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At least 199 records · Page 11

A Simple Stochastic Model for Generating Broken Cloud Optical Depth and Top Height Fields

A simple and fast algorithm for generating two correlated stochastic twodimensional (2D) cloud fields is described. The algorithm is illustrated with two broken cumulus cloud fields: cloud optical depth and cloud top height retrieved from Moderate Resolution Imaging Spectrometer (MODIS). Only two 2D fields are required as an input. The algorithm output is statistical realizations of these two fields with approximately the same correlation and joint distribution functions as the original ones. The major assumption of the algorithm is statistical isotropy of the fields. In contrast to fractals and the Fourier filtering methods frequently used for stochastic cloud modeling, the proposed method is based on spectral models of homogeneous random fields. For keeping the same probability density function as the (first) original field, the method of inverse distribution function is used. When the spatial distribution of the first field has been generated, a realization of the correlated second field is simulated using a conditional distribution matrix. This paper is served as a theoretical justification to the publicly available software that has been recently released by the authors and can be freely downloaded from http://i3rc.gsfc.nasa.gov/Public codes clouds.htm. Though 2D rather than full 3D, stochastic realizations of two correlated cloud fields that mimic statistics of given fields have proved to be very useful to study 3D radiative transfer features of broken cumulus clouds for better understanding of shortwave radiation and interpretation of the remote sensing retrievals.

Prigarin, Sergei M.↗

Structural Reliability Analysis and Optimization: Use of Approximations

This report is intended for the demonstration of function approximation concepts and their applicability in reliability analysis and design. Particularly, approximations in the calculation of the safety index, failure probability and structural optimization (modification of design variables) are developed. With this scope in mind, extensive details on probability theory are avoided. Definitions relevant to the stated objectives have been taken from standard text books. The idea of function approximations is to minimize the repetitive use of computationally intensive calculations by replacing them with simpler closed-form equations, which could be nonlinear. Typically, the approximations provide good accuracy around the points where they are constructed, and they need to be periodically updated to extend their utility. There are approximations in calculating the failure probability of a limit state function. The first one, which is most commonly discussed, is how the limit state is approximated at the design point. Most of the time this could be a first-order Taylor series expansion, also known as the First Order Reliability Method (FORM), or a second-order Taylor series expansion (paraboloid), also known as the Second Order Reliability Method (SORM). From the computational procedure point of view, this step comes after the design point identification; however, the order of approximation for the probability of failure calculation is discussed first, and it is denoted by either FORM or SORM. The other approximation of interest is how the design point, or the most probable failure point (MPP), is identified. For iteratively finding this point, again the limit state is approximated. The accuracy and efficiency of the approximations make the search process quite practical for analysis intensive approaches such as the finite element methods; therefore, the crux of this research is to develop excellent approximations for MPP identification and also different approximations including the higher-order reliability methods (HORM) for representing the failure surface. This report is divided into several parts to emphasize different segments of the structural reliability analysis and design. Broadly, it consists of mathematical foundations, methods and applications. Chapter I discusses the fundamental definitions of the probability theory, which are mostly available in standard text books. Probability density function descriptions relevant to this work are addressed. In Chapter 2, the concept and utility of function approximation are discussed for a general application in engineering analysis. Various forms of function representations and the latest developments in nonlinear adaptive approximations are presented with comparison studies. Research work accomplished in reliability analysis is presented in Chapter 3. First, the definition of safety index and most probable point of failure are introduced. Efficient ways of computing the safety index with a fewer number of iterations is emphasized. In chapter 4, the probability of failure prediction is presented using first-order, second-order and higher-order methods. System reliability methods are discussed in chapter 5. Chapter 6 presents optimization techniques for the modification and redistribution of structural sizes for improving the structural reliability. The report also contains several appendices on probability parameters.

Grandhi, Ramana V.↗

Reward and uncertainty in exploration programs

A set of variables which are crucial to the economic outcome of petroleum exploration are discussed. These are treated as random variables; the values they assume indicate the number of successes that occur in a drilling program and determine, for a particular discovery, the unit production cost and net economic return if that reservoir is developed. In specifying the joint probability law for those variables, extreme and probably unrealistic assumptions are made. In particular, the different random variables are assumed to be independently distributed. Using postulated probability functions and specified parameters, values are generated for selected random variables, such as reservoir size. From this set of values the economic magnitudes of interest, net return and unit production cost are computed. This constitutes a single trial, and the procedure is repeated many times. The resulting histograms approximate the probability density functions of the variables which describe the economic outcomes of an exploratory drilling program.

Kaufman, G. M.↗

Copacabana: a probabilistic membership assignment method for galaxy clusters

Cosmological analyses using galaxy clusters in optical/near-infrared photometric surveys require robust characterization of their galaxy content. Precisely determining which galaxies belong to a cluster is crucial. In this paper, we present the COlor Probabilistic Assignment of Clusters And BAyesiaN Analysis (Copacabana) algorithm. Copacabana computes membership probabilities for all galaxies within an aperture centred on the cluster using photometric redshifts, colours, and projected radial probability density functions. We use simulations to validate Copacabana and we show that it achieves up to 89 per cent membership accuracy with a mild dependence on photometric redshift uncertainties and choice of aperture size. We find that the precision of the photometric redshifts has the largest impact on the determination of the membership probabilities followed by the choice of the cluster aperture size. We also quantify how much these uncertainties in the membership probabilities affect the stellar mass–cluster mass scaling relation, a relation that directly impacts cosmology. Using the sum of the stellar masses weighted by membership probabilities (⁠μ * ⁠) as the observable, we find that Copacabana can reach an accuracy of 0.06 dex in the measurement of the scaling relation at low redshift for a Legacy Survey of Space and Time type survey. These results indicate the potential of Copacabana and μ * to be used in cosmological analyses of optically selected clusters in the future.

79 ASTRONOMY AND ASTROPHYSICS↗

Stochastic Control Synthesis of Systems with Structured Uncertainty

This paper presents a study on the design of robust controllers by using random variables to model structured uncertainty for both SISO and MIMO feedback systems. Once the parameter uncertainty is prescribed with probability density functions, its effects are propagated through the analysis leading to stochastic metrics for the system's output. Control designs that aim for satisfactory performances while guaranteeing robust closed loop stability are attained by solving constrained non-linear optimization problems in the frequency domain. This approach permits not only to quantify the probability of having unstable and unfavorable responses for a particular control design but also to search for controls while favoring the values of the parameters with higher chance of occurrence. In this manner, robust optimality is achieved while the characteristic conservatism of conventional robust control methods is eliminated. Examples that admit closed form expressions for the probabilistic metrics of the output are used to elucidate the nature of the problem at hand and validate the proposed formulations.

Padula, Sharon L.↗

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↗

How to Obtain the Redshift Distribution from Probabilistic Redshift Estimates

Abstract A reliable estimate of the redshift distribution n ( z ) is crucial for using weak gravitational lensing and large-scale structures of galaxy catalogs to study cosmology. Spectroscopic redshifts for the dim and numerous galaxies of next-generation weak-lensing surveys are expected to be unavailable, making photometric redshift (photo- z ) probability density functions (PDFs) the next best alternative for comprehensively encapsulating the nontrivial systematics affecting photo- z point estimation. The established stacked estimator of n ( z ) avoids reducing photo- z PDFs to point estimates but yields a systematically biased estimate of n ( z ) that worsens with a decreasing signal-to-noise ratio, the very regime where photo- z PDFs are most necessary. We introduce Cosmological Hierarchical Inference with Probabilistic Photometric Redshifts ( CHIPPR ), a statistically rigorous probabilistic graphical model of redshift-dependent photometry that correctly propagates the redshift uncertainty information beyond the best-fit estimator of n ( z ) produced by traditional procedures and is provably the only self-consistent way to recover n ( z ) from photo- z PDFs. We present the chippr prototype code, noting that the mathematically justifiable approach incurs computational cost. The CHIPPR approach is applicable to any one-point statistic of any random variable, provided the prior probability density used to produce the posteriors is explicitly known; if the prior is implicit, as may be the case for popular photo- z techniques, then the resulting posterior PDFs cannot be used for scientific inference. We therefore recommend that the photo- z community focus on developing methodologies that enable the recovery of photo- z likelihoods with support over all redshifts, either directly or via a known prior probability density.

79 ASTRONOMY AND ASTROPHYSICS↗

Characterization of vegetation by microwave and optical remote sensing

Two series of carefully controlled experiments were conducted. First, plots of important crops (corn, soybeans, and sorghum), prairie grasses (big bluestem, switchgrass, tal fescue, orchardgrass, bromegrass), and forage legumes (alfalfa, red clover, and crown vetch) were manipulated to produce wide ranges of phytomass, leaf area index, and canopy architecture. Second, coniferous forest canopies were simulated using small balsam fir trees grown in large pots of soil and arranged systematically on a large (5 m) platform. Rotating the platform produced many new canopies for frequency and spatial averaging of the backscatter signal. In both series of experiments, backscatter of 5.0 GHz (C-Band) was measured as a function of view angle and polarization. Biophysical measurements included leaf area index, fresh and dry phytomass, water content of canopy elements, canopy height, and soil roughness and moisture content. For a subset of the above plots, additional measurements were acquired to exercise microwave backscatter models. These measurements included size and shape of leaves, stems, and fruit and the probability density function of leaf and stem angles. The relationships of the backscattering coefficients and the biophysical properties of the canopies were evaluated using statistical correlations, analysis of variance, and regression analysis. Results from the corn density and balsam fir experiments are discussed and analyses of data from the other experiments are summarized.

Daughtry, C. S. T.↗

Transfer Learning-Based Independent Component Analysis

Understanding the underlying component structure is crucial for multivariate signal analysis. Among all the techniques that try to learn the latent structure, independent component analysis (ICA) is one of the most important and popular methods, which aims to extract independent components from multivariate signals and enables further analysis. For example, in electroencephalogram (EEG) analysis, artifacts filtering and disease detection are conducted based on the independent components of the signals. One critical challenge in existing ICA approaches is that the component extraction accuracy may degrade when the available data of a unit are limited. To address this issue, this paper proposes a transfer learning-based ICA method by innovatively transferring component distribution from a source domain, so that accurate component extraction results can be achieved even when only limited data are available in the target domain. To the best of our knowledge, this is the first work that leverages transfer learning to improve ICA accuracy with limited available data. In particular, we first extract all the independent components from the source domain by maximizing the log-likelihood function with a Newton-like method on a smooth manifold. Then for the target domain, the component with the largest negentropy is extracted in each round. To effectively leverage the knowledge from the source domain and to prevent the negative transfer, we try to find a component in the source domain that matches the component we are extracting. The probability density function of the matched component will then be used to improve the component extraction accuracy if such matched component can be found; otherwise, no knowledge will be transferred. Finally, numerical simulations and a case study with electrocardiogram (ECG) data are conducted, showing the effectiveness of the proposed method in transferring knowledge and reducing negative transfer.

42 ENGINEERING↗

The beta distribution: A statistical model for world cloud cover

Much work has been performed in developing empirical global cloud cover models. This investigation was made to determine an underlying theoretical statistical distribution to represent worldwide cloud cover. The beta distribution with probability density function is given to represent the variability of this random variable. It is shown that the beta distribution possesses the versatile statistical characteristics necessary to assume the wide variety of shapes exhibited by cloud cover. A total of 160 representative empirical cloud cover distributions were investigated and the conclusion was reached that this study provides sufficient statical evidence to accept the beta probability distribution as the underlying model for world cloud cover.

Falls, L. W.↗

Galaxy Correlation Function and Local Density from Photometric Redshifts Using the Stochastic Order Redshift Technique (SORT)

The stochastic order redshift technique (SORT) is a simple, efficient, and robust method to improve cosmological redshift measurements. The method relies upon having a small (∼10 per cent) reference sample of high-quality redshifts. Within pencil- beam-like sub-volumes surrounding each galaxy, we use the precise dN/dz distribution of the reference sample to recover new redshifts and assign them one-to-one to galaxies such that the original rank order of redshifts is preserved. Preserving the rank order is motivated by the fact that random variables drawn from Gaussian probability density functions with different means but equal standard deviations satisfy stochastic ordering. This process is repeated for sub-volumes surrounding each galaxy in the survey. This results in every galaxy being assigned multiple ‘recovered’ redshifts from which a new redshift estimate is determined. An earlier paper applied SORT to a mock Sloan Digital Sky Survey at z 0.2 and accurately recovered the two-point correlation function (2PCF) on scales > 4 h−1Mpc. In this paper, we test the performance of SORT in surveys spanning the redshift range 0.75 < z < 2.25. We used two mock surveys extracted from the Small MultiDark–Planck and Bolshoi–Planck N-body simulations with dark matter haloes that were populated by the Santa Cruz semi-analytic model. We find that SORT overall improves redshift estimates, accurately recovers the redshift-space 2PCF ξ (s) on scales > 2.5 h−1Mpc, and provides improved local density estimates in regions of average or higher density, which may allow for improved understanding of how galaxy properties relate to their environments.

James Kakos↗

The effect of initial conditions on mixing transition of the Richtmyer–Meshkov instability

We investigate the late-time Richtmyer–Meshkov instability (RMI) growth of sinuous perturbations on an air/sulphur hexafluoride interface (Atwood number, A ~ 0.67 ) subjected to a Mach 1.2 planar shock wave at Los Alamos National Laboratory's vertical shock tube facility. Interface perturbations are established using a novel membraneless technique where cross-flowing air and SF 6 separated by an oscillating splitter plate create a perturbed density interface. The interface formed has multi-modal features and residual small perturbations, however, a dominant mode is still noticeable. The late-time perturbation growths scale with $ka_0$ initial conditions (where $k$ is the wavenumber and $a_0$ is the initial amplitude of the dominant mode) as measured at the pre-shock interface. Past nonlinear models based on potential-flow theory, heuristic/interpolation approaches, Padé approximants and numerical simulations are evaluated against present experimental results. Accounting for an explicit $ka_0$ dependence in Sadot et al.'s model, we propose an empirical rational function that captures the asymptotic behaviour of perturbation growth for a broad range of initial conditions ( 0.30 $≤ ka_0 ≤$ 0.86 ). The onset of mixing transition and its initial condition dependence are investigated with respect to the minimum state criterion ($Re =$ 1.6 $\times$ 10 5 ) for unsteady flows by Zhou. Earlier mixing transitions for higher ka0 initial conditions are noted from local and global Reynolds number estimates which are corroborated by the existence of an inertial sub-range and formation of mixing regions indicating the physical significance of the minimum state criterion in RMI flows. The transition is accompanied by the increasing teapot-like appearance of joint probability density functions of $p–q$ (invariants of the reduced velocity gradient tensor), establishing the technique as a useful tool for turbulence detection in two-dimensional diagnostics.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Quasar Identification Using Multivariate Probability Density Estimated from Nonparametric Conditional Probabilities

Nonparametric estimation for a probability density function that describes multivariate data has typically been addressed by kernel density estimation (KDE). A novel density estimator recently developed by Farmer and Jacobs offers an alternative high-throughput automated approach to univariate nonparametric density estimation based on maximum entropy and order statistics, improving accuracy over univariate KDE. This article presents an extension of the single variable case to multiple variables. The univariate estimator is used to recursively calculate a product array of one-dimensional conditional probabilities. In combination with interpolation methods, a complete joint probability density estimate is generated for multiple variables. Good accuracy and speed performance in synthetic data are demonstrated by a numerical study using known distributions over a range of sample sizes from 100 to 10 6 for two to six variables. Performance in terms of speed and accuracy is compared to KDE. The multivariate density estimate developed here tends to perform better as the number of samples and/or variables increases. As an example application, measurements are analyzed over five filters of photometric data from the Sloan Digital Sky Survey Data Release 17. The multivariate estimation is used to form the basis for a binary classifier that distinguishes quasars from galaxies and stars with up to 94% accuracy.

79 ASTRONOMY AND ASTROPHYSICS↗

Statistical Short-Range Guidance for Peak Wind Speed Forecasts at Edwards Air Force Base, CA

The peak winds near the surface are an important forecast element for Space Shuttle landings. As defined in the Shuttle Flight Rules (FRs), there are peak wind thresholds that cannot be exceeded in order to ensure the safety of the shuttle during landing operations. The National Weather Service Spaceflight Meteorology Group (SMG) is responsible for weather forecasts for all shuttle landings. They indicate peak winds are a challenging parameter to forecast. To alleviate the difficulty in making such wind forecasts, the Applied Meteorology Unit (AMTJ) developed a personal computer based graphical user interface (GUI) for displaying peak wind climatology and probabilities of exceeding peak-wind thresholds for the Shuttle Landing Facility (SLF) at Kennedy Space Center. However, the shuttle must land at Edwards Air Force Base (EAFB) in southern California when weather conditions at Kennedy Space Center in Florida are not acceptable, so SMG forecasters requested that a similar tool be developed for EAFB. Marshall Space Flight Center (MSFC) personnel archived and performed quality control of 2-minute average and 10-minute peak wind speeds at each tower adjacent to the main runway at EAFB from 1997- 2004. They calculated wind climatologies and probabilities of average peak wind occurrence based on the average speed. The climatologies were calculated for each tower and month, and were stratified by hour, direction, and direction/hour. For the probabilities of peak wind occurrence, MSFC calculated empirical and modeled probabilities of meeting or exceeding specific 10-minute peak wind speeds using probability density functions. The AMU obtained and reformatted the data into Microsoft Excel PivotTables, which allows users to display different values with point-click-drag techniques. The GUT was then created from the PivotTables using Visual Basic for Applications code. The GUI is run through a macro within Microsoft Excel and allows forecasters to quickly display and interpret peak wind climatology and likelihoods in a fast-paced operational environment. A summary of how the peak wind climatologies and probabilities were created and an overview of the GUT will be presented.

Dreher, Joseph↗

Concentration fluctuations and flammability of cryo-compressed hydrogen and methane jets

Compressed hydrogen stored at cryogenic temperatures has a much higher density than room-temperature storage, which enables large-scale hydrogen storage and transport. An understanding of the release of cryogenic hydrogen from pressurized vessels is needed to evaluate the risk and safety concerns with the use of this fuel. Here, the present work extends the analysis of previous experimental studies that measured the gas concentrations of cryo-compressed hydrogen jets and methane jets using a laser Raman scattering diagnostic system. Since the Raman signals are very small, a denoising algorithm was applied to significantly reduce the noise to enable statistical analysis of the data. The transient features of the turbulent jets were characterized by their concentration intermittencies and probability density functions (PDFs). A two-part PDF was developed to predict the bimodal features of the jet concentration distributions. Then, the flammability factors of the cryogenic jets were calculated based on the intermittency and the PDF.

33 ADVANCED PROPULSION SYSTEMS↗

Bayes classification of terrain cover using normalized polarimetric data

The normalized polarimetric classifier (NPC) which uses only the relative magnitudes and phases of the polarimetric data is proposed for discrimination of terrain elements. The probability density functions (PDFs) of polarimetric data are assumed to have a complex Gaussian distribution, and the marginal PDF of the normalized polarimetric data is derived by adopting the Euclidean norm as the normalization function. The general form of the distance measure for the NPC is also obtained. It is demonstrated that for polarimetric data with an arbitrary PDF, the distance measure of NPC will be independent of the normalization function selected even when the classifier is mistrained. A complex Gaussian distribution is assumed for the polarimetric data consisting of grass and tree regions. The probability of error for the NPC is compared with those of several other single-feature classifiers. The classification error of NPCs is shown to be independent of the normalization function.

Yueh, H. A.↗

Statistical Evaluation and Improvement of Methods for Combining Random and Harmonic Loads

Structures in many environments experience both random and harmonic excitation. A variety of closed-form techniques has been used in the aerospace industry to combine the loads resulting from the two sources. The resulting combined loads are then used to design for both yield/ultimate strength and high- cycle fatigue capability. This Technical Publication examines the cumulative distribution percentiles obtained using each method by integrating the joint probability density function of the sine and random components. A new Microsoft Excel spreadsheet macro that links with the software program Mathematica to calculate the combined value corresponding to any desired percentile is then presented along with a curve tit to this value. Another Excel macro that calculates the combination using Monte Carlo simulation is shown. Unlike the traditional techniques. these methods quantify the calculated load value with a consistent percentile. Using either of the presented methods can be extremely valuable in probabilistic design, which requires a statistical characterization of the loading. Additionally, since the CDF at high probability levels is very flat, the design value is extremely sensitive to the predetermined percentile; therefore, applying the new techniques can substantially lower the design loading without losing any of the identified structural reliability.

Brown, A. M.↗

Viking bistatic radar experiment - Summary of results in near-equatorial regions

Viking bistatic radar have been processed using Hagfors' scattering function to obtain estimates of rms surface roughness from ground tracks primarily in the equatorial region of Mars. Roughness varies from as little as 0.75 deg rms east of Solis and Sinai Plana to at least 8 deg on the western slope of Arsia Mons. Estimated roughness in cratered terrain is generally about 5 deg or less, implying the existence of smoothing processes on scales less than 100 m. There is good agreement between bistatic roughness estimates and earth-based results at ground track intersections near the equator in both cratered terrain and plains. Surface tilt probability density functions derived from these observations are usually more sharply peaked than the Hagfors function for similar values of rms surface roughness. Earlier results using the Gaussian model appear to have overestimated the surface roughness by 30-40 percent.

Simpson, R. A.↗