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All sourcesNASA NTRSDOE OSTI
DOE OSTI2020

Statistical Tests for Diagnosing Fission Source Convergence and Undersampling in Monte Carlo Criticality Calculations [Slides]

There is a very strong need for statistical testing to determine fission source convergence in Monte Carlo criticality calculations. Automation of such tests will greatly streamline and support the work carried out by NCS practitioners. Recent R&D work has shown that no single statistical test for convergence is sufficiently reliable, robust, and “guaranteed.” However, a combination of several standard statistical tests for the similarity of distributions, coupled with a high-fidelity estimate of the fission-matrix source is sufficiently robust, reliable, and repeatable that convergence can be “guaranteed.” During the course of the EG-AMCT studies, a number of statistical metrics and tests were proposed for diagnosing clustering and undersampling. None of these was robust and reliable enough for practical use in production codes. However, the expert group efforts came close. Some recent R&D work stemming from those past efforts has been very successful and promising. This Sub-Group will provide international input and collaboration on the development and implementation of statistical tests for convergence, with the primary goal of having the MC codes automatically detect convergence (or lack thereof). Newly proposed statistical tests to detect undersampling (after convergence) will also be reviewed.

72 PHYSICS OF ELEMENTARY PARTICLES AND FIELDS↗
DOE OSTI2025

A Parameter-masked Mock Data Challenge for Beyond-two-point Galaxy Clustering Statistics

The past few years have seen the emergence of a wide array of novel techniques for analyzing high-precision data from upcoming galaxy surveys, which aim to extend the statistical analysis of galaxy clustering data beyond the linear regime and the canonical two-point (2pt) statistics. We test and benchmark some of these new techniques in a community data challenge named “Beyond-2pt,” initiated during the Aspen 2022 Summer Program “Large-Scale Structure Cosmology beyond 2-Point Statistics,” whose first round of results we present here. The challenge data set consists of high-precision mock galaxy catalogs for clustering in real space, in redshift space, and on a light cone. Participants in the challenge have developed end-to-end pipelines to analyze mock catalogs and extract unknown (“masked”) cosmological parameters of the underlying ΛCDM models with their methods. The methods represented are density-split clustering, nearest neighbor statistics, BACCO power spectrum emulator, void statistics, LEFTfield field-level inference using effective field theory (EFT), and joint power spectrum and bispectrum analyses using both EFT and simulation-based inference. In this work, we review the results of the challenge, focusing on problems solved, lessons learned, and future research needed to perfect the emerging beyond-2pt approaches. The unbiased parameter recovery demonstrated in this challenge by multiple statistics and the associated modeling and inference frameworks supports the credibility of cosmology constraints from these methods. The challenge data set is publicly available, and we welcome future submissions from methods that are not yet represented.

Krause, Elisabeth [Univ. of Arizona, Tucson, AZ (U↗
NASA NTRS1976

Determination of statistics for any rotation of axes of a bivariate normal elliptical distribution

Transformation of statistics from a dimensional set to another dimensional set involves linear functions of the original set of statistics. Similarly, linear functions will transform statistics within a dimensional set such that the new statistics are relevant to a new set of coordinate axes. A restricted case of the latter is the rotation of axes in a coordinate system involving any two correlated random variables. A special case is the transformation for horizontal wind distributions. Wind statistics are usually provided in terms of wind speed and direction (measured clockwise from north) or in east-west and north-south components. A direct application of this technique allows the determination of appropriate wind statistics parallel and normal to any preselected flight path of a space vehicle. Among the constraints for launching space vehicles are critical values selected from the distribution of the expected winds parallel to and normal to the flight path. These procedures are applied to space vehicle launches at Cape Kennedy, Florida.

Falls, L. W.↗
NASA NTRS1986

Statistics of the geomagnetic secular variation for the past 5Ma

A new statistical model is proposed for the geomagnetic secular variation over the past 5Ma. Unlike previous models, the model makes use of statistical characteristics of the present day geomagnetic field. The spatial power spectrum of the non-dipole field is consistent with a white source near the core-mantle boundary with Gaussian distribution. After a suitable scaling, the spherical harmonic coefficients may be regarded as statistical samples from a single giant Gaussian process; this is the model of the non-dipole field. The model can be combined with an arbitrary statistical description of the dipole and probability density functions and cumulative distribution functions can be computed for declination and inclination that would be observed at any site on Earth's surface. Global paleomagnetic data spanning the past 5Ma are used to constrain the statistics of the dipole part of the field. A simple model is found to be consistent with the available data. An advantage of specifying the model in terms of the spherical harmonic coefficients is that it is a complete statistical description of the geomagnetic field, enabling us to test specific properties for a general description. Both intensity and directional data distributions may be tested to see if they satisfy the expected model distributions.

Constable, C. G.↗
NASA NTRS1988

Statistics of the geomagnetic secular variation for the past 5 m.y

A new statistical model is proposed for the geomagnetic secular variation over the past 5Ma. Unlike previous models, the model makes use of statistical characteristics of the present day geomagnetic field. The spatial power spectrum of the non-dipole field is consistent with a white source near the core-mantle boundary with Gaussian distribution. After a suitable scaling, the spherical harmonic coefficients may be regarded as statistical samples from a single giant Gaussian process; this is the model of the non-dipole field. The model can be combined with an arbitrary statistical description of the dipole and probability density functions and cumulative distribution functions can be computed for declination and inclination that would be observed at any site on Earth's surface. Global paleomagnetic data spanning the past 5Ma are used to constrain the statistics of the dipole part of the field. A simple model is found to be consistent with the available data. An advantage of specifying the model in terms of the spherical harmonic coefficients is that it is a complete statistical description of the geomagnetic field, enabling us to test specific properties for a general description. Both intensity and directional data distributions may be tested to see if they satisfy the expected model distributions.

Constable, C. G.↗
NASA NTRS1995

Modeling Ka-band low elevation angle propagation statistics

The statistical variability of the secondary atmospheric propagation effects on satellite communications cannot be ignored at frequencies of 20 GHz or higher, particularly if the propagation margin allocation is such that link availability falls below 99 percent. The secondary effects considered in this paper are gaseous absorption, cloud absorption, and tropospheric scintillation; rain attenuation is the primary effect. Techniques and example results are presented for estimation of the overall combined impact of the atmosphere on satellite communications reliability. Statistical methods are employed throughout and the most widely accepted models for the individual effects are used wherever possible. The degree of correlation between the effects is addressed and some bounds on the expected variability in the combined effects statistics are derived from the expected variability in correlation. Example estimates are presented of combined effects statistics in the Washington D.C. area of 20 GHz and 5 deg elevation angle. The statistics of water vapor are shown to be sufficient for estimation of the statistics of gaseous absorption at 20 GHz. A computer model based on monthly surface weather is described and tested. Significant improvement in prediction of absorption extremes is demonstrated with the use of path weather data instead of surface data.

Russell, Thomas A.↗
NASA NTRS1999

Parameter Estimation in Astronomy with Poisson-Distributed Data: The (CHI)2(gamma) Statistic - 1

Applying the standard weighted mean formula, [Sigma (sub i)n(sub i)ssigma(sub i, sup -2)], to determine the weighted mean of data, n(sub i), drawn from a Poisson distribution, will, on average, underestimate the true mean by approx. 1 for all true mean values larger than approx.3 when the common assumption is made that the error of the i th observation is sigma(sub i) = max square root of n(sub i), 1).This small, but statistically significant offset, explains the long-known observation that chi-square minimization techniques which use the modified Neyman'chi(sub 2) statistic, chi(sup 2, sub N) equivalent Sigma(sub i)((n(sub i) - y(sub i)(exp 2)) / max(n(sub i), 1), to compare Poisson - distributed data with model values, y(sub i), will typically predict a total number of counts that underestimates the true total by about 1 count per bin. Based on my finding that weighted mean of data drawn from a Poisson distribution can be determined using the formula [Sigma(sub i)[n(sub i) + min(n(sub i), 1)](n(sub i) + 1)(exp -1)] / [Sigma(sub i)(n(sub i) + 1)(exp -1))], I propose that a new chi(sub 2) statistic, chi(sup 2, sub gamma) equivalent, should always be used to analyze Poisson- distributed data in preference to the modified Neyman's chi(exp 2) statistic. I demonstrated the power and usefulness of,chi(sub gamma, sup 2) minimization by using two statistical fitting techniques and five chi(exp 2) statistics to analyze simulated X-ray power - low 15 - channel spectra with large and small counts per bin. I show that chi(sub gamma, sup 2) minimization with the Levenberg - Marquardt or Powell's method can produce excellent results (mean slope errors approx. less than 3%) with spectra having as few as 25 total counts.

Mighell, Kenneth J.↗
NASA NTRS2002

Scale Dependence of Statistics of Spatially Averaged Rain Rate Seen in TOGA COARE Comparison with Predictions from a Stochastic Model

A characteristic feature of rainfall statistics is that they in general depend on the space and time scales over which rain data are averaged. As a part of an earlier effort to determine the sampling error of satellite rain averages, a space-time model of rainfall statistics was developed to describe the statistics of gridded rain observed in GATE. The model allows one to compute the second moment statistics of space- and time-averaged rain rate which can be fitted to satellite or rain gauge data to determine the four model parameters appearing in the precipitation spectrum - an overall strength parameter, a characteristic length separating the long and short wavelength regimes and a characteristic relaxation time for decay of the autocorrelation of the instantaneous local rain rate and a certain 'fractal' power law exponent. For area-averaged instantaneous rain rate, this exponent governs the power law dependence of these statistics on the averaging length scale $L$ predicted by the model in the limit of small $L$. In particular, the variance of rain rate averaged over an $L \times L$ area exhibits a power law singularity as $L \rightarrow 0$. In the present work the model is used to investigate how the statistics of area-averaged rain rate over the tropical Western Pacific measured with ship borne radar during TOGA COARE (Tropical Ocean Global Atmosphere Coupled Ocean Atmospheric Response Experiment) and gridded on a 2 km grid depends on the size of the spatial averaging scale. Good agreement is found between the data and predictions from the model over a wide range of averaging length scales.

Kundu, Prasun K.↗
NASA NTRS1932

Statistics of the Bureau Veritas

Statistics are indispensable factors for the amelioration of safety. Through the reconciliation of accidents which may appear isolated to interested parties, they permit tracking of typical causes of accidents; conversely, they can prevent, after a serious accident due to some fortuitous cause, the taking of incautious measures under the pressure of public opinion, which always inclines to gauge the gravity of the causes by that of the results. Lastly, they permit appraisal of the efficacy of rules in force. We should add that statistics provide an agency of prevention for future accidents. A careful inspection of all signs of malfunction of material quite often prevents the occurrence of an accident. In this respect, many pilot's report, perfectly normal in every way as far as operation is concerned, can reveal much more interesting technical data than an accident, although it does not diminish the importance of statistics. Therefore, from the inception of its aeronautical service, at the end of 1922, the Bureau Veritas has kept annual statistics of all accidents which occurred in French civil aviation. In order to correctly perform their proper function, the statistics must be exact and sufficiently explicit and complete. To be exact, they must bear on all pertinent events, and on these alone. It is a matter then, first of all, defining the accident in such a way that no sinister detail bearing on the definition may escape control. The consideration of accidents to personnel only has appeared too limited. One of the essential qualities of statistics is to permit the taking of averages and in consequence to apply them ot a sufficiently large number; such is happily not the case in accidents to personnel.

Volmerange, Andre↗
NASA NTRS2006

Jet Noise Diagnostics Supporting Statistical Noise Prediction Methods

The primary focus of my presentation is the development of the jet noise prediction code JeNo with most examples coming from the experimental work that drove the theoretical development and validation. JeNo is a statistical jet noise prediction code, based upon the Lilley acoustic analogy. Our approach uses time-average 2-D or 3-D mean and turbulent statistics of the flow as input. The output is source distributions and spectral directivity. NASA has been investing in development of statistical jet noise prediction tools because these seem to fit the middle ground that allows enough flexibility and fidelity for jet noise source diagnostics while having reasonable computational requirements. These tools rely on Reynolds-averaged Navier-Stokes (RANS) computational fluid dynamics (CFD) solutions as input for computing far-field spectral directivity using an acoustic analogy. There are many ways acoustic analogies can be created, each with a series of assumptions and models, many often taken unknowingly. And the resulting prediction can be easily reverse-engineered by altering the models contained within. However, only an approach which is mathematically sound, with assumptions validated and modeled quantities checked against direct measurement will give consistently correct answers. Many quantities are modeled in acoustic analogies precisely because they have been impossible to measure or calculate, making this requirement a difficult task. The NASA team has spent considerable effort identifying all the assumptions and models used to take the Navier-Stokes equations to the point of a statistical calculation via an acoustic analogy very similar to that proposed by Lilley. Assumptions have been identified and experiments have been developed to test these assumptions. In some cases this has resulted in assumptions being changed. Beginning with the CFD used as input to the acoustic analogy, models for turbulence closure used in RANS CFD codes have been explored and compared against measurements of mean and rms velocity statistics over a range of jet speeds and temperatures. Models for flow parameters used in the acoustic analogy, most notably the space-time correlations of velocity, have been compared against direct measurements, and modified to better fit the observed data. These measurements have been extremely challenging for hot, high speed jets, and represent a sizeable investment in instrumentation development. As an intermediate check that the analysis is predicting the physics intended, phased arrays have been employed to measure source distributions for a wide range of jet cases. And finally, careful far-field spectral directivity measurements have been taken for final validation of the prediction code. Examples of each of these experimental efforts will be presented. The main result of these efforts is a noise prediction code, named JeNo, which is in middevelopment. JeNo is able to consistently predict spectral directivity, including aft angle directivity, for subsonic cold jets of most geometries. Current development on JeNo is focused on extending its capability to hot jets, requiring inclusion of a previously neglected second source associated with thermal fluctuations. A secondary result of the intensive experimentation is the archiving of various flow statistics applicable to other acoustic analogies and to development of time-resolved prediction methods. These will be of lasting value as we look ahead at future challenges to the aeroacoustic experimentalist.

Bridges, James E.↗
NASA NTRS2010

Establishing Consensus Turbulence Statistics for Hot Subsonic Jets

Many tasks in fluids engineering require knowledge of the turbulence in jets. There is a strong, although fragmented, literature base for low order statistics, such as jet spread and other meanvelocity field characteristics. Some sources, particularly for low speed cold jets, also provide turbulence intensities that are required for validating Reynolds-averaged Navier-Stokes (RANS) Computational Fluid Dynamics (CFD) codes. There are far fewer sources for jet spectra and for space-time correlations of turbulent velocity required for aeroacoustics applications, although there have been many singular publications with various unique statistics, such as Proper Orthogonal Decomposition, designed to uncover an underlying low-order dynamical description of turbulent jet flow. As the complexity of the statistic increases, the number of flows for which the data has been categorized and assembled decreases, making it difficult to systematically validate prediction codes that require high-level statistics over a broad range of jet flow conditions. For several years, researchers at NASA have worked on developing and validating jet noise prediction codes. One such class of codes, loosely called CFD-based or statistical methods, uses RANS CFD to predict jet mean and turbulent intensities in velocity and temperature. These flow quantities serve as the input to the acoustic source models and flow-sound interaction calculations that yield predictions of far-field jet noise. To develop this capability, a catalog of turbulent jet flows has been created with statistics ranging from mean velocity to space-time correlations of Reynolds stresses. The present document aims to document this catalog and to assess the accuracies of the data, e.g. establish uncertainties for the data. This paper covers the following five tasks: Document acquisition and processing procedures used to create the particle image velocimetry (PIV) datasets. Compare PIV data with hotwire and laser Doppler velocimetry (LDV) data published in the open literature. Compare different datasets acquired at roughly the same flow conditions to establish uncertainties. Create a consensus dataset for a range of hot jet flows, including uncertainty bands. Analyze this consensus dataset for self-consistency and compare jet characteristics to those of the open literature. One final objective fulfilled by this work was the demonstration of a universal scaling for the jet flow fields, at least within the region of interest to aeroacoustics. The potential core length and the spread rate of the half-velocity radius were used to collapse of the mean and turbulent velocity fields over the first 20 jet diameters in a highly satisfying manner.

Bridges, James↗
NASA NTRS2015

Statistical Engineering in Air Traffic Management Research

NASA is working to develop an integrated set of advanced technologies to enable efficient arrival operations in high-density terminal airspace for the Next Generation Air Transportation System. This integrated arrival solution is being validated and verified in laboratories and transitioned to a field prototype for an operational demonstration at a major U.S. airport. Within NASA, this is a collaborative effort between Ames and Langley Research Centers involving a multi-year iterative experimentation process. Designing and analyzing a series of sequential batch computer simulations and human-in-the-loop experiments across multiple facilities and simulation environments involves a number of statistical challenges. Experiments conducted in separate laboratories typically have different limitations and constraints, and can take different approaches with respect to the fundamental principles of statistical design of experiments. This often makes it difficult to compare results from multiple experiments and incorporate findings into the next experiment in the series. A statistical engineering approach is being employed within this project to support risk-informed decision making and maximize the knowledge gained within the available resources. This presentation describes a statistical engineering case study from NASA, highlights statistical challenges, and discusses areas where existing statistical methodology is adapted and extended.

Wilson, Sara R.↗
NASA NTRS2018

A Statistical Study of Solar Particle Events in Flux and Dose

The high-energy protons from solar energetic particle (SEP) events present a hazard to space systems: damage to science instruments/electronics/materials or to astronauts. A reliable estimate of the high-energy proton environment is critical to assure mission success. Important characteristics of an SEP event are fluence, peak flux, energy spectrum, time to reach the peak flux, time to reach peak dose, and properties of the cumulative dose profile after an event starts. All of these characteristics are important to understand in order to design space missions properly for both robotic and human missions. Because of the unpredictable and sporadic nature of SEP events, statistical models are often used to represent the SEP parameters described above. In a study by Jun et al. (2007), the statistics of event fluences, durations, and time intervals between events were investigated using the then available historical SEP dataset obtained from the instruments onboard the IMP-8 spacecraft. Since then, a more comprehensive SEP dataset based off of IMP-8 and GOES called Reference Data Set Version 2.0 (RDSv2.0) has become available covering the SEP events up to Year 2015 under a framework of the European Space Agency's (ESA's) Solar Energetic Particle Environment Modelling (SEPEM) project (Jiggens et al., 2018). The main objectives of this statistical study of SEP events are two-fold: First, the statistics of peak fluxes, event fluences, durations, and time intervals will be re-visited by using RDSv2.0; Second, the statistical analyses of flux and dose timing will be performed using the same dataset RDSv2.0. The results of this study will address the statistical properties of all key parameters for designing a spacecraft or a human mission where the SEP environment is an important consideration.

Whitman, K.↗
NASA NTRS2019

Poisson vs. Gaussian statistics for sparse X-ray data: Application to the soft X-ray spectrometer

Reliable results when fitting X-ray data require proper consideration of the statistics involved. We probe the impact of Gaussian versus Poisson statistics at low count levels using both the standard χ^(2) method and maximum likelihood based on Poisson (C) statistics. The difference is studied and quantified through simulated spectra with known properties. We then test the results through analysis of Mn Kα calibration data taken with the flight spare microcalorimeter for the Hitomi soft X-ray spectrometer. Through comparison with simulations, our results show that the χ^(2) method tends to give overly optimistic estimates of the detector energy resolution, in particular when there are few counts. Given an energy resolution of ∼5 eV and a line with about 100 photons, the line width becomes ∼10% lower in the χ^(2) method than in Poisson statistics. This is a consequence of the uncertainties being dominated by counting statistics, and therefore highlights the need to choose the appropriate fit statistic.

Shinya Yamada↗
NASA NTRSDate not supplied

Antarctic Meteorites: A Statistical Look at a Uniquely Valuable Resource

As of the 2019-20 field season, the U.S. Antarctic meteorite program has collected >23,000 meteorites. The U.S. collection is valuable in that it is classified in its entirety. The systematic collection methods employed have pro-vided meteorites of >40 types, many of which are the first of their type ever recognized. One of the early drivers for characterization of the entire U.S. Antarctic collection was to allow statistical comparisons. Early statistical assessments examined mass distributions and the relative frequency of meteorite types as well as comparisons to a defined set of modern falls. Using these statistics some have argued that the flux of H chondrites changed over time. Harvey used model size distributions to deconstruct the contribution of wind movement, meteorite supply and search losses to the Antarctic collection. Mass-based statistics and size distribution comparisons were examined, including comparison with modern falls/Saharan finds. Focus has been on geospatial statistics, with a comprehensive overview of the statistics of the Antarctic collections provided from the first 35 seasons of U.S. collection by ANSMET, as well as more recent assessments.

Antarctic meteorite↗
NASA NTRSDate not supplied

Statistical Influence

Advancing the spread and practice of statistics enhances an organization’s ability to successfully achieve their mission. While there may be leadership mandates to employ statistical methods, often the spread of statistical concepts flourishes more effectively through the practice of statistical influence. At first glance, the term influence may seem to imply a passive and unenthusiastic posture toward promoting organizational change. However, a classical definition states that ,“In a general sense, influence denotes power whose operation is invisible and known only by its effects, or a power whose cause and operation are unseen.” This definition articulates the powerful and yet subtle aspects of influence that embodies the theme of this presentation. Stated plainly, powerful statistical concepts become more widely known and engrained primarily through demonstrated impact; a strategy known only by its effects. In this presentation, elements of statistical influence are exemplified through practice at NASA.

Peter A. Parker↗
DOE OSTI2016

Probing the cosmological viability of non-gaussian statistics

Based on the relationship between thermodynamics and gravity we propose, with the aid of Verlinde's formalism, an alternative interpretation of the dynamical evolution of the Friedmann-Robertson-Walker Universe. This description takes into account the entropy and temperature intrinsic to the horizon of the universe due to the information holographically stored there through non-gaussian statistical theories proposed by Tsallis and Kaniadakis. The effect of these non-gaussian statistics in the cosmological context is to change the strength of the gravitational constant. In this paper, we consider the w CDM model modified by the non-gaussian statistics and investigate the compatibility of these non-gaussian modification with the cosmological observations. In order to analyze in which extend the cosmological data constrain these non-extensive statistics, we will use type Ia supernovae, baryon acoustic oscillations, Hubble expansion rate function and the linear growth of matter density perturbations data. We show that Tsallis' statistics is favored at 1σ confidence level.

79 ASTRONOMY AND ASTROPHYSICS↗
DOE OSTI2023

Engineering Super–Poissonian Photon Statistics of Spatial Light Modes

The nature of light sources is defined by the statistical fluctuations of the electromagnetic field. As such, the photon statistics of light sources are typically associated with distinct emitters. Here, the possibility of producing light beams with various photon statistics through the spatial modulation of coherent light is demonstrated. This is achieved by the sequential encoding of controllable Kolmogorov phase screens in a digital micromirror device. Interestingly, the flexibility of this scheme allows for the shaping of spatial light modes with engineered photon statistics at different spatial positions. The performance of this scheme is assessed through the photon-number-resolving characterization of different families of spatial light modes with engineered photon statistics. Furthermore, it is believed that the possibility of controlling the photon fluctuations of the light field at arbitrary spatial locations has important implications for quantum spectroscopy, sensing, and imaging.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗