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At least 37 records · Page 2

Portfolios in Stochastic Local Search: Efficiently Computing Most Probable Explanations in Bayesian Networks

Portfolio methods support the combination of different algorithms and heuristics, including stochastic local search (SLS) heuristics, and have been identified as a promising approach to solve computationally hard problems. While successful in experiments, theoretical foundations and analytical results for portfolio-based SLS heuristics are less developed. This article aims to improve the understanding of the role of portfolios of heuristics in SLS. We emphasize the problem of computing most probable explanations (MPEs) in Bayesian networks (BNs). Algorithmically, we discuss a portfolio-based SLS algorithm for MPE computation, Stochastic Greedy Search (SGS). SGS supports the integration of different initialization operators (or initialization heuristics) and different search operators (greedy and noisy heuristics), thereby enabling new analytical and experimental results. Analytically, we introduce a novel Markov chain model tailored to portfolio-based SLS algorithms including SGS, thereby enabling us to analytically form expected hitting time results that explain empirical run time results. For a specific BN, we show the benefit of using a homogenous initialization portfolio. To further illustrate the portfolio approach, we consider novel additive search heuristics for handling determinism in the form of zero entries in conditional probability tables in BNs. Our additive approach adds rather than multiplies probabilities when computing the utility of an explanation. We motivate the additive measure by studying the dramatic impact of zero entries in conditional probability tables on the number of zero-probability explanations, which again complicates the search process. We consider the relationship between MAXSAT and MPE, and show that additive utility (or gain) is a generalization, to the probabilistic setting, of MAXSAT utility (or gain) used in the celebrated GSAT and WalkSAT algorithms and their descendants. Utilizing our Markov chain framework, we show that expected hitting time is a rational function - i.e. a ratio of two polynomials - of the probability of applying an additive search operator. Experimentally, we report on synthetically generated BNs as well as BNs from applications, and compare SGSs performance to that of Hugin, which performs BN inference by compilation to and propagation in clique trees. On synthetic networks, SGS speeds up computation by approximately two orders of magnitude compared to Hugin. In application networks, our approach is highly competitive in Bayesian networks with a high degree of determinism. In addition to showing that stochastic local search can be competitive with clique tree clustering, our empirical results provide an improved understanding of the circumstances under which portfolio-based SLS outperforms clique tree clustering and vice versa.

Mengshoel, Ole J.↗

Application of Markov chain theory to ASTP natural environment launch criteria at Kennedy Space Center

To aid the planning of the Apollo Soyuz Test Program (ASTP), certain natural environment statistical relationships are presented, based on Markov theory and empirical counts. The practical results are in terms of conditional probability of favorable and unfavorable launch conditions at Kennedy Space Center (KSC). They are based upon 15 years of recorded weather data which are analyzed under a set of natural environmental launch constraints. Three specific forecasting problems were treated: (1) the length of record of past weather which is useful to a prediction; (2) the effect of persistence in runs of favorable and unfavorable conditions; and (3) the forecasting of future weather in probabilistic terms.

Graves, M. E.↗

A Compendium of Wind Statistics and Models for the NASA Space Shuttle and Other Aerospace Vehicle Programs

The wind profile with all of its variations with respect to altitude has been, is now, and will continue to be important for aerospace vehicle design and operations. Wind profile databases and models are used for the vehicle ascent flight design for structural wind loading, flight control systems, performance analysis, and launch operations. This report presents the evolution of wind statistics and wind models from the empirical scalar wind profile model established for the Saturn Program through the development of the vector wind profile model used for the Space Shuttle design to the variations of this wind modeling concept for the X-33 program. Because wind is a vector quantity, the vector wind models use the rigorous mathematical probability properties of the multivariate normal probability distribution. When the vehicle ascent steering commands (ascent guidance) are wind biased to the wind profile measured on the day-of-launch, ascent structural wind loads are reduced and launch probability is increased. This wind load alleviation technique is recommended in the initial phase of vehicle development. The vehicle must fly through the largest load allowable versus altitude to achieve its mission. The Gumbel extreme value probability distribution is used to obtain the probability of exceeding (or not exceeding) the load allowable. The time conditional probability function is derived from the Gumbel bivariate extreme value distribution. This time conditional function is used for calculation of wind loads persistence increments using 3.5-hour Jimsphere wind pairs. These increments are used to protect the commit-to-launch decision. Other topics presented include the Shuttle Shuttle load-response to smoothed wind profiles, a new gust model, and advancements in wind profile measuring systems. From the lessons learned and knowledge gained from past vehicle programs, the development of future launch vehicles can be accelerated. However, new vehicle programs by their very nature will require specialized support for new databases and analyses for wind, atmospheric parameters (pressure, temperature, and density versus altitude), and weather. It is for this reason that project managers are encouraged to collaborate with natural environment specialists early in the conceptual design phase. Such action will give the lead time necessary to meet the natural environment design and operational requirements, and thus, reduce development costs.

Smith, O. E.↗

Vector wind and vector wind shear models 0 to 27 km altitude for Cape Kennedy, Florida, and Vandenberg AFB, California

The techniques are presented to derive several statistical wind models. The techniques are from the properties of the multivariate normal probability function. Assuming that the winds can be considered as bivariate normally distributed, then (1) the wind components and conditional wind components are univariate normally distributed, (2) the wind speed is Rayleigh distributed, (3) the conditional distribution of wind speed given a wind direction is Rayleigh distributed, and (4) the frequency of wind direction can be derived. All of these distributions are derived from the 5-sample parameter of wind for the bivariate normal distribution. By further assuming that the winds at two altitudes are quadravariate normally distributed, then the vector wind shear is bivariate normally distributed and the modulus of the vector wind shear is Rayleigh distributed. The conditional probability of wind component shears given a wind component is normally distributed. Examples of these and other properties of the multivariate normal probability distribution function as applied to Cape Kennedy, Florida, and Vandenberg AFB, California, wind data samples are given. A technique to develop a synthetic vector wind profile model of interest to aerospace vehicle applications is presented.

Smith, O. E.↗

A probabilistic model of brittle crack formation

Probability of a brittle crack formation in an elastic solid with fluctuating strength is considered. A set Omega of all possible crack trajectories reflecting the fluctuation of the strength field is introduced. The probability P(X) that crack penetration depth exceeds X is expressed as a functional integral over Omega of a conditional probability of the same event taking place along a particular path. Various techniques are considered to evaluate the integral. Under rather nonrestrictive assumptions, the integral is reduced to solving a diffusion-type equation. A new characteristic of fracture process, 'crack diffusion coefficient', is introduced. An illustrative example is then considered where the integration is reduced to solving an ordinary differential equation. The effect of the crack diffusion coefficient and of the magnitude of strength fluctuations on probability density of crack penetration depth is presented. Practical implications of the proposed model are discussed.

Chudnovsky, A.↗

Land mobile satellite transmission measurements at 869 MHz. A comparison of error probabilities for various message block durations and fade margins as a function of vegetation shadowing

In order to give vehicles travelling in rural areas of the U.S. access to the telephone network, a Land Mobile Satellite System is being planned. Previously presented data by the author were analyzed for the probability that the received signal level dropped below a threshold during short time blocks of various signal durations and the conditional probability that such an event would reoccur after a given delay. If it assumed that a fade threshold crossing of even 1 msec would produce an error in the transmission, then the derived quantities can be considered error probabilities. Extensive tables and graphs are presented with the results from the analysis. They can be used to devise communication strategies which will provide improved link availability in the presence of vegetation shadowing.

Vogel, Wolfhard J.↗

Effect of noisy phase reference on coherent detection of unbalanced QPSK signals

A phase error in the reference signal used in coherent detection of PSK signals causes a degradation in performance; this effect on bit error probability has been much discussed in the literature for BPSK and balanced QPSK systems. For unbalanced QPSK (UQPSK) systems, where the power and data rates in the two channels are unequal, and where the channel data symbols might also be different, the problem of computing the error probability is more complex, and only approximate solutions have been previously given. In this paper, exact expressions are derived for the conditional probability of error for the I and Q channels as a function of the channel power and data rate ratio. This is done for all combinations of Manchester and NRZ signalling schemes, and it is shown that in some cases the low data rate channel can be more seriously affected by a phase offset. Numerical results are also given for the average probability of error, assuming a biphase Costas loop is used for carrier synchronization.

Osborne, H. C.↗

Dynamical Simulation of Probabilities

It has been demonstrated that classical probabilities, and in particular, probabilistic Turing machine, can be simulated by combining chaos and non-Lipschitz dynamics, without utilization of any man-made devices(such as random number generators). Self-orgainizing properties of systems coupling simulated and calculated probabilities and their link to quantum computations are discussed. Special attention was focused upon coupled stochastic processes, defined in terms of conditional probabilities, for which joint probability does not exist. Simulations of quantum probabilities are also discussed.

number generators quantum probabilities↗

A Markov chain technique for determining the acquisition behavior of a digital tracking loop

An iterative procedure is presented for determining the acquisition behavior of discrete or digital implementations of a tracking loop. The technique is based on the theory of Markov chains and provides the cumulative probability of acquisition in the loop as a function of time in the presence of noise and a given set of initial condition probabilities. A digital second-order tracking loop to be used in the Viking command receiver for continuous tracking of the command subcarrier phase was analyzed using this technique, and the results agree closely with experimental data.

Chadwick, H. D.↗

Integrated-Circuit Pseudorandom-Number Generator

Integrated circuit produces 8-bit pseudorandom numbers from specified probability distribution, at rate of 10 MHz. Use of Boolean logic, circuit implements pseudorandom-number-generating algorithm. Circuit includes eight 12-bit pseudorandom-number generators, outputs are uniformly distributed. 8-bit pseudorandom numbers satisfying specified nonuniform probability distribution are generated by processing uniformly distributed outputs of eight 12-bit pseudorandom-number generators through "pipeline" of D flip-flops, comparators, and memories implementing conditional probabilities on zeros and ones.

Steelman, James E.↗

Bivariate normal, conditional and rectangular probabilities: A computer program with applications

Some results for the bivariate normal distribution analysis are presented. Computer programs for conditional normal probabilities, marginal probabilities, as well as joint probabilities for rectangular regions are given: routines for computing fractile points and distribution functions are also presented. Some examples from a closed circuit television experiment are included.

Swaroop, R.↗

The partial volatilization of Mercury

During recent years research on the primitive solar nebula has followed two main themes: (1) Very early in the development of the nebula conditions probably favored the occurrence of major gaseous instabilities leading to the formation of giant gaseous protoplanets, but the rapid rise of the external temperature soon evaporated the envelopes of these protoplanets, possibly leaving behind precipitated solids which formed the cores and mantles of the terrestrial planets. (2) Models of the nebula indicate a later stage when conditions in the inner Solar System became very hot; at the position of Mercury the temperature was probably in the range 2500-3500 K. This leads to the hypothesis that the original protomercury was a body substantially more massive than the present planet and of normal composition, but that when it was immersed in the high-temperature field of the dissipating solar nebula, most of the rocky mantle was vaporized and mixed into the solar nebula gases and carried away by them. This hypothesis is investigated in the present paper. For simplicity the vaporization of a mantle composed of enstatite, MgSiO3, was computed for a planet with 2.25 the mass of Mercury at a temperature of 3000 K. It is argued that the mantle could probably be largely removed in the available time of 30,000 yrs. Subsequent accretion would restore some magnesium silicates to the mantle of the planet.

Cameron, A. G. W.↗

Estimating probabilities of cloud-free fields-of-view from the earth through the atmosphere

The paper is an extension of previous papers by Lund and Shanklin (1972, 1973). It presents probabilities of cloud-free fields-of-view (CFFOV) to supplement probabilities of cloud-free lines-of-sight (CFLOS) contained in the earlier papers. A model is developed for estimating the probability of obtaining a CFFOV as a function of ground-observer-reported total sky cover for earth-to-space applications. The development of the model and examples of its application are described. A comparison of CFFOV and CFLOS results is made. In conclusion, climatic probabilities of CFFOV overhead through the entire atmosphere between the surface of the earth and space can be estimated for any desired geographical location through the use of a specified equation and conditional probabilities contained in the paper, if the frequency distribution of total sky cover categories for the desired location is known.

Lund, I. A.↗

Estimating the exceedance probability of rain rate by logistic regression

Recent studies have shown that the fraction of an area with rain intensity above a fixed threshold is highly correlated with the area-averaged rain rate. To estimate the fractional rainy area, a logistic regression model, which estimates the conditional probability that rain rate over an area exceeds a fixed threshold given the values of related covariates, is developed. The problem of dependency in the data in the estimation procedure is bypassed by the method of partial likelihood. Analyses of simulated scanning multichannel microwave radiometer and observed electrically scanning microwave radiometer data during the Global Atlantic Tropical Experiment period show that the use of logistic regression in pixel classification is superior to multiple regression in predicting whether rain rate at each pixel exceeds a given threshold, even in the presence of noisy data. The potential of the logistic regression technique in satellite rain rate estimation is discussed.

Chiu, Long S.↗

The Geothermal Probabilistic Cost Model with an Application to a Geothermal Reservoir at Heber, California

A financial accounting model that incorporates physical and institutional uncertainties was developed for geothermal projects. Among the uncertainties it can handle are well depth, flow rate, fluid temperature, and permit and construction times. The outputs of the model are cumulative probability distributions of financial measures such as capital cost, levelized cost, and profit. These outputs are well suited for use in an investment decision incorporating risk. The model has the powerful feature that conditional probability distribution can be used to account for correlations among any of the input variables. The model has been applied to a geothermal reservoir at Heber, California, for a 45-MW binary electric plant. Under the assumptions made, the reservoir appears to be economically viable.

Orren, L. H.↗

Reliability computation using fault tree analysis

A method is presented for calculating event probabilities from an arbitrary fault tree. The method includes an analytical derivation of the system equation and is not a simulation program. The method can handle systems that incorporate standby redundancy and it uses conditional probabilities for computing fault trees where the same basic failure appears in more than one fault path.

Chelson, P. O.↗

Videopanorama Frame Rate Requirements Derived from Visual Discrimination of Deceleration During Simulated Aircraft Landing

In order to determine the required visual frame rate (FR) for minimizing prediction errors with out-the-window video displays at remote/virtual airport towers, thirteen active air traffic controllers viewed high dynamic fidelity simulations of landing aircraft and decided whether aircraft would stop as if to be able to make a turnoff or whether a runway excursion would be expected. The viewing conditions and simulation dynamics replicated visual rates and environments of transport aircraft landing at small commercial airports. The required frame rate was estimated using Bayes inference on prediction errors by linear FRextrapolation of event probabilities conditional on predictions (stop, no-stop). Furthermore estimates were obtained from exponential model fits to the parametric and non-parametric perceptual discriminabilities d' and A (average area under ROC-curves) as dependent on FR. Decision errors are biased towards preference of overshoot and appear due to illusionary increase in speed at low frames rates. Both Bayes and A - extrapolations yield a framerate requirement of 35 < FRmin < 40 Hz. When comparing with published results [12] on shooter game scores the model based d'(FR)-extrapolation exhibits the best agreement and indicates even higher FRmin > 40 Hz for minimizing decision errors. Definitive recommendations require further experiments with FR > 30 Hz.

deceleration perception↗