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At least 379 records · Page 21

GANISP (GAN-assisted Importance SPlitting)

Genealogical importance splitting marches towards a rare event by iteratively selecting and replicating realizations that are headed towards a rare event. The replication step is made difficult when applied to deterministic systems as the initial conditions of the offspring realizations need to be adjusted. Typically, a random perturbation is applied to the offspring. For some cases, this cloning technique may not be adequate and prevent variance reduction in the probability estimate. A GAN-based replication process is proposed to address this limitation. The perturbations applied to the clones are physically consistent instead of being randomly chosen. The proposed method allows reducing the variance in the probability estimation.

Hassanaly, Malik↗

Estimating optimal sampling unit sizes for satellite surveys

This paper reports on an approach for minimizing data loads associated with satellite-acquired data, while improving the efficiency of global crop area estimates using remotely sensed, satellite-based data. Results of a sampling unit size investigation are given that include closed-form models for both nonsampling and sampling error variances. These models provide estimates of the sampling unit sizes that effect minimal costs. Earlier findings from foundational sampling unit size studies conducted by Mahalanobis, Jessen, Cochran, and others are utilized in modeling the sampling error variance as a function of sampling unit size. A conservative nonsampling error variance model is proposed that is realistic in the remote sensing environment where one is faced with numerous unknown nonsampling errors. This approach permits the sampling unit size selection in the global crop inventorying environment to be put on a more quantitative basis while conservatively guarding against expected component error variances.

Hallum, C. R.↗

Multilevel Monte Carlo Predictions of First Passage Times in Three-Dimensional Discrete Fracture Networks: A Graph-Based Approach

In this paper, we present a method combining multilevel Monte Carlo (MLMC) and a graph-based primary subnetwork identification algorithm to provide estimates of the mean and variance of the distribution of first passage times in fracture media at significantly lower computational cost than standard Monte Carlo (MC) methods. Simulations of solute transport are performed using a discrete fracture network (DFN), and instead of using various grid resolutions for levels in the MLMC, which is standard practice in MLMC, we identify a hierarchy of subnetworks in the DFN based on the shortest topological paths through the network using a graph-based method. While the mean of these ensembles is of critical importance, the variance is also essential in fractured media where uncertainty is an overarching theme, and understanding variability across an ensemble is a requirement for safety assessments. The method provides good estimates of the mean and variance at two orders of magnitude lower computational cost than MC.

54 ENVIRONMENTAL SCIENCES↗

Measurement Error and Resolution in Quantitative Stable Isotope Probing: Implications for Experimental Design

Quantitative stable isotope probing (qSIP) estimates isotope tracer incorporation into DNA of individual microbes and can link microbial biodiversity and biogeochemistry in complex communities. As with any quantitative estimation technique, qSIP involves measurement error, and a fuller understanding of error, precision, and statistical power benefits qSIP experimental design and data interpretation. We used several qSIP data sets—from soil and seawater microbiomes—to evaluate how variance in isotope incorporation estimates depends on organism abundance and resolution of the density fractionation scheme. We assessed statistical power for replicated qSIP studies, plus sensitivity and specificity for unreplicated designs. As a taxon’s abundance increases, the variance of its weighted mean density declines. Nine fractions appear to be a reasonable trade-off between cost and precision for most qSIP applications. Increasing the number of density fractions beyond that reduces variance, although the magnitude of this benefit declines with additional fractions. Our analysis suggests that, if a taxon has an isotope enrichment of 10 atom% excess, there is a 60% chance that this will be detected as significantly different from zero (with alpha 0.1). With five replicates, isotope enrichment of 5 atom% could be detected with power (0.6) and alpha (0.1). Finally, we illustrate the importance of internal standards, which can help to calibrate per sample conversions of %GC to mean weighted density. These results should benefit researchers designing future SIP experiments and provide a useful reference for metagenomic SIP applications where both financial and computational limitations constrain experimental scope.

59 BASIC BIOLOGICAL SCIENCES↗

Technical Note: Introduction of variance component analysis to setup error analysis in radiotherapy

Purpose: The purpose of this technical note is to introduce variance component analysis to the estimation of systematic and random components in setup error of radiotherapy. Methods: Balanced data according to the one-factor random effect model were assumed. Results: Analysis-of-variance (ANOVA)-based computation was applied to estimate the values and their confidence intervals (CIs) for systematic and random errors and the population mean of setup errors. The conventional method overestimates systematic error, especially in hypofractionated settings. The CI for systematic error becomes much wider than that for random error. The ANOVA-based estimation can be extended to a multifactor model considering multiple causes of setup errors (e.g., interpatient, interfraction, and intrafraction). Conclusions: Variance component analysis may lead to novel applications to setup error analysis in radiotherapy.

60 APPLIED LIFE SCIENCES↗

Dynamic signal recovery in distribution grids using compressive lossy measurements

Distribution system state estimation requires reliable aggregation of the measured data. However, the large volume of the measured data imposes a significant stress on the underlying communication infrastructure. With the challenges associated with measurement availability, current distribution systems are typically unobservable. To cope with the unobservability issue, compressive sensing theory allows us to recover system state information from a small number of measurements provided the states of the distribution system exhibit sparsity. In this paper, we evaluate the robustness of an updated Kalman filtered modified compressive sensing (KF-ModCS) technique that dynamically estimates the grid states using a small fraction of measured data. In practice, measurements used for sparsity based state estimation may also be intermittent due to communication network induced losses. Further, to understand the effect of packet losses on KF-ModCS, we provide an upper bound for the expected variances of the state estimation error for a given rate of information loss. This upper bound is further improved if the support set of the sparse signal that characterizes the state dynamics does not change over time and/or the reduced model is observable. Simulations based on two practical data sets collected from actual customers in a distribution grid validate the theoretical results.

24 POWER TRANSMISSION AND DISTRIBUTION↗

Improvement of Risk Assessment from Space Radiation Exposure for Future Space Exploration Missions

Protecting astronauts from space radiation exposure is an important challenge for mission design and operations for future exploration-class and long-duration missions. Crew members are exposed to sporadic solar particle events (SPEs) as well as to the continuous galactic cosmic radiation (GCR). If sufficient protection is not provided the radiation risk to crew members from SPEs could be significant. To improve exposure risk estimates and radiation protection from SPEs, detailed variations of radiation shielding properties are required. A model using a modern CAD tool ProE (TM), which is the leading engineering design platform at NASA, has been developed for this purpose. For the calculation of radiation exposure at a specific site, the cosine distribution was implemented to replicate the omnidirectional characteristic of the 4 pi particle flux on a surface. Previously, estimates of doses to the blood forming organs (BFO) from SPEs have been made using an average body-shielding distribution for the bone marrow based on the computerized anatomical man model (CAM). The development of an 82-point body-shielding distribution at BFOs made it possible to estimate the mean and variance of SPE doses in the major active marrow regions. Using the detailed distribution of bone marrow sites and implementation of cosine distribution of particle flux is shown to provide improved estimates of acute and cancer risks from SPEs.

Kim, Myung-Hee Y.↗

Optimized tuner selection for engine performance estimation

A methodology for minimizing the error in on-line Kalman filter-based aircraft engine performance estimation applications is presented. This technique specifically addresses the underdetermined estimation problem, where there are more unknown parameters than available sensor measurements. A systematic approach is applied to produce a model tuning parameter vector of appropriate dimension to enable estimation by a Kalman filter, while minimizing the estimation error in the parameters of interest. Tuning parameter selection is performed using a multi-variable iterative search routine which seeks to minimize the theoretical mean-squared estimation error. Theoretical Kalman filter estimation error bias and variance values are derived at steady-state operating conditions, and the tuner selection routine is applied to minimize these values. The new methodology yields an improvement in on-line engine performance estimation accuracy.

Simon, Donald L.↗

An improved error assessment for the GEM-T1 gravitational model

Several tests have been designed to estimate the correct error variances for the GEM-T1 gravitational solution that was derived exclusively from satellite tracking data. The basic method uses both independent and dependent subset data solutions and produces a coefficient-by-coefficient estimate of the model uncertainties. The GEM-T1 errors have been further analyzed using a method based on eigenvalue-eigenvector analysis, which calibrates the entire covariance matrix. Dependent satellite data sets and independent altimetric, resonant satellite, and surface gravity data sets all confirm essentially the same error assessment. The calibration test results yield very stable calibration factors, which vary only by approximately 10 percent over the range of tests performed. Based on these calibrated error estimates, GEM-T1 is a significantly improved solution, which to degree and order 8 is twice as accurate as earlier satellite derived models like GEM-L2. Also, by being complete to degree and order 36, GEM-T1 is more complete and has significantly reduced aliasing effects that were present in previous models.

Lerch, F. J.↗

Constructing auxiliary dynamics for nonequilibrium stationary states by variance minimization

We present a strategy to construct guiding distribution functions (GDFs) based on variance minimization. Auxiliary dynamics via GDFs mitigates the exponential growth of variance as a function of bias in Monte Carlo estimators of large deviation functions. The variance minimization technique exploits the exact properties of eigenstates of the tilted operator that defines the biased dynamics in the nonequilibrium system. We demonstrate our techniques in two classes of problems. In the continuum, we show that GDFs can be optimized to study the interacting driven diffusive systems where the efficiency is systematically improved by incorporating higher correlations into the GDF. On the lattice, we use a correlator product state ansatz to study the 1D weakly asymmetric simple exclusion process. We show that with modest resources, we can capture the features of the susceptibility in large systems that mark the phase transition from uniform transport to a traveling wave state. Our work extends the repertoire of tools available to study nonequilibrium properties in realistic systems.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗

An information measure for class discrimination

This article describes a separability measure for class discrimination. This measure is based on the Fisher information measure for estimating the mixing proportion of two classes. The Fisher information measure not only provides a means to assess quantitatively the information content in the features for separating classes, but also gives the lower bound for the variance of any unbiased estimate of the mixing proportion based on observations of the features. Unlike most commonly used separability measures, this measure is not dependent on the form of the probability distribution of the features and does not imply a specific estimation procedure. This is important because the probability distribution function that describes the data for a given class does not have simple analytic forms, such as a Gaussian. Results of applying this measure to compare the information content provided by three Landsat-derived feature vectors for the purpose of separating small grains from other crops are presented.

Shen, S. S.↗

An adaptive multi-level simulation algorithm for stochastic biological systems

Discrete-state, continuous-time Markov models are widely used in the modeling of biochemical reaction networks. Their complexity often precludes analytic solution, and we rely on stochastic simulation algorithms (SSA) to estimate system statistics. The Gillespie algorithm is exact, but computationally costly as it simulates every single reaction. As such, approximate stochastic simulation algorithms such as the tau-leap algorithm are often used. Potentially computationally more efficient, the system statistics generated suffer from significant bias unless tau is relatively small, in which case the computational time can be comparable to that of the Gillespie algorithm. The multi-level method [Anderson and Higham, “Multi-level Monte Carlo for continuous time Markov chains, with applications in biochemical kinetics,” SIAM Multiscale Model. Simul. 10(1), 146–179 (2012)] tackles this problem. A base estimator is computed using many (cheap) sample paths at low accuracy. The bias inherent in this estimator is then reduced using a number of corrections. Each correction term is estimated using a collection of paired sample paths where one path of each pair is generated at a higher accuracy compared to the other (and so more expensive). By sharing random variables between these paired paths, the variance of each correction estimator can be reduced. This renders the multi-level method very efficient as only a relatively small number of paired paths are required to calculate each correction term. In the original multi-level method, each sample path is simulated using the tau-leap algorithm with a fixed value of τ. This approach can result in poor performance when the reaction activity of a system changes substantially over the timescale of interest. By introducing a novel adaptive time-stepping approach where τ is chosen according to the stochastic behaviour of each sample path, we extend the applicability of the multi-level method to such cases. We demonstrate the efficiency of our method using a number of examples.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Comparison of Global Precipitation Estimates across a Range of Temporal and Spatial Scales

Characteristics of precipitation estimates for rate and amount from three global high-resolution precipitation products (HRPPs), four global climate data records (CDRs), and four reanalyses are compared. All datasets considered have at least daily temporal resolution. Estimates of global precipitation differ widely from one product to the next, with some differences likely due to differing goals in producing the estimates. HRPPs are intended to produce the best snapshot of the precipitation estimate locally. CDRs of precipitation emphasize homogeneity over instantaneous accuracy. Precipitation estimates from global reanalyses are dynamically consistent with the large-scale circulation but tend to compare poorly to rain gauge estimates since they are forecast by the reanalysis system and precipitation is not assimilated. Regional differences among the estimates in the means and variances are as large as the means and variances, respectively. Even with similar monthly totals, precipitation rates vary significantly among the estimates. Temporal correlations among datasets are large at annual and daily time scales, suggesting that compensating bias errors at annual and random errors at daily time scales dominate the differences. However, the signal-to-noise ratio at intermediate (monthly) time scales can be large enough to result in high correlations overall. It is shown that differences on annual time scales and continental regions are around 0.8 mm day -1 , which corresponds to 23 W m -2 . These wide variations in the estimates, even for global averages, highlight the need for better constrained precipitation products in the future.

54 ENVIRONMENTAL SCIENCES↗

Acreage estimation, feature selection, and signature extension dependent upon the maximum likelihood decision rule

A maximum likelihood estimation technique is used for the analysis of agricultural remote sensor data. The m-class probability of misclassification is estimated using unlabeled test samples and labeled training samples. A bound on the variance of a proposed unbiased estimator of the m-class probability of error is derived. The particular case in which each class density is assumed to be a mixture of multivariate normal densities is considered. The extension of spectral signatures in space and time is discussed.

Quirein, J. A.↗

Polar motion from laser range measurements of GEOS-3

Using two-day arcs of GEOS-3 laser data, simultaneous solutions for pole position components, x sub p and y sub p, and orbit elements have been obtained for the period spanning 3 February to 6 March 1976 using three NASA Goddard Space Flight Center laser stations located near Washington, D.C. (STALAS) and on the islands of Bermuda and Grand Turk. The results are in general agreement with the BIH results. However, because of the locations of the laser sites, the x sub p solution is weaker than the y sub p solution. The x sub p and y sub p estimates were smoothed with a straight line by weighted least squares using the variance associated with the pole estimates as weights in order to reflect the effect of widely different data distributions. The smoothed y sub p differs by one meter with respect to the BIH smoothed values and the smoothed x sub p differs by about two meters. Spectral analysis of the results has identified frequencies associated with the orbital motion indicating the need for further improvements in the model of the physical system.

Schutz, B. E.↗

A Probabilistic Mass Estimation Algorithm for a Novel 7- Channel Capacitive Sample Verification Sensor

A document describes an algorithm created to estimate the mass placed on a sample verification sensor (SVS) designed for lunar or planetary robotic sample return missions. A novel SVS measures the capacitance between a rigid bottom plate and an elastic top membrane in seven locations. As additional sample material (soil and/or small rocks) is placed on the top membrane, the deformation of the membrane increases the capacitance. The mass estimation algorithm addresses both the calibration of each SVS channel, and also addresses how to combine the capacitances read from each of the seven channels into a single mass estimate. The probabilistic approach combines the channels according to the variance observed during the training phase, and provides not only the mass estimate, but also a value for the certainty of the estimate. SVS capacitance data is collected for known masses under a wide variety of possible loading scenarios, though in all cases, the distribution of sample within the canister is expected to be approximately uniform. A capacitance-vs-mass curve is fitted to this data, and is subsequently used to determine the mass estimate for the single channel s capacitance reading during the measurement phase. This results in seven different mass estimates, one for each SVS channel. Moreover, the variance of the calibration data is used to place a Gaussian probability distribution function (pdf) around this mass estimate. To blend these seven estimates, the seven pdfs are combined into a single Gaussian distribution function, providing the final mean and variance of the estimate. This blending technique essentially takes the final estimate as an average of the estimates of the seven channels, weighted by the inverse of the channel s variance.

Wolf, Michael↗

Improving Lidar Turbulence Estimates for Wind Energy

Remote sensing devices (e.g., lidars) are quickly becoming a cost-effective and reliable alternative to meteorological towers for wind energy applications. Although lidars can measure mean wind speeds accurately, these devices measure different values of turbulence intensity (TI) than an instrument on a tower. In response to these issues, a lidar TI error reduction model was recently developed for commercially available lidars. The TI error model first applies physics-based corrections to the lidar measurements, then uses machine-learning techniques to further reduce errors in lidar TI estimates. The model was tested at two sites in the Southern Plains where vertically profiling lidars were collocated with meteorological towers. Results indicate that the model works well under stable conditions but cannot fully mitigate the effects of variance contamination under unstable conditions. To understand how variance contamination affects lidar TI estimates, a new set of equations was derived in previous work to characterize the actual variance measured by a lidar. Terms in these equations were quantified using a lidar simulator and modeled wind field, and the new equations were then implemented into the TI error model.

17 WIND ENERGY↗