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At least 19 records

Methods for Probabilistic Uncertainty Analysis and Bayesian Analysis with Examples of Statistically Analyzing Data to Revise MMOD Risk Estimates and Compare Models

Probabilistic methods are presented for characterizing and quantifying uncertainties in models and model predictions. Techniques are given for constructing specific uncertainty distributions based on available information. Alternative techniques are given for propagating uncertainties in model inputs to obtain the uncertainty in the model result or prediction. Bayesian techniques are also described for utilizing data and information to update and revise model results and predictions. The focus is on applications with numerous specific examples given. The use of data to revise Micrometeoroid and Orbital Debris (MMOD) risk prediction models are among the examples given.

Risk

KMT-2019-BLG-0371 and the Limits of Bayesian Analysis

We show that the perturbation at the peak of the light curve of microlensing event KMT-2019-BLG-0371 is explained by a model with a mass ratio between the host star and planet of q ∼ 0.08. Due to the short event duration (t(sub E) ∼ 6.5 days), the secondary object in this system could potentially be a massive giant planet. A Bayesian analysis shows that the system most likely consists of a host star with a mass M(sub h) = 0.09(+0.14/-0.05) M⨀ and a massive giant planet with a mass = M(sub h) = 7.70(+11.34/-3.90) M(sub Jup). However, the interpretation of the secondary as a planet (i.e., as having M(sub p) < 13M(sub Jup)) rests entirely on the Bayesian analysis. Motivated by this event, we conduct an investigation to determine which constraints meaningfully affect Bayesian analyses for microlensing events. We find that the masses inferred from such a Bayesian analysis are determined almost entirely by the measured value of θ(sub E) and are relatively insensitive to other factors such as the direction of the event (l,b), the lens–source relative proper motion μ(sub rel), or the specific Galactic model prior.

Binary lens microlensing

Ockham's razor and Bayesian analysis

'Ockham's razor', the ad hoc principle enjoining the greatest possible simplicity in theoretical explanations, is presently shown to be justifiable as a consequence of Bayesian inference; Bayesian analysis can, moreover, clarify the nature of the 'simplest' hypothesis consistent with the given data. By choosing the prior probabilities of hypotheses, it becomes possible to quantify the scientific judgment that simpler hypotheses are more likely to be correct. Bayesian analysis also shows that a hypothesis with fewer adjustable parameters intrinsically possesses an enhanced posterior probability, due to the clarity of its predictions.

Jefferys, William H.

A Bayesian analysis of two probability models describing thunderstorm activity at Cape Kennedy, Florida

A Bayesian analysis of the two discrete probability models, the negative binomial and the modified negative binomial distributions, which have been used to describe thunderstorm activity at Cape Kennedy, Florida, is presented. The Bayesian approach with beta prior distributions is compared to the classical approach which uses a moment method of estimation or a maximum-likelihood method. The accuracy and simplicity of the Bayesian method is demonstrated.

Williford, W. O.

A Bayesian Analysis of SDSS J0914+0853, a Low-mass Dual AGN Candidate

We present the first results from Bayesian AnalYsis of Multiple AGN in X-rays (BAYMAX), a tool that uses a Bayesian framework to quantitatively evaluate whether a given Chandra observation is more likely a single or dual point source. Although the most robust method of determining the presence of dual active galactic nuclei (AGNs) is to use X-ray observations, only sources that are widely separated relative to the instrumentʼs point-spread function are easy to identify. It becomes increasingly difficult to distinguish dual AGNs from single AGNs when the separation is on the order of Chandraʼs angular resolution (<1″). Using likelihood models for single and dual point sources, BAYMAX quantitatively evaluates the likelihood of an AGN for a given source. Specifically, we present results from BAYMAX analyzing the lowest-mass dual AGN candidate to date, SDSS J0914+0853, where archival Chandra data shows a possible secondary AGN ∼ 0"3 from the primary. Analyzing a new 50 ks Chandra observation, results from BAYMAX shows that SDSS J0914+0853 is most likely a single AGN with a Bayes factor of 13.5 in favor of a single point source model. Further, posterior distributions from the dual point source model are consistent with emission from a single AGN. We find a very low probability of SDSS J0914+0853 being a dual AGN system with a flux ratio f>0.3 and separation r>0"3. Overall, BAYMAX will be an important tool for correctly classifying candidate dual AGNs in the literature, as well as studying the dual AGN population where past spatial resolution limits have prevented systematic analyses.

Active galaxies

Bayesian Analysis of the Detection Performance of the Lightning Imaging Sensors

Identical Lightning Imaging Sensors aboard the Tropical Rainfall Measuring Mission satellite (TRMM LIS, 1998-2015) and International Space Station (ISS LIS, 2017-present) have collectively provided over two decades of lightning observations over the global tropics, with ISS LIS extending coverage into the mid-latitudes. Quantifying the detection performance of both LIS sensors is a necessary step toward generating a LIS climatological record and accurately combining LIS data with lightning detections from other sensors and networks. We compare lightning observations from both LIS sensors with reference sources including the Geostationary Lightning Mapper (GLM) and ground-based networks operated by Earth Networks (the Earth Networks Total Lightning Network [ENTLN] and Earth Networks Global Lightning Network [ENGLN]) and Vaisala (the National Lightning Detection Network [NLDN] and Global Lightning Dataset [GLD360]). Instead of a relative detection efficiency (RDE) approach that involves assuming perfect performance of the reference sensor, we employ a Bayesian approach to estimate the upper limit of the absolute detection efficiency (ADE) of each sensor being analyzed. The results of this Bayesian analysis illustrate the geographical pattern of ADE as well as its diurnal cycle and yearly evolution, reflecting the growth of the reference networks over time.

Katrina Virts

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.

Bayesian Analysis of the Cosmic Microwave Background

There is a wealth of cosmological information encoded in the spatial power spectrum of temperature anisotropies of the cosmic microwave background! Experiments designed to map the microwave sky are returning a flood of data (time streams of instrument response as a beam is swept over the sky) at several different frequencies (from 30 to 900 GHz), all with different resolutions and noise properties. The resulting analysis challenge is to estimate, and quantify our uncertainty in, the spatial power spectrum of the cosmic microwave background given the complexities of "missing data", foreground emission, and complicated instrumental noise. Bayesian formulation of this problem allows consistent treatment of many complexities including complicated instrumental noise and foregrounds, and can be numerically implemented with Gibbs sampling. Gibbs sampling has now been validated as an efficient, statistically exact, and practically useful method for low-resolution (as demonstrated on WMAP 1 and 3 year temperature and polarization data). Continuing development for Planck - the goal is to exploit the unique capabilities of Gibbs sampling to directly propagate uncertainties in both foreground and instrument models to total uncertainty in cosmological parameters.

methods - statistical

Composite Bond Line Measurements Based on A Bayesian Analysis of Flash Thermography Data

For bonded composite materials, an accurate characterization of the adhesive bond line is needed to predict failure modes and fracture toughness. In this paper, bond line thickness was estimated from data obtained using through transmission flash thermography. The forward model that predicts back surface temperature is based on a three layer heat diffusion equation with varying diffusivity and flux boundary conditions. The corresponding inverse problem of estimating bond line thickness from measurement data was solved using a Bayesian approach that assumed Gaussian priors for the bond line thickness and thermal diffusivity of the adherends. Finally, the outputs of the thermography based method were compared to measurements that were collected using a micrometer and ultrasound testing.

Flash thermography

Composite Bond Line Measurements Based on a Bayesian Analysis of Flash Thermography Data

For bonded composite materials, an accurate characterization of the adhesive bond line is needed to predict failure modes and fracture toughness. In this paper, bond line thickness was estimated from data obtained using through transmission flash thermography. The forward model that predicts back surface temperature is based on a three layer heat diffusion equation with varying diffusivity and flux boundary conditions. The corresponding inverse problem of estimating bond line thickness from measurement data was solved using a Bayesian approach that assumed Gaussian priors for the bond line thickness and thermal diffusivity of the adherends. Finally, the outputs of the thermography based method were compared to measurements that were collected using a micrometer and ultrasound testing.

Flash thermography

Bayesian Analysis of the Power Spectrum of the Cosmic Microwave Background

There is a wealth of cosmological information encoded in the spatial power spectrum of temperature anisotropies of the cosmic microwave background. The sky, when viewed in the microwave, is very uniform, with a nearly perfect blackbody spectrum at 2.7 degrees. Very small amplitude brightness fluctuations (to one part in a million!!) trace small density perturbations in the early universe (roughly 300,000 years after the Big Bang), which later grow through gravitational instability to the large-scale structure seen in redshift surveys... In this talk, I will discuss a Bayesian formulation of this problem; discuss a Gibbs sampling approach to numerically sampling from the Bayesian posterior, and the application of this approach to the first-year data from the Wilkinson Microwave Anisotropy Probe. I will also comment on recent algorithmic developments for this approach to be tractable for the even more massive data set to be returned from the Planck satellite.

Bayesian inference

Studies in Astronomical Time Series Analysis. VI. Bayesian Block Representations

This paper addresses the problem of detecting and characterizing local variability in time series and other forms of sequential data. The goal is to identify and characterize statistically significant variations, at the same time suppressing the inevitable corrupting observational errors. We present a simple nonparametric modeling technique and an algorithm implementing it-an improved and generalized version of Bayesian Blocks [Scargle 1998]-that finds the optimal segmentation of the data in the observation interval. The structure of the algorithm allows it to be used in either a real-time trigger mode, or a retrospective mode. Maximum likelihood or marginal posterior functions to measure model fitness are presented for events, binned counts, and measurements at arbitrary times with known error distributions. Problems addressed include those connected with data gaps, variable exposure, extension to piece- wise linear and piecewise exponential representations, multivariate time series data, analysis of variance, data on the circle, other data modes, and dispersed data. Simulations provide evidence that the detection efficiency for weak signals is close to a theoretical asymptotic limit derived by [Arias-Castro, Donoho and Huo 2003]. In the spirit of Reproducible Research [Donoho et al. (2008)] all of the code and data necessary to reproduce all of the figures in this paper are included as auxiliary material.

signal detection

Enhancing Fault Isolation for Health Monitoring of Electric Aircraft Propulsion by Embedding Failure Mode and Effect Analysis into Bayesian Networks

This paper describes a fault isolation approach for electric powertrains of unmanned aerial vehicles. The approach leverages the combination of failure mode and effect analysis (FMEA) and Bayesian networks, thus introducing depend-ability structures into a diagnostic framework. Faults and failure events from the FMEA are mapped within a Bayesian network, where network edges replicate the links embedded within FMEAs. This framework helps the fault isolation process by identifying the probability of occurrence of specific faults or root causes given evidence observed through sensor signals. The framework is applied to an electric power-train system of a small, rotary-wing unmanned aerial vehicle, demonstrating how a Bayesian network enhanced by FMEA helps disambiguate between root causes of incipient failures, which would otherwise be considered as equally probable.

Fault Isolation