On computing minimax procedures in discrimination analysis
Application of Bayes theorem to computation of minimax procedures in discrimination analysis
Newman, T. G.↗
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Reliability and structural integrity
An analytic model is developed to calculate the reliability of a structure after it is inspected for cracks. The model accounts for the growth of undiscovered cracks between inspections and their effect upon the reliability after subsequent inspections. The model is based upon a differential form of Bayes' Theorem for reliability, and upon fracture mechanics for crack growth.
Davidson, J. R.↗
Reliability after inspection
The investigation is concerned with the derivation of relationships between the probability of having manufacturing defects, the probability of detecting a flaw, and the final reliability. Equations for the simple situation in which only one flaw can be present are used to introduce the relationships in a Bayes' theorem approach to the assessment of the final reliability. Situations which are prevalent in composites manufacturing are considered. Attention is given to a case involving the random occurrence of flaws on a laminate surface.
Davidson, J. R.↗
Bayesian estimation of crack initiation times from service data
Lockheed C-130 Hercules aircraft have during their service life been periodically inspected and growing cracks around rivet holes were recorded. This record has recently been used to determine the statistical distributions of crack initiation times and the distribution of initial crack sizes. When crack initiation times are calculated from such cracks, by backward extrapolation of the growth relation, the resulting distribution of crack initiation times will indicate a preponderance of short times to crack initiation. If however, such distributions are combined with the reliability of the inspection procedure, the statistical distribution of missed initiation times can be estimated. The method used is based on Bayes theorem which permits the calculation of the 'prior' distribution (initiation times before inspection) from a knowledge of the 'posterior' distribution (initiation times obtained from the inspection) and a 'likelihood function' (reliability of the inspection) procedure. The results indicate that during an early inspection a large percentage of initiation times will be missed and that the fraction of located initiation times increases during later inspections.
Heller, R. A.↗
Reliability and structural integrity
An analytic model is developed to calculate the reliability of a structure after it is inspected for cracks. The model accounts for the growth of undiscovered cracks between inspections and their effect upon the reliability after subsequent inspections. The model is based upon a differential form of Bayes' Theorem for reliability, and upon fracture mechanics for crack growth.
Davidson, J. R.↗
Induction of models under uncertainty
This paper outlines a procedure for performing induction under uncertainty. This procedure uses a probabilistic representation and uses Bayes' theorem to decide between alternative hypotheses (theories). This procedure is illustrated by a robot with no prior world experience performing induction on data it has gathered about the world. The particular inductive problem is the formation of class descriptions both for the tutored and untutored cases. The resulting class definitions are inherently probabilistic and so do not have any sharply defined membership criterion. This robot example raises some fundamental problems about induction; particularly, it is shown that inductively formed theories are not the best way to make predictions. Another difficulty is the need to provide prior probabilities for the set of possible theories. The main criterion for such priors is a pragmatic one aimed at keeping the theory structure as simple as possible, while still reflecting any structure discovered in the data.
Cheeseman, Peter↗
Automatic discovery of optimal classes
A criterion, based on Bayes' theorem, is described that defines the optimal set of classes (a classification) for a given set of examples. This criterion is transformed into an equivalent minimum message length criterion with an intuitive information interpretation. This criterion does not require that the number of classes be specified in advance, this is determined by the data. The minimum message length criterion includes the message length required to describe the classes, so there is a built in bias against adding new classes unless they lead to a reduction in the message length required to describe the data. Unfortunately, the search space of possible classifications is too large to search exhaustively, so heuristic search methods, such as simulated annealing, are applied. Tutored learning and probabilistic prediction in particular cases are an important indirect result of optimal class discovery. Extensions to the basic class induction program include the ability to combine category and real value data, hierarchical classes, independent classifications and deciding for each class which attributes are relevant.
Cheeseman, Peter↗
Near real-time stereo vision system
The apparatus for a near real-time stereo vision system for use with a robotic vehicle is described. The system is comprised of two cameras mounted on three-axis rotation platforms, image-processing boards, a CPU, and specialized stereo vision algorithms. Bandpass-filtered image pyramids are computed, stereo matching is performed by least-squares correlation, and confidence ranges are estimated by means of Bayes' theorem. In particular, Laplacian image pyramids are built and disparity maps are produced from the 60 x 64 level of the pyramids at rates of up to 2 seconds per image pair. The first autonomous cross-country robotic traverses (of up to 100 meters) have been achieved using the stereo vision system of the present invention with all computing done onboard the vehicle. The overall approach disclosed herein provides a unifying paradigm for practical domain-independent stereo ranging.
Anderson, Charles H.↗
A Bayesian approach to microwave precipitation profile retrieval
A multichannel passive microwave precipitation retrieval algorithm is developed. Bayes theorem is used to combine statistical information from numerical cloud models with forward radiative transfer modeling. A multivariate lognormal prior probability distribution contains the covariance information about hydrometeor distribution that resolves the nonuniqueness inherent in the inversion process. Hydrometeor profiles are retrieved by maximizing the posterior probability density for each vector of observations. The hydrometeor profile retrieval method is tested with data from the Advanced Microwave Precipitation Radiometer (10, 19, 37, and 85 GHz) of convection over ocean and land in Florida. The CP-2 multiparameter radar data are used to verify the retrieved profiles. The results show that the method can retrieve approximate hydrometeor profiles, with larger errors over land than water. There is considerably greater accuracy in the retrieval of integrated hydrometeor contents than of profiles. Many of the retrieval errors are traced to problems with the cloud model microphysical information, and future improvements to the algorithm are suggested.
Evans, K. Franklin↗
High Resolution Soil Water from Regional Databases and Satellite Images
This viewgraph presentation provides information on the ways in which plant growth can be inferred from satellite data and can then be used to infer soil water. There are several steps in this process, the first of which is the acquisition of data from satellite observations and relevant information databases such as the State Soil Geographic Database (STATSGO). Then probabilistic analysis and inversion with the Bayes' theorem reveals sources of uncertainty. The Markov chain Monte Carlo method is also used.
Morris, Robin D.↗
Questions Revisited: A Close Examination of Calculus of Inference and Inquiry
In this paper I examine more closely the way in which probability theory, the calculus of inference, is derived from the Boolean lattice structure of logical assertions ordered by implication. I demonstrate how the duality between the logical conjunction and disjunction in Boolean algebra is lost when deriving the probability calculus. In addition, I look more closely at the other lattice identities to verify that they are satisfied by the probability calculus. Last, I look towards developing the calculus of inquiry demonstrating that there is a sum and product rule for the relevance measure as well as a Bayes theorem. Current difficulties in deriving the complete inquiry calculus will also be discussed.
Knuth, Kevin H.↗
Deriving Laws from Ordering Relations
The effect of Richard T. Cox's contribution to probability theory was to generalize Boolean implication among logical statements to degrees of implication, which are manipulated using rules derived from consistency with Boolean algebra. These rules are known as the sum rule, the product rule and Bayes Theorem, and the measure resulting from this generalization is probability. In this paper, I will describe how Cox s technique can be further generalized to include other algebras and hence other problems in science and mathematics. The result is a methodology that can be used to generalize an algebra to a calculus by relying on consistency with order theory to derive the laws of the calculus. My goals are to clear up the mysteries as to why the same basic structure found in probability theory appears in other contexts, to better understand the foundations of probability theory, and to extend these ideas to other areas by developing new mathematics and new physics. The relevance of this methodology will be demonstrated using examples from probability theory, number theory, geometry, information theory, and quantum mechanics.
Knuth, Kevin H.↗
Bayesian Retrieval of Complete Posterior PDFs of Oceanic Rain Rate From Microwave Observations
This paper presents a new Bayesian algorithm for retrieving surface rain rate from Tropical Rainfall Measurements Mission (TRMM) Microwave Imager (TMI) over the ocean, along with validations against estimates from the TRMM Precipitation Radar (PR). The Bayesian approach offers a rigorous basis for optimally combining multichannel observations with prior knowledge. While other rain rate algorithms have been published that are based at least partly on Bayesian reasoning, this is believed to be the first self-contained algorithm that fully exploits Bayes Theorem to yield not just a single rain rate, but rather a continuous posterior probability distribution of rain rate. To advance our understanding of theoretical benefits of the Bayesian approach, we have conducted sensitivity analyses based on two synthetic datasets for which the true conditional and prior distribution are known. Results demonstrate that even when the prior and conditional likelihoods are specified perfectly, biased retrievals may occur at high rain rates. This bias is not the result of a defect of the Bayesian formalism but rather represents the expected outcome when the physical constraint imposed by the radiometric observations is weak, due to saturation effects. It is also suggested that the choice of the estimators and the prior information are both crucial to the retrieval. In addition, the performance of our Bayesian algorithm is found to be comparable to that of other benchmark algorithms in real-world applications, while having the additional advantage of providing a complete continuous posterior probability distribution of surface rain rate.
Chiu, J. Christine↗
Bayesian Inference in the Modern Design of Experiments
This paper provides an elementary tutorial overview of Bayesian inference and its potential for application in aerospace experimentation in general and wind tunnel testing in particular. Bayes Theorem is reviewed and examples are provided to illustrate how it can be applied to objectively revise prior knowledge by incorporating insights subsequently obtained from additional observations, resulting in new (posterior) knowledge that combines information from both sources. A logical merger of Bayesian methods and certain aspects of Response Surface Modeling is explored. Specific applications to wind tunnel testing, computational code validation, and instrumentation calibration are discussed.
DeLoach, Richard↗
A Tutorial on Probablilistic Risk Assessement and its Role in Risk-Informed Decision Making
This slide presentation reviews risk assessment and its role in risk-informed decision making. It includes information on probabilistic risk assessment, typical risk management process, origins of risk matrix, performance measures, performance objectives and Bayes theorem.
Dezfuli, Homayoon↗
Bayesian Analysis for Risk Assessment of Selected Medical Events in Support of the Integrated Medical Model Effort
The Exploration Medical Capability project is creating a catalog of risk assessments using the Integrated Medical Model (IMM). The IMM is a software-based system intended to assist mission planners in preparing for spaceflight missions by helping them to make informed decisions about medical preparations and supplies needed for combating and treating various medical events using Probabilistic Risk Assessment. The objective is to use statistical analyses to inform the IMM decision tool with estimated probabilities of medical events occurring during an exploration mission. Because data regarding astronaut health are limited, Bayesian statistical analysis is used. Bayesian inference combines prior knowledge, such as data from the general U.S. population, the U.S. Submarine Force, or the analog astronaut population located at the NASA Johnson Space Center, with observed data for the medical condition of interest. The posterior results reflect the best evidence for specific medical events occurring in flight. Bayes theorem provides a formal mechanism for combining available observed data with data from similar studies to support the quantification process. The IMM team performed Bayesian updates on the following medical events: angina, appendicitis, atrial fibrillation, atrial flutter, dental abscess, dental caries, dental periodontal disease, gallstone disease, herpes zoster, renal stones, seizure, and stroke.
Gilkey, Kelly M.↗
Probabilistic Damage Characterization Using the Computationally-Efficient Bayesian Approach
This work presents a computationally-ecient approach for damage determination that quanti es uncertainty in the provided diagnosis. Given strain sensor data that are polluted with measurement errors, Bayesian inference is used to estimate the location, size, and orientation of damage. This approach uses Bayes' Theorem to combine any prior knowledge an analyst may have about the nature of the damage with information provided implicitly by the strain sensor data to form a posterior probability distribution over possible damage states. The unknown damage parameters are then estimated based on samples drawn numerically from this distribution using a Markov Chain Monte Carlo (MCMC) sampling algorithm. Several modi cations are made to the traditional Bayesian inference approach to provide signi cant computational speedup. First, an ecient surrogate model is constructed using sparse grid interpolation to replace a costly nite element model that must otherwise be evaluated for each sample drawn with MCMC. Next, the standard Bayesian posterior distribution is modi ed using a weighted likelihood formulation, which is shown to improve the convergence of the sampling process. Finally, a robust MCMC algorithm, Delayed Rejection Adaptive Metropolis (DRAM), is adopted to sample the probability distribution more eciently. Numerical examples demonstrate that the proposed framework e ectively provides damage estimates with uncertainty quanti cation and can yield orders of magnitude speedup over standard Bayesian approaches.
Warner, James E.↗
Application of a data-mining method based on Bayesian networks to lesion-deficit analysis
Although lesion-deficit analysis (LDA) has provided extensive information about structure-function associations in the human brain, LDA has suffered from the difficulties inherent to the analysis of spatial data, i.e., there are many more variables than subjects, and data may be difficult to model using standard distributions, such as the normal distribution. We herein describe a Bayesian method for LDA; this method is based on data-mining techniques that employ Bayesian networks to represent structure-function associations. These methods are computationally tractable, and can represent complex, nonlinear structure-function associations. When applied to the evaluation of data obtained from a study of the psychiatric sequelae of traumatic brain injury in children, this method generates a Bayesian network that demonstrates complex, nonlinear associations among lesions in the left caudate, right globus pallidus, right side of the corpus callosum, right caudate, and left thalamus, and subsequent development of attention-deficit hyperactivity disorder, confirming and extending our previous statistical analysis of these data. Furthermore, analysis of simulated data indicates that methods based on Bayesian networks may be more sensitive and specific for detecting associations among categorical variables than methods based on chi-square and Fisher exact statistics.
NASA Discipline Neuroscience↗