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At least 73 records · Page 4

Practical Probabilistic Programming

Recent advances in probabilistic programming languages (PPLs) have provided the capability for exact inference: computing a closed-form probability distribution for a given probabilistic program. In particular, the new language Roulette uses a language oriented programming (LOP) approach, wherein analysts build new programming languages on top of a set of primitives provided by Roulette, which then translates these structures into a weighted model counting problem which can be solved by automated reasoning tools. However, because Roulette provides few convenience features, developing these new languages is challenging even for expert users. We developed a standard library of common probability functions for Roulette with the goal of improved usability. This included approximation of continuous probability density functions using discrete probability mass functions. We demonstrated this approach by modeling a cosmic ray striking a RAM controller. We found that Roulette provides a powerful interface for highly expressive probabilistic programs to be generated. In collaboration with the NNSA Advanced Simulation and Computing program, which resulted in development of a tool called Circulette, we were able to model complex circuits expressed in Verilog using probabilistic programs with an expressivity not previously possible. Our research question that motivated the development of a Roulette standard library was to determine whether non-experts could use a PPL to model relevant problems regarding radiation effects on microelectronics. This standard library improved the expressivity of Roulette by implementing common probability density functions, mathematical operators on distributions, and support for empirical distributions. While Roulette is a powerful modeling language, the untyped, LOP approach makes error messages difficult to understand and requires expert aid. We recommend further research on Roulette, especially with its error messages, to enable improved usability. At the same time, this project demonstrated that for users familiar with Roulette and the LOP approach, Roulette provides powerful new capabilities that can be integrated with other Sandia modeling capabilities.

97 MATHEMATICS AND COMPUTING↗

Simulations of Spray Reacting Flows in a Single Element LDI Injector With and Without Invoking an Eulerian Scalar PDF Method

This paper presents the numerical simulations of the Jet-A spray reacting flow in a single element lean direct injection (LDI) injector by using the National Combustion Code (NCC) with and without invoking the Eulerian scalar probability density function (PDF) method. The flow field is calculated by using the Reynolds averaged Navier-Stokes equations (RANS and URANS) with nonlinear turbulence models, and when the scalar PDF method is invoked, the energy and compositions or species mass fractions are calculated by solving the equation of an ensemble averaged density-weighted fine-grained probability density function that is referred to here as the averaged probability density function (APDF). A nonlinear model for closing the convection term of the scalar APDF equation is used in the presented simulations and will be briefly described. Detailed comparisons between the results and available experimental data are carried out. Some positive findings of invoking the Eulerian scalar PDF method in both improving the simulation quality and reducing the computing cost are observed.

Shih, Tsan-Hsing↗

Fault isolation and fault-tolerant control for Takagi-Sugeno fuzzy time-varying delay stochastic distribution systems

A fault isolation, estimation, and fault-tolerant control (FTC) scheme for nonlinear time-varying delay stochastic distribution control systems was presented in this paper. The Takagi-Sugeno fuzzy model was adopted to approach the nonlinear dynamics of time-varying delay systems. According to the output equivalence principle and Laplace transformation, an augmented state vector was given to solve the time-varying delay problem. When multiple actuator faults and interference occur simultaneously, fault detection, isolation and fault estimation was designed to obtained the fault information. To decouple faults and obtain the value and location information of the fault, the system was separated into two parts through the designed multiple conversion matrices, in which one subsystem was only affected by one actuator fault. This has simplified the design of fault isolation and estimation. A adaptive observer for fault estimation was given. Then, fault information such as the time, location, and size was determined. The observer gain matrices were calculated using linear matrix inequality (LMI). When a fault was detected and diagnosed, a FTC algorithm was devised using the proportional-integral control scheme to compensate the fault as much as possible. It has been shown that even if multiple faults actuator occurred simultaneously, the FTC controller still ensured the output probability density function of the system traced the desired probability density function when a fault occurred. Finally, the expected results were obtained through the simulation example, which confirmed the effectiveness of the method.

42 ENGINEERING↗

Optimized Vertex Method and Hybrid Reliability

A method of calculating the fuzzy response of a system is presented. This method, called the Optimized Vertex Method (OVM), is based upon the vertex method but requires considerably fewer function evaluations. The method is demonstrated by calculating the response membership function of strain-energy release rate for a bonded joint with a crack. The possibility of failure of the bonded joint was determined over a range of loads. After completing the possibilistic analysis, the possibilistic (fuzzy) membership functions were transformed to probability density functions and the probability of failure of the bonded joint was calculated. This approach is called a possibility-based hybrid reliability assessment. The possibility and probability of failure are presented and compared to a Monte Carlo Simulation (MCS) of the bonded joint.

Smith, Steven A.↗

Optimum quantizations

Optimum quantization, which minimizes mean square or peak error for constant number of quanta, based on probability density function of continuous variable

ERROR↗

First-passage problems: A probabilistic dynamic analysis for degraded structures

Structures subjected to random excitations with uncertain system parameters degraded by surrounding environments (a random time history) are studied. Methods are developed to determine the statistics of dynamic responses, such as the time-varying mean, the standard deviation, the autocorrelation functions, and the joint probability density function of any response and its derivative. Moreover, the first-passage problems with deterministic and stationary/evolutionary random barriers are evaluated. The time-varying (joint) mean crossing rate and the probability density function of the first-passage time for various random barriers are derived.

Shiao, Michael C.↗

A Discussion on Uncertainty Representation and Interpretation in Model-Based Prognostics Algorithms based on Kalman Filter Estimation Applied to Prognostics of Electronics Components

This article discusses several aspects of uncertainty representation and management for model-based prognostics methodologies based on our experience with Kalman Filters when applied to prognostics for electronics components. In particular, it explores the implications of modeling remaining useful life prediction as a stochastic process and how it relates to uncertainty representation, management, and the role of prognostics in decision-making. A distinction between the interpretations of estimated remaining useful life probability density function and the true remaining useful life probability density function is explained and a cautionary argument is provided against mixing interpretations for the two while considering prognostics in making critical decisions.

Celaya, Jose R.↗

Probabilities and statistics for backscatter estimates obtained by a scatterometer with applications to new scatterometer design data

The values of the Normalized Radar Backscattering Cross Section (NRCS), sigma (o), obtained by a scatterometer are random variables whose variance is a known function of the expected value. The probability density function can be obtained from the normal distribution. Models for the expected value obtain it as a function of the properties of the waves on the ocean and the winds that generated the waves. Point estimates of the expected value were found from various statistics given the parameters that define the probability density function for each value. Random intervals were derived with a preassigned probability of containing that value. A statistical test to determine whether or not successive values of sigma (o) are truly independent was derived. The maximum likelihood estimates for wind speed and direction were found, given a model for backscatter as a function of the properties of the waves on the ocean. These estimates are biased as a result of the terms in the equation that involve natural logarithms, and calculations of the point estimates of the maximum likelihood values are used to show that the contributions of the logarithmic terms are negligible and that the terms can be omitted.

Pierson, Willard J., Jr.↗

Off-line data analysis and data reduction from digitally controlled random test systems.

This paper discusses the merits of employing the new computer-controlled random environment control systems for fast and efficient large-scale data analysis when they are not being used for test control. Hardware and software requirements are stated. Several of the more familiar frequency functions are defined from the Fourier coefficients, the main product of the Fourier processors used in these control systems. Another function, the probability density function, is defined and suggestions for its application are made. An analysis example is presented. Some programming tips are listed, and the accuracy and reliability of frequency analysis measurements are considered.

Chapman, C. P.↗

New results on mean time-to-first-slip for a first-order loop

Approximate results are derived from a new expression for the mean time-to-first-slip for a first-order loop with arbitrary periodic equivalent phase detector characteristic in the presence of frequency detuning. They are accurate for loop signal-to-noise ratios greater than 3 dB or less than 0 dB. The approximations found serve to provide insight into the mean first slip time dependence on the shape of the equivalent phase detector characteristic and the frequency detuning, and dependence on loop parameters. The new expression itself is also of theoretical interest, since it allows one to explicitly express the stationary phase error probability density function and probability current in terms of the mean first slip time. This sheds further light on the interconnections between the conventional modulo-2 pi approach and the renewal theory approach to the Fokker-Planck method. Extensions to nonperiodic equivalent phase detector characteristics are also considered.

Chie, C. M.↗

Distributions of Particles Accelerated by Strong Alfvénic Turbulence

This work presents a model for generating nonthermal power-law tails of particles’ energy probability density functions in turbulent collisionless plasmas, applicable to both nonrelativistic and relativistic scenarios. We propose that strong Alfvénic turbulence energizes plasma particles through curvature acceleration, particularly for particles with Larmor radii comparable to the scales of turbulence. When the energy density of the energized particles increases, the efficiency of the energy exchange process diminishes. As a result, the acceleration process saturates, leading to power-law distributions of particle momentum and energy. In the nonrelativistic case, the momentum probability density function scales as f(p)dp ∝ p −3 dp, while in the ultrarelativistic case, the energy probability density function scales as f(γ)dγ ∝ γ −3 dγ, where γ is the Lorentz factor. This model provides a unified framework for understanding particle acceleration in both energy regimes, complementing existing analytical approaches. The predicted scalings are consistent with available observations of energetic ion distributions in the heliosphere and with the findings from numerical simulations of ultrarelativistic particle acceleration in magnetically dominated plasma turbulence.

Alfven waves↗

A comparative study of nonparametric methods for pattern recognition

The applied research discussed in this report determines and compares the correct classification percentage of the nonparametric sign test, Wilcoxon's signed rank test, and K-class classifier with the performance of the Bayes classifier. The performance is determined for data which have Gaussian, Laplacian and Rayleigh probability density functions. The correct classification percentage is shown graphically for differences in modes and/or means of the probability density functions for four, eight and sixteen samples. The K-class classifier performed very well with respect to the other classifiers used. Since the K-class classifier is a nonparametric technique, it usually performed better than the Bayes classifier which assumes the data to be Gaussian even though it may not be. The K-class classifier has the advantage over the Bayes in that it works well with non-Gaussian data without having to determine the probability density function of the data. It should be noted that the data in this experiment was always unimodal.

Hahn, S. F.↗

Probability function of breaking-limited surface elevation

The effect of wave breaking on the probability function of surface elevation is examined. The surface elevation limited by wave breaking zeta sub b(t) is first related to the original wave elevation zeta(t) and its second derivative. An approximate, second-order, nonlinear, non-Gaussian model for zeta(t) of arbitrary but moderate bandwidth is presented, and an expression for the probability density function zeta sub b(t) is derived. The results show clearly that the effect of wave breaking on the probability density function of surface elevation is to introduce a secondary hump on the positive side of the probability density function, a phenomenon also observed in wind wave tank experiments.

Tung, C. C.↗

Bragg-cell receiver study

Bragg-cell receivers are employed in specialized Electronic Warfare (EW) applications for the measurement of frequency. Bragg-cell receiver characteristics are fully characterized for simple RF emitter signals. This receiver is early in its development cycle when compared to the IFM receiver. Functional mathematical models are derived and presented in this report for the Bragg-cell receiver. Theoretical analysis is presented and digital computer signal processing results are presented for the Bragg-cell receiver. Probability density function analysis are performed for output frequency. Probability density function distributions are observed to depart from assumed distributions for wideband and complex RF signals. This analysis is significant for high resolution and fine grain EW Bragg-cell receiver systems.

Wilson, Lonnie A.↗

Estimation of vegetation cover at subpixel resolution using LANDSAT data

The present report summarizes the various approaches relevant to estimating canopy cover at subpixel resolution. The approaches are based on physical models of radiative transfer in non-homogeneous canopies and on empirical methods. The effects of vegetation shadows and topography are examined. Simple versions of the model are tested, using the Taos, New Mexico Study Area database. Emphasis has been placed on using relatively simple models requiring only one or two bands. Although most methods require some degree of ground truth, a two-band method is investigated whereby the percent cover can be estimated without ground truth by examining the limits of the data space. Future work is proposed which will incorporate additional surface parameters into the canopy cover algorithm, such as topography, leaf area, or shadows. The method involves deriving a probability density function for the percent canopy cover based on the joint probability density function of the observed radiances.

Jasinski, Michael F.↗

Estimation of proportions in mixed pixels through their region characterization

A region of mixed pixels can be characterized through the probability density function of proportions of classes in the pixels. Using information from the spectral vectors of a given set of pixels from the mixed pixel region, expressions are developed for obtaining the maximum likelihood estimates of the parameters of probability density functions of proportions. The proportions of classes in the mixed pixels can then be estimated. If the mixed pixels contain objects of two classes, the computation can be reduced by transforming the spectral vectors using a transformation matrix that simultaneously diagonalizes the covariance matrices of the two classes. If the proportions of the classes of a set of mixed pixels from the region are given, then expressions are developed for obtaining the estmates of the parameters of the probability density function of the proportions of mixed pixels. Development of these expressions is based on the criterion of the minimum sum of squares of errors. Experimental results from the processing of remotely sensed agricultural multispectral imagery data are presented.

Chittineni, C. B.↗