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NASA NTRS2012

Bayesian Analysis for Risk Assessment of Selected Medical Events in Support of the Integrated Medical Model Effort

The Exploration Medical Capability project is creating a catalog of risk assessments using the Integrated Medical Model (IMM). The IMM is a software-based system intended to assist mission planners in preparing for spaceflight missions by helping them to make informed decisions about medical preparations and supplies needed for combating and treating various medical events using Probabilistic Risk Assessment. The objective is to use statistical analyses to inform the IMM decision tool with estimated probabilities of medical events occurring during an exploration mission. Because data regarding astronaut health are limited, Bayesian statistical analysis is used. Bayesian inference combines prior knowledge, such as data from the general U.S. population, the U.S. Submarine Force, or the analog astronaut population located at the NASA Johnson Space Center, with observed data for the medical condition of interest. The posterior results reflect the best evidence for specific medical events occurring in flight. Bayes theorem provides a formal mechanism for combining available observed data with data from similar studies to support the quantification process. The IMM team performed Bayesian updates on the following medical events: angina, appendicitis, atrial fibrillation, atrial flutter, dental abscess, dental caries, dental periodontal disease, gallstone disease, herpes zoster, renal stones, seizure, and stroke.

Gilkey, Kelly M.↗
NASA NTRS1986

Application of physical parameter identification to finite element models

A time domain technique for matching response predictions of a structural dynamic model to test measurements is developed. Significance is attached to prior estimates of physical model parameters and to experimental data. The Bayesian estimation procedure allows confidence levels in predicted physical and modal parameters to be obtained. Structural optimization procedures are employed to minimize an error functional with physical model parameters describing the finite element model as design variables. The number of complete FEM analyses are reduced using approximation concepts, including the recently developed convoluted Taylor series approach. The error function is represented in closed form by converting free decay test data to a time series model using Prony' method. The technique is demonstrated on simulated response of a simple truss structure.

Bronowicki, Allen J.↗
NASA NTRS2012

Parametric 3D Atmospheric Reconstruction in Highly Variable Terrain with Recycled Monte Carlo Paths and an Adapted Bayesian Inference Engine

We describe a method for accelerating a 3D Monte Carlo forward radiative transfer model to the point where it can be used in a new kind of Bayesian retrieval framework. The remote sensing challenge is to detect and quantify a chemical effluent of a known absorbing gas produced by an industrial facility in a deep valley. The available data is a single low resolution noisy image of the scene in the near IR at an absorbing wavelength for the gas of interest. The detected sunlight has been multiply reflected by the variable terrain and/or scattered by an aerosol that is assumed partially known and partially unknown. We thus introduce a new class of remote sensing algorithms best described as "multi-pixel" techniques that call necessarily for a 3D radaitive transfer model (but demonstrated here in 2D); they can be added to conventional ones that exploit typically multi- or hyper-spectral data, sometimes with multi-angle capability, with or without information about polarization. The novel Bayesian inference methodology uses adaptively, with efficiency in mind, the fact that a Monte Carlo forward model has a known and controllable uncertainty depending on the number of sun-to-detector paths used.

Monte Carlo↗
NASA NTRS2012

Bayesian Framework Approach for Prognostic Studies in Electrolytic Capacitor under Thermal Overstress Conditions

Electrolytic capacitors are used in several applications ranging from power supplies for safety critical avionics equipment to power drivers for electro-mechanical actuator. Past experiences show that capacitors tend to degrade and fail faster when subjected to high electrical or thermal stress conditions during operations. This makes them good candidates for prognostics and health management. Model-based prognostics captures system knowledge in the form of physics-based models of components in order to obtain accurate predictions of end of life based on their current state of heal th and their anticipated future use and operational conditions. The focus of this paper is on deriving first principles degradation models for thermal stress conditions and implementing Bayesian framework for making remaining useful life predictions. Data collected from simultaneous experiments are used to validate the models. Our overall goal is to derive accurate models of capacitor degradation, and use them to remaining useful life in DC-DC converters.

Kulkarni, Chetan S.↗
NASA NTRS2023

Efficient Calibration of Expensive Computational Models

Accounting for uncertainty when calibrating expensive computational models is a common challenge faced by scientists and engineers. Often Bayesian techniques are adopted to estimate a probability density function over the model parameters given noisy empirical data. The methods used to perform this type of probabilistic calibration are computationally prohibitive in that they require a large number of evaluations of the expensive model. In these cases, surrogate modeling -- that is, using a fast-to-evaluate, lower fidelity stand-in for the original computational model -- may be the only option to alleviate this computational burden. However, the upfront cost of generating training data to build a surrogate model can itself be expensive. As such, it is important to be judicious when selecting training points at which the full-fidelity model is evaluated. Here, an active learning approach is proposed that enables efficient selection of training points using approximate samples of the calibrated parameter probability density function. In this way, the training points can be concentrated in regions where the calibration algorithm requires high model accuracy.

active learning↗
NASA NTRS1987

A computer program for model verification of dynamic systems

Dynamic model verification is the process whereby an analytical model of a dynamic system is compared with experimental data, and then qualified for future use in predicting system response in a different dynamic environment. There are various ways to conduct model verification. The approach adopted in MOVER II employs Bayesian statistical parameter estimation. Unlike curve fitting whose objective is to minimize the difference between some analytical function and a given quantity of test data (or curve), Bayesian estimation attempts also to minimize the difference between the parameter values of that function (the model) and their initial estimates, in a least squares sense. The objectives of dynamic model verification, therefore, are to produce a model which: (1) is in agreement with test data, (2) will assist in the interpretation of test data, (3) can be used to help verify a design, (4) will reliably predict performance, and (5) in the case of space structures, facilitate dynamic control.

Chrostowski, J. D.↗
NASA NTRS2009

Diagnosis and Reconfiguration using Bayesian Networks: An Electrical Power System Case Study

Automated diagnosis and reconfiguration are important computational techniques that aim to minimize human intervention in autonomous systems. In this paper, we develop novel techniques and models in the context of diagnosis and reconfiguration reasoning using causal Bayesian networks (BNs). We take as starting point a successful diagnostic approach, using a static BN developed for a real-world electrical power system. We discuss in this paper the extension of this diagnostic approach along two dimensions, namely: (i) from a static BN to a dynamic BN; and (ii) from a diagnostic task to a reconfiguration task. More specifically, we discuss the auto-generation of a dynamic Bayesian network from a static Bayesian network. In addition, we discuss subtle, but important, differences between Bayesian networks when used for diagnosis versus reconfiguration. We discuss a novel reconfiguration agent, which models a system causally, including effects of actions through time, using a dynamic Bayesian network. Though the techniques we discuss are general, we demonstrate them in the context of electrical power systems (EPSs) for aircraft and spacecraft. EPSs are vital subsystems on-board aircraft and spacecraft, and many incidents and accidents of these vehicles have been attributed to EPS failures. We discuss a case study that provides initial but promising results for our approach in the setting of electrical power systems.

Knox, W. Bradley↗
NASA NTRS1985

On-orbit systems identification of flexible spacecraft

The process of on-orbit systems identification of flexible spacecraft is examined in terms of the difficulties that are expected because of the potentially unmanageable number of unknown model parameters due to the very high order system models involved. A Jordon block canonical form and global model parameters are used to reduce the number of unknown parameters to manageable numbers. A Bayesian approach is discussed which enables the merging of theoretical models with ground or on-orbit test results by using Unconditional Maximum Likelihood Parameter Estimation. A Modified Newton-Raphson technique is proposed for determining the model parameter estimates and an expected fit error criterion is recommended for the determination of the model structure and order reduction.

Taylor, L. W., Jr.↗
NASA NTRS2005

Developing a Methodology for Eliciting Subjective Probability Estimates During Expert Evaluations of Safety Interventions: Application for Bayesian Belief Networks

The NASA Aviation Safety Program (AvSP) has defined several products that will potentially modify airline and/or ATC operations, enhance aircraft systems, and improve the identification of potential hazardous situations within the National Airspace System (NAS). Consequently, there is a need to develop methods for evaluating the potential safety benefit of each of these intervention products so that resources can be effectively invested to produce the judgments to develop Bayesian Belief Networks (BBN's) that model the potential impact that specific interventions may have. Specifically, the present report summarizes methodologies for improving the elicitation of probability estimates during expert evaluations of AvSP products for use in BBN's. The work involved joint efforts between Professor James Luxhoj from Rutgers University and researchers at the University of Illinois. The Rutgers' project to develop BBN's received funding by NASA entitled "Probabilistic Decision Support for Evaluating Technology Insertion and Assessing Aviation Safety System Risk." The proposed project was funded separately but supported the existing Rutgers' program.

Wiegmann, Douglas A.a↗
NASA NTRS2016

Discovery of a Gas Giant Planet in Microlensing Event Ogle-2014-BLG-1760

We present the analysis of the planetary microlensing event OGLE-2014-BLG-1760, which shows a strong light-curve signal due to the presence of a Jupiter mass ratio planet. One unusual feature of this event is that the source star is quite blue, with V-I = 1.48 +/- 0.08. This is marginally consistent with a source star in the Galactic bulge, but it could possibly indicate a young source star on the far side of the disk. Assuming a bulge source, we perform a Bayesian analysis assuming a standard Galactic model, and this indicates that the planetary system resides in or near the Galactic bulge at D(sub L) = 6.9 +/- 1.1 kpc. It also indicates a host-star mass of M(sub *) = 0.51(sup + 0.44/sub -0.28) M(sub theta), a planet mass of m(sub p ) = 0.56(sup +0.34/sub -0.26) M(sub J), and a projected star-planet separation of a(perpendicular) = 1.75(sup +0.33/sub -0.34) au. The lens-source relative proper motion is micro(sub rel) = 6.5 +/- 1.1mas per yr. The lens (and stellar host star) is estimated to be very faint compared to the source star, so it is most likely that it can be detected only when the lens and source stars start to separate. Due to the relatively high relative proper motion, the lens and source will be resolved to about approximately 46 mas in 6-8 yr after the peak magnification. So, by 2020-2022, we can hope to detect the lens star with deep, high-resolution images.

Galactic bulge↗
NASA NTRS2016

Time Series Explorer: Bayesian Blocks with Generalized Profiles and in Higher Dimensions

The Time Series Explorer (TSE) is a project aimed at provided new and advanced time series analysis algorithms in two forms: a tool kit and an automated pipeline applying selected tools in machine learning settings. I will present a sketch of TSE with emphasis on time-domain modeling in general and recent improvements of the Bayesian Block (BB) algorithm in particular. This includes generalizing the shape of the elementary blocks from the current constant-rate model to general shapes, such as two-sided exponentials. Related topics will include extension of BB to higher dimensions and a novel way to detect and characterize short time-scale bursts in time-tagged event data. The Fermi Gamma Ray Space Telescope light curve for the Crab Nebula will be used as an example for all of the algorithms discussed. This work is in collaboration with Tom Loredo.

Bayesian Block (BB) algorithm↗
NASA NTRS2007

Revealing the ISO/IEC 9126-1 Clique Tree for COTS Software Evaluation

Previous research has shown that acyclic dependency models, if they exist, can be extracted from software quality standards and that these models can be used to assess software safety and product quality. In the case of commercial off-the-shelf (COTS) software, the extracted dependency model can be used in a probabilistic Bayesian network context for COTS software evaluation. Furthermore, while experts typically employ Bayesian networks to encode domain knowledge, secondary structures (clique trees) from Bayesian network graphs can be used to determine the probabilistic distribution of any software variable (attribute) using any clique that contains that variable. Secondary structures, therefore, provide insight into the fundamental nature of graphical networks. This paper will apply secondary structure calculations to reveal the clique tree of the acyclic dependency model extracted from the ISO/IEC 9126-1 software quality standard. Suggestions will be provided to describe how the clique tree may be exploited to aid efficient transformation of an evaluation model.

Morris, A. Terry↗
NASA NTRS2004

On Bayesian Inductive Inference & Predictive Estimation

We investigate Bayesian inference and the Principle of Maximum Entropy (PME) as methods for doing inference under uncertainty. This investigation is primarily through concrete examples that have been previously investigated in the literature. We find that it is possible to do Bayesian inference and PME inference using the same information, despite claims to the contrary, but that the results are not directly comparable. This is because Bayesian inference yields a probability density function (pdf) over the unknown model parameters, whereas PME yields point estimates. If mean estimates are extracted from the Bayesian pdfs, the resulting parameter estimates can differ radically from the PME values and also from the Maximum Likelihood values. We conclude that these differences are due to the Bayesian inference not assuming anything beyond the given prior probabilities and the data, whereas PME implicitly assumes that the given constraints are the only constraints that are operating. Since this assumption can be wrong, PME values may have to be revised when subsequent data shows evidence for more constraints. The entropy concentration previously "proved" by E. T. Jaynes is shown to be in error. Further, we show that PME is a generalized form of independence assumption, and so can be a very powerful method of inference when the variables being investigated are largely independent of each other.

Cheeseman, Peter↗
NASA NTRSDate not supplied

Adding GPU Support to the Markov Chain Monte Carlo Code Catmip

In geophysics, we are confronted with many under-determined inverse problems. For example, all of our observations of earthquakes are made at the Earth’s surface. So, when we try to infer how slip during an earthquake evolves in space and time, we find that there are many potential slip histories that are consistent with our limited observations and our understanding of earthquake physics. One way to approach these problems is with Bayesian analysis which allows us to infer the ensemble of all potential slip models that satisfy the observations and our prior knowledge of earthquake physics. In Bayesian analysis, our prior knowledge is known as the prior probability density function or prior PDF, the fit to the data is known as the data likelihood, and the target PDF that satisfies both the prior PDF and data likelihood is known as the posterior PDF. However, simulating the posterior PDF typically requires using Markov Chain Monte Carlo (MCMC) to draw tens of billions of random realizations of earthquake slip models, which may not be computationally feasible. To make this and similar geophysical inversions computationally tractable, we developed the Cascading Adaptive Transitional Metropolis In Parallel (CATMIP) algorithm. CATMIP is an efficient parallel Markov Chain Monte Carlo (MCMC) sampler that is used for model fitting and uncertainty quantification in geophysics. Example use cases are earthquake rupture modeling, determining mineral composition on Mars, reconstructing the history of ocean salinity, and historical earthquake relocation. CATMIP employs many parallel instances of the Metropolis algorithm for sampling in a transitioning framework. Transitioning is a process in which a set of random samples at equilibrium with a known probability density function (PDF) are used as seeds for the Markov chains to sample successive target PDFs that incrementally move the distribution from the starting seeds to the final desired PDF that describes the relative plausibility of potential values for the model parameters. The algorithm is implemented as a Master-Worker model employing MPI for communication. The worker processes are loosely coupled with global parameters periodically optimized by the master process. This provides a very high amount of parallelism with little communication between updates. During the presentation we will discuss the history of the algorithm and elaborate the earthquake rupture modeling use case for the CATMIP package. Our first step toward GPU optimization was to optimize the code for the CPU. CPU profiling revealed that most of the compute time is spent in calls to level 2 BLAS routines and calls to GSL random number generators. We revised the algorithm to employ level 3 BLAS routines instead. In our presentation we will describe how this was accomplished. Adding GPU support to CATMIP consisted mostly of replacing the calls to GSL with calls to GPU vendor-provided library routines. A small number of loops were directly implemented in CUDA. In the presentation will provide implementation details. Finally, we will discuss methods for profiling and opportunities for further optimizing GPU execution. By creating a code with the flexibility to run on either a CPU or GPU architecture, CATMIP can be used on systems ranging from large CPU-based HPC environments to single servers with GPU acceleration and everything in between.

HECC↗
NASA NTRS2005

Monitoring a Complex Physical System using a Hybrid Dynamic Bayes Net

The Reverse Water Gas Shift system (RWGS) is a complex physical system designed to produce oxygen from the carbon dioxide atmosphere on Mars. If sent to Mars, it would operate without human supervision, thus requiring a reliable automated system for monitoring and control. The RWGS presents many challenges typical of real-world systems, including: noisy and biased sensors, nonlinear behavior, effects that are manifested over different time granularities, and unobservability of many important quantities. In this paper we model the RWGS using a hybrid (discrete/continuous) Dynamic Bayesian Network (DBN), where the state at each time slice contains 33 discrete and 184 continuous variables. We show how the system state can be tracked using probabilistic inference over the model. We discuss how to deal with the various challenges presented by the RWGS, providing a suite of techniques that are likely to be useful in a wide range of applications. In particular, we describe a general framework for dealing with nonlinear behavior using numerical integration techniques, extending the successful Unscented Filter. We also show how to use a fixed-point computation to deal with effects that develop at different time scales, specifically rapid changes occuring during slowly changing processes. We test our model using real data collected from the RWGS, demonstrating the feasibility of hybrid DBNs for monitoring complex real-world physical systems.

Lerner, Uri↗
NASA NTRS2019

OGLE-2014-BLG-0962 and a Comparison of Galactic Model Priors to Microlensing Data

OGLE-2014-BLG-0962 (OB140962) is a stellar binary microlensing event that was well covered by observations from the Spitzer satellite as well as ground-based surveys. Modeling yields a unique physical solution: a mid-M+M-dwarf binary with M(prim) = 0.20 ± 0.01 M(☉) and M(sec) = 0.16 ± 0.01 M(☉), with projected separation of 2.0 ± 0.3 au. The lens is only D(LS) = 0.41 ± 0.06 kpc in front of the source, making OB140962 a bulge lens and the most distant Spitzer binary lens to date. In contrast, because the Einstein radius (θ(E) = 0.143 ± 0.007 mas) is unusually small, a standard Bayesian analysis, conducted in the absence of parallax information, would predict a brown dwarf binary. We compare the results of Bayesian analysis using two commonly used Galactic model priors to the measured values for a set of Spitzer lenses. We find all models tested predict lens properties consistent with the Spitzer data. Furthermore, we illustrate the methodology for probing the Galactic distribution of planets by comparing the cumulative distance distribution of the Spitzer two-body lenses to that of the Spitzer single lenses.

Yutong Shan↗
NASA NTRS1994

An error covariance model for sea surface topography and velocity derived from TOPEX/POSEIDON altimetry

In order to facilitate the use of satellite-derived sea surface topography and velocity oceanographic models, methodology is presented for deriving the total error covariance and its geographic distribution from TOPEX/POSEIDON measurements. The model is formulated using a parametric model fit to the altimeter range observations. The topography and velocity modeled with spherical harmonic expansions whose coefficients are found through optimal adjustment to the altimeter range residuals using Bayesian statistics. All other parameters, including the orbit, geoid, surface models, and range corrections are provided as unadjusted parameters. The maximum likelihood estimates and errors are derived from the probability density function of the altimeter range residuals conditioned with a priori information. Estimates of model errors for the unadjusted parameters are obtained from the TOPEX/POSEIDON postlaunch verification results and the error covariances for the orbit and the geoid, except for the ocean tides. The error in the ocean tides is modeled, first, as the difference between two global tide models and, second, as the correction to the present tide model, the correction derived from the TOPEX/POSEIDON data. A formal error covariance propagation scheme is used to derive the total error. Our global total error estimate for the TOPEX/POSEIDON topography relative to the geoid for one 10-day period is found tio be 11 cm RMS. When the error in the geoid is removed, thereby providing an estimate of the time dependent error, the uncertainty in the topography is 3.5 cm root mean square (RMS). This level of accuracy is consistent with direct comparisons of TOPEX/POSEIDON altimeter heights with tide gauge measurements at 28 stations. In addition, the error correlation length scales are derived globally in both east-west and north-south directions, which should prove useful for data assimilation. The largest error correlation length scales are found in the tropics. Errors in the velocity field are smallest in midlatitude regions. For both variables the largest errors caused by uncertainty in the geoid. More accurate representations of the geoid await a dedicated geopotential satellite mission. Substantial improvements in the accuracy of ocean tide models are expected in the very near future from research with TOPEX/POSEIDON data.

Tsaoussi, Lucia S.↗
NASA NTRS2015

Evaluating Coastal Landscape Response to Sea-Level Rise in the Northeastern United States - Approach and Methods

The U.S. Geological Survey is examining effects of future sea-level rise on the coastal landscape from Maine to Virginia by producing spatially explicit, probabilistic predictions using sea-level projections, vertical land movement rates (due to isostacy), elevation data, and land-cover data. Sea-level-rise scenarios used as model inputs are generated by using multiple sources of information, including Coupled Model Intercomparison Project Phase 5 models following representative concentration pathways 4.5 and 8.5 in the Intergovernmental Panel on Climate Change Fifth Assessment Report. A Bayesian network is used to develop a predictive coastal response model that integrates the sea-level, elevation, and land-cover data with assigned probabilities that account for interactions with coastal geomorphology as well as the corresponding ecological and societal systems it supports. The effects of sea-level rise are presented as (1) level of landscape submergence and (2) coastal response type characterized as either static (that is, inundation) or dynamic (that is, landform or landscape change). Results are produced at a spatial scale of 30 meters for four decades (the 2020s, 2030s, 2050s, and 2080s). The probabilistic predictions can be applied to landscape management decisions based on sea-level-rise effects as well as on assessments of the prediction uncertainty and need for improved data or fundamental understanding. This report describes the methods used to produce predictions, including information on input datasets; the modeling approach; model outputs; data-quality-control procedures; and information on how to access the data and metadata online.

terrain↗