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NASA NTRS1992

Detecting change as it occurs

Traditionally climate changes have been detected from long series of observations and long after they have happened. Our 'inverse sequential' procedure, for detecting change as soon as it occurs, describes the existing or most recent data by their frequency distribution. Its parameter(s) are estimated both from the existing set of observations and from the same set augmented by 1,2,....j new observations. Individual-value probability products ('likelihoods') are used to form ratios which yield two probabilities for erroneously accepting the existing parameter(s) as valid for the augmented data set, and vice versa. A genuine parameter change is signaled when these probabilities (or a more stable compound probability) show a progressive decrease. New parameter values can then be estimated from the new observations alone using standard statistical techniques. The inverse sequential procedure will be illustrated for global annual mean temperatures (assumed normally distributed), and for annual numbers of North Atlantic hurricanes (assumed to represent Poisson distributions). The procedure was developed, but not yet tested, for linear or exponential trends, and for chi-squared means or degrees of freedom, a special measure of autocorrelation.

Radok, Uwe↗

NASA NTRS2012

Blocking Losses With a Photon Counter

It was not known how to assess accurately losses in a communications link due to photodetector blocking, a phenomenon wherein a detector is rendered inactive for a short time after the detection of a photon. When used to detect a communications signal, blocking leads to losses relative to an ideal detector, which may be measured as a reduction in the communications rate for a given received signal power, or an increase in the signal power required to support the same communications rate. This work involved characterizing blocking losses for single detectors and arrays of detectors. Blocking may be mitigated by spreading the signal intensity over an array of detectors, reducing the count rate on any one detector. A simple approximation was made to the blocking loss as a function of the probability that a detector is unblocked at a given time, essentially treating the blocking probability as a scaling of the detection efficiency. An exact statistical characterization was derived for a single detector, and an approximation for multiple detectors. This allowed derivation of several accurate approximations to the loss. Methods were also derived to account for a rise time in recovery, and non-uniform illumination due to diffraction and atmospheric distortion of the phase front. It was assumed that the communications signal is intensity modulated and received by an array of photon-counting photodetectors. For the purpose of this analysis, it was assumed that the detectors are ideal, in that they produce a signal that allows one to reproduce the arrival times of electrons, produced either as photoelectrons or from dark noise, exactly. For single detectors, the performance of the maximum-likelihood (ML) receiver in blocking is illustrated, as well as a maximum-count (MC) receiver, that, when receiving a pulse-position-modulated (PPM) signal, selects the symbol corresponding to the slot with the largest electron count. Whereas the MC receiver saturates at high count rates, the ML receiver may not. The loss in capacity, symbol-error-rate (SER), and count-rate were numerically computed. It was shown that the capacity and symbol-error-rate losses track, whereas the count-rate loss does not generally reflect the SER or capacity loss, as the slot-statistics at the detector output are no longer Poisson. It is also shown that the MC receiver loss may be accurately predicted for dead times on the order of a slot.

Moision, Burce E.↗

DOE OSTI2019

Exact and efficient hybrid Monte Carlo algorithm for accelerated Bayesian inference of gene expression models from snapshots of single-cell transcripts

Single cells exhibit a significant amount of variability in transcript levels, which arises from slow, stochastic transitions between gene expression states. Elucidating the nature of these states and understanding how transition rates are affected by different regulatory mechanisms require state-of-the-art methods to infer underlying models of gene expression from single cell data. A Bayesian approach to statistical inference is the most suitable method for model selection and uncertainty quantification of kinetic parameters using small data sets. However, this approach is impractical because current algorithms are too slow to handle typical models of gene expression. To solve this problem, we first show that time-dependent mRNA distributions of discrete-state models of gene expression are dynamic Poisson mixtures, whose mixing kernels are characterized by a piecewise deterministic Markov process. Here, we combined this analytical result with a kinetic Monte Carlo algorithm to create a hybrid numerical method that accelerates the calculation of time-dependent mRNA distributions by 1000-fold compared to current methods. We then integrated the hybrid algorithm into an existing Monte Carlo sampler to estimate the Bayesian posterior distribution of many different, competing models in a reasonable amount of time. We demonstrate that kinetic parameters can be reasonably constrained for modestly sampled data sets if the model is known a priori. If there are many competing models, Bayesian evidence can rigorously quantify the likelihood of a model relative to other models from the data. We demonstrate that Bayesian evidence selects the true model and outperforms approximate metrics typically used for model selection.

59 BASIC BIOLOGICAL SCIENCES↗

DOE OSTI2025

Multiple Changepoint Detection for Non‐Gaussian Time Series

ABSTRACT This article combines methods from existing techniques to identify multiple changepoints in non‐Gaussian autocorrelated time series. A transformation is used to convert a Gaussian series into a non‐Gaussian series, enabling penalized likelihood methods to handle non‐Gaussian scenarios. When the marginal distribution of the data is continuous, the methods essentially reduce to the change of variables formula for probability densities. When the marginal distribution is count‐oriented, Hermite expansions and particle filtering techniques are used to quantify the scenario. Simulations demonstrating the efficacy of the methods are given and two data sets are analyzed: 1) the proportion of home runs hit by Major League Baseball batters from 1920 to 2023 and 2) a six‐dimensional series of tropical cyclone counts from the Earth's basins of generation from 1980 to 2023. In the first series, beta marginal distributions are used to describe the proportions; in the second, Poisson marginal distributions seem appropriate.

Lund, Robert [Department of Statistics University ↗

NASA NTRS2008

Application of an Elongated Kelvin Model to Space Shuttle Foams

Spray-on foam insulation is applied to the exterior of the Space Shuttle s External Tank to limit propellant boil-off and to prevent ice formation. The Space Shuttle foams are rigid closed-cell polyurethane foams. The two foams used most extensively on the Space Shuttle External Tank are BX-265 and NCFI24-124. Since the catastrophic loss of the Space Shuttle Columbia, numerous studies have been conducted to mitigate the likelihood and the severity of foam shedding during the Shuttle s ascent to space. Due to the foaming and rising process, the foam microstructures are elongated in the rise direction. As a result, these two foams exhibit a non-isotropic mechanical behavior. In this paper, a detailed microstructural characterization of the two foams is presented. The key features of the foam cells are summarized and the average cell dimensions in the two foams are compared. Experimental studies to measure the room temperature mechanical response of the two foams in the two principal material directions (parallel to the rise and perpendicular to the rise) are also reported. The measured elastic modulus, proportional limit stress, ultimate tensile stress and the Poisson s ratios for the two foams are compared. The generalized elongated Kelvin foam model previously developed by the authors is reviewed and the equations which result from this model are presented. The resulting equations show that the ratio of the elastic modulus in the rise direction to that in the perpendicular-to-rise direction as well as the ratio of the strengths in the two material directions is only a function of the microstructural dimensions. Using the measured microstructural dimensions and the measured stiffness ratio, the foam tensile strength ratio and Poisson s ratios are predicted for both foams. The predicted tensile strength ratio is in close agreement with the measured strength ratios for both BX-265 and NCFI24-124. The comparison between the predicted Poisson s ratios and the measured values is not as favorable.

Sullivan, Roy M.↗