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WE-A-201-02: Modern Statistical Modeling

Chris Marshall: Memorial Introduction Donald Edmonds Herbert Jr., or Don to his colleagues and friends, exemplified the “big tent” vision of medical physics, specializing in Applied Statistics and Dynamical Systems theory. He saw, more clearly than most, that “Making models is the difference between doing science and just fooling around [ref Woodworth, 2004]”. Don developed an interest in chemistry at school by “reading a book” - a recurring theme in his story. He was awarded a Westinghouse Science scholarship and attended the Carnegie Institute of Technology (later Carnegie Mellon University) where his interest turned to physics and led to a BS in Physics after transfer to Northwestern University. After (voluntary) service in the Navy he earned his MS in Physics from the University of Oklahoma, which led him to Johns Hopkins University in Baltimore to pursue a PhD. The early death of his wife led him to take a salaried position in the Physics Department of Colorado College in Colorado Springs so as to better care for their young daughter. There, a chance invitation from Dr. Juan del Regato to teach physics to residents at the Penrose Cancer Hospital introduced him to Medical Physics, and he decided to enter the field. He received his PhD from the University of London (UK) under Prof. Joseph Rotblat, where I first met him, and where he taught himself statistics. He returned to Penrose as a clinical medical physicist, also largely self-taught. In 1975 he formalized an evolving interest in statistical analysis as Professor of Radiology and Head of the Division of Physics and Statistics at the College of Medicine of the University of South Alabama in Mobile, AL where he remained for the rest of his career. He also served as the first Director of their Bio-Statistics and Epidemiology Core Unit working in part on a sickle-cell disease. After retirement he remained active as Professor Emeritus. Don served for several years as a consultant to the Nuclear Regulatory Commission and may be remembered for his critique of the National Academy of Sciences BEIR III report (stating that their methodology “imposes a Delphic quality to the .. risk estimates”.) This led to his appointment as a member of the BEIR V committee. Don presented refresher courses at the AAPM, ASTRO and RSNA meetings and was active in the AAPM as a member or chair of several committees. He was the principal author of AAPM Report 43, which is essentially a critique of established clinical studies prior to 1992. He was co-editor of the Proceedings of many symposia on Time, Dose and Fractionation held in Madison, Wisconsin. He received the AAPM lifetime Achievement award in 2004. Don’s second wife of 46 years, Ann, predeceased him and he is survived by daughters Hillary and Emily, son John and two grandsons. Don was a true gentleman with a unique and erudite writing style illuminated by pithy quotations. If he had a fault it was, perhaps, that he did not realize how much smarter he was than the rest of us. This presentation draws heavily on a biography and video interview in the History and Heritage section of the AAPM website. The quote is his own. Andrzej Niemierko: Statistical modeling plays an essential role in modern medicine for quantitative evaluation of the effect of treatment. This session will feature an overview of statistical modeling techniques used for analyzing the many types of research data and an exploration of recent advances in new statistical modeling methodologies. Learning Objectives: To learn basics of statistical modeling methodology. To discuss statistical models that are frequently used in radiation oncology To discuss advanced modern statistical modeling methods and applications.

60 APPLIED LIFE SCIENCES↗

Statistical ensemble analysis for simulating extrinsic noise-driven response in NF-κB signaling networks

Background: Gene expression profiles and protein dynamics in single cells have a large cell-to-cell variability due to intracellular noise. Intracellular fluctuations originate from two sources: intrinsic noise due to the probabilistic nature of biochemical reactions and extrinsic noise due to randomized interactions of the cell with other cellular systems or its environment. Presently, there is no systematic parameterization and modeling scheme to simulate cellular response at the single cell level in the presence of extrinsic noise. Results: In this paper, we propose a novel statistical ensemble method to simulate the distribution of heterogeneous cellular responses in single cells. We capture the effects of extrinsic noise by randomizing values of the model parameters. In this context, a statistical ensemble is a large number of system replicates, each with randomly sampled model parameters from biologically feasible intervals. We apply this statistical ensemble approach to the well-studied NF-κB signaling system. We predict several characteristic dynamic features of NF-κB response distributions; one of them is the dosage-dependent distribution of the first translocation time of NF-κB. Conclusion: The distributions of heterogeneous cellular responses that our statistical ensemble formulation generates reveal the effect of different cellular conditions, e.g., effects due to wild type versus mutant cells or between different dosages of external stimulants. Distributions generated in the presence of extrinsic noise yield valuable insight into underlying regulatory mechanisms, which are sometimes otherwise hidden.

59 BASIC BIOLOGICAL SCIENCES↗

An Applied Strategy for Using Empirical and Hybrid Models in Online Monitoring

The monitoring of plant equipment for failure prediction is one of the key contributors to operation and maintenance (O&M) costs for a nuclear power plant (NPP) because O&M monitoring depends on labor-intensive activities that are required to meet high equipment reliability standards. These activities rely primarily on humans for information gathering, condition diagnosis, and predictive analysis. Online monitoring aims to automate these activities by relying on sensors to replace human information gathering and machine learning to replace human analysis and decision making. To facilitate automated monitoring, a systematic strategy for anomaly detection is needed to optimally use the available sensor data, empirical models, and physics-supported models. This strategy is essential to provide credible reasoning on why and when an empirical (i.e., purely data-driven) versus hybrid (i.e., physics-supported) approach should be used and to determine the ideal mix of these two approaches for a defined anomaly detection scope. The extant methods usually adopt an ad hoc trial-and-error approach that, in addition to being time-consuming and costly, is also highly subjective; it is impacted by the background and the skill set of the personnel making the decisions. Thus, such an approach cannot guarantee an optimum outcome. This represents the motivation of the current research effort, which is focused on devising a scientifically supported strategy for the optimum selection of anomaly detection methods. This report presents a detailed assessment of the main anomaly detection techniques within the empirical or hybrid method streams. Empirical methods include pattern, statistical, and causal inference. Hybrid methods include the use of physics models to train and test data methods, reduce data dimensionality, reduce data-model complexity, augment data, and reduce empirical uncertainty; hybrid methods also include the use of data to tune physics models. The listed techniques within these two streams represent the vast majority of techniques performed for anomaly detection. Using the techniques as outcomes, a strategy was developed to enable a systematic decision-making process to lead to one of these techniques. The strategy is driven by key decision points related to data relevance, simple modeling feasibility, data inference, physics-modeling value, data dimensionality, physics knowledge, method of validation, performance, data availability and suitability for training and testing, cause-effect, entropy inference, and model fitting. Each of these decision points in the strategy is explained in detail in this report with examples, along with the scientific basis behind the decisions and outcomes in common and simplified terminology. The strategy is developed for use by any NPP staff with basic engineering or science knowledge. A user-friendly graphical state flow diagram was also developed as a visual presentation of the strategy. The strategy was tested and demonstrated through two pilot projects for the application of anomaly detection at an NPP. Each pilot had two use cases: an initial case in which certain decisions were made that resulted in one or more empirical techniques and a revised use case where one or more key decisions were modified resulting in using a set of hybrid methods.

46 INSTRUMENTATION RELATED TO NUCLEAR SCIENCE AND ↗

Global Surface Temperature Change and Uncertainties Since 1861

The objective of this talk is to analyze the warming trend and its uncertainties of the global and hemi-spheric surface temperatures. By the method of statistical optimal averaging scheme, the land surface air temperature and sea surface temperature observational data are used to compute the spatial average annual mean surface air temperature. The optimal averaging method is derived from the minimization of the mean square error between the true and estimated averages and uses the empirical orthogonal functions. The method can accurately estimate the errors of the spatial average due to observational gaps and random measurement errors. In addition, quantified are three independent uncertainty factors: urbanization, change of the in situ observational practices and sea surface temperature data corrections. Based on these uncertainties, the best linear fit to annual global surface temperature gives an increase of 0.61 +/- 0.16 C between 1861 and 2000. This lecture will also touch the topics on the impact of global change on nature and environment. as well as the latest assessment methods for the attributions of global change.

Shen, Samuel S. P.↗

Development of a 95-Year Solar Dataset for Resource Adequacy Studies

Long-term high-resolution solar data provides enhanced understanding of variability of solar generation and enhances our ability to develop strategies for a resilient and reliable electric grid under high deployment of solar energy. Therefore, it is important to develop long-term synthetic datasets that can provide multiple occurrences of various severe weather scenarios that are expected to test the limits of resource adequacy under scenarios contain various energy generation sources. Examples of such scenarios could be long periods of high temperatures when demand for electricity is high or periods where high winds could lead to a shut-down of transmission lines for long periods of time to ensure fire safety. NREL has developed the first version of such a dataset covering a 95-year period covering 2006-2100 at a 4km hourly resolution. This dataset contains all variables necessary to calculate solar generation. During development of this dataset, we focused on creating unbiased, high-resolution solar irradiance through statistical downscaling methods, using Regional Climate Model (RCM) simulations from the North American Coordinated Regional Climate Downscaling Experiment (NA-CORDEX) as input. The National Solar Radiation Database (NSRDB) containing over 25 years of observations was used to calibrate the statistical downscaling models. This presentation will outline the primary steps in developing this dataset, including (1) regridding RCM data to a common grid at 20-km resolution, (2) correcting RCM biases with NSRDB, (3) applying temporal and spatial downscaling methods to generate high-resolution (4-km, hourly) solar and ancillary data. Additionally, we will present an evaluation of the downscaled data against the NSRDB across various zones in the CONUS. Lastly, we will present a user guide for accessing the datasets.

14 SOLAR ENERGY↗

Similarity of the turbulent kinetic energy dissipation rate distribution in the upper mixed layer of the tropical Indian Ocean

Turbulence within the upper ocean mixed layer plays a key role in various physical, biological, and chemical processes. Between September and November 2011, a dataset of 570 vertical profiles of the turbulent kinetic energy (TKE) dissipation rate, as well as conventional hydrological and meteorological data, were collected in the upper layer of the tropical Indian Ocean. These data were used to statistically analyze the vertical distribution of the TKE dissipation rate in the mixed layer. The arithmetic-mean method made the statistical TKE dissipation rate profile more scattered than the median and geometric-mean methods. The statistical TKE dissipation rate were respectively scaled by the surface buoyancy flux and the TKE dissipation rate at the mixed-layer base. It was found that the TKE dissipation rate scaled by that at the mixed-layer base exhibited better similarity characteristics than that scaled by the surface buoyancy flux, whether the stability parameter D/|L MO | was greater or less than 10, indicating that the TKE dissipation rate at the mixed-layer base is a better characteristic scaling parameter for reflecting the intrinsic structure of the TKE dissipation rate in the mixed layer, where D and L MO are respectively the mixed-layer thickness and the Monin-Obukhov length scale. The parameterization of the TKE dissipation rate at the mixed-layer base on the shear-driven dissipation rate and the surface buoyancy flux was further explored. It was found that the TKE dissipation rate at the mixed-layer base could be well fitted by a linear combination of three terms: the wind-shear-driven dissipation rate, the surface buoyancy flux, and a simple nonlinear coupling term of these two.

54 ENVIRONMENTAL SCIENCES↗

From chiral effective field theory to perturbative QCD: A Bayesian model mixing approach to symmetric nuclear matter

Constraining the equation of state (EOS) of strongly interacting, dense matter is the focus of intense experimental, observational, and theoretical effort. Chiral effective field theory (𝜒⁢EFT ) can describe the EOS between the typical densities of nuclei and those in the outer cores of neutron stars, while perturbative QCD (pQCD) can be applied to properties of deconfined quark matter, both with quantified theoretical uncertainties. However, describing the full range of densities in between with a single EOS that has well-quantified uncertainties is a challenging problem. Bayesian multimodel inference from 𝜒⁢EFT and pQCD can help bridge the gap between the two theories. In this work, we introduce a correlated Bayesian model mixing framework that uses a Gaussian process (GP) to assimilate different information into a single QCD EOS for symmetric nuclear matter. The present implementation uses a stationary GP to infer this mixed EOS solely from the EOSs of 𝜒⁢EFT and pQCD while accounting for the truncation errors of each theory. The GP is trained on the pressure as a function of number density in the low- and high-density regions where 𝜒⁢EFT and pQCD are, respectively, valid. We impose priors on the GP kernel hyperparameters to suppress unphysical correlations between these regimes. This, together with the assumption of stationarity, results in smooth 𝜒⁢EFT-to-pQCD curves for both the pressure and the speed of sound. We show that using uncorrelated mixing requires uncontrolled extrapolation of at least one of 𝜒⁢EFT or pQCD into regions where the perturbative series breaks down and leads to an acausal EOS. Here, we also discuss extensions of this framework to nonstationary and less differentiable GP kernels, its future application to neutron-star matter, and the incorporation of additional constraints from nuclear theory, experiment, and multimessenger astronomy.

Bayesian methods↗

Test particle propagation in magnetostatic turbulence. 2: The local approximation method

An approximation method for statistical mechanics is presented and applied to a class of problems which contains a test particle propagation problem. All of the available basic equations used in statistical mechanics are cast in the form of a single equation which is integrodifferential in time and which is then used as the starting point for the construction of the local approximation method. Simplification of the integrodifferential equation is achieved through approximation to the Laplace transform of its kernel. The approximation is valid near the origin in the Laplace space and is based on the assumption of small Laplace variable. No other small parameter is necessary for the construction of this approximation method. The n'th level of approximation is constructed formally, and the first five levels of approximation are calculated explicitly. It is shown that each level of approximation is governed by an inhomogeneous partial differential equation in time with time independent operator coefficients. The order in time of these partial differential equations is found to increase as n does. At n = 0 the most local first order partial differential equation which governs the Markovian limit is regained.

Klimas, A. J.↗

A Framework for Inverse Prediction Using Functional Response Data

Inverse prediction models have commonly been developed to handle scalar data from physical experiments. However, it is not uncommon for data to be collected in functional form. When data are collected in functional form, it must be aggregated to fit the form of traditional methods, which often results in a loss of information. For expensive experiments, this loss of information can be costly. In this study, we introduce the functional inverse prediction (FIP) framework, a general approach which uses the full information in functional response data to provide inverse predictions with probabilistic prediction uncertainties obtained with the bootstrap. The FIP framework is a general methodology that can be modified by practitioners to accommodate many different applications and types of data. We demonstrate the framework, highlighting points of flexibility, with a simulation example and applications to weather data and to nuclear forensics. Results show how functional models can improve the accuracy and precision of predictions.

42 ENGINEERING↗

Impact of global atmospheric reanalyses on statistical precipitation downscaling

Statistical downscaling based on a perfect prognosis approach often relies on global reanalyses to infer the statistical relationship between synoptic predictors and the local variable of interest, here daily precipitation. Nowadays, many reanalyses are available and their impact on the downscaled variable is not often considered. The present work assessed the impact of ten reanalyses on the performance of seven variants of analogue methods for statistical precipitation downscaling at 301 stations in Switzerland. Even though the study location is in a data-rich region, significant differences were found between reanalyses and their impact on the performance of the method can be even higher than the choice of the predictor variables. There was no single overall winner, but a selection of recommended reanalyses resulting in higher skill scores depending on the considered predictor variables. The impact of the output spatial resolution was assessed for different types of variables. Output resolutions below one degree were found to be often of low to no interest. Reanalyses with longer archives allow the pool of potential analogues to be increased, resulting in better performance. However, when adding variables affected by errors in a more distant past, the skill score decreased again. The use of multiple members from two reanalyses was also tested over a recent and a past period. The benefit of using members to increase the performance by better incorporating the uncertainties was found to be limited, and even problematic with methods using multiple analogy levels.

Meteorology & Atmospheric Sciences↗

Emulating Simulations of Cosmic Dawn for 21 cm Power Spectrum Constraints on Cosmology, Reionization, and X-Ray Heating

Current and upcoming radio interferometric experiments are aiming to make a statistical characterization of the high-redshift 21 cm fluctuation signal spanning the hydrogen reionization and X-ray heating epochs of the universe. However, connecting 21 cm statistics to the underlying physical parameters is complicated by the theoretical challenge of modeling the relevant physics at computational speeds quick enough to enable exploration of the high-dimensional and weakly constrained parameter space. In this work, we use machine learning algorithms to build a fast emulator that can accurately mimic an expensive simulation of the 21 cm signal across a wide parameter space. We embed our emulator within a Markov Chain Monte Carlo framework in order to perform Bayesian parameter constraints over a large number of model parameters, including those that govern the Epoch of Reionization, the Epoch of X-ray Heating, and cosmology. As a worked example, we use our emulator to present an updated parameter constraint forecast for the Hydrogen Epoch of Reionization Array experiment, showing that its characterization of a fiducial 21 cm power spectrum will considerably narrow the allowed parameter space of reionization and heating parameters, and could help strengthen Planck's constraints on σ{sub 8}. We provide both our generalized emulator code and its implementation specifically for 21 cm parameter constraints as publicly available software.

79 ASTRONOMY AND ASTROPHYSICS↗

Efficient high-fidelity TRISO statistical failure analysis using Bison: Applications to AGR-2 irradiation testing

The ability of tri-structural isotropic (TRISO) fuel to contain fission products is largely dictated by the quality of the manufacturing process, since most of the fission product release is expected to occur due to coating layer failure in a small number of particles containing defects. The Bison fuel performance code has capabilities to predict failure in individual particles, accounting for the presence of defects, and to apply statistical analysis methods to compute the probability of failure in a set of fuel particles. Bison has recently undergone significant development both to improve its physical representations of fuel particle behavior and to improve the efficiency of its statistical failure calculations. Physical model improvements include new capabilities to account for the pressure generated by fission gases on inner pyrolytic carbon (IPyC) crack surfaces and to use local material coordinate orientation to accurately incorporate the anisotropy in the material properties in aspherical particles. To improve statistical modeling efficiency, a direct integration approach which involves directly integrating the failure probability function associated with statistically varying parameters has been developed. The direct integration approach is much more efficient than the Monte Carlo (MC) schemes commonly employed, and allows Bison to directly run high-dimensional fuel performance models, which improves the accuracy of failure probability calculations. Finally, a set of benchmark problems is considered here to compare the MC and direct integration approaches, and a statistical failure analysis of compacts in the Advanced Gas Reactor (AGR)-2 experiments is performed using the direct integration approach.

36 MATERIALS SCIENCE↗

Statistical optical link budget analysis

In this paper, we describe work on extending statistical analysis methods to optical communications links, with a primary focus on intensity modulated, direct detected photon-counting channel utilizing pulse-position-modulation (PPM). We performed analysis on the relationship between bit error rate (BER) requirement, statistical characteristics of the received signal power and noise power, and the coded performance curves. We presented link analysis results with preliminary uncertainty quantifications of signal power and noise power. We used the Consultative Committee for Space Data Systems (CCSDS) Serially Concatenated convolutionally coded Pulse Position Modulation (SCPPM) prototype software [1] to obtain coded performance curves under different operating conditions with varying signal power, background noise power, code rates,and PPM modulation orders. Comparison with traditional, deterministic analysis shows that extra margin needs to be reserved to compensate for the performance losses caused by uncertainties of the link parameters.

Cheung, Kar-Ming↗

Consistent Practices for the Probability of Detection (POD) of Fracture Critical Metallic Components Project

NASA-STD-5009 requires that successful flaw detection by NDE methods be statistically qualified for use on fracture critical metallic components, but does not standardize practices. This task works towards standardizing calculations and record retention with a web-based tool, the NNWG POD Standards Library or NPSL. Test methods will also be standardized with an appropriately flexible appendix to -5009 identifying best practices. Additionally, this appendix will describe how specimens used to qualify NDE systems will be cataloged, stored and protected from corrosion, damage, or loss.

Hughitt, Brian↗

Substructure in the stellar halo near the Sun: I. Data-driven clustering in integrals-of-motion space

Context. Merger debris is expected to populate the stellar haloes of galaxies. In the case of the Milky Way, this debris should be apparent as clumps in a space defined by the orbital integrals of motion of the stars. Aims. Our aim is to develop a data-driven and statistics-based method for finding these clumps in integrals-of-motion space for nearby halo stars and to evaluate their significance robustly. Methods. We used data from Gaia EDR3, extended with radial velocities from ground-based spectroscopic surveys, to construct a sample of halo stars within 2.5 kpc from the Sun. We applied a hierarchical clustering method that makes exhaustive use of the single linkage algorithm in three-dimensional space defined by the commonly used integrals of motion energy E, together with two components of the angular momentum, L z and L ⊥ . To evaluate the statistical significance of the clusters, we compared the density within an ellipsoidal region centred on the cluster to that of random sets with similar global dynamical properties. By selecting the signal at the location of their maximum statistical significance in the hierarchical tree, we extracted a set of significant unique clusters. By describing these clusters with ellipsoids, we estimated the proximity of a star to the cluster centre using the Mahalanobis distance. Additionally, we applied the HDBSCAN clustering algorithm in velocity space to each cluster to extract subgroups representing debris with different orbital phases. Results. Our procedure identifies 67 highly significant clusters (> 3σ), containing 12% of the sources in our halo set, and 232 subgroups or individual streams in velocity space. In total, 13.8% of the stars in our data set can be confidently associated with a significant cluster based on their Mahalanobis distance. Inspection of the hierarchical tree describing our data set reveals a complex web of relations between the significant clusters, suggesting that they can be tentatively grouped into at least six main large structures, many of which can be associated with previously identified halo substructures, and a number of independent substructures. This preliminary conclusion is further explored in a companion paper, in which we also characterise the substructures in terms of their stellar populations. Conclusions. Our method allows us to systematically detect kinematic substructures in the Galactic stellar halo with a data-driven and interpretable algorithm. The list of the clusters and the associated star catalogue are provided in two tables available at the CDS.

79 ASTRONOMY AND ASTROPHYSICS↗

SU-D-BRB-01: A Comparison of Learning Methods for Knowledge Based Dose Prediction for Coplanar and Non-Coplanar Liver Radiotherapy

Purpose: The predictive power of knowledge based planning (KBP) has considerable potential in the development of automated treatment planning. Here, we examine the predictive capabilities and accuracy of previously reported KBP methods, as well as an artificial neural networks (ANN) method. Furthermore, we compare the predictive accuracy of these methods on coplanar volumetric-modulated arc therapy (VMAT) and non-coplanar 4π radiotherapy. Methods: 30 liver SBRT patients previously treated using coplanar VMAT were selected for this study. The patients were re-planned using 4π radiotherapy, which involves 20 optimally selected non-coplanar IMRT fields. ANNs were used to incorporate enhanced geometric information including liver and PTV size, prescription dose, patient girth, and proximity to beams. The performance of ANN was compared to three methods from statistical voxel dose learning (SVDL), wherein the doses of voxels sharing the same distance to the PTV are approximated by either taking the median of the distribution, non-parametric fitting, or skew-normal fitting. These three methods were shown to be capable of predicting DVH, but only median approximation can predict 3D dose. Prediction methods were tested using leave-one-out cross-validation tests and evaluated using residual sum of squares (RSS) for DVH and 3D dose predictions. Results: DVH prediction using non-parametric fitting had the lowest average RSS with 0.1176(4π) and 0.1633(VMAT), compared to 0.4879(4π) and 1.8744(VMAT) RSS for ANN. 3D dose prediction with median approximation had lower RSS with 12.02(4π) and 29.22(VMAT), compared to 27.95(4π) and 130.9(VMAT) for ANN. Conclusion: Paradoxically, although the ANNs included geometric features in addition to the distances to the PTV, it did not perform better in predicting DVH or 3D dose compared to simpler, faster methods based on the distances alone. The study further confirms that the prediction of 4π non-coplanar plans were more accurate than VMAT. NIH R43CA183390 and R01CA188300.

60 APPLIED LIFE SCIENCES↗