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At least 55 records · Page 3

Role of the doubly stochastic Neyman type-A and Thomas counting distributions in photon detection

The sums of Meyman type-A and Thomas random variables are shown to retain their form under the constant multiplication parameter constraint. The conditions under which the two random variables converge in distribution to the fixed multiplicative Poisson, and to the Gaussian, are presented. It is shown that the latter result is important, in that it provides a solution to likelihood-ratio detection, estimation and discrimination problems in the presence of many kinds of signal and noise. Among the explicit applications presented are: (1) the photon-counter scintillation detection of nuclear particles when particle flux is low, (2) the photon-counting detection of weak optical signals in the presence of ionizing radiation, and (3) the design of a star-scanner spacecraft guidance system adequate for hostile space environments.

Teich, M. C.↗

The Atacama Cosmology Telescope: Likelihood for Small-Scale CMB Data

The Atacama Cosmology Telescope has measured the angular power spectra of microwave fluctuations to arcminute scales at frequencies of 148 and 218 GHz, from three seasons of data. At small scales the fluctuations in the primordial Cosmic Microwave Background (CMB) become increasingly obscured by extragalactic foregounds and secondary CMB signals. We present results from a nine-parameter model describing these secondary effects, including the thermal and kinematic Sunyaev-Zel'dovich (tSZ and kSZ) power; the clustered and Poisson-like power from Cosmic Infrared Background (CIB) sources, and their frequency scaling; the tSZ-CIB correlation coefficient; the extragalactic radio source power; and thermal dust emission from Galactic cirrus in two different regions of the sky. In order to extract cosmological parameters, we describe a likelihood function for the ACT data, fitting this model to the multi-frequency spectra in the multipole range 500 < l < 10000. We extend the likelihood to include spectra from the South Pole Telescope at frequencies of 95, 150, and 220 GHz. Accounting for different radio source levels and Galactic cirrus emission, the same model provides an excellent fit to both datasets simultaneously, with χ2/dof= 675/697 for ACT, and 96/107 for SPT. We then use the multi-frequency likelihood to estimate the CMB power spectrum from ACT in bandpowers, marginalizing over the secondary parameters. This provides a simplified 'CMB-only' likelihood in the range 500 < l < 3500 for use in cosmological parameter estimation

Cosmology↗

Large deviations of ionic currents in dilute electrolytes

Here, we evaluate the exponentially rare fluctuations of the ionic current for a dilute electrolyte by means of macroscopic fluctuation theory. We consider the fluctuating hydrodynamics of a fluid electrolyte described by a stochastic Poisson–Nernst–Planck equation. We derive the Euler–Lagrange equations that dictate the optimal concentration profiles of ions conditioned on exhibiting a given current, whose form determines the likelihood of that current in the long-time limit. For a symmetric electrolyte under small applied voltages, number density fluctuations are small, and ionic current fluctuations are Gaussian with a variance determined by the Nernst–Einstein conductivity. Under large applied potentials, the ionic current distribution is generically non-Gaussian. Its structure is constrained thermodynamically by Gallavotti–Cohen symmetry and the thermodynamic uncertainty principle.

Farhadi, Jafar [University of California, Berkeley↗

Experimental Validation of Pulse Phase Tracking for X-Ray Pulsar Based

Pulsars are a form of variable celestial source that have shown to be usable as aids for autonomous, deep space navigation. Particularly those sources emitting in the X-ray band are ideal for navigation due to smaller detector sizes. In this paper X-ray photons arriving from a pulsar are modeled as a non-homogeneous Poisson process. The method of pulse phase tracking is then investigated as a technique to measure the radial distance traveled by a spacecraft over an observation interval. A maximum-likelihood phase estimator (MLE) is used for the case where the observed frequency signal is constant. For the varying signal frequency case, an algorithm is used in which the observation window is broken up into smaller blocks over which an MLE is used. The outputs of this phase estimation process were then looped through a digital phase-locked loop (DPLL) in order to reduce the errors and produce estimates of the doppler frequency. These phase tracking algorithms were tested both in a computer simulation environment and using the NASA Goddard Space flight Center X-ray Navigation Laboratory Testbed (GXLT). This provided an experimental validation with photons being emitted by a modulated X-ray source and detected by a silicon-drift detector. Models of the Crab pulsar and the pulsar B1821-24 were used in order to generate test scenarios. Three different simulated detector trajectories were used to be tracked by the phase tracking algorithm: a stationary case, one with constant velocity, and one with constant acceleration. All three were performed in one-dimension along the line of sight to the pulsar. The first two had a constant signal frequency and the third had a time varying frequency. All of the constant frequency cases were processed using the MLE, and it was shown that they tracked the initial phase within 0.15% for the simulations and 2.5% in the experiments, based on an average of ten runs. The MLE-DPLL cascade version of the phase tracking algorithm was used in the varying frequency case. This resulted in tracking of the phase and frequency by the DPLL outputs in both the simulation and experimental environments. The crab pulsar was experimentally tested with a trajectory with a higher acceleration. In this case the phase error tended toward zero as the observation extended to 250 seconds and the doppler frequency error tended to zero in under 100 seconds.

Experimental↗

An Estimate of the Likelihood for a Climatically Significant Volcanic Eruption Within the Present Decade (2000-2009)

Since 1750, the number of cataclysmic volcanic eruptions (i.e., those having a volcanic explosivity index, or VEI, equal to 4 or larger) per decade is found to span 2-11, with 96% located in the tropics and extra-tropical Northern Hemisphere, A two-point moving average of the time series has higher values since the 1860s than before, measuring 8.00 in the 1910s (the highest value) and measuring 6.50 in the 1980s, the highest since the 18 1 0s' peak. On the basis of the usual behavior of the first difference of the two-point moving averages, one infers that the two-point moving average for the 1990s will measure about 6.50 +/- 1.00, implying that about 7 +/- 4 cataclysmic volcanic eruptions should be expected during the present decade (2000-2009). Because cataclysmic volcanic eruptions (especially, those having VEI equal to 5 or larger) nearly always have been associated with episodes of short-term global cooling, the occurrence of even one could ameliorate the effects of global warming. Poisson probability distributions reveal that the probability of one or more VEI equal to 4 or larger events occurring within the next ten years is >99%, while it is about 49% for VEI equal to 5 or larger events and 18% for VEI equal to 6 or larger events. Hence, the likelihood that a, climatically significant volcanic eruption will occur within the next 10 years appears reasonably high.

Wilson, Robert M.↗

Ptychographic phase retrieval by proximal algorithms

We derive a set of ptychography phase-retrieval iterative engines based on proximal algorithms originally developed in convex optimization theory, and discuss their connections with existing ones. The use of proximal operator creates a simple frame work that allows us to incorporate the effect of noise from a maximum-likelihood (ML) principle. We focus on three particular algorithms, namely proximal minimization, alternating direction method of multiplier and accelerated proximal gradient (APG). We benchmark their performance with numerical simulations, and discuss their optimal conditions for convergence and accuracy. An experimental dataset is used to demonstrate their effectiveness as well, in which case an array of cubic Au nanoparticles with a size of 50 nm is imaged. We show that with the presence of Poisson noise, a dataset with photon counts up to 10 4 at one detector pixel already requires ML-based methods to achieve a stable convergence. Among the three algorithms derived in this work, APG method is reported first time for its application in ptychographic reconstruction and shows superior performance in terms of both accuracy and convergence rate with a noisy dataset.

36 MATERIALS SCIENCE↗

A Bayesian approach to parameter and reliability estimation in the Poisson distribution.

For life testing procedures, a Bayesian analysis is developed with respect to a random intensity parameter in the Poisson distribution. Bayes estimators are derived for the Poisson parameter and the reliability function based on uniform and gamma prior distributions of that parameter. A Monte Carlo procedure is implemented to make possible an empirical mean-squared error comparison between Bayes and existing minimum variance unbiased, as well as maximum likelihood, estimators. As expected, the Bayes estimators have mean-squared errors that are appreciably smaller than those of the other two.

Canavos, G. C.↗

Density reconstruction in convergent high-energy-density systems using x-ray radiography and Bayesian inference

X-ray radiography is a technique frequently used to diagnose convergent high-energy-density (HED) systems, such as inertial confinement fusion implosion, and provides unique information that is not available through self-emission measurements. In this work, we investigate the scope and limits of that information using a radiography simulation combined with the Bayesian inference workflow. The accuracy of density reconstruction from simulated radiographs of spherical implosions driven with 27 kJ laser energy is assessed, including the increase or decrease in accuracy due to the addition of Lagrangian marker layers, Poisson noise, and improved prior information. This work is the first to present the full uncertainty distributions inferred from radiography analysis in HED systems and demonstrates the importance of constructing the full posterior probability density, as opposed to a point estimate, due to the modal structure of the likelihood surface introduced by typical experimental noise sources. This general methodology can be used both for robust analysis of radiographic data and for an improved design of radiography experiments by modeling the full experimental system.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗

Near-Efficient and Non-Asymptotic Multiway Inference

We establish non-asymptotic efficiency guarantees for tensor decomposition–based inference in count data models. Under a Poisson framework, we consider two related goals: (i) parametric inference , the estimation of the full distributional parameter tensor, and (ii) multiway analysis , the recovery of its canonical polyadic (CP) decomposition factors. Our main result shows that in the rank-one setting, a rank-constrained maximum-likelihood estimator achieves multiway analysis with variance matching the Cramér–Rao Lower Bound (CRLB) up to absolute constants and logarithmic factors. This provides a general framework for studying “near-efficient” multiway estimators in finite-sample settings. For higher ranks, we illustrate that our multiway estimator may not attain the CRLB; nevertheless, CP-based parametric inference remains nearly minimax optimal, with error bounds that improve on prior work by offering more favorable dependence on the CP rank. Numerical experiments corroborate near-efficiency in the rank-one case and highlight the efficiency gap in higher-rank scenarios.

97 MATHEMATICS AND COMPUTING↗

Universal Decoder for PPM of any Order

A recently developed algorithm for demodulation and decoding of a pulse-position- modulation (PPM) signal is suitable as a basis for designing a single hardware decoding apparatus to be capable of handling any PPM order. Hence, this algorithm offers advantages of greater flexibility and lower cost, in comparison with prior such algorithms, which necessitate the use of a distinct hardware implementation for each PPM order. In addition, in comparison with the prior algorithms, the present algorithm entails less complexity in decoding at large orders. An unavoidably lengthy presentation of background information, including definitions of terms, is prerequisite to a meaningful summary of this development. As an aid to understanding, the figure illustrates the relevant processes of coding, modulation, propagation, demodulation, and decoding. An M-ary PPM signal has M time slots per symbol period. A pulse (signifying 1) is transmitted during one of the time slots; no pulse (signifying 0) is transmitted during the other time slots. The information intended to be conveyed from the transmitting end to the receiving end of a radio or optical communication channel is a K-bit vector u. This vector is encoded by an (N,K) binary error-correcting code, producing an N-bit vector a. In turn, the vector a is subdivided into blocks of m = log2(M) bits and each such block is mapped to an M-ary PPM symbol. The resultant coding/modulation scheme can be regarded as equivalent to a nonlinear binary code. The binary vector of PPM symbols, x is transmitted over a Poisson channel, such that there is obtained, at the receiver, a Poisson-distributed photon count characterized by a mean background count nb during no-pulse time slots and a mean signal-plus-background count of ns+nb during a pulse time slot. In the receiver, demodulation of the signal is effected in an iterative soft decoding process that involves consideration of relationships among photon counts and conditional likelihoods of m-bit vectors of coded bits. Inasmuch as the likelihoods of all the m-bit vectors of coded bits mapping to the same PPM symbol are correlated, the best performance is obtained when the joint mbit conditional likelihoods are utilized. Unfortunately, the complexity of decoding, measured in the number of operations per bit, grows exponentially with m, and can thus become prohibitively expensive for large PPM orders. For a system required to handle multiple PPM orders, the cost is even higher because it is necessary to have separate decoding hardware for each order. This concludes the prerequisite background information. In the present algorithm, the decoding process as described above is modified by, among other things, introduction of an lbit marginalizer sub-algorithm. The term "l-bit marginalizer" signifies that instead of m-bit conditional likelihoods, the decoder computes l-bit conditional likelihoods, where l is fixed. Fixing l, regardless of the value of m, makes it possible to use a single hardware implementation for any PPM order. One could minimize the decoding complexity and obtain an especially simple design by fixing l at 1, but this would entail some loss of performance. An intermediate solution is to fix l at some value, greater than 1, that may be less than or greater than m. This solution makes it possible to obtain the desired flexibility to handle any PPM order while compromising between complexity and loss of performance.

Moision, Bruce E.↗

Chaos and regularity of radionuclides with maximum likelihood estimation method

Abstract In this study, we considered the fluctuation properties of some energy levels of even and odd mass radionuclides, which are used in complex phenomena. Different sequences are prepared by using all the available experimental data and analyzed by using the maximum likelihood estimation technique to get the chaoticity parameter of Abul-magd distribution. The dependence of chaoticity degrees of different radionuclides to their mass regions, their decay modes, and also their physical half-lives are studied. Our results show more chaotic behavior of odd-mass radionuclides in comparison with even–even mass and also the most Poisson-like behavior for even–even mass in the A > 150 mass region. The results offer the most regular behavior for long-lived, even mass radionuclides in comparison to other categories of half-lives. Also, we got an obvious difference between the chaoticity degrees for nuclei which undergo β + decay in comparison with radionuclides which show electron capture mode.

Physics↗

On the uncertainty in single molecule fluorescent lifetime and energy emission measurements

Time-correlated single photon counting has recently been combined with mode-locked picosecond pulsed excitation to measure the fluorescent lifetimes and energy emissions of single molecules in a flow stream. Maximum likelihood (ML) and least square methods agree and are optimal when the number of detected photons is large however, in single molecule fluorescence experiments the number of detected photons can be less than 20, 67% of those can be noise and the detection time is restricted to 10 nanoseconds. Under the assumption that the photon signal and background noise are two independent inhomogeneous poisson processes, we derive the exact joint arrival time probably density of the photons collected in a single counting experiment performed in the presence of background noise. The model obviates the need to bin experimental data for analysis, and makes it possible to analyze formally the effect of background noise on the photon detection experiment using both ML or Bayesian methods. For both methods we derive the joint and marginal probability densities of the fluorescent lifetime and fluorescent emission. the ML and Bayesian methods are compared in an analysis of simulated single molecule fluorescence experiments of Rhodamine 110 using different combinations of expected background nose and expected fluorescence emission. While both the ML or Bayesian procedures perform well for analyzing fluorescence emissions, the Bayesian methods provide more realistic measures of uncertainty in the fluorescent lifetimes. The Bayesian methods would be especially useful for measuring uncertainty in fluorescent lifetime estimates in current single molecule flow stream experiments where the expected fluorescence emission is low. Both the ML and Bayesian algorithms can be automated for applications in molecular biology.

Brown, Emery N.↗

On the Uncertainty in Single Molecule Fluorescent Lifetime and Energy Emission Measurements

Time-correlated single photon counting has recently been combined with mode-locked picosecond pulsed excitation to measure the fluorescent lifetimes and energy emissions of single molecules in a flow stream. Maximum likelihood (ML) and least squares methods agree and are optimal when the number of detected photons is large, however, in single molecule fluorescence experiments the number of detected photons can be less than 20, 67 percent of those can be noise, and the detection time is restricted to 10 nanoseconds. Under the assumption that the photon signal and background noise are two independent inhomogeneous Poisson processes, we derive the exact joint arrival time probability density of the photons collected in a single counting experiment performed in the presence of background noise. The model obviates the need to bin experimental data for analysis, and makes it possible to analyze formally the effect of background noise on the photon detection experiment using both ML or Bayesian methods. For both methods we derive the joint and marginal probability densities of the fluorescent lifetime and fluorescent emission. The ML and Bayesian methods are compared in an analysis of simulated single molecule fluorescence experiments of Rhodamine 110 using different combinations of expected background noise and expected fluorescence emission. While both the ML or Bayesian procedures perform well for analyzing fluorescence emissions, the Bayesian methods provide more realistic measures of uncertainty in the fluorescent lifetimes. The Bayesian methods would be especially useful for measuring uncertainty in fluorescent lifetime estimates in current single molecule flow stream experiments where the expected fluorescence emission is low. Both the ML and Bayesian algorithms can be automated for applications in molecular biology.

Brown, Emery N.↗

Modeling longitudinal INMA(1) with COM–Poisson innovation under non-stationarity: application to medical data

This paper introduces an observation-driven (OD) longitudinal integer-valued moving average model of order 1 (INMA(1)) with COM–Poisson innovations under non-stationary moment conditions. This new longitudinal model provides lot of practical flexibility in terms of modeling a wide range of over-, under-dispersion and any mixed level of dispersion. In this set-up, the model parameters of primary interest consist of the regression and dispersion effects while the serial autocorrelation parameters are treated as nuisance. A robust Generalized Quasi-Likelihood approach is formulated to estimate the different set of parameters. The performance of the estimating algorithm is assessed via Monte Carlo experiments under various combination of the serial and dispersion values and is compared with the existing adaptive generalized method of moments. Application to two medical data: epileptic seizures and polyposis counts are also illustrated.

97 MATHEMATICS AND COMPUTING↗

An assessment of the risk arising from electrical effects associated with the release of carbon fibers from general aviation aircraft fires

A Poisson type model was developed and exercised to estimate the risk of economic losses through 1993 due to potential electric effects of carbon fibers released from United States general aviation aircraft in the aftermath of a fire. Of the expected 354 annual general aviation aircraft accidents with fire projected for 1993, approximately 88 could involve carbon fibers. The average annual loss was estimated to be about $250 (1977 dollars) and the likelihood of exceeding $107,000 (1977 dollars) in annual loss in any one year was estimated to be at most one in ten thousand.

Rosenfield, D.↗

An empirical Bayes approach for the Poisson life distribution.

A smooth empirical Bayes estimator is derived for the intensity parameter (hazard rate) in the Poisson distribution as used in life testing. The reliability function is also estimated either by using the empirical Bayes estimate of the parameter, or by obtaining the expectation of the reliability function. The behavior of the empirical Bayes procedure is studied through Monte Carlo simulation in which estimates of mean-squared errors of the empirical Bayes estimators are compared with those of conventional estimators such as minimum variance unbiased or maximum likelihood. Results indicate a significant reduction in mean-squared error of the empirical Bayes estimators over the conventional variety.

Canavos, G. C.↗

Inverse sequential procedures for the monitoring of time series

Climate changes traditionally have been detected from long series of observations and long after they happened. The 'inverse sequential' monitoring procedure is designed to detect changes as soon as they occur. Frequency distribution parameters are estimated both from the most recent existing set of observations and from the same set augmented by 1,2,...j new observations. Individual-value probability products ('likelihoods') are then calculated which yield probabilities for erroneously accepting the existing parameter(s) as valid for the augmented data set and vice versa. A parameter change is signaled when these probabilities (or a more convenient and robust compound 'no change' probability) show a progressive decrease. New parameters are then estimated from the new observations alone to restart the procedure. The detailed algebra is developed and tested for Gaussian means and variances, Poisson and chi-square means, and linear or exponential trends; a comprehensive and interactive Fortran program is provided in the appendix.

Radok, Uwe↗

Elastic moduli reduction in SiC-SiC tubular specimen after high heat flux neutron irradiation measured by resonant ultrasound spectroscopy

The initial results of a post-irradiation examination study conducted on a SiC-SiC tubular specimen irradiated under a high radial heat flux are presented herein. The elastic properties of the specimen were evaluated before and after the irradiation using the resonant ultrasound spectroscopy (RUS) technique. The composite tubular specimen was considered as an orthotropic elastic with nine elastic constants (Young's moduli, shear moduli and Poisson's ratios—three components of each) for representing its full elastic deformation behavior. All the elastic moduli decreased after irradiation; the reduction was as high as 35% in one of the moduli. The significant decrease in the moduli indicates the presence of microcracks. The results from a computational study show significant stress development in the specimen due to irradiation, primarily caused by differential swelling across the thickness of the specimen. The evaluated stresses exceed the proportional limit stress of the material, indicating the likelihood of matrix microcracking, and thus corroborating the results obtained from RUS. X-ray Computed Tomography (XCT) study confirmed the presence of cracks in the irradiated specimen. These cracks occurred at the inner region of the specimen and propagated in axial and hoop directions. Finally, these XCT results are in agreement with the RUS results and stress distribution results from the computational study.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗