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At least 271 records · Page 15

On the robustness of a Bayes estimate

This paper examines the robustness of a Bayes estimator with respect to the assigned prior distribution. A Bayesian analysis for a stochastic scale parameter of a Weibull failure model is summarized in which the natural conjugate is assigned as the prior distribution of the random parameter. The sensitivity analysis is carried out by the Monte Carlo method in which, although an inverted gamma is the assigned prior, realizations are generated using distribution functions of varying shape. For several distributional forms and even for some fixed values of the parameter, simulated mean squared errors of Bayes and minimum variance unbiased estimators are determined and compared. Results indicate that the Bayes estimator remains squared-error superior and appears to be largely robust to the form of the assigned prior distribution.

Canavos, G. C.↗

Confidence set inference with a prior quadratic bound

In the uniqueness part of a geophysical inverse problem, the observer wants to predict all likely values of P unknown numerical properties z=(z sub 1,...,z sub p) of the earth from measurement of D other numerical properties y (sup 0) = (y (sub 1) (sup 0), ..., y (sub D (sup 0)), using full or partial knowledge of the statistical distribution of the random errors in y (sup 0). The data space Y containing y(sup 0) is D-dimensional, so when the model space X is infinite-dimensional the linear uniqueness problem usually is insoluble without prior information about the correct earth model x. If that information is a quadratic bound on x, Bayesian inference (BI) and stochastic inversion (SI) inject spurious structure into x, implied by neither the data nor the quadratic bound. Confidence set inference (CSI) provides an alternative inversion technique free of this objection. Confidence set inference is illustrated in the problem of estimating the geomagnetic field B at the core-mantle boundary (CMB) from components of B measured on or above the earth's surface.

Backus, George E.↗

Towards Validation of an Adaptive Flight Control Simulation Using Statistical Emulation

Traditional validation of flight control systems is based primarily upon empirical testing. Empirical testing is sufficient for simple systems in which a.) the behavior is approximately linear and b.) humans are in-the-loop and responsible for off-nominal flight regimes. A different possible concept of operation is to use adaptive flight control systems with online learning neural networks (OLNNs) in combination with a human pilot for off-nominal flight behavior (such as when a plane has been damaged). Validating these systems is difficult because the controller is changing during the flight in a nonlinear way, and because the pilot and the control system have the potential to co-adapt in adverse ways traditional empirical methods are unlikely to provide any guarantees in this case. Additionally, the time it takes to find unsafe regions within the flight envelope using empirical testing means that the time between adaptive controller design iterations is large. This paper describes a new concept for validating adaptive control systems using methods based on Bayesian statistics. This validation framework allows the analyst to build nonlinear models with modal behavior, and to have an uncertainty estimate for the difference between the behaviors of the model and system under test.

He, Yuning↗

Uncertainty Management for Diagnostics and Prognostics of Batteries using Bayesian Techniques

Uncertainty management has always been the key hurdle faced by diagnostics and prognostics algorithms. A Bayesian treatment of this problem provides an elegant and theoretically sound approach to the modern Condition- Based Maintenance (CBM)/Prognostic Health Management (PHM) paradigm. The application of the Bayesian techniques to regression and classification in the form of Relevance Vector Machine (RVM), and to state estimation as in Particle Filters (PF), provides a powerful tool to integrate the diagnosis and prognosis of battery health. The RVM, which is a Bayesian treatment of the Support Vector Machine (SVM), is used for model identification, while the PF framework uses the learnt model, statistical estimates of noise and anticipated operational conditions to provide estimates of remaining useful life (RUL) in the form of a probability density function (PDF). This type of prognostics generates a significant value addition to the management of any operation involving electrical systems.

Saha, Bhaskar↗

An Icy Kuiper Belt Around the Young Solar-type Star HD 181327

Context. HD 181327 is a young main sequence F5/F6 V star belonging to the Beta Pictoris moving group (age approx.. 12 Myr). It harbors an optically thin belt of circumstellar material at radius approx.. 90 AU, presumed to result from collisions in a population of unseen planetesimals. Aims. We aim to study the dust properties in the belt in details, and to constrain the gas-to-dust ratio. Methods. We obtained far-infrared photometric observations of HD 181327 with the PACS instrument onboard the Herschel Space Observatory, complemented by new 3.2 mm observations carried with the ATCA array. The geometry of the belt is constrained with newly reduced HST/NICMOS scattered light images that allow the degeneracy between the disk geometry and the dust properties to be broken. We then use the radiative transfer code GRaTeR to compute a large grid of models, and we identify the grain models that best reproduce the spectral energy distribution (SED) through a Bayesian analysis. We attempt to detect the oxygen and ionized carbon fine-structure lines with Herschel/PACS spectroscopy, providing observables to our photochemical code ProDiMo. Results. The HST observations confirm that the dust is confined in a narrow belt. The continuum is detected with Herschel/PACS completing nicely the SED in the far-infrared. The disk is marginally resolved with both PACS and ATCA. A medium integration of the gas spectral lines only provides upper limits on the [OI] and [CII] line fluxes.We show that the HD 181327 dust disk consists of micron-sized grains of porous amorphous silicates and carbonaceous material surrounded by an important layer of ice, for a total dust mass of approx.. 0.05 Solar Mass (in grains up to 1 mm). We discuss evidences that the grains consists of fluffy aggregates. The upper limits on the gas atomic lines do not provide unambiguous constraints: only if the PAH abundance is high, the gas mass must be lower than approx. 17 Solar Mass. Conclusions. Despite the weak constraints on the gas disk, the age of HD 181327 and the properties of the dust disk suggest that it has passed the stage of gaseous planets formation. The dust reveals a population of icy planetesimals, similar to the primitive Edgeworth-Kuiper belt, that may be a source for the future delivery of water and volatiles onto forming terrestrial planets.

HD 181327↗

Bayesian Approach to the Joint Inversion of Gravity and Magnetic Data, with Application to the Ismenius Area of Mars

This viewgraph presentation reviews a Bayesian approach to the inversion of gravity and magnetic data with specific application to the Ismenius Area of Mars. Many inverse problems encountered in geophysics and planetary science are well known to be non-unique (i.e. inversion of gravity the density structure of a body). In hopes of reducing the non-uniqueness of solutions, there has been interest in the joint analysis of data. An example is the joint inversion of gravity and magnetic data, with the assumption that the same physical anomalies generate both the observed magnetic and gravitational anomalies. In this talk, we formulate the joint analysis of different types of data in a Bayesian framework and apply the formalism to the inference of the density and remanent magnetization structure for a local region in the Ismenius area of Mars. The Bayesian approach allows prior information or constraints in the solutions to be incorporated in the inversion, with the "best" solutions those whose forward predictions most closely match the data while remaining consistent with assumed constraints. The application of this framework to the inversion of gravity and magnetic data on Mars reveals two typical challenges - the forward predictions of the data have a linear dependence on some of the quantities of interest, and non-linear dependence on others (termed the "linear" and "non-linear" variables, respectively). For observations with Gaussian noise, a Bayesian approach to inversion for "linear" variables reduces to a linear filtering problem, with an explicitly computable "error" matrix. However, for models whose forward predictions have non-linear dependencies, inference is no longer given by such a simple linear problem, and moreover, the uncertainty in the solution is no longer completely specified by a computable "error matrix". It is therefore important to develop methods for sampling from the full Bayesian posterior to provide a complete and statistically consistent picture of model uncertainty, and what has been learned from observations. We will discuss advanced numerical techniques, including Monte Carlo Markov

data analysis↗

KMT-2019-BLG-0371 and the Limits of Bayesian Analysis

We show that the perturbation at the peak of the light curve of microlensing event KMT-2019-BLG-0371 is explained by a model with a mass ratio between the host star and planet of q ∼ 0.08. Due to the short event duration (t(sub E) ∼ 6.5 days), the secondary object in this system could potentially be a massive giant planet. A Bayesian analysis shows that the system most likely consists of a host star with a mass M(sub h) = 0.09(+0.14/-0.05) M⨀ and a massive giant planet with a mass = M(sub h) = 7.70(+11.34/-3.90) M(sub Jup). However, the interpretation of the secondary as a planet (i.e., as having M(sub p) < 13M(sub Jup)) rests entirely on the Bayesian analysis. Motivated by this event, we conduct an investigation to determine which constraints meaningfully affect Bayesian analyses for microlensing events. We find that the masses inferred from such a Bayesian analysis are determined almost entirely by the measured value of θ(sub E) and are relatively insensitive to other factors such as the direction of the event (l,b), the lens–source relative proper motion μ(sub rel), or the specific Galactic model prior.

Binary lens microlensing↗

Response Surface Model Building and Multidisciplinary Optimization Using D-Optimal Designs

This paper discusses response surface methods for approximation model building and multidisciplinary design optimization. The response surface methods discussed are central composite designs, Bayesian methods and D-optimal designs. An over-determined D-optimal design is applied to a configuration design and optimization study of a wing-body, launch vehicle. Results suggest that over determined D-optimal designs may provide an efficient approach for approximation model building and for multidisciplinary design optimization.

Unal, Resit↗

New giant planet beyond the snow line for an extended MOA exoplanet microlens sample

Characterizing a planet detected by microlensing is hard if the planetary signal is weak or the lens-source relative trajectory is far from caustics. However, statistical analyses of planet demography must include those planets to accurately determine occurrence rates. As part of a systematic modelling effort in the context of a >10-yr retrospective analysis of MOA’s survey observations to build an extended MOA statistical sample, we analyse the light curve of the planetary microlensing event MOA-2014-BLG-472. This event provides weak constraints on the physical parameters of the lens, as a result of a planetary anomaly occurring at low magnification in the light curve. We use a Bayesian analysis to estimate the properties of the planet, based on a refined Galactic model and the assumption that all Milky Way’s stars have an equal planet-hosting probability. We find that a lens consisting of a 1.9(+2.2,−1.2)M(J) giant planet orbiting a 0.31(+0.36,−0.19)Mꙩ host at a projected separation of 0.75±0.24au is consistent with the observations and is most likely, based on the Galactic priors. The lens most probably lies in the Galactic bulge, at 7.2(+0.6,−1.7)kpc from Earth. The accurate measurement of the measured planet-to-host star mass ratio will be included in the next statistical analysis of cold planet demography detected by microlensing.

Clément Ranc↗

A Physical Model to Estimate Snowfall over Land using AMSU-B Observations

In this study, we present an improved physical model to retrieve snowfall rate over land using brightness temperature observations from the National Oceanic and Atmospheric Administration's (NOAA) Advanced Microwave Sounder Unit-B (AMSU-B) at 89 GHz, 150 GHz, 183.3 +/- 1 GHz, 183.3 +/- 3 GHz, and 183.3 +/- 7 GHz. The retrieval model is applied to the New England blizzard of March 5, 2001 which deposited about 75 cm of snow over much of Vermont, New Hampshire, and northern New York. In this improved physical model, prior retrieval assumptions about snowflake shape, particle size distributions, environmental conditions, and optimization methodology have been updated. Here, single scattering parameters for snow particles are calculated with the Discrete-Dipole Approximation (DDA) method instead of assuming spherical shapes. Five different snow particle models (hexagonal columns, hexagonal plates, and three different kinds of aggregates) are considered. Snow particle size distributions are assumed to vary with air temperature and to follow aircraft measurements described by previous studies. Brightness temperatures at AMSU-B frequencies for the New England blizzard are calculated using these DDA calculated single scattering parameters and particle size distributions. The vertical profiles of pressure, temperature, relative humidity and hydrometeors are provided by MM5 model simulations. These profiles are treated as the a priori data base in the Bayesian retrieval algorithm. In algorithm applications to the blizzard data, calculated brightness temperatures associated with selected database profiles agree with AMSU-B observations to within about +/- 5 K at all five frequencies. Retrieved snowfall rates compare favorably with the near-concurrent National Weather Service (NWS) radar reflectivity measurements. The relationships between the NWS radar measured reflectivities Z(sub e) and retrieved snowfall rate R for a given snow particle model are derived by a histogram matching technique. All of these Z(sub e)-R relationships fall in the range of previously established Z(sub e)-R relationships for snowfall. This suggests that the current physical model developed in this study can reliably estimate the snowfall rate over land using the AMSU-B measured brightness temperatures.

Kim, Min-Jeong↗

Lunar Terrain and Albedo Reconstruction from Apollo Imagery

Generating accurate three dimensional planetary models and albedo maps is becoming increasingly more important as NASA plans more robotics missions to the Moon in the coming years. This paper describes a novel approach for separation of topography and albedo maps from orbital Lunar images. Our method uses an optimal Bayesian correlator to refine the stereo disparity map and generate a set of accurate digital elevation models (DEM). The albedo maps are obtained using a multi-image formation model that relies on the derived DEMs and the Lunar- Lambert reflectance model. The method is demonstrated on a set of high resolution scanned images from the Apollo era missions.

Nefian, Ara V.↗

Near Real-Time Probabilistic Damage Diagnosis Using Surrogate Modeling and High Performance Computing

This work investigates novel approaches to probabilistic damage diagnosis that utilize surrogate modeling and high performance computing (HPC) to achieve substantial computational speedup. Motivated by Digital Twin, a structural health management (SHM) paradigm that integrates vehicle-specific characteristics with continual in-situ damage diagnosis and prognosis, the methods studied herein yield near real-time damage assessments that could enable monitoring of a vehicle's health while it is operating (i.e. online SHM). High-fidelity modeling and uncertainty quantification (UQ), both critical to Digital Twin, are incorporated using finite element method simulations and Bayesian inference, respectively. The crux of the proposed Bayesian diagnosis methods, however, is the reformulation of the numerical sampling algorithms (e.g. Markov chain Monte Carlo) used to generate the resulting probabilistic damage estimates. To this end, three distinct methods are demonstrated for rapid sampling that utilize surrogate modeling and exploit various degrees of parallelism for leveraging HPC. The accuracy and computational efficiency of the methods are compared on the problem of strain-based crack identification in thin plates. While each approach has inherent problem-specific strengths and weaknesses, all approaches are shown to provide accurate probabilistic damage diagnoses and several orders of magnitude computational speedup relative to a baseline Bayesian diagnosis implementation.

Warner, James E.↗

The Analysis of the Contribution of Human Factors to the In-Flight Loss of Control Accidents

In-flight loss of control (LOC) is currently the leading cause of fatal accidents based on various commercial aircraft accident statistics. As the Next Generation Air Transportation System (NextGen) emerges, new contributing factors leading to LOC are anticipated. The NASA Aviation Safety Program (AvSP), along with other aviation agencies and communities are actively developing safety products to mitigate the LOC risk. This paper discusses the approach used to construct a generic integrated LOC accident framework (LOCAF) model based on a detailed review of LOC accidents over the past two decades. The LOCAF model is comprised of causal factors from the domain of human factors, aircraft system component failures, and atmospheric environment. The multiple interdependent causal factors are expressed in an Object-Oriented Bayesian belief network. In addition to predicting the likelihood of LOC accident occurrence, the system-level integrated LOCAF model is able to evaluate the impact of new safety technology products developed in AvSP. This provides valuable information to decision makers in strategizing NASA's aviation safety technology portfolio. The focus of this paper is on the analysis of human causal factors in the model, including the contributions from flight crew and maintenance workers. The Human Factors Analysis and Classification System (HFACS) taxonomy was used to develop human related causal factors. The preliminary results from the baseline LOCAF model are also presented.

Ancel, Ersin↗

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.↗

An Ensemble Approach to Building Mercer Kernels with Prior Information

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 dimensional feature space. we describe a new method called Mixture Density Mercer Kernels to learn kernel function directly from data, rather than using pre-defined kernels. These data adaptive kernels can encode prior knowledge in the kernel using a Bayesian formulation, thus allowing for physical information to be encoded in the model. Specifically, we demonstrate the use of the algorithm in situations with extremely small samples of data. We compare the results with existing algorithms on data from the Sloan Digital Sky Survey (SDSS) and demonstrate the method's superior performance against standard methods. 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 templates 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.

Srivastava, Ashok N.↗

Bayesian Estimation of Earth’s Undiscovered Mineralogical Diversity Using Noninformative Priors

Recently, statistical distributions have been explored to provide estimates of the mineralogical diversity of Earth, and Earth-like planets. In this paper, a Bayesian approach is introduced to estimate Earth’s undiscovered mineralogical diversity. Samples are generated from a posterior distribution of the model parameters using Markov chain Monte Carlo simulations such that estimates and inference are directly obtained. It was previously shown that the mineral species frequency distribution conforms to a generalized inverse Gauss–Poisson (GIGP) large number of rare events model. Even though the model fit was good, the population size estimate obtained by using this model was found to be unreasonably low by mineralogists. In this paper, several zero-truncated, mixed Poisson distributions are fitted and compared, where the Poisson-lognormal distribution is found to provide the best fit. Subsequently, the population size estimates obtained by Bayesian methods are compared to the empirical Bayes estimates. Species accumulation curves are constructed and employed to estimate the population size as a function of sampling size. Finally, the relative abundances, and hence the occurrence probabilities of species in a random sample, are calculated numerically for all mineral species in Earth’s crust using the Poisson-lognormal distribution. These calculations are connected and compared to the calculations obtained in a previous paper using the GIGP model for which mineralogical criteria of an Earth-like planet were given.

Bayesian statistics↗