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At least 217 records · Page 12

Stochastic Modeling and Generation of Partially Polarized or Partially Coherent Electromagnetic Waves

Many new Earth remote-sensing instruments are embracing both the advantages and added complexity that result from interferometric or fully polarimetric operation. To increase instrument understanding and functionality a model of the signals these instruments measure is presented. A stochastic model is used as it recognizes the non-deterministic nature of any real-world measurements while also providing a tractable mathematical framework. A stationary, Gaussian-distributed model structure is proposed. Temporal and spectral correlation measures provide a statistical description of the physical properties of coherence and polarization-state. From this relationship the model is mathematically defined. The model is shown to be unique for any set of physical parameters. A method of realizing the model (necessary for applications such as synthetic calibration-signal generation) is given and computer simulation results are presented. The signals are constructed using the output of a multi-input multi-output linear filter system, driven with white noise.

Davis, Brynmor↗

Mathematics: The Tao of Data Science

The two pieces, "Ten Research Challenge Areas in Data Science" by Jeannette M. Wing and “Challenges and Opportunities in Statistics and Data Science: Ten Research Areas” by Xuming He and Xihong Lin, provide an impressively complete list of data science challenges from luminaries in the field of data science. They have done an extraordinary job, so this response offers a complementary viewpoint from a mathematical perspective and evangelizes advanced mathematics as a key tool for meeting the challenges they have laid out. Notably, we pick up the themes of scientific understanding of machine learning and deep learning, computational considerations such as cloud computing and scalability, balancing computational and statistical considerations, and inference with limited data. We propose that mathematics is an important key to establishing rigor in the field of data science and as such has an essential role to play in its future.

97 MATHEMATICS AND COMPUTING↗

Collaborative Exploration of Scientific Datasets Using Immersive and Statistical Visualization: Preprint

We discuss the value of collaborative, immersive visualization for the exploration of scientific datasets and review techniques and tools that have been developed and deployed at the National Renewable Energy Laboratory (NREL). We believe that collaborative visualizations linking statistical interfaces and graphics on laptops and high-performance computing (HPC) with 3D visualizations on immersive displays (head-mounted displays and large-scale immersive environments) enable scientific workflows that further rapid exploration of large, high-dimensional datasets by teams of analysts. We present a framework, PlottyVR, that blends statistical tools, general-purpose programming environments, and simulation with 3D visualizations. To contextualize this framework, we propose a categorization and loose taxonomy of collaborative visualization and analysis techniques. Finally, we describe how scientists and engineers have adopted this framework to investigate large, complex datasets.

collaborative visualization↗

Collaborative Exploration of Scientific Datasets Using Immersive and Statistical Visualization

We discuss the value of collaborative, immersive visualization for the exploration of scientific datasets and review techniques and tools that have been developed and deployed at the National Renewable Energy Laboratory (NREL). We believe that collaborative visualizations linking statistical interfaces and graphics on laptops and high-performance computing (HPC) with 3D visualizations on immersive displays (head-mounted displays and large-scale immersive environments) enable scientific workflows that further rapid exploration of large, high-dimensional datasets by teams of analysts. We present a framework, PlottyVR, that blends statistical tools, general-purpose programming environments, and simulation with 3D visualizations. To contextualize this framework, we propose a categorization and loose taxonomy of collaborative visualization and analysis techniques. Finally, we describe how scientists and engineers have adopted this framework to investigate large, complex datasets.

collaborative visualization↗

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.↗

Anthropogenic Sulphur Dioxide Load over China as Observed from Different Satellite Sensors

China, with its rapid economic growth and immense exporting power, has been the focus of many studies during this previous decade quantifying its increasing emissions contribution to the Earth's atmosphere. With a population slowly shifting towards enlarged power and purchasing needs, the ceaseless inauguration of new power plants, smelters, refineries and industrial parks leads infallibly to increases in sulphur dioxide, SO2, emissions. The recent capability of next generation algorithms as well as new space-borne instruments to detect anthropogenic SO2 loads has enabled a fast advancement in this field. In the following work, algorithms providing total SO2 columns over China based on SCIAMACHY/Envisat, OMI/Aura and GOME2/MetopA observations are presented. The need for post-processing and gridding of the SO2 fields is further revealed in this work, following the path of previous publications. Further, it is demonstrated that the usage of appropriate statistical tools permits studying parts of the datasets typically excluded, such as the winter months loads. Focusing on actual point sources, such as megacities and known power plant locations, instead of entire provinces, monthly mean time series have been examined in detail. The sharp decline in SO2 emissions in more than 90% - 95% of the locations studied confirms the recent implementation of government desulphurisation legislation; however, locations with increases, even for the previous five years, are also identified. These belong to provinces with emerging economies which are in haste to install power plants and are possibly viewed leniently by the authorities, in favour of growth. The SO2 load seasonality has also been examined in detail with a novel mathematical tool, with 70% of the point sources having a statistically significant annual cycle with highs in winter and lows in summer, following the heating requirements of the Chinese population.

Sulphur dioxide; China; Satellite remote sensing; ↗

Examination of two methods for statistical analysis of data with magnitude and direction emphasizing vestibular research applications

When the dependent (or response) variable response variable in an experiment has direction and magnitude, one approach that has been used for statistical analysis involves splitting magnitude and direction and applying univariate statistical techniques to the components. However, such treatment of quantities with direction and magnitude is not justifiable mathematically and can lead to incorrect conclusions about relationships among variables and, as a result, to flawed interpretations. This note discusses a problem with that practice and recommends mathematically correct procedures to be used with dependent variables that have direction and magnitude for 1) computation of mean values, 2) statistical contrasts of and confidence intervals for means, and 3) correlation methods.

Vestibule↗

Some statistical analysis techniques for the effect of systematic instrument errors on the results of measurements in a space experiment

Mathematical models of certain systematic telemetry signal errors arising during the passage of the signal through the recording and transmitting blocks of the physical instruments aboard the spacecraft are classified and constructed. Statistical analysis methods are used to determine the background function and relative sensitivity coefficients of the channels of a charged particle detector. Results are presented. A block diagram for a method taking into account the effect of distortions is given.

Kondakov, S. P.↗

First-passage time statistics on surfaces of general shape: Surface PDE solvers using Generalized Moving Least Squares (GMLS)

Here, we develop numerical methods for computing statistics of stochastic processes on surfaces of general shape with drift-diffusion dynamics d X t = a (X t ) dt + b(X t ) d W t . We formulate descriptions of Brownian motion and general drift-diffusion processes on surfaces. We consider statistics of the form u (x) = E x [$∫^{τ}_{0}$ g (X t ) dt ] + E x [ f (X τ )] for a domain Ω and the exit stopping time τ = inf t { t >0 | X i Ω}, where f , g are general smooth functions. For computing these statistics, we develop high-order Generalized Moving Least Squares (GMLS) solvers for associated surface PDE boundary-value problems based on Backward- Kolmogorov equations. We focus particularly on the mean First Passage Times (FPTs) given by the case f = 0, g = 1 where u (x) = E x [τ]. We perform studies for a variety of shapes showing our methods converge with high-order accuracy both in capturing the geometry and the surface PDE solutions. We then perform studies showing how statistics are influenced by the surface geometry, drift dynamics, and spatially dependent diffusivities.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Statistics of contractive cracking patterns

The statistics of convective soil patterns are analyzed using statistical crystallography. An underlying hierarchy of order is found to span four orders of magnitude in characteristic pattern length. Strict mathematical requirements determine the two-dimensional (2D) topology, such that random partitioning of space yields a predictable statistical geometry for polygons. For all lengths, Aboav's and Lewis's laws are verified; this result is consistent both with the need to fill 2D space and most significantly with energy carried not by the patterns' interior, but by the boundaries. Together, this suggests a common mechanism of formation for both micro- and macro-freezing patterns.

Noever, David A.↗

A statistical analysis of mesoscale rainfall as a random cascade

The paper considers the random cascade theory for spatial rainfall. Particular attention was given to the following four areas: (1) the relationship of the random cascade theory of rainfall to the simple scaling and the hierarchical cluster-point-process theories, (2) the mathematical foundations for some of the formalisms commonly applied in the develpment of statistical cascade theory, (3) the empirical evidence for a random cascade theory of rainfall, and (4) the way of using data for making estimates of parameters and for making statistical inference within this theoretical framework. An analysis of space-time rainfall data is presented. Cascade simulations are carried out to provide a comparison with methods of analysis that are applied to the rainfall data.

Gupta, Vijay K.↗

Data-driven prediction of scaling and ignition of inertial confinement fusion experiments

Recent advances in inertial confinement fusion (ICF) at the National Ignition Facility (NIF), including ignition and energy gain, are enabled by a close coupling between experiments and high-fidelity simulations. Neither simulations nor experiments can fully constrain the behavior of ICF implosions on their own, meaning pre- and postshot simulation studies must incorporate experimental data to be reliable. Linking past data with simulations to make predictions for upcoming designs and quantifying the uncertainty in those predictions has been an ongoing challenge in ICF research. We have developed a data-driven approach to prediction and uncertainty quantification that combines large ensembles of simulations with Bayesian inference and deep learning. The approach builds a predictive model for the statistical distribution of key performance parameters, which is jointly informed by past experiments and physics simulations. The prediction distribution captures the impact of experimental uncertainty, expert priors, design changes, and shot-to-shot variations. We have used this new capability to predict a 10× increase in ignition probability between Hybrid-E shots driven with 2.05 MJ compared to 1.9 MJ, and validated our predictions against subsequent experiments. We describe our new Bayesian postshot and prediction capabilities, discuss their application to NIF ignition and validate the results, and finally investigate the impact of data sparsity on our prediction results.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗

Statistical learning for predicting density–matrix-based electron dynamics

In this study, we consider the problem of learning density-dependent molecular Hamiltonian matrices from time series of electron density matrices, all in the context of Hartree–Fock theory. Prior work developed a solution to this problem for small molecular systems with density and Hamiltonian matrices of size at most 6 × 6. Here, using a battery of techniques, we scale prior methods to larger molecular systems with, for example, 29 × 29 matrices. This includes systems that either have more electrons or are expressed in large basis sets such as 6-311++G**. Scaling the method to larger systems enhances its relevance for realistic applications in chemistry and physics. To achieve this scaling, we apply dimensionality reduction, ridge regression and analytic computation of Hessians. Through the combination of these techniques, we are able to learn Hamiltonians by minimizing an objective function that encodes local propagation error. Importantly, these learned Hamiltonians can then be used to predict electron dynamics for thousands of steps: When we use our learned Hamiltonians to numerically solve the time-dependent Hartree–Fock equation, we obtain predicted dynamics that are in close quantitative agreement with ground truth dynamics. This includes field-off trajectories similar to the training data and field-on trajectories outside of the training data.

59 BASIC BIOLOGICAL SCIENCES↗

Confidence limits for small numbers of events in astrophysical data

The calculation of limits for small numbers of astronomical counts is based on standard equations derived from Poisson and binomial statistics; although the equations are straightforward, their direct use is cumbersome and involves both table-interpolations and several mathematical operations. Convenient tables and approximate formulae are here presented for confidence limits which are based on such Poisson and binomial statistics. The limits in the tables are given for all confidence levels commonly used in astrophysics.

Gehrels, N.↗

Bayesian projection pursuit regression

In projection pursuit regression (PPR), a univariate response variable is approximated by the sum of $M$ “ridge functions,” which are flexible functions of one-dimensional projections of a multivariate input variable. Traditionally, optimization routines are used to choose the projection directions and ridge functions via a sequential algorithm, and $M$ is typically chosen via cross-validation. Here, we introduce a novel Bayesian version of PPR, which has the benefit of accurate uncertainty quantification. To infer appropriate projection directions and ridge functions, we apply novel adaptations of methods used for the single ridge function case ($M$=1), called the Bayesian Single Index Model; and use a Reversible Jump Markov chain Monte Carlo algorithm to infer the number of ridge functions $M$. We evaluate the predictive ability of our model in 20 simulated scenarios and for 23 real datasets, in a bake-off against an array of state-of-the-art regression methods. Finally, we generalize this methodology and demonstrate the ability to accurately model multivariate response variables. Its effective performance indicates that Bayesian Projection Pursuit Regression is a valuable addition to the existing regression toolbox.

97 MATHEMATICS AND COMPUTING↗