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At least 91 records · Page 5

Detection of the significant impact of source clustering on higher order statistics with DES Year 3 weak gravitational lensing data

We measure the impact of source galaxy clustering on higher order summary statistics of weak gravitational lensing data. By comparing simulated data with galaxies that either trace or do not trace the underlying density field, we show that this effect can exceed measurement uncertainties for common higher order statistics for certain analysis choices. We evaluate the impact on different weak lensing observables, finding that third moments and wavelet phase harmonics are more affected than peak count statistics. Using Dark Energy Survey (DES) Year 3 (Y3) data, we construct null tests for the source-clustering-free case, finding a p-value of p = 4 × 10 −3 (2.6σ) using third-order map moments and p = 3 × 10 −11 (6.5σ) using wavelet phase harmonics. The impact of source clustering on cosmological inference can be either included in the model or minimized through ad hoc procedures (e.g. scale cuts). We verify that the procedures adopted in existing DES Y3 cosmological analyses were sufficient to render this effect negligible. Failing to account for source clustering can significantly impact cosmological inference from higher order gravitational lensing statistics, e.g. higher order N-point functions, wavelet-moment observables, and deep learning or field-level summary statistics of weak lensing maps.

79 ASTRONOMY AND ASTROPHYSICS↗

A Stochastic Reduced-Order Model for Statistical Microstructure Descriptors Evolution

Integrated computational materials engineering (ICME) models have been a crucial building block for modern materials development, relieving heavy reliance on experiments and significantly accelerating the materials design process. However, ICME models are also computationally expensive, particularly with respect to time integration for dynamics, which hinders the ability to study statistical ensembles and thermodynamic properties of large systems for long time scales. To alleviate the computational bottleneck, we propose to model the evolution of statistical microstructure descriptors as a continuous-time stochastic process using a non-linear Langevin equation, where the probability density function (PDF) of the statistical microstructure descriptors, which are also the quantities of interests (QoIs), is modeled by the Fokker–Planck equation. In this work, we discuss how to calibrate the drift and diffusion terms of the Fokker–Planck equation from the theoretical and computational perspectives. The calibrated Fokker–Planck equation can be used as a stochastic reduced-order model to simulate the microstructure evolution of statistical microstructure descriptors PDF. Considering statistical microstructure descriptors in the microstructure evolution as QoIs, we demonstrate our proposed methodology in three integrated computational materials engineering (ICME) models: kinetic Monte Carlo, phase field, and molecular dynamics simulations.

97 MATHEMATICS AND COMPUTING↗

Significant DBSCAN+: Statistically Robust Density-based Clustering

Cluster detection is important and widely used in a variety of applications, including public health, public safety, transportation, and so on. Given a collection of data points, we aim to detect density-connected spatial clusters with varying geometric shapes and densities, under the constraint that the clusters are statistically significant. The problem is challenging, because many societal applications and domain science studies have low tolerance for spurious results, and clusters may have arbitrary shapes and varying densities. As a classical topic in data mining and learning, a myriad of techniques have been developed to detect clusters with both varying shapes and densities (e.g., density-based, hierarchical, spectral, or deep clustering methods). However, the vast majority of these techniques do not consider statistical rigor and are susceptible to detecting spurious clusters formed as a result of natural randomness. On the other hand, scan statistic approaches explicitly control the rate of spurious results, but they typically assume a single “hotspot” of over-density and many rely on further assumptions such as a tessellated input space. To unite the strengths of both lines of work, we propose a statistically robust formulation of a multi-scale DBSCAN, namely Significant DBSCAN+, to identify significant clusters that are density connected. As we will show, incorporation of statistical rigor is a powerful mechanism that allows the new Significant DBSCAN+ to outperform state-of-the-art clustering techniques in various scenarios. We also propose computational enhancements to speed-up the proposed approach. Experiment results show that Significant DBSCAN+ can simultaneously improve the success rate of true cluster detection (e.g., 10–20% increases in absolute F1 scores) and substantially reduce the rate of spurious results (e.g., from thousands/hundreds of spurious detections to none or just a few across 100 datasets), and the acceleration methods can improve the efficiency for both clustered and non-clustered data.

Computer Science↗

Extreme-value statistics in nonlinear optics

We show that, although nonlinear optics may give rise to a vast multitude of statistics, all these statistics converge, in their extreme-value limit, to one of a few universal extreme-value statistics. Specifically, in the class of polynomial nonlinearities, such as those found in the Kerr effect, weak-field harmonic generation, and multiphoton ionization, the statistics of the nonlinear-optical output converges, in the extreme-value limit, to the exponentially tailed, Gumbel distribution. Exponentially growing nonlinear signals, on the other hand, such as those induced by parametric instabilities and stimulated scattering, are shown to reach their extreme-value limits in the class of the Fréchet statistics, giving rise to extreme-value distributions (EVDs) with heavy, manifestly nonexponential tails, thus favoring extreme-event outcomes and rogue-wave buildup.

Zheltikov, Aleksei M. (ORCID:0000000291380576)↗

Does a Free Electron Laser Exhibit Non-Standard Statistics? [Slides and Report]

The originally proposed work under this award sought to develop a theoretical basis for previous experimental observations in free-electron laser (FEL) physics involving certain non-classical effects in the light produced by these devices. A sound and valid theoretical interpretation of these experiments would represent a transformational understanding of free-electron lasers, and of electron-photon interactions in general. The specific objective of the completed work, as described in the attached progress report by Jeongwan Park, was to perform a detailed analysis of an experiment by Chen and Madey (Physical Review Letters; volume 86 number 26, 2001) concerning the purported sub-Poissonian photon statistics in an FEL. Since that published work contradicted FEL theory as presently understood, the purpose of the work under the present subcontract was to obtain a better understanding of the quantum nature of the FEL, to investigate the possibility of theoretical and experimental evidence for the non-standard photon statistics of the FEL, and to critically examine the experimental evidence through a re-evaluation of the data analysis of Chen and Madey. The results of this study showed that there were numerous experimental conditions under which the observed photon statistics could be explained by combining both the photon clustering property and the dead-time effect, and consequently, that the observed photon statistics in the Chen-Madey experiment did not require sub-Poissonian photon statistics for their explanation.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Entropy and its Relationship with Statistics

The purpose of our report is to discuss the notion of entropy and its relationship with statistics. Our goal is to provide a manner in which you can think about entropy, its central role within information theory and relationship with statistics. We review various relationships between information theory and statistics—nearly all are well-known but unfortunately are often not recognized. Entropy quantities the "average amount of surprise" in a random variable and lies at the heart of information theory, which studies the transmission, processing, extraction, and utilization of information. For us, data is information. What is the distinction between information theory and statistics? Information theorists work with probability distributions. Instead, statisticians work with samples. In so many words, information theory using samples is the practice of statistics.

97 MATHEMATICS AND COMPUTING↗

On the Statistical Uncertainty of Monte Carlo-Calculated Scattering Sensitivities

Sensitivity coefficients calculated with Monte Carlo codes are widely used for nuclear data uncertainty quantification in the modeling and simulation of complex 3D reactor systems. This study systematically compares sensitivity coefficients and associated statistical uncertainties for the multiplication factor and fuel temperature reactivity across multiple Monte Carlo codes (SCALE/KENO, SCALE/Shift, MCNP, and Serpent) using simple models representing light-water reactors and advanced reactor concepts. For multiplication factor sensitivities, statistical uncertainties are generally acceptable, although scattering sensitivities show significantly larger statistical uncertainties than, for example, fission and capture reactions. Fuel temperature reactivity sensitivities show significantly larger statistical uncertainties across all reactions. Elastic scattering sensitivities are the most problematic: all Monte Carlo codes fail to resolve energy-dependent coefficients, and they produce dramatically different energy-collapsed values. Critically, the use of these sensitivity coefficients in nuclear data uncertainty propagation leads to reduced statistical uncertainties in individual uncertainty contributions. This can lead to the masking of unusable sensitivity coefficients and producing misleading uncertainty results. The findings of this study show that new or enhanced methods are needed to improve Monte Carlo elastic scattering sensitivity calculations. Additionally, this study shows the relevance of verifying sensitivity coefficients through direct perturbation calculations for individual nuclide reactions, instead of only for total cross sections as commonly done.

Bostelmann, Rike [ORNL] (ORCID:0000000165968088)↗

Statistical modeling of scintillation effects

Scintillation produces fluctuation of the complex envelope of a modulated signal. A useful way to characterize scintillation effects is to describe the signal statistics that result when a CW wave is transmitted through a random medium. Many theoretical treatments describe the signal statistics in a manner identical with the noise theory of Rice. These theories, however, predict Rice statistics only at a very great distance from the perturbing medium, and it has been suspected that generalization to permit the quadrature components of the scattered signal to be partially correlated Gaussian variates might better match the observed signal statistics. Recent tests of signals observed through three types of structured plasma have consistently confirmed this speculation and have revealed a surprising consistency in parameters describing the first-order signal statistics.

Fremouw, E. J.↗

Joint aircraft loading/structure response statistics of time to service crack initiation

A reliability analysis for predicting the statistical distribution of time to fatigue crack initiation for aircraft structures in service is presented. The present analysis utilizes the statistical data of the specimen fatigue tests, the full-scale structure tests, and the statistical dispersion of aircraft service loads. The statistical distribution of the time to fatigue crack initiation of the full-scale structure under laboratory loading spectrum is assumed to be Weibull. The service loads for gust turbulences are modeled as Poisson processes for transport-type aircraft, while the maneuver loads are modeled as compound Poisson processes for fighter and training aircraft. It is found that the statistical distribution of time to fatigue crack initiation for aircraft structures in service is not Weibull and that the prediction on the basis of the Weibull distribution is unconservative, in particular in the early service time.

Yang, J.-N.↗

Statistics of Delta v magnitude for a trajectory correction maneuver containing deterministic and random components

A number of interplanetary missions now being planned involve placing deterministic maneuvers along the flight path to alter the trajectory. Lee and Boain (1973) examined the statistics of trajectory correction maneuver (TCM) magnitude with no deterministic ('bias') component. The Delta v vector magnitude statistics were generated for several values of random Delta v standard deviations using expansions in terms of infinite hypergeometric series. The present investigation uses a different technique (Monte Carlo simulation) to generate Delta v magnitude statistics for a wider selection of random Delta v standard deviations and also extends the analysis to the case of nonzero deterministic Delta v's. These Delta v magnitude statistics are plotted parametrically. The plots are useful in assisting the analyst in quickly answering questions about the statistics of Delta v magnitude for single TCM's consisting of both a deterministic and a random component. The plots provide quick insight into the nature of the Delta v magnitude distribution for the TCM.

Bollman, W. E.↗

Statistical aspects of solar flares

A survey of the statistical properties of 850 H alpha solar flares during 1975 is presented. Comparison of the results found here with those reported elsewhere for different epochs is accomplished. Distributions of rise time, decay time, and duration are given, as are the mean, mode, median, and 90th percentile values. Proportions by selected groupings are also determined. For flares in general, mean values for rise time, decay time, and duration are 5.2 + or - 0.4 min, and 18.1 + or 1.1 min, respectively. Subflares, accounting for nearly 90 percent of the flares, had mean values lower than those found for flares of H alpha importance greater than 1, and the differences are statistically significant. Likewise, flares of bright and normal relative brightness have mean values of decay time and duration that are significantly longer than those computed for faint flares, and mass-motion related flares are significantly longer than non-mass-motion related flares. Seventy-three percent of the mass-motion related flares are categorized as being a two-ribbon flare and/or being accompanied by a high-speed dark filament. Slow rise time flares (rise time greater than 5 min) have a mean value for duration that is significantly longer than that computed for fast rise time flares, and long-lived duration flares (duration greater than 18 min) have a mean value for rise time that is significantly longer than that computed for short-lived duration flares, suggesting a positive linear relationship between rise time and duration for flares. Monthly occurrence rates for flares in general and by group are found to be linearly related in a positive sense to monthly sunspot number. Statistical testing reveals the association between sunspot number and numbers of flares to be significant at the 95 percent level of confidence, and the t statistic for slope is significant at greater than 99 percent level of confidence. Dependent upon the specific fit, between 58 percent and 94 percent of the variation can be accounted for with the linear fits. A statistically significant Northern Hemisphere flare excess (P less than 1 percent) was found, as was a Western Hemisphere excess (P approx 3 percent). Subflares were more prolific within 45 deg of central meridian (P less than 1 percent), while flares of H alpha importance or = 1 were more prolific near the limbs greater than 45 deg from central meridian; P approx 2 percent). Two-ribbon flares were more frequent within 45 deg of central meridian (P less than 1 percent). Slow rise time flares occurred more frequently in the western hemisphere (P approx 2 percent), as did short-lived duration flares (P approx 9 percent), but fast rise time flares were not preferentially distributed (in terms of east-west or limb-disk). Long-lived duration flares occurred more often within 45 deg 0 central meridian (P approx 7 percent). Mean durations for subflares and flares of H alpha importance or + 1, found within 45 deg of central meridian, are 14 percent and 70 percent, respectively, longer than those found for flares closer to the limb. As compared to flares occurring near cycle maximum, the flares of 1975 (near solar minimum) have mean values of rise time, decay time, and duration that are significantly shorter. A flare near solar maximum, on average, is about 1.6 times longer than one occurring near solar minimum.

Wilson, Robert M.↗

NASA thesaurus combined file postings statistics

The NASA Thesaurus Combined File Postings Statistics is published semiannually (January and July). This alphabetical listing of postable subject terms contained in the NASA Thesaurus is used to display the number of postings (documents) indexed by each subject term from 1968 to date. The postings totals per item are separated by announcement of other media into STAR, IAA, COSMIC, and OTHER, columnar entries covering the NASA document collection (1968 to date). This is a cumulative publication, and except for special cases, no reference is needed to previous issuances. Retention of the January 1992 issue could be helpful for book information. With the July 1992 issue, NALNET book statistics have been replaced by COSMIC statistics for NASA funded software. File postings statistics for the Alternate Data Base covering NASA collection from 1962 through 1967 were published on a one-time basis in September 1975. Subject terms for the Alternate Data Base are derived from the subject Authority List, reprinted 1985, which is available upon request. The distribution of 19,697,748 postings among the 17,446 NASA Thesaurus terms is tabulated on the last page of the NASA Thesaurus Combined File Postings Statistics.

Source record↗

Detector noise statistics in the non-linear regime

The statistical behavior of an idealized linear detector in the presence of threshold and saturation levels is examined. It is assumed that the noise is governed by the statistical fluctuations in the number of photons emitted by the source during an exposure. Since physical detectors cannot have infinite dynamic range, our model illustrates that all devices have non-linear regimes, particularly at high count rates. The primary effect is a decrease in the statistical variance about the mean signal due to a portion of the expected noise distribution being removed via clipping. Higher order statistical moments are also examined, in particular, skewness and kurtosis. In principle, the expected distortion in the detector noise characteristics can be calibrated using flatfield observations with count rates matched to the observations. For this purpose, some basic statistical methods that utilize Fourier analysis techniques are described.

Shopbell, P. L.↗

Comments on the statistical analysis of excess variance in the COBE differential microwave radiometer maps

Cosmic anisotrophy produces an excess variance sq sigma(sub sky) in the Delta maps produced by the Differential Microwave Radiometer (DMR) on cosmic background explorer (COBE) that is over and above the instrument noise. After smoothing to an effective resolution of 10 deg, this excess sigma(sub sky)(10 deg), provides an estimate for the amplitude of the primordial density perturbation power spectrum with a cosmic uncertainty of only 12%. We employ detailed Monte Carlo techniques to express the amplitude derived from this statistic in terms of the universal root mean square (rms) quadrupole amplitude, (Q sq/RMS)(exp 0.5). The effects of monopole and dipole subtraction and the non-Gaussian shape of the DMR beam cause the derived (Q sq/RMS)(exp 0.5) to be 5%-10% larger than would be derived using simplified analytic approximations. We also investigate the properties of two other map statistics: the actual quadrupole and the Boughn-Cottingham statistic. Both the sigma(sub sky)(10 deg) statistic and the Boughn-Cottingham statistic are consistent with the (Q sq/RMS)(exp 0.5) = 17 +/- 5 micro K reported by Smoot et al. (1992) and Wright et al. (1992).

Wright, E. L.↗

Statistical uncertainties in temperature diagnostics for hot coronal plasma using the ASCA SIS

Statistical uncertainties in determining the temperatures of hot (0.5-10 keV) coronal plasmas are investigated. The statistical presicion of various spectral temperature diagnostics is established by analyzing synthetic ASCA solid-state imaging spectrometer (SIS) CCD spectra. The diagnostics considered are the ratio of hydrogen-like to helium-like line complexes of Z greater than or = 14 elements, line-free portions of the continuum, and the entire spectrum. While fits to the entire spectrum yield the highest statistical precision, it is argued that fits to the line-free continuum are less susceptible to atomic data uncertainties but lead to a modest increase in statistical uncertainty over full spectral fits. Temperatures deduced from line ratios can have similar accuracy, but only over a narrow range of temperatures. Convenient estimates of statistical accuracies for the various temperature diagnostics are provided which may be used in planning ASCA SIS observations.

Swartz, Douglas A.↗

Parameter estimation techniques based on optimizing goodness-of-fit statistics for structural reliability

New methods are presented that utilize the optimization of goodness-of-fit statistics in order to estimate Weibull parameters from failure data. It is assumed that the underlying population is characterized by a three-parameter Weibull distribution. Goodness-of-fit tests are based on the empirical distribution function (EDF). The EDF is a step function, calculated using failure data, and represents an approximation of the cumulative distribution function for the underlying population. Statistics (such as the Kolmogorov-Smirnov statistic and the Anderson-Darling statistic) measure the discrepancy between the EDF and the cumulative distribution function (CDF). These statistics are minimized with respect to the three Weibull parameters. Due to nonlinearities encountered in the minimization process, Powell's numerical optimization procedure is applied to obtain the optimum value of the EDF. Numerical examples show the applicability of these new estimation methods. The results are compared to the estimates obtained with Cooper's nonlinear regression algorithm.

Starlinger, Alois↗

A Stochastic Model of Space-Time Variability of Mesoscale Rainfall: Statistics of Spatial Averages

A characteristic feature of rainfall statistics is that they depend on the space and time scales over which rain data are averaged. A previously developed spectral model of rain statistics that is designed to capture this property, predicts power law scaling behavior for the second moment statistics of area-averaged rain rate on the averaging length scale L as L right arrow 0. In the present work a more efficient method of estimating the model parameters is presented, and used to fit the model to the statistics of area-averaged rain rate derived from gridded radar precipitation data from TOGA COARE. Statistical properties of the data and the model predictions are compared over a wide range of averaging scales. An extension of the spectral model scaling relations to describe the dependence of the average fraction of grid boxes within an area containing nonzero rain (the "rainy area fraction") on the grid scale L is also explored.

Kundu, Prasun K.↗

Statistical Methodologies to Integrate Experimental and Computational Research

Development of advanced algorithms for simulating engine flow paths requires the integration of fundamental experiments with the validation of enhanced mathematical models. In this paper, we provide an overview of statistical methods to strategically and efficiently conduct experiments and computational model refinement. Moreover, the integration of experimental and computational research efforts is emphasized. With a statistical engineering perspective, scientific and engineering expertise is combined with statistical sciences to gain deeper insights into experimental phenomenon and code development performance; supporting the overall research objectives. The particular statistical methods discussed are design of experiments, response surface methodology, and uncertainty analysis and planning. Their application is illustrated with a coaxial free jet experiment and a turbulence model refinement investigation. Our goal is to provide an overview, focusing on concepts rather than practice, to demonstrate the benefits of using statistical methods in research and development, thereby encouraging their broader and more systematic application.

Parker, P. A.↗