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At least 289 records · Page 16

Amortized simulation-based frequentist inference for tractable and intractable likelihoods

Abstract High-fidelity simulators that connect theoretical models with observations are indispensable tools in many sciences. If the likelihood is known, inference can proceed using standard techniques. However, when the likelihood is intractable or unknown, a simulator makes it possible to infer the parameters of a theoretical model directly from real and simulated observations when coupled with machine learning. We introduce an extension of the recently proposed likelihood-free frequentist inference ( LF2I ) approach that makes it possible to construct confidence sets with the p -value function and to use the same function to check the coverage explicitly at any given parameter point. Like LF2I , this extension yields provably valid confidence sets in parameter inference problems for which a high-fidelity simulator is available. The utility of our algorithm is illustrated by applying it to three pedagogically interesting examples: the first is from cosmology, the second from high-energy physics and astronomy, both with tractable likelihoods, while the third, with an intractable likelihood, is from epidemiology 3 3 Code to reproduce all of our results is available on https://github.com/AliAlkadhim/ALFFI . .

Computer Science↗

Estimating basis functions in massive fields under the spatial mixed effects model

Abstract Spatial prediction is commonly achieved under the assumption of a Gaussian random field by obtaining maximum likelihood estimates of parameters, and then using the kriging equations to arrive at predicted values. For massive datasets, fixed rank kriging using the expectation–maximization algorithm for estimation has been proposed as an alternative to the usual but computationally prohibitive kriging method. The method reduces computation cost of estimation by redefining the spatial process as a linear combination of basis functions and spatial random effects. A disadvantage of this method is that it imposes constraints on the relationship between the observed locations and the knots. We develop an alternative method that utilizes the spatial mixed effects model, but allows for additional flexibility by estimating the range of the spatial dependence between the observations and the knots via an alternating expectation conditional maximization algorithm. Experiments show that our methodology improves estimation without sacrificing prediction accuracy while also minimizing the additional computational burden of extra parameter estimation. The methodology is applied to a temperature dataset archived by the United States National Climate Data Center, with improved results over previous methodology.

Pazdernik, Karl↗

Bayesian image reconstruction - The pixon and optimal image modeling

In this paper we describe the optimal image model, maximum residual likelihood method (OptMRL) for image reconstruction. OptMRL is a Bayesian image reconstruction technique for removing point-spread function blurring. OptMRL uses both a goodness-of-fit criterion (GOF) and an 'image prior', i.e., a function which quantifies the a priori probability of the image. Unlike standard maximum entropy methods, which typically reconstruct the image on the data pixel grid, OptMRL varies the image model in order to find the optimal functional basis with which to represent the image. We show how an optimal basis for image representation can be selected and in doing so, develop the concept of the 'pixon' which is a generalized image cell from which this basis is constructed. By allowing both the image and the image representation to be variable, the OptMRL method greatly increases the volume of solution space over which the image is optimized. Hence the likelihood of the final reconstructed image is greatly increased. For the goodness-of-fit criterion, OptMRL uses the maximum residual likelihood probability distribution introduced previously by Pina and Puetter (1992). This GOF probability distribution, which is based on the spatial autocorrelation of the residuals, has the advantage that it ensures spatially uncorrelated image reconstruction residuals.

Pina, R. K.↗

Predictions of cardiovascular responses during STS reentry using mathematical models

The physiological adaptation to weightless exposure includes cardiovascular deconditioning arising in part from a loss of total circulating blood volume and resulting in a reduction of orthostatic tolerance. The crew of the Shuttle orbiter are less tolerant to acceleration forces in the head-to-foot direction during the reentry phase of the flight at a time they must function at a high level of performance. The factors that contribute to orthostatic intolerance during and following reentry and to predict the likelihood of impaired crew performance are evaluated. A computer simulation approach employing a mathematical model of the cardiovascular system is employed. It is shown that depending on the severity of blood volume loss, the reentry acceleration stress may be detrimental to physiologic function and may place the physiologic status of the crew near the borderline of some type of impairment. They are in agreement with conclusions from early ground-based experiments and from observations of early Shuttle flights.

Leonard, J. I.↗

Control, Fault Management, and Grid Support Functionality of an MV AC-DC Solid State Transformer based EV Extreme Fast Charging Station

Electric vehicles (EVs) have become increasingly popular in recent times while revolutionizing the consumer and commercial transportation market. The development of charging infrastructure has become one of the priorities for increasing the adoption of EVs. Extreme fast charging (XFC) technology can reduce the so-called ’range anxiety’ of consumers as they significantly reduce the charging time. With the advent of wide band-gap (WBG) power devices and improvement in power electronic converters, medium voltage (MV) solid state transformer (SST) based XFC system has the potential to replace the traditional XFC stations because of the lower footprint, ease of installation, enhanced control feature, and better system efficiency. The control system design is one of the critical aspects of the SST development process. Careful consideration and detailed analysis are required to find out suitable control method for the SST based on its topology among different centralized and decentralized control architectures. Also, the control parameters selection and potential improvement to the transient response of the controller ought to be investigated. Another major concern of the SST is different types of internal fault which reduces the overall reliability of the XFC system. As a result, designing a robust protection system is essential. Among different fault modes, open circuit switch faults have received significant attention as an active research area because of their likelihood and severe effects on converters. Therefore, the power stages used in the XFC system require functional and accurate open circuit switch fault management methods. An equally significant aspect of this SST based XFC is its compatibility in a microgrid where there is no synchronous generator present. When the grid is not available, the XFC SSTs can provide grid forming capability and continue supplying the critical loads in islanded mode. The transition between grid connected and islanded mode, especially the grid resynchronization process has to be carefully performed for the safety of the microgrid components. The challenges posed by the aforementioned issues have inspired the work done in this dissertation. Here, a 13.2 kV, 1 MVA, AC/DC SST for the XFC system is examined and a comparative analysis is conducted to select the control architecture based on feasibility of implementation and performance. A detailed control parameter design process is demonstrated considering the sensor dynamics and delay. The selected decentralized control method is augmented by introducing a novel sensor-less load current feedforward method to provide better voltage regulation at the DC bus during a change of load. Next, in the fault management section, a hierarchical failure mode effect analysis (FMEA) is proposed to enable a systematic design of the internal fault protection of the XFC SST as there are limited examples in the literature regarding the analysis of the safety and design of the protection of a power electronic converter system. Novel open circuit switch fault management methods for the converters in the system are presented. Finally, XFC SST based MV microgrid operations in grid connected mode and islanded mode are explored. A secondary control method for grid resynchronization is presented and a design process of control parameters is shown to ensure the stability of the secondary voltage and frequency regulation.

30 DIRECT ENERGY CONVERSION↗

Generalized framework for likelihood-based field-level inference of growth rate from velocity and density fields

Measuring the growth rate of large-scale structures ( f ) as a function of redshift has the potential to break degeneracies between modified gravity and dark energy models, when combined with expansion-rate probes. Direct estimates of peculiar velocities of galaxies have attracted interest as a means of estimating fσ 8 . In particular, field-level methods can be used to fit the field nuisance parameter along with cosmological parameters simultaneously. This article aims to provide the community with a unified framework for the theoretical modeling of the likelihood-based field-level inference by performing fast field covariance calculations for velocity and density fields. Our purpose is to lay the foundations for a nonlinear extension of the likelihood-based method at the field level. We have developed a generalized framework, implemented in the dedicated software flip to perform a likelihood-based inference of fσ 8 . We derived a new field covariance model, which includes wide-angle corrections. We also included the models previously described in the literature inside our framework. We compared their performance against ours, and we validated our model by comparing it with the two-point statistics of a recent N-body simulation. The tests we performed have allowed us to validate our software and determine the appropriate wavenumber range to integrate our covariance model and its validity in terms of separation. Our framework allows for a wider wavenumber coverage to be used in our calculations than in previous works, which is particularly interesting for nonlinear model extensions. Finally, our generalized framework allows us to efficiently perform a survey geometry-dependent Fisher forecast of the fσ 8 parameter. We show that the Fisher forecast method we developed gives an error bar that is 30% closer to a full likelihood-based estimation than a standard volume Fisher forecast.

Ravoux, Corentin↗

Validation of the DESI DR2 measurements of baryon acoustic oscillations from galaxies and quasars

The Dark Energy Spectroscopic Instrument (DESI) Data Release 2 (DR2) galaxy and quasar clustering data represents a significant expansion of data from Data Release 1 (DR1), providing improved statistical precision in baryon acoustic oscillation (BAO) constraints across multiple tracers, including bright galaxies, luminous red galaxies, emission line galaxies, and quasars. In this paper, we validate the BAO analysis of DR2. We present the results of robustness tests on the blinded DR2 data and, after unblinding, consistency checks on the unblinded DR2 data. All results are compared with those obtained from a suite of mock catalogs that replicate the selection and clustering properties of the DR2 sample. We confirm the consistency of DR2 BAO measurements with DR1 while achieving a reduction in statistical uncertainties due to the increased survey volume and completeness. The combined BAO precision, including both statistical and systematic errors, improves from ∼0.52% in DR1 to 0.30% in DR2—a factor of 1.7 gain. We assess the impact of analysis choices, including different data vectors (correlation function vs power spectrum), modeling approaches and systematics treatments, and an assumption of the Gaussian likelihood, finding that our BAO constraints are stable across these variations and assumptions with a few minor refinements to the baseline setup of the DR1 BAO analysis. We summarize a series of pre-unblinding tests that confirmed the readiness of our analysis pipeline, the final systematic errors, and the DR2 BAO analysis baseline. The successful completion of these tests led to the unblinding of the DR2 BAO measurements, ultimately leading to the DESI DR2 cosmological analysis, with their implications for the expansion history of the Universe and the nature of dark energy presented in the DESI key paper (companion paper).

79 ASTRONOMY AND ASTROPHYSICS↗

The Atacama Cosmology Telescope: Summary of DR4 and DR5 Data Products and Data Access

Two recent large data releases for the Atacama Cosmology Telescope (ACT), called DR4 and DR5, are available for public access. These data include temperature and polarization maps that cover nearly half the sky at arcminute resolution in three frequency bands; lensing maps and component-separated maps covering ~ 2,100 deg 2 of sky; derived power spectra and cosmological likelihoods; a catalog of over 4,000 galaxy clusters; and supporting ancillary products including beam functions and masks. The data and products are described in a suite of ACT papers; here we provide a summary. In order to facilitate ease of access to these data we present a set of Jupyter IPython notebooks developed to introduce users to DR4, DR5, and the tools needed to analyze these data. The data products (excluding simulations) and the set of notebooks are publicly available on the NASA Legacy Archive for Microwave Background Data Analysis (LAMBDA); simulation products are available on the National Energy Research Scientific Computing Center (NERSC).

79 ASTRONOMY AND ASTROPHYSICS↗

Evaluation of three coding schemes designed for improved data communication

Three coding schemes designed for improved data communication are evaluated. Four block codes are evaluated relative to a quality function, which is a function of both the amount of data rejected and the error rate. The Viterbi maximum likelihood decoding algorithm as a decoding procedure is reviewed. This evaluation is obtained by simulating the system on a digital computer. Short constraint length rate 1/2 quick-look codes are studied, and their performance is compared to general nonsystematic codes.

Snelsire, R. W.↗

Problems with the Baade-Wesselink method

The discrepancy noted in radii obtained by the Baade-Wesselink method when different colors are used to determine the effective temperatures is explored. The discrepancy is found to be due to an inconsistency in the applied temperature-color calibrations. The assumption of the maximum likelihood method that beta (the effective temperature + 0.1 times the bolometric correction) is a linear function of the color is valid for the B-V and V-I colors, but not for the V-R colors. It is suggested that the errors introduced by the nonlinearity in the relation between beta and the V-R colors will produce radii which are too large. The radii derived from the V-B colors appear to be too small.

Bohm-Vitense, E.↗

Transfer function bounds on the performance of turbo codes

In this article we apply transfer function bounding techniques to obtain upper bounds on the bit-error rate for maximum likelihood decoding of turbo codes constructed with random permutations. These techniques are applied to two turbo codes with constraint length 3 and later extended to other codes. The performance predicted by these bounds is compared with simulation results. The bounds are useful in estimating the 'error floor' that is difficult to measure by simulation, and they provide insight on how to lower this floor. More refined bounds are needed for accurate performance measures at lower signal-to-noise ratios.

Divsalar, D.↗

Analytic Gaussian covariance matrices for galaxy N-point correlation functions

Here, we derive analytic covariance matrices for the N-point correlation functions (NPCFs) of galaxies in the Gaussian limit. Our results are given for arbitrary N and projected onto the isotropic basis functions given by spherical harmonics and Wigner 3j symbols. A numerical implementation of the 4PCF covariance is compared to the sample covariance obtained from a set of lognormal simulations, Quijote dark matter halo catalogues, and MultiDark-Patchy galaxy mocks, with the latter including realistic survey geometry. The analytic formalism gives reasonable predictions for the covariances estimated from mock simulations with a periodic-box geometry. Furthermore, fitting for an effective volume and number density by maximizing a likelihood based on Kullback-Leibler divergence is shown to partially compensate for the effects of a nonuniform window function. Our result is recently shown to facilitate NPCF analysis on a realistic survey data.

79 ASTRONOMY AND ASTROPHYSICS↗

Implementation of a maximum likelihood convolutional decoder in the DSN

The development status of the decoder and the factors which were considered in defining the specific functional requirements are described. The design is discussed to the block diagram level. A description of the detailed design is provided, along with a description of the test software developed and a brief summary of the performance evaluation testing completed so far.

Alberda, M. E.↗

The three-point correlation function for Abell clusters - Observations and simulations

Results are reported of a 3D study tracing the three-point correlation function of Abell clusters and of a comparison of this with the biased cold dark matter (CDM) simulations of Park (1990). For the observations, the maximum likelihood fits are Z11 = 0.85 and Q111 = 0.1, in excellent agreement with the result of the 2D study of Toth et al. (1989). For Park's simulation, maximum likelihood fits of Q11 = 0.9 and Q111 = 0.0 are found, which is in excellent agreement with the observational result. It is concluded that the standard biased CDM gravitational instability model reproduces the observed form of the three-point correlation functions for Abell clusters remarkably well. The number of triples as a function of the sides of triangles for Abell clusters, and the number of triples as a function of the sides of triangles for clusters in Park's simulation are illustrated on graphs.

Gott, J. R., III↗

Improving Project Management with Simulation and Completion Distribution Functions

Despite the critical importance of project completion timeliness, management practices in place today remain inadequate for addressing the persistent problem of project completion tardiness. A major culprit in late projects is uncertainty, which most, if not all, projects are inherently subject to. This uncertainty resides in the estimates for activity durations, the occurrence of unplanned and unforeseen events, and the availability of critical resources. In response to this problem, this research developed a comprehensive simulation based methodology for conducting quantitative project completion time risk analysis. It is called the Project Assessment by Simulation Technique (PAST). This new tool enables project stakeholders to visualize uncertainty or risk, i.e. the likelihood of their project completing late and the magnitude of the lateness, by providing them with a completion time distribution function of their projects. Discrete event simulation is used within PAST to determine the completion distribution function for the project of interest. The simulation is populated with both deterministic and stochastic elements. The deterministic inputs include planned project activities, precedence requirements, and resource requirements. The stochastic inputs include activity duration growth distributions, probabilities for events that can impact the project, and other dynamic constraints that may be placed upon project activities and milestones. These stochastic inputs are based upon past data from similar projects. The time for an entity to complete the simulation network, subject to both the deterministic and stochastic factors, represents the time to complete the project. Repeating the simulation hundreds or thousands of times allows one to create the project completion distribution function. The Project Assessment by Simulation Technique was demonstrated to be effective for the on-going NASA project to assemble the International Space Station. Approximately $500 million per month is being spent on this project, which is scheduled to complete by 2010. NASA project stakeholders participated in determining and managing completion distribution functions produced from PAST. The first result was that project stakeholders improved project completion risk awareness. Secondly, using PAST, mitigation options were analyzed to improve project completion performance and reduce total project cost.

Cates, Grant R.↗

Estimating residual fault hitting rates by recapture sampling

For the recapture debugging design introduced by Nayak (1988) the problem of estimating the hitting rates of the faults remaining in the system is considered. In the context of a conditional likelihood, moment estimators are derived and are shown to be asymptotically normal and fully efficient. Fixed sample properties of the moment estimators are compared, through simulation, with those of the conditional maximum likelihood estimators. Properties of the conditional model are investigated such as the asymptotic distribution of linear functions of the fault hitting frequencies and a representation of the full data vector in terms of a sequence of independent random vectors. It is assumed that the residual hitting rates follow a log linear rate model and that the testing process is truncated when the gaps between the detection of new errors exceed a fixed amount of time.

Lee, Larry↗

Comparison of 2- and 10-micron coherent Doppler lidar performance

The performance of 2- and 10-micron coherent Doppler lidar is presented in terms of the statistical distribution of the maximum-likelihood velocity estimator from simulations for fixed range resolution and fixed velocity search space as a function of the number of coherent photoelectrons per estimate. The wavelength dependence of the aerosol backscatter coefficient, the detector quantum efficiency, and the atmospheric extinction produce a simple shift of the performance curves. Results are presented for a typical boundary layer measurement and a space-based measurement for two regimes: the pulse-dominated regime where the signal statistics are determined by the transmitted pulse, and the atmospheric-dominated regime where the signal statistics are determined by the velocity fluctuations over the range gate. The optimal choice of wavelength depends on the problem under consideration.

Frehlich, Rod↗