~180 K. Data acquired in the Survey phase (23 July through 29 August 2011) show several unusual surface features: 1) high-albedo (bright) and low-albedo (dark) material deposits, 2) spectrally distinct ejecta and pitted materials, 3) regions suggesting finer-grained materials. Some of the unusual dark and bright features were re-observed by VIR in the subsequent High-Altitude Mapping Orbit (HAMO) and Low-Altitude Mapping Orbit (LAMO) phases at increased pixel resolution. In particular, bright and dark surface materials on Vesta, and pitted materials, are currently being investigated by the Dawn team. In this work we present temperature maps and emissivities of several local-scale features that were observed by Dawn under different illumination conditions and different local solar times. To calculate surface temperatures, we applied a Bayesian approach to nonlinear inversion based on the Kirchhoff law and the Planck function, and whose results were compared with those provided by the application of alternative methods. Data from the IR channel of VIR show that bright regions generally correspond to regions with lower thermal emission, i.e. lower temperature, while dark regions correspond to areas with higher thermal emission, i.e. higher temperature. This behavior confirms that many of the dark appearances in the VIS mainly reflect albedo variations, and not, for example, shadowing. During maximum daily insolation, dark features in the equatorial region may rise to temperatures greater than 270 K, while brightest features stop at roughly 258 K for similar local solar times. However, pitted materials, showing relatively low reflectance, have significantly lower temperatures, as a result of differences in composition and/or structure (e.g, average grain size of the surface regolith, porosity, etc.). To complement this work, we provide preliminary values of thermal inertia for some bright and dark features.

Tosi, Federico↗

Dragonfly Rotor Optimization using Machine Learning Applied to an OVERFLOW Generated Airfoil Database

NASA’s 4th New Frontiers Mission is the Titan Dragonfly relocatable lander. This coaxial quadrotor vehicle will be launched on a rocket to Titan in 2028. Following a gravity assisted Earth flyby and an approximate 6-year transit, Dragonfly will enter the Titan atmosphere around 2034 with the goal of exploring Titan’s pre-biotic chemistry and habitability. The multirotor design for this unique application has continually evolved since 2016 with constraints such as Titan’s cryogenic atmosphere at 95 Kelvin (-288 F), gravity 14% that of Earth’s, atmospheric density 440% of standard sea-level air, and the inability to test the entire system together under all these conditions until the first flight on Titan. This paper focuses on rotor design aspects of the Dragonfly lander and introduces a novel framework for multirotor design optimization considering multiple flight conditions. The methodology leverages machine learning methods and is demonstrated in the context of Dragonfly. A new OVERFLOW Machine Learning Airfoil Performance (PALMO) database is first presented. PALMO is then wrapped inside a Bayesian optimization framework and applied to a 4-rotor system (one side of the Dragonfly lander). Training data is generated on each iteration of the optimization using the CAMRAD-II comprehensive analysis software to evaluate successive rotor designs in multiple relevant flight conditions. An optimal design for the 4-rotor system was found with approximately 900 rotor designs analyzed in CAMRAD-II, which required 9 million queries of the PALMO surrogate models. This demonstration case evaluated 10,000,000 potential candidate rotor designs in 5.5 hours on 114 CPU cores using uniform inflow, and in 27.8 hours using the prescribed wake model. This work thus enables mid-fidelity rotor design optimization without requiring access to high-performance computing.

Dragonfly↗

Farm-Level Risk Factors of Increased Abortion and Mortality in Domestic Ruminants during the 2010 Rift Valley Fever Outbreak in Central South Africa

Background:Rift Valley fever (RVF) outbreaks in domestic ruminants have severe socio-economic impacts. Climate-based continental predictions providing early warnings to regions at risk for RVF outbreaks are not of a high enough resolution for ruminant owners to assess their individual risk. (2) Methods: We analyzed risk factors for RVF occurrence and severity at the farm level using the number of domestic ruminant deaths and abortions reported by farmers in central South Africa during the 2010 RVF outbreaks using a Bayesian multinomial hurdle framework. (3) Results: We found strong support that the proportion of days with precipitation, the number of water sources, and the proportion of goats in the herd were positively associated with increased severity of RVF (the numbers of deaths and abortions). We did not find an association between any risk factors and whether RVF was reported on farms. (4) Conclusions: At the farm level we identified risk factors of RVF severity; however, there was little support for risk factors of RVF occurrence. The identification of farm-level risk factors for Rift Valley fever virus (RVFV) occurrence would support and potentially improve current prediction methods and would provide animal owners with critical information needed in order to assess their herd’s risk of RVFV infection.

Melinda K Rostel↗

Automated Monitoring with a BCP Fault-Decision Test

The Bayesian conditional probability (BCP) technique is a statistical fault-decision technique that is suitable as the mathematical basis of the fault-manager module in the automated-monitoring system and method described in the immediately preceding article. Within the automated-monitoring system, the fault-manager module operates in conjunction with the fault-detector module, which can be based on any one of several fault-detection techniques; examples include a threshold-limit-comparison technique or the BSP or SPRT technique mentioned in the preceding article. The present BCP technique is used to evaluate a series of one or more fault-detection events for the purpose of filtering out occasional false alarms produced by many types of statistical fault-detection procedures. The BCP technique increases the probability that an automated monitoring system produces a correct decision regarding the presence or absence of a fault. Because occasional false alarms are an inevitable consequence of the SPRT, BSP, or any other statistically based fault-detection test, there is a need for a logical procedure to distinguish between true and false alarms. Heretofore, it has been common practice to make a fault decision on an ad hoc basis for example by following a multiple-observation voting strategy in which a signal is declared to be indicative of a fault if m of the last n observations produced a fault-detection alarm. The BCP technique was developed to obtain results more reliable than those afforded by a voting strategy. The BCP technique involves a test in which one applies Bayesian inference techniques to a series of one or more single-observation alarms produced by a fault-detection test. One considers the last n decisions generated by a fault-detection test in order to evaluate the conditional probability that a failure is indicated (see figure). Each new decision reached by a fault-detection test is treated as a new piece of evidence about the state of the monitored asset, and the conditional probability of failure for the system is updated on the basis of this new evidence. The conditional probability of failure is compared with a predefined limit. For a probability below the limit, the asset is declared to be healthy. For a probability above the limit, the asset is declared to be faulty.

Bickford, Randall L.↗

Stochastic Reconstruction of Thermal Protection Material Properties from Arc-Jet Experiments

Material response models are used to assess reliability using variances in the bond-line temperature predictions based on uncertainties in trajectory, aerothermal environment, and material properties. A key deficiency in the current approach is that input uncertainties are too often subjective, empirical, or ad-hoc, and are not rigorously linked to the arc-jet test data used to develop the TPS material model. While materials such as PICA are well understood, future missions may require more novel materials such as HEEET where unknown uncertainties have real consequences on the ability to assess reliability. A quantifiable estimate of reliability requires an iterative methodology where the parameters driving the variance in bond-line temperature (for example) are systematically identified. A test campaign to collect data or develop new models can then be identified to reduce those input uncertainties. A Bayesian inference loop defines these connections mathematically, i.e., prior knowledge about uncertainty is updated based on observation. While these concepts are well known (and often applied intuitively in a non-rigorous approach), only recent advances in reduced-order modelling have made them computationally viable methods for engineering. By replacing deterministic inverse methods with stochastic approaches, the hope is new materials proposed for future missions can more rapidly be developed with a greater understanding of the TPS material reliability. Two additional steps for the analysis of arc jet test data are discussed. The first is ability to construct a reduced-order model using material response simulations (Icarus/US3D) of the arc-jet test articles, and the second is the inclusion of this surrogate model in the Bayesian inversion process. Both capabilities will be demonstrated using prior PICA arc-jet test data. The quality of a surrogate model will be investigated and the variances on the calibrated material properties will be compared to our current understanding of the PICA material model.

Material response↗

Exploring the Connection Between Sampling Problems in Bayesian Inference and Statistical Mechanics

The Bayesian and statistical mechanical communities often share the same objective in their work - estimating and integrating probability distribution functions (pdfs) describing stochastic systems, models or processes. Frequently, these pdfs are complex functions of random variables exhibiting multiple, well separated local minima. Conventional strategies for sampling such pdfs are inefficient, sometimes leading to an apparent non-ergodic behavior. Several recently developed techniques for handling this problem have been successfully applied in statistical mechanics. In the multicanonical and Wang-Landau Monte Carlo (MC) methods, the correct pdfs are recovered from uniform sampling of the parameter space by iteratively establishing proper weighting factors connecting these distributions. Trivial generalizations allow for sampling from any chosen pdf. The closely related transition matrix method relies on estimating transition probabilities between different states. All these methods proved to generate estimates of pdfs with high statistical accuracy. In another MC technique, parallel tempering, several random walks, each corresponding to a different value of a parameter (e.g. "temperature"), are generated and occasionally exchanged using the Metropolis criterion. This method can be considered as a statistically correct version of simulated annealing. An alternative approach is to represent the set of independent variables as a Hamiltonian system. Considerab!e progress has been made in understanding how to ensure that the system obeys the equipartition theorem or, equivalently, that coupling between the variables is correctly described. Then a host of techniques developed for dynamical systems can be used. Among them, probably the most powerful is the Adaptive Biasing Force method, in which thermodynamic integration and biased sampling are combined to yield very efficient estimates of pdfs. The third class of methods deals with transitions between states described by rate constants. These problems are isomorphic with chemical kinetics problems. Recently, several efficient techniques for this purpose have been developed based on the approach originally proposed by Gillespie. Although the utility of the techniques mentioned above for Bayesian problems has not been determined, further research along these lines is warranted

Pohorille, Andrew↗

Radar-Based Bayesian Estimation of Ice Crystal Growth Parameters within a Microphysical Model

The potential for polarimetric Doppler radar measurements to improve predictions of ice microphysical processes within an idealized model–observational framework is examined. In an effort to more rigorously constrain ice growth processes (e.g., vapor deposition) with observations of natural clouds, a novel framework is developed to compare simulated and observed radar measurements, coupling a bulk adaptive-habit model of vapor growth to a polarimetric radar forward model. Bayesian inference on key microphysical model parameters is then used, via a Markov chain Monte Carlo sampler, to estimate the probability distribution of the model parameters. The statistical formalism of this method allows for robust estimates of the optimal parameter values, along with (non-Gaussian) estimates of their uncertainty. To demonstrate this framework, observations from Department of Energy radars in the Arctic during a case of pristine ice precipitation are used to constrain vapor deposition parameters in the adaptive habit model. The resulting parameter probability distributions provide physically plausible changes in ice particle density and aspect ratio during growth. A lack of direct constraint on the number concentration produces a range of possible mean particle sizes, with the mean size inversely correlated to number concentration. Consistency is found between the estimated inherent growth ratio and independent laboratory measurements, increasing confidence in the parameter PDFs and demonstrating the effectiveness of the radar measurements in constraining the parameters. The combined Doppler and polarimetric observations produce the highest-confidence estimates of the parameter PDFs, with the Doppler measurements providing a stronger constraint for this case.

Robert S. Schrom↗