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At least 811 records · Page 45

Expected Power-Utility Maximization Under Incomplete Information and with Cox-Process Observations

We consider the problem of maximization of expected terminal power utility (risk sensitive criterion). The underlying market model is a regime-switching diffusion model where the regime is determined by an unobservable factor process forming a finite state Markov process. The main novelty is due to the fact that prices are observed and the portfolio is rebalanced only at random times corresponding to a Cox process where the intensity is driven by the unobserved Markovian factor process as well. This leads to a more realistic modeling for many practical situations, like in markets with liquidity restrictions; on the other hand it considerably complicates the problem to the point that traditional methodologies cannot be directly applied. The approach presented here is specific to the power-utility. For log-utilities a different approach is presented in Fujimoto et al. (Preprint, 2012).

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Low-Dose Chest Computed Tomography for Lung Cancer Screening Among Hodgkin Lymphoma Survivors: A Cost-Effectiveness Analysis

Purpose: Hodgkin lymphoma (HL) survivors face an increased risk of treatment-related lung cancer. Screening with low-dose computed tomography (LDCT) may allow detection of early stage, resectable cancers. We developed a Markov decision-analytic and cost-effectiveness model to estimate the merits of annual LDCT screening among HL survivors. Methods and Materials: Population databases and HL-specific literature informed key model parameters, including lung cancer rates and stage distribution, cause-specific survival estimates, and utilities. Relative risks accounted for radiation therapy (RT) technique, smoking status (>10 pack-years or current smokers vs not), age at HL diagnosis, time from HL treatment, and excess radiation from LDCTs. LDCT assumptions, including expected stage-shift, false-positive rates, and likely additional workup were derived from the National Lung Screening Trial and preliminary results from an internal phase 2 protocol that performed annual LDCTs in 53 HL survivors. We assumed a 3% discount rate and a willingness-to-pay (WTP) threshold of $50,000 per quality-adjusted life year (QALY). Results: Annual LDCT screening was cost effective for all smokers. A male smoker treated with mantle RT at age 25 achieved maximum QALYs by initiating screening 12 years post-HL, with a life expectancy benefit of 2.1 months and an incremental cost of $34,841/QALY. Among nonsmokers, annual screening produced a QALY benefit in some cases, but the incremental cost was not below the WTP threshold for any patient subsets. As age at HL diagnosis increased, earlier initiation of screening improved outcomes. Sensitivity analyses revealed that the model was most sensitive to the lung cancer incidence and mortality rates and expected stage-shift from screening. Conclusions: HL survivors are an important high-risk population that may benefit from screening, especially those treated in the past with large radiation fields including mantle or involved-field RT. Screening may be cost effective for all smokers but possibly not for nonsmokers despite a small life expectancy benefit.

62 RADIOLOGY AND NUCLEAR MEDICINE↗

Environment-assisted non-Markovian speedup dynamics control

For the damped Jaynes–Cummings model in the weak system–environment coupling regime, a scheme to manipulate the non-Markovian dynamics has been previously proposed in the controllable environment. We here mainly focus on the two-Lorentzian model and the band-gap model, which are composed by adding a new Lorentzian spectrum to the original single-Lorentzian spectrum. By manipulating the parameters of the new added Lorentzian spectrum, i.e., changing the weights of the two Lorentzians, and tuning the spectral width of the new second Lorentzian, the dynamical crossover from Markovian to non-Markovian is achieved in the weak system–environment coupling regime. In addition, according to the controllable non-Markovian dynamics behavior, the roles of the parameters of the environment on the speedup evolution of the system are discussed.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Uncertainty quantification of mass models using ensemble Bayesian model averaging

Developments in the description of the masses of atomic nuclei have led to various nuclear mass models that provide predictions for masses across the whole chart of nuclides. These mass models play an important role in understanding the synthesis of heavy elements in the rapid neutron capture ( r ) process. However, it is still a challenging task to estimate the size of uncertainty associated with the predictions of each mass model. In this work, a method called ensemble Bayesian model averaging (EBMA) is introduced to quantify the uncertainty of one-neutron separation energies (S 1 n ) which are directly relevant in the calculations of r -process observables. Here, this Bayesian method provides a natural way to perform model averaging, selection, and uncertainty quantification, by combining the mass models as a mixture of normal distributions whose parameters are optimized against the experimental data, employing the Markov chain Monte Carlo method using the no-u-turn sampler. The EBMA model optimized with all the experimental S 1 n from the AME2003 nuclides are shown to provide reliable uncertainty estimates when tested with the new data in the AME2020.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗

MEASUREMENT OF GALAXY CLUSTER INTEGRATED COMPTONIZATION AND MASS SCALING RELATIONS WITH THE SOUTH POLE TELESCOPE

We describe a method for measuring the integrated Comptonization (Y {sub SZ}) of clusters of galaxies from measurements of the Sunyaev-Zel'dovich (SZ) effect in multiple frequency bands and use this method to characterize a sample of galaxy clusters detected in the South Pole Telescope (SPT) data. We use a Markov Chain Monte Carlo method to fit a β-model source profile and integrate Y {sub SZ} within an angular aperture on the sky. In simulated observations of an SPT-like survey that include cosmic microwave background anisotropy, point sources, and atmospheric and instrumental noise at typical SPT-SZ survey levels, we show that we can accurately recover β-model parameters for inputted clusters. We measure Y {sub SZ} for simulated semi-analytic clusters and find that Y {sub SZ} is most accurately determined in an angular aperture comparable to the SPT beam size. We demonstrate the utility of this method to measure Y {sub SZ} and to constrain mass scaling relations using X-ray mass estimates for a sample of 18 galaxy clusters from the SPT-SZ survey. Measuring Y {sub SZ} within a 0.'75 radius aperture, we find an intrinsic log-normal scatter of 21% ± 11% in Y {sub SZ} at a fixed mass. Measuring Y {sub SZ} within a 0.3 Mpc projected radius (equivalent to 0.'75 at the survey median redshift z = 0.6), we find a scatter of 26% ± 9%. Prior to this study, the SPT observable found to have the lowest scatter with mass was cluster detection significance. We demonstrate, from both simulations and SPT observed clusters that Y {sub SZ} measured within an aperture comparable to the SPT beam size is equivalent, in terms of scatter with cluster mass, to SPT cluster detection significance.

79 ASTRONOMY AND ASTROPHYSICS↗

High-Performance Accelerator Modeling: Toward Improving Controls and Diagnostics for High-Brightness Beams in Experiment

One of the main charges of beam physics is to improve the overall beam quality delivered to experiments and applications, which is generally quantified by the beam brightness. High brightness beams have numerous applications, including x-ray free electron lasers and ultrafast electron diffraction (UED). To these ends, this thesis details efforts to use high-performance models --- high-fidelity models that execute quickly --- for controls and diagnostics. To demonstrate the generality of these techniques, this thesis focuses on three of the most successful photoinjector designs currently used worldwide: the UCLA/SLAC/BNL-type high-gradient S-band gun, the continuous-wave high-repetition rate VHF APEX gun and the L-band DESY-PITZ-type gun. Work will be shown from Pegasus (UCLA), HiRES (LBNL) and FAST (FNAL).Specifically, data-driven models for online virtual diagnostics are presented, in this case, in the context of UED at HiRES, leading to a temporal resolution improvement. Methods for improving the fidelity of physics-based models are discussed, with examples at HiRES, Pegasus and FAST. Markov-chain Monte Carlo analysis is applied to match simulations, in the context of photocathode studies at HiRES and Pegasus. Lastly, the augmentation of online model-based predictions with model-independent optimization is explored in a fluctuating environment at Pegasus and HiRES. A central theme of this dissertation is working with parameter fluctuations when modeling an accelerator beamline. Long-term drifts and shot-to-shot jitter exist in every accelerator to a varying degree and therefore play an important role in every chapter of this dissertation. This thesis attempts to address the issues associated with these fluctuations when trying to develop faithful model representations of the system.

43 PARTICLE ACCELERATORS↗

Towards an exact theory of linear absorbance and circular dichroism of pigment-protein complexes: Importance of non-secular contributions

A challenge for the theory of optical spectra of pigment-protein complexes is the equal strength of the pigment-pigment and the pigment-protein couplings. Treating both on an equal footing so far can only be managed by numerically costly approaches. Here, we exploit recent results on a normal mode analysis derived spectral density that revealed the dominance of the diagonal matrix elements of the exciton-vibrational coupling in the exciton state representation. We use a cumulant expansion technique that treats the diagonal parts exactly, includes an infinite summation of the off-diagonal parts in secular and Markov approximations, and provides a systematic perturbative way to include non-secular and non-Markov corrections. The theory is applied to a model dimer and to chlorophyll (Chl) a and Chl b homodimers of the reconstituted water-soluble chlorophyll-binding protein (WSCP) from cauliflower. The model calculations reveal that the non-secular/non-Markov effects redistribute oscillator strength from the strong to the weak exciton transition in absorbance and they diminish the rotational strength of the exciton transitions in circular dichroism. The magnitude of these corrections is in a few percent range of the overall signal, providing a quantitative explanation of the success of time-local convolution-less density matrix theory applied earlier. A close examination of the optical spectra of Chl a and Chl b homodimers in WSCP suggests that the opening angle between Q{sub y} transition dipole moments in Chl b homodimers is larger by about 9{sup ∘} than for Chl a homodimers for which a crystal structure of a related WSCP complex exists. It remains to be investigated whether this change is due to a different mutual geometry of the pigments or due to the different electronic structures of Chl a and Chl b.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Large deviations in stochastic heat-conduction processes provide a gradient-flow structure for heat conduction

We consider three one-dimensional continuous-time Markov processes on a lattice, each of which models the conduction of heat: the family of Brownian Energy Processes with parameter m (BEP(m)), a Generalized Brownian Energy Process, and the Kipnis-Marchioro-Presutti (KMP) process. The hydrodynamic limit of each of these three processes is a parabolic equation, the linear heat equation in the case of the BEP(m) and the KMP, and a nonlinear heat equation for the Generalized Brownian Energy Process with parameter a (GBEP(a)). We prove the hydrodynamic limit rigorously for the BEP(m), and give a formal derivation for the GBEP(a). We then formally derive the pathwise large-deviation rate functional for the empirical measure of the three processes. These rate functionals imply gradient-flow structures for the limiting linear and nonlinear heat equations. We contrast these gradient-flow structures with those for processes describing the diffusion of mass, most importantly the class of Wasserstein gradient-flow systems. The linear and nonlinear heat-equation gradient-flow structures are each driven by entropy terms of the form -log ρ; they involve dissipation or mobility terms of order ρ² for the linear heat equation, and a nonlinear function of ρ for the nonlinear heat equation.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Modeling Phase-Aligned Gamma-Ray and Radio Millisecond Pulsar Light Curves

Since the discovery of the first eight gamma-ray millisecond pulsars (MSPs) by the Fermi Large Area Telescope, this population has been steadily expanding. Four of the more recent detections, PSR J00340534, PSR J1939+2134 (B1937+21; the first MSP ever discovered), PSR J1959+2048 (B1957+20; the first discovery of a black widow system), and PSR J2214+3000, exhibit a phenomenon not present in the original discoveries: nearly phase-aligned radio and gamma-ray light curves (LCs). To account for the phase alignment, we explore models where both the radio and gamma-ray emission originate either in the outer magnetosphere near the light cylinder or near the polar caps. Using a Markov Chain Monte Carlo technique to search for best-fit model parameters, we obtain reasonable LC fits for the first three of these MSPs in the context of altitude-limited outer gap (alOG) and two-pole caustic (alTPC) geometries (for both gamma-ray and radio emission). These models differ from the standard outer gap (OG)/two-pole caustic (TPC) models in two respects: the radio emission originates in caustics at relatively high altitudes compared to the usual conal radio beams, and we allow both the minimum and maximum altitudes of the gamma-ray and radio emission regions to vary within a limited range (excluding the minimum gamma-ray altitude of the alTPC model, which is kept constant at the stellar radius, and that of the alOG model, which is set to the position-dependent null charge surface altitude). Alternatively, phase-aligned solutions also exist for emission originating near the stellar surface in a slot gap scenario (low-altitude slot gap (laSG) models). We find that the alTPC models provide slightly better LC fits than the alOG models, and both of these give better fits than the laSG models (for the limited range of parameters considered in the case of the laSG models). Thus, our fits imply that the phase-aligned LCs are likely of caustic origin, produced in the outer magnetosphere, and that the radio emission for these pulsars may come from close to the light cylinder. In addition, we were able to constrain the minimum and maximum emission altitudes with typical uncertainties of 30% of the light cylinder radius. Our results therefore describe a third gamma-ray MSP subclass, in addition to the two previously found by Venter et al.: those with LCs fit by standard OG/TPC models and those with LCs fit by pair-starved polar cap models.

Venter, C.↗

Arctic Cloud‐Base Ice Precipitation Properties Retrieved Using Bayesian Inference

Abstract Cloud‐climate feedbacks are still the greatest source of uncertainty in current climate projections. Arctic clouds, which are predominantly stratiform and supercooled, often long‐lived, and nearly continuously precipitate ice particles, contribute roughly 10% of the uncertainty attributed to the global cloud feedback. This Arctic cloud uncertainty is driven by incomplete observational and theoretical knowledge required to estimate and explain the state and active processes occurring in those clouds. A focus on ice precipitation properties at Arctic cloud base rather than the surface deconfounds the product of cloud condensate sink processes from the influence of the atmospheric thermodynamic state below cloud base, rendering cloud‐base properties a more appealing target for inference and evaluation of model simulations. Here I describe an inverse model for the estimation of cloud base ice precipitation properties over Utqiagvik, North Slope of Alaska, using the synthesis of ground‐based radar and lidar measurements. By leveraging a Markov Chain Monte Carlo algorithm as the core of the inverse model, a wide range of particle size distributions are sampled, and different combinations of ice habit models are examined, both of which are typically fixed in other retrieval methods. Results show intriguing links between different cloud base thermodynamic and ice precipitation properties. Apparent ice number concentration enhancements at temperatures of −5 and −15°C suggest possible secondary ice production (SIP). The analysis alludes to an overestimation of SIP occurrence and intensity, especially in studies relying only on radar or lidar measurements. Finally, reflectivity‐dependent ice precipitation rate and ice water content parameterizations are presented.

54 ENVIRONMENTAL SCIENCES↗

Determination of the Cosmic Distance Scale from Sunyaev-Zel'dovich Effect and Chandra X-ray Measurements of High Redshift Galaxy Clusters

We determine the distance to 38 clusters of galaxies in the redshift range 0.14 less than or equal to z less than or equal to 0.89 using X-ray data from Chandra and Sunyaev-Zeldovich Effect data from the Owens Valley Radio Observatory and the Berkeley-Illinois-Maryland Association interferometric arrays. The cluster plasma and dark matter distributions are analyzed using a hydrostatic equilibrium model that accounts for radial variations in density, temperature and abundance, and, the statistical and systematic errors of this method are quantified. The analysis is performed via a Markov chain Monte Carlo technique that provides simultaneous estimation of all model parameters. W

Bonamente, Massimiliano↗

Towards a Theory of Sampled-Data Piecewise-Deterministic Markov Processes

The analysis and design of practical control systems requires that stochastic models be employed. Analysis and design tools have been developed, for example, for Markovian jump linear continuous and discrete-time systems, piecewise-deterministic processes (PDP's), and general stochastic hybrid systems (GSHS's). These model classes have been used in many applications, including fault tolerant control and networked control systems. This paper presents initial results on the analysis of a sampled-data PDP representation of a nonlinear sampled-data system with a jump linear controller. In particular, it is shown that the state of the sampled-data PDP satisfies the strong Markov property. In addition, a relation between the invariant measures of a sampled-data system driven by a stochastic process and its associated discrete-time representation are presented. As an application, when the plant is linear with no external input, a sufficient testable condition for the convergence in distribution to the invariant delta Dirac measure is given.

Herencia-Zapana, Heber↗

An anomaly detection framework for dynamic systems using a Bayesian hierarchical framework

Complex systems are susceptible to many types of anomalies, faults, and abnormal behavior caused by a variety of off-nominal conditions that may ultimately result in major failures or catastrophic events. Early and accurate detection of these anomalies using system inputs and outputs collected from sensors and smart devices has become a challenging problem and an active area of research in many application domains. In this article, we present a new Bayesian hierarchical framework that is able to model the relationship between system inputs (sensor measurements) and outputs (response variables) without imposing strong distributional/parametric assumptions while using only a subset of training samples and sensor attributes. Then, an optimal cost-sensitive anomaly detection framework is proposed to determine whether a sample is an anomalous one taking into consideration the trade-off between misclassification errors and detection rates. The model can be used for both supervised and unsupervised settings depending on the availability of data regarding the behavior of the system under anomaly conditions. The unsupervised model is particularly useful when it is prohibitive to identify in advance the anomalies that a system may present and where no data are available regarding the behavior of the system under anomaly conditions. A Bayesian hierarchical setting is used to structure the proposed framework and help with accommodating uncertainty, imposing interpretability, and controlling the sparsity and complexity of the proposed anomaly detection framework. A Markov chain Monte Carlo algorithm is also developed for model training using past data. Furthermore, the numerical experiments conducted using a simulated data set and a wind turbine data set demonstrate the successful application of the proposed work for system response modeling and anomaly detection.

17 WIND ENERGY↗

Bayesian inference for plasmonic nanometrology

Here, we introduce a Bayesian method for the characterization of plasmonic nanoparticles, which is applicable to both near- and far-field problems. Designed to combine data generated from any photon-plasmon interaction experiment with physically motivated theoretical models, our approach leverages state-of-the-art Markov chain Monte Carlo sampling techniques and returns parameter estimates on nanometric scales. Simulated spectral data sets, describing resonant scattering of photons from ellipsoidal and toroidal nanoparticles, are explored as concrete examples of our approach, with the resulting Bayesian estimates showing excellent agreement with the ground truth, even under conditions of high statistical noise. By incorporating Bayes factors into the method as well, we reveal how model selection can determine which one of competing geometric shapes better explains the observed data. Our comprehensive nanometrology procedure can be tailored to a variety of light-particle interaction models, and its reliance on Bayesian inference furnishes automatic uncertainty quantification. In addition to applicability to a host of plasmonic configurations such as nanoparticle dimers, trimers, and array studies, it is proposed that the presented analysis can be extended to the quantum regime, where nonclassical photon statistics may provide additional insight for inference of scatterer properties.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Optimal inference with chaotic dynamics

Nonlinear mappings that exhibit chaotic, seemingly random, evolution have appeal as models of dynamic systems. Their deterministic evolution, vis-a-vis Markov evolutions, results in much simpler optimal detection and estimation algorithms. The variation of a chaotic parameter (mu) results in diverse evolutions, suggesting a simple but rich source of model variations. For the specific mapping examined, this latter possibility is problematic due to the extreme sensitivity on mu of the evolution in the chaotic regime.

Harger, R. O.↗

Adversarial autoencoder ensemble for fast and probabilistic reconstructions of few-shot photon correlation functions for solid-state quantum emitters

Second-order photon correlation measurements [g (2) (τ) functions] are widely used to classify single-photon emission purity in quantum emitters or to measure the multiexciton quantum yield of emitters that can simultaneously host multiple excitations – such as quantum dots – by evaluating the value of g (2) (τ = 0). Accumulating enough photons to accurately calculate this value is time consuming and could be accelerated by fitting of few-shot photon correlations. Here, we develop an uncertainty-aware, deep adversarial autoencoder ensemble (AAE) that reconstructs noise-free g (2) (τ) functions from noise-dominated, few-shot inputs. The model is trained with simulated g (2) (τ) functions that are facilely generated by Poisson sampling time bins. The AAE reconstructions are performed orders-of-magnitude faster, with reconstruction errors and estimates of g (2) (τ = 0) that are lower in variance and similar in accuracy compared to Maximum likelihood estimation and Levenberg-Marquardt least-squares fitting approaches, for simulated and experimentally measured few-shot g (2) (τ) functions (~100 two-photon events) of InP/ZnS/ZnSe and CdS/CdSe/CdS quantum dots. The deep-ensemble model comprises eight individual autoencoders, allowing for probabilistic reconstructions of noise-free g (2) (τ) functions, and we show that the predicted variance scales inversely with number of shots, with comparable uncertainties to computationally intensive Markov chain Monte Carlo sampling. Furthermore, this work demonstrates the advantage of machine learning models to perform uncertainty-aware, fast, and accurate reconstructions of simple Poisson-distributed photon correlation functions, allowing for on-the-fly reconstructions and accelerated materials characterization of solid-state quantum emitters.

75 CONDENSED MATTER PHYSICS, SUPERCONDUCTIVITY AND↗

mvBayes

SAND2026-16980O mvBayes implements multivariate Bayesian regression using MATLAB and decomposes a multivariate or functional response into components based on a user-specified orthogonal basis. This allows for independent modeling of each component with any chosen univariate Bayesian regression model. This tool includes methods for prediction and visualization, facilitating the evaluation of Bayesian surrogate models through the application of Bayesian theory and Markov Chain Monte Carlo (MCMC) sampling techniques. Sandia National Laboratories is a multimission laboratory managed and operated by National Technology & Engineering Solutions of Sandia, LLC, a wholly owned subsidiary of Honeywell International Inc., for the U.S. Department of Energy’s National Nuclear Security Administration under contract DE-NA0003525.

Tucker, J. Derek [Sandia National Lab. (SNL-CA), L↗