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At least 289 records · Page 16

Discovery of Probabilistic Dirichlet-to-Neumann Maps on Graphs

Dirichlet-to-Neumann maps enable the coupling of multiphysics simulations across computational subdomains by ensuring continuity of state variables and fluxes at artificial interfaces. We present a novel method for learning Dirichlet-to-Neumann maps on graphs using Gaussian processes, specifically for problems where the data obey a conservation law arising from an underlying partial differential equation. Our approach combines discrete exterior calculus and nonlinear optimal recovery to infer relationships between vertex and edge values. This framework yields data-driven predictions with uncertainty quantification across the entire graph, even when observations are limited to a subset of vertices and edges. By minimizing the reproducing kernel Hilbert space norm while penalizing kernel complexity through maximum likelihood estimation, our method ensures that the resulting surrogate strictly enforces conservation laws without overfitting. We demonstrate our method on two representative applications: subsurface flow in fracture networks and arterial blood flow. Finally, the results demonstrate that the method maintains high accuracy and well-calibrated uncertainty estimates even under severe data scarcity, highlighting its potential for scientific applications where limited data and reliable uncertainty quantification are critical.

Dirichlet-to-Neumann map↗

Statistical interpretation of sterile neutrino oscillation searches at reactors

A considerable experimental effort is currently under way to test the persistent hints for oscillations due to an eV-scale sterile neutrino in the data of various reactor neutrino experiments. The assessment of the statistical significance of these hints is usually based on Wilks’ theorem, whereby the assumption is made that the log-likelihood is χ 2 -distributed. However, it is well known that the preconditions for the validity of Wilks’ theorem are not fulfilled for neutrino oscillation experiments. In this work we derive a simple asymptotic form of the actual distribution of the log-likelihood based on reinterpreting the problem as fitting white Gaussian noise. From this formalism we show that, even in the absence of a sterile neutrino, the expectation value for the maximum likelihood estimate of the mixing angle remains non-zero with attendant large values of the log-likelihood. Our analytical results are then confirmed by numerical simulations of a toy reactor experiment. Finally, we apply this framework to the data of the Neutrino-4 experiment and show that the null hypothesis of no-oscillation is rejected at the 2.6 σ level, compared to 3.2 σ obtained under the assumption that Wilks’ theorem applies.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Elliptically-Contoured Tensor-variate Distributions with Application to Image Learning

Statistical analysis of tensor-valued data has largely used the tensor-variate normal (TVN) distribution that may be inadequate for data arising from distributions with heavier or lighter tails. We study a general family of elliptically contoured (EC) TV distributions and derive its characterizations, moments, marginal, and conditional distributions. We describe procedures for maximum likelihood estimation from data that are (1) uncorrelated draws from an EC distribution, (2) from a scale mixture of the TVN distribution, and (3) from an underlying but unknown EC distribution, for which we extend Tyler’s robust estimator. A detailed simulation study highlights the benefits of choosing an EC distribution over the TVN for heavier-tailed data. We develop TV classification rules using discriminant analysis and EC errors and show that they better predict cats and dogs from images in the Animal Faces-HQ dataset than the TVN-based rules. A novel tensor-on-tensor regression and TV analysis of variance (TANOVA) framework under EC errors is also demonstrated to better characterize gender, age, and ethnic origin than the usual TVN-based TANOVA in the celebrated labeled faces of the wild dataset.

97 MATHEMATICS AND COMPUTING↗

Physics-assisted generative adversarial network for X-ray tomography

X-ray tomography is capable of imaging the interior of objects in three dimensions non-invasively, with applications in biomedical imaging, materials science, electronic inspection, and other fields. The reconstruction process can be an ill-conditioned inverse problem, requiring regularization to obtain satisfactory results. Recently, deep learning has been adopted for tomographic reconstruction. Unlike iterative algorithms which require a distribution that is known a priori , deep reconstruction networks can learn a prior distribution through sampling the training distributions. In this work, we develop a Physics-assisted Generative Adversarial Network (PGAN), a two-step algorithm for tomographic reconstruction. In contrast to previous efforts, our PGAN utilizes maximum-likelihood estimates derived from the measurements to regularize the reconstruction with both known physics and the learned prior. Compared with methods with less physics assisting in training, PGAN can reduce the photon requirement with limited projection angles to achieve a given error rate. The advantages of using a physics-assisted learned prior in X-ray tomography may further enable low-photon nanoscale imaging.

47 OTHER INSTRUMENTATION↗

Computational Imaging for Intelligence in Highly Scattering Aerosols (Final Report)

Natural and man-made degraded visual environments pose major threats to national security. The random scattering and absorption of light by tiny particles suspended in the air reduces situational awareness and causes unacceptable down-time for critical systems and operations. To improve the situation, we have developed several approaches to interpret the information contained within scattered light to enhance sensing and imaging in scattering media. These approaches were tested at the Sandia National Laboratory Fog Chamber facility and with tabletop fog chambers. Computationally efficient light transport models were developed and leveraged for computational sensing. The models are based on a weak angular dependence approximation to the Boltzmann or radiative transfer equation that appears to be applicable in both the moderate and highly scattering regimes. After the new model was experimentally validated, statistical approaches for detection, localization, and imaging of objects hidden in fog were developed and demonstrated. A binary hypothesis test and the Neyman-Pearson lemma provided the highest theoretically possible probability of detection for a specified false alarm rate and signal-to-noise ratio. Maximum likelihood estimation allowed estimation of the fog optical properties as well as the position, size, and reflection coefficient of an object in fog. A computational dehazing approach was implemented to reduce the effects of scatter on images, making object features more readily discernible. We have developed, characterized, and deployed a new Tabletop Fog Chamber capable of repeatably generating multiple unique fog-analogues for optical testing in degraded visual environments. We characterized this chamber using both optical and microphysical techniques. In doing so we have explored the ability of droplet nucleation theory to describe the aerosols generated within the chamber, as well as Mie scattering theory to describe the attenuation of light by said aerosols, and correlated the aerosol microphysics to optical properties such as transmission and meteorological optical range (MOR). This chamber has proved highly valuable and has supported multiple efforts inclusive to and exclusive of this LDRD project to test optics in degraded visual environments. Circularly polarized light has been found to maintain its polarization state better than linearly polarized light when propagating through fog. This was demonstrated experimentally in both the visible and short-wave infrared (SWIR) by imaging targets made of different commercially available retroreflective films. It was found that active circularly polarized imaging can increase contrast and range compared to linearly polarized imaging. We have completed an initial investigation of the capability for machine learning methods to reduce the effects of light scattering when imaging through fog. Previously acquired experimental long-wave images were used to train an autoencoder denoising architecture. Overfitting was found to be a problem because of lack of variability in the object type in this data set. The lessons learned were used to collect a well labeled dataset with much more variability using the Tabletop Fog Chamber that will be available for future studies. We have developed several new sensing methods using speckle intensity correlations. First, the ability to image moving objects in fog was shown, establishing that our unique speckle imaging method can be implemented in dynamic scattering media. Second, the speckle decorrelation over time was found to be sensitive to fog composition, implying extensions to fog characterization. Third, the ability to distinguish macroscopically identical objects on a far-subwavelength scale was demonstrated, suggesting numerous applications ranging from nanoscale defect detection to security. Fourth, we have shown the capability to simultaneously image and localize hidden objects, allowing the speckle imaging method to be effective without prior object positional information. Finally, an interferometric effect was presented that illustrates a new approach for analyzing speckle intensity correlations that may lead to more effective ways to localize and image moving objects. All of these results represent significant developments that challenge the limits of the application of speckle imaging and open important application spaces. A theory was developed and simulations were performed to assess the potential transverse resolution benefit of relative motion in structured illumination for radar systems. Results for a simplified radar system model indicate that significant resolution benefits are possible using data from scanning a structured beam over the target, with the use of appropriate signal processing.

58 GEOSCIENCES↗

Seeing through noise in power laws

Despite widespread claims of power laws across the natural and social sciences, evidence in data is often equivocal. Modern data and statistical methods reject even classic power laws such as Pareto’s law of wealth and the Gutenberg–Richter law for earthquake magnitudes. We show that the maximum-likelihood estimators and Kolmogorov–Smirnov (K-S) statistics in widespread use are unexpectedly sensitive to ubiquitous errors in data such as measurement noise, quantization noise, heaping and censorship of small values. This sensitivity causes spurious rejection of power laws and biases parameter estimates even in arbitrarily large samples, which explains inconsistencies between theory and data. We show that logarithmic binning by powers of λ > 1 attenuates these errors in a manner analogous to noise averaging in normal statistics and that λ thereby tunes a trade-off between accuracy and precision in estimation. Binning also removes potentially misleading within-scale information while preserving information about the shape of a distribution over powers of λ, and we show that some amount of binning can improve sensitivity and specificity of K-S tests without any cost, while more extreme binning tunes a trade-off between sensitivity and specificity. We therefore advocate logarithmic binning as a simple essential step in power-law inference.

97 MATHEMATICS AND COMPUTING↗

Tensor Decompositions for Count Data that Leverage Stochastic and Deterministic Optimization

There is growing interest to extend low-rank matrix decompositions to multi-way arrays, or tensors. One fundamental low-rank tensor decomposition is the canonical polyadic decomposition (CPD). The challenge of fitting a low-rank, nonnegative CPD model to Poisson-distributed count data is of particular interest. Several popular algorithms use local search methods to approximate the global maximum likelihood estimator from local minima. Simultaneously, a recent trend in theoretical computer science and numerical linear algebra leverages randomization to solve very large, hard problems. The typical approach is to use randomization for a fast approximation and determinism for refinement to yield effective algorithms with theoretical guarantees. Two popular algorithms for Poisson CPD reflect that emergent dichotomy: CP Alternating Poisson Regression is a deterministic algorithm and Generalized Canonical Polyadic decomposition makes use of stochastic algorithms in several variants. This work extends recent work to develop two new methods that leverage randomized and deterministic algorithms for improved accuracy and performance.

97 MATHEMATICS AND COMPUTING↗

Poisson-response Tensor-on-Tensor Regression and Applications

We introduce Poisson-response tensor-on-tensor regression (PToTR), a novel regression framework designed to handle tensor responses composed element-wise of random Poisson-distributed counts. Tensors, or multi-dimensional arrays, composed of counts are common data in fields such as inter national relations, social networks, epidemiology, and medical imaging, where events occur across multiple dimensions like time, location, and dyads. PToTR accommodates such tensor responses alongside tensor covariates, providing a versatile tool for multi dimensional data analysis. We propose algorithms for maximum likelihood estimation under a canonical polyadic (CP) structure on the regression coefficient tensor that satisfy the positivity of Poisson parameters and then provide an initial theoretical error analysis for PToTR estimators. We also demonstrate the utility of PToTR through three concrete applications: longitudinal data analysis of the Integrated Crisis Early Warning System database, positron emission tomography (PET) image reconstruction, and change-point detection of communication patterns in longitudinal dyadic data. These applications highlight the versatility of PToTR in addressing complex, structured count data across various domains.

97 MATHEMATICS AND COMPUTING↗

Multiscale Models for Fibril Formation: Rare Events Methods, Microkinetic Models, and Population Balances

Amyloid fibrils are thought to grow by a two-step dock-lock mechanism. However, previous simulations of fibril formation (i) overlook the bi-molecular nature of the docking step and obtain rates with first-order units, or (ii) superimpose the docked and locked states when computing the potential of mean force for association and thereby muddle the docking and locking steps. Here, we developed a simple microkinetic model with separate locking and docking steps and with the appropriate concentration dependences for each step. We constructed a simple model comprised of chiral dumbbells that retains qualitative aspects of fibril formation. We used rare events methods to predict separate docking and locking rate constants for the model. The rate constants were embedded in the microkinetic model, with the microkinetic model embedded in a population balance model for “bottom-up” multiscale fibril growth rate predictions. These were compared to “top-down” results using simulation data with the same model and multiscale framework to obtain maximum likelihood estimates of the separate lock and dock rate constants. We used the same procedures to extract separate docking and locking rate constants from experimental fibril growth data. Our multiscale strategy, embedding rate theories, and kinetic models in conservation laws should help to extract docking and locking rate constants from experimental data or long molecular simulations with correct units and without compromising the molecular description.

Shayesteh Zadeh, Armin (ORCID:0000000299896710)↗

Cardinality-Regularized Hawkes-Granger Model

We propose a new sparse Granger-causal learning framework for temporal event data. We focus on a specific class of point processes called the Hawkes process. We begin by pointing out that most of the existing sparse causal learning algorithms for the Hawkes process suffer from a singularity in maximum likelihood estimation. As a result, their sparse solutions can appear only as numerical artifacts. In this paper, we propose a mathematically well-defined sparse causal learning framework based on a cardinality-regularized Hawkes process, which remedies the pathological issues of existing approaches. We leverage the proposed algorithm for the task of instance-wise causal event analysis, where sparsity plays a critical role. We validate the proposed framework with two real use-cases, one from the power grid and the other from the cloud data center management domain.

Ide, Tsuyoshi↗

Computer program reduces calculation time of normal response functions

FORTRAN 2 computer program rapidly calculates parameters of maximum likelihood estimates from sensitivity experiment data populations. The program uses the Newton-Raphson iterative procedure to calculate the mean and standard deviation of portions of the cumulative normal response function.

Alexander, M. J.↗

The application of signal detection theory to optics

The restoration of images focused on a photosensitive surface is treated from the standpoint of maximum likelihood estimation, taking into account the Poisson distributions of the observed data, which are the numbers of photoelectrons from various elements of the surface. A detector of an image focused on such a surface utilizes a certain linear combination of those numbers as the optimum detection statistic. Methods for calculating the false alarm and detection probabilities are proposed. It is shown that measuring noncommuting observables in an ideal quantum receiver cannot yield a lower Bayes cost than that attainable by a system measuring only commuting observables.

Helstrom, C. W.↗

A system debugging model.

Consideration of the nature of the 'debugging' process applied to a new complex system during the initial period of its life. During this period failures and errors are corrected as they occur, with resulting improvement in the subsequent performance of the system. One mathematical idealization of this process leads to the assumption that system failure rate is decreasing with time. In practice, the debugging phase is considered completed when the failure rate reaches an equilibrium or constant value. Models are formulated for this phenomenon. Maximum likelihood estimates are obtained for relevant failure rate functions and for the end of the debugging period. A conservative upper confidence bound on the stable failure rate is obtained.

Barlow, R. E.↗

Two stochastic models useful in petroleum exploration

A model of the petroleum exploration process that tests empirically the hypothesis that at an early stage in the exploration of a basin, the process behaves like sampling without replacement is proposed along with a model of the spatial distribution of petroleum reserviors that conforms to observed facts. In developing the model of discovery, the following topics are discussed: probabilitistic proportionality, likelihood function, and maximum likelihood estimation. In addition, the spatial model is described, which is defined as a stochastic process generating values of a sequence or random variables in a way that simulates the frequency distribution of areal extent, the geographic location, and shape of oil deposits

Kaufman, G. M.↗

An analysis and demonstration of clock synchronization by VLBI

A prototype of a semi-real time system for synchronizing the Deep Space Net station clocks by radio interferometry was successfully demonstrated on August 30, 1972. The system utilized an approximate maximum likelihood estimation procedure for processing the data, thereby achieving essentially optimum time sync estimates for a given amount of data, or equivalently, minimizing the amount of data required for reliable estimation. Synchronization accuracies as good as 100 ns rms were achieved between Deep Space Stations 11 and 12, both at Goldstone, Calif. The accuracy can be improved by increasing the system bandwidth until the fundamental limitations due to baseline and source position uncertainties and atmospheric effects are reached. These limitations are under 10 ns for transcontinental baselines.

Hurd, W. J.↗