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Evaluation of errors in prior mean and variance in the estimation of integrated circuit failure rates using Bayesian methods

The critical point of any Bayesian analysis concerns the choice and quantification of the prior information. The effects of prior data on a Bayesian analysis are studied. Comparisons of the maximum likelihood estimator, the Bayesian estimator, and the known failure rate are presented. The results of the many simulated trails are then analyzed to show the region of criticality for prior information being supplied to the Bayesian estimator. In particular, effects of prior mean and variance are determined as a function of the amount of test data available.

Fletcher, B. C.

OGLE-2014-BLG-0962 and a Comparison of Galactic Model Priors to Microlensing Data

OGLE-2014-BLG-0962 (OB140962) is a stellar binary microlensing event that was well covered by observations from the Spitzer satellite as well as ground-based surveys. Modeling yields a unique physical solution: a mid-M+M-dwarf binary with M(prim) = 0.20 ± 0.01 M(☉) and M(sec) = 0.16 ± 0.01 M(☉), with projected separation of 2.0 ± 0.3 au. The lens is only D(LS) = 0.41 ± 0.06 kpc in front of the source, making OB140962 a bulge lens and the most distant Spitzer binary lens to date. In contrast, because the Einstein radius (θ(E) = 0.143 ± 0.007 mas) is unusually small, a standard Bayesian analysis, conducted in the absence of parallax information, would predict a brown dwarf binary. We compare the results of Bayesian analysis using two commonly used Galactic model priors to the measured values for a set of Spitzer lenses. We find all models tested predict lens properties consistent with the Spitzer data. Furthermore, we illustrate the methodology for probing the Galactic distribution of planets by comparing the cumulative distance distribution of the Spitzer two-body lenses to that of the Spitzer single lenses.

Yutong Shan

Bayesian estimation of life parameters in the Weibull distribution.

Development of a Bayesian analysis of the scale and shape parameters in the Weibull distribution and the corresponding reliability function with respect to the usual life-testing procedures. For the scale parameter theta, Bayesian estimates of theta and reliability are obtained for the uniform, exponential, and inverted gamma prior probability densities. Bhattacharya's results (1967) for the one-parameter exponential life-testing distribution are reduced to a special case of these results. A fully Bayesian analysis of both the scale and shape parameters is developed by assuming independent prior distributions; since in the latter case, analytical tractability is not possible, Bayesian estimates are obtained through a conjunction of Monte Carlo simulation and numerical-integration techniques. In both cases, a computer simulation is carried out, and a comparison is made between the Bayesian and the corresponding minimum-variance unbiased, or maximum likelihood, estimates. As expected, the Bayesian estimates are superior.

Canavos, G. C.

Adding GPU Support to the Markov Chain Monte Carlo Code Catmip

In geophysics, we are confronted with many under-determined inverse problems. For example, all of our observations of earthquakes are made at the Earth’s surface. So, when we try to infer how slip during an earthquake evolves in space and time, we find that there are many potential slip histories that are consistent with our limited observations and our understanding of earthquake physics. One way to approach these problems is with Bayesian analysis which allows us to infer the ensemble of all potential slip models that satisfy the observations and our prior knowledge of earthquake physics. In Bayesian analysis, our prior knowledge is known as the prior probability density function or prior PDF, the fit to the data is known as the data likelihood, and the target PDF that satisfies both the prior PDF and data likelihood is known as the posterior PDF. However, simulating the posterior PDF typically requires using Markov Chain Monte Carlo (MCMC) to draw tens of billions of random realizations of earthquake slip models, which may not be computationally feasible. To make this and similar geophysical inversions computationally tractable, we developed the Cascading Adaptive Transitional Metropolis In Parallel (CATMIP) algorithm. CATMIP is an efficient parallel Markov Chain Monte Carlo (MCMC) sampler that is used for model fitting and uncertainty quantification in geophysics. Example use cases are earthquake rupture modeling, determining mineral composition on Mars, reconstructing the history of ocean salinity, and historical earthquake relocation. CATMIP employs many parallel instances of the Metropolis algorithm for sampling in a transitioning framework. Transitioning is a process in which a set of random samples at equilibrium with a known probability density function (PDF) are used as seeds for the Markov chains to sample successive target PDFs that incrementally move the distribution from the starting seeds to the final desired PDF that describes the relative plausibility of potential values for the model parameters. The algorithm is implemented as a Master-Worker model employing MPI for communication. The worker processes are loosely coupled with global parameters periodically optimized by the master process. This provides a very high amount of parallelism with little communication between updates. During the presentation we will discuss the history of the algorithm and elaborate the earthquake rupture modeling use case for the CATMIP package. Our first step toward GPU optimization was to optimize the code for the CPU. CPU profiling revealed that most of the compute time is spent in calls to level 2 BLAS routines and calls to GSL random number generators. We revised the algorithm to employ level 3 BLAS routines instead. In our presentation we will describe how this was accomplished. Adding GPU support to CATMIP consisted mostly of replacing the calls to GSL with calls to GPU vendor-provided library routines. A small number of loops were directly implemented in CUDA. In the presentation will provide implementation details. Finally, we will discuss methods for profiling and opportunities for further optimizing GPU execution. By creating a code with the flexibility to run on either a CPU or GPU architecture, CATMIP can be used on systems ranging from large CPU-based HPC environments to single servers with GPU acceleration and everything in between.

HECC

OGLE-2018-BLG-1185b: A Low-mass Microlensing Planet Orbiting a Low-mass Dwarf

We report an analysis of the planetary microlensing event OGLE-2018-BLG-1185, which was observed by a large number of ground-based telescopes and by the Spitzer Space Telescope. The ground-based light curve indicates a low planet–host star mass ratio ofq=(6.9±0.2)×10−5, which is near the peak of the wide-orbit exoplanet mass-ratio distribution. We estimate the host star and planet masses with a Bayesian analysis using the measured angular Einstein radius under the assumption that stars of all masses have an equal probability of hosting the planet. The flux variation observed by Spitzer is marginal, but still places a constraint on the microlens parallax. Imposing a conservative constraint that this flux variation should beΔfSpz<4 instrumental flux units yields a host mass of=-+MM0.37 host 0.210.35 and a planet mass of =-+ÅmM8.4p4.77.9. A Bayesian analysis including the full parallax constraint from Spitzer suggests smaller host star and planet masses of =-+MM0.091 host 0.0180.064 and =-+ÅmM2.1p0.41.5, respectively. Future high-resolution imaging observations with the Hubble Space Telescope or Extremely Large Telescope could distinguish between these two scenarios and help reveal the planetary system properties in more detail.

Gravitational microlensing

OGLE-2013-BLG-1761Lb: A Massive Planet around an MK Dwarf

We report the discovery and the analysis of the planetary microlensing event, OGLE-2013-BLG-1761. There are some degenerate solutions in this event because the planetary anomaly is only sparsely sampled. However, the detailed light curve analysis ruled out all stellar binary models and shows the lens to be a planetary system. There is the so-called close wide degeneracy in the solutions with the planet host mass ratio of q approx.(7.0+/-2.0) x 10(exp -3) and q approx.(8.1+/-2.6) x 10(exp -3) with the projected separation in Einstein radius units of s = 0.95 (close) and s = 1.18(wide), respectively. The microlens parallax effect is not detected, but the finite source effect is detected. Our Bayesian analysis indicates that the lens system is located -D(sub L) = 6.9(+ 1.0 -1.2)kpc away from us and the host star is an M/K dwarf with amass of M(sub L) = 0.33(+ 0.32- 1.9)Stellar Mass orbited by a super-Jupiter mass planet with a mass of m(sub p) = 2.7(+ 2.5 - 1.5) M(sub Jup) at the projected separation of a(sub l) = 1.8(+ 0.5 -0.5)au. The preference of the large lens distance in the Bayesian analysis is due to the relatively large observed source star radius. The distance and other physical parameters may be constrained by the future high-resolution imaging by large ground telescopes or HST. If the estimated lens distance is correct, then this planet provides another sample for testing the claimed deficit of planets in the Galactic bulge.

Hirao, Y.

Variability Timescale and Spectral Index of Sgr A* in the Near Infrared: Approximate Bayesian Computation Analysis of the Variability of the Closest Supermassive Black Hole

Sagittarius A* (Sgr A* ) is the variable radio, near-infrared (NIR), and X-ray source associated with accretion onto the Galactic center black hole. We present an analysis of the most comprehensive NIR variability data set of Sgr A* to date: eight 24 hr epochs of continuous monitoring of Sgr A* at 4.5 μm with the IRAC instrument on the Spitzer Space Telescope, 93 epochs of 2.18 μm data from Naos Conica at the Very Large Telescope, and 30 epochs of 2.12 μm data from the NIRC2 camera at the Keck Observatory, in total 94,929 measurements. A new approximate Bayesian computation method for fitting the first-order structure function extracts information beyond current fast Fourier transformation (FFT) methods of power spectral density (PSD) estimation. With a combined fit of the data of all three observatories, the characteristic coherence timescale of Sgr A* is b 243 57 82 t = - + minutes (90% credible interval). The PSD has no detectable features on timescales down to 8.5 minutes (95% credible level), which is the ISCO orbital frequency for a dimensionless spin parameter a = 0.92. One light curve measured simultaneously at 2.12 and 4.5 μm during a low flux-density phase gave a spectral index αs = 1.6 ± 0.1 (F µ n s n -a ). This value implies that the Sgr A* NIR color becomes bluer during higher flux-density phases. The probability densities of flux densities of the combined data sets are best fit by log-normal distributions. Based on these distributions, the Sgr A* spectral energy distribution is consistent with synchrotron radiation from a nonthermal electron population from below 20 GHz through the NIR.

accretion

A Survey of Eight Hot Jupiters in Secondary Eclipse Using WIRCam at CFHT

We present near-infrared high-precision photometry for eight transiting hot Jupiters observed during their predicted secondary eclipses. Our observations were carried out using the staring mode of the WIRCam instrument on the Canada-France-Hawaii Telescope (CFHT).We present the observing strategies and data reduction methods which delivered time series photometry with statistical photometric precision as low as 0.11 percent. We performed a Bayesian analysis to model the eclipse parameters and systematics simultaneously. The measured planet-to-star flux ratios allowed us to constrain the thermal emission from the day side of these hot Jupiters, as we derived the planet brightness temperatures. Our results combined with previously observed eclipses reveal an excess in the brightness temperatures relative to the blackbody prediction for the equilibrium temperatures of the planets for a wide range of heat redistribution factors. We find a trend that this excess appears to be larger for planets with lower equilibrium temperatures. This may imply some additional sources of radiation, such as reflected light from the host star and/or thermal emission from residual internal heat from the formation of the planet.

Bayesian Analysis

A Bayesian modification to the Jelinski-Moranda software reliability growth model

The Jelinski-Moranda (JM) model for software reliability was examined. It is suggested that a major reason for the poor results given by this model is the poor performance of the maximum likelihood method (ML) of parameter estimation. A reparameterization and Bayesian analysis, involving a slight modelling change, are proposed. It is shown that this new Bayesian-Jelinski-Moranda model (BJM) is mathematically quite tractable, and several metrics of interest to practitioners are obtained. The BJM and JM models are compared by using several sets of real software failure data collected and in all cases the BJM model gives superior reliability predictions. A change in the assumption which underlay both models to present the debugging process more accurately is discussed.

Littlewood, B.

The Challenges of Credible Thermal Protection System Reliability Quantification

The paper discusses several of the challenges associated with developing a credible reliability estimate for a human-rated crew capsule thermal protection system. The process of developing such a credible estimate is subject to the quantification, modeling and propagation of numerous uncertainties within a probabilistic analysis. The development of specific investment recommendations, to improve the reliability prediction, among various potential testing and programmatic options is then accomplished through Bayesian analysis.

Green, Lawrence L.

A Second Look at 12 Candidate Dual AGNs Using BAYMAX

We present an analysis of 12 optically selected dual active galactic nucleus (AGN) candidates at z < 0.34. Each candidate was originally identified via double-peaked [O III] λ5007 emission lines and received follow-up Chandra and Hubble Space Telescope (HST) observations. Because the X-ray data are low-count (<100 counts) with small separations (<1''), a robust analysis is necessary for classifying each source. Pairing long-slit [O III] observations with existing Chandra observations, we re-analyze the X-ray observations with Bayesian AnalYsis of AGNs in X-rays to determine whether the X-ray emission from each system is more likely a single or dual point source. We find that 4 of the 12 sources are likely dual X-ray point-source systems. We examine each point source's spectra via a Monte Carlo method that probabilistically identifies the likely origin of each photon. When doing so, we find that (i) the secondary X-ray point sources in two of the systems have L(X)< 10(exp 40) erg/s, such that we cannot rule out a non-AGN origin, (ii) one source has a secondary with L(X)> 10(exp 40) erg/s but a spectrum that is too soft to definitively preclude being X-ray emitting diffuse gas that was photoionized by the primary AGN, and (iii) one system (SDSS J1126+2944) is a dual AGN. Additionally, using complementary HST observations, we analyze a subsample of systems that are visually identified as merging. Our results suggest that dual AGNs may preferentially reside in mergers with small separations, consistent with both simulations and observations.

Adi Foord

An automated land-use mapping comparison of the Bayesian maximum likelihood and linear discriminant analysis algorithms

The Bayesian maximum likelihood parametric classifier has been tested against the data-based formulation designated 'linear discrimination analysis', using the 'GLIKE' decision and "CLASSIFY' classification algorithms in the Landsat Mapping System. Identical supervised training sets, USGS land use/land cover classes, and various combinations of Landsat image and ancilliary geodata variables, were used to compare the algorithms' thematic mapping accuracy on a single-date summer subscene, with a cellularized USGS land use map of the same time frame furnishing the ground truth reference. CLASSIFY, which accepts a priori class probabilities, is found to be more accurate than GLIKE, which assumes equal class occurrences, for all three mapping variable sets and both levels of detail. These results may be generalized to direct accuracy, time, cost, and flexibility advantages of linear discriminant analysis over Bayesian methods.

Tom, C. H.

A Preliminary Detection of Arcminute Scale Cosmic Microwave Background Anisotropy with the BIMA Array

We have used the Berkeley-Illinois-Maryland-Association (BIMA) array outfitted with sensitive cm-wave receivers to expand our search for minute scale anisotropy of the Cosmic Microwave Background (CMB). The interferometer was placed in a compact configuration to obtain high brightness sensitivity on arcminute scales over its 6.6' FWHM field of view. The sensitivity of this experiment to flat band power peaks at a multipole of 1 = 5530 which corresponds to an angular scale of -2'. We present the analysis of a total of 470 hours of on-source integration time on eleven independent fields which were selected based on their low IR contrast and lack of bright radio sources. Applying a Bayesian analysis to the visibility data, we find CMB anisotropy flat band power Q_flat = 6.1(+2.8/-4.8) microKelvin at 68% confidence. The confidence of a nonzero signal is 76% and we find an upper limit of Q_flat < 12.4 microKelvin at 95% confidence. We have supplemented our BIMA observations with concurrent observations at 4.8 GHz with the VLA to search for and remove point sources. We find the point sources make an insignificant contribution to the observed anisotropy.

Dawson, K. S.

Bayesian estimation - A sensitivity analysis

The robustness of the assigned prior distribution in a Bayesian estimation problem is examined. A Bayesian analysis for a stochastic intensity parameter of a Poisson distribution is summarized in which the natural conjugate is assigned as the prior distribution of the random parameter. The sensitivity analysis is carried out by assuming the existence of a true prior which is different in form from that of the assigned prior distribution. By using mean-squared error as a measure of performance, the ensuing Bayes decision function is compared to the corresponding minimum variance unbiased estimator. Results indicate that the Bayes estimator is largely robust to deviations from the assigned prior and remains squared-error superior to the MVU type within a broad region.

Canavos, G. C.

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

Bayesian Blocks: A New Method to Analyze Photon Counting Data

A Bayesian analysis of photon-counting data leads to a new time-domain algorithm for detecting localized structures (bursts), revealing pulse shapes, and generally characterizing intensity variations. The raw counting data -- time-tag events (TTE), time-to-spill (TTS) data, or binned counts -- is converted to a maximum likelihood segmentation of the observation into time intervals during which the photon arrival rate is perceptibly constant -- i.e. has a fixed intensity without statistically significant variations. The resulting structures, Bayesian Blocks, can be thought of as bins with arbitrary spacing determined by the data. The method itself sets no lower limit to the time scale on which variability can be detected. We have applied the method to RXTE data on Cyg X-1, yielding information on this source's short-time-scale variability.

Scargle, Jeffrey D.

Discovery of a Gas Giant Planet in Microlensing Event Ogle-2014-BLG-1760

We present the analysis of the planetary microlensing event OGLE-2014-BLG-1760, which shows a strong light-curve signal due to the presence of a Jupiter mass ratio planet. One unusual feature of this event is that the source star is quite blue, with V-I = 1.48 +/- 0.08. This is marginally consistent with a source star in the Galactic bulge, but it could possibly indicate a young source star on the far side of the disk. Assuming a bulge source, we perform a Bayesian analysis assuming a standard Galactic model, and this indicates that the planetary system resides in or near the Galactic bulge at D(sub L) = 6.9 +/- 1.1 kpc. It also indicates a host-star mass of M(sub *) = 0.51(sup + 0.44/sub -0.28) M(sub theta), a planet mass of m(sub p ) = 0.56(sup +0.34/sub -0.26) M(sub J), and a projected star-planet separation of a(perpendicular) = 1.75(sup +0.33/sub -0.34) au. The lens-source relative proper motion is micro(sub rel) = 6.5 +/- 1.1mas per yr. The lens (and stellar host star) is estimated to be very faint compared to the source star, so it is most likely that it can be detected only when the lens and source stars start to separate. Due to the relatively high relative proper motion, the lens and source will be resolved to about approximately 46 mas in 6-8 yr after the peak magnification. So, by 2020-2022, we can hope to detect the lens star with deep, high-resolution images.

Galactic bulge