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All sourcesNASA NTRSDOE OSTI
NASA NTRS2019

A NICER view of PSR J0030+0541: Millisecond Pulsar Parameter Estimation

We report on Bayesian parameter estimation of the mass and equatorial radius of the millisecond pulsar PSRJ0030+0451, conditional on pulse-profile modeling of Neutron Star Interior Composition Explorer X-ray spectral timing event data. We perform relativistic ray-tracing of thermal emission from hot regions of the pulsar’s surface. We assume two distinct hot regions based on two clear pulsed components in the phase-folded pulse-profile data; we explore a number of forms (morphologies and topologies) for each hot region, inferring their parameters in addition to the stellar mass and radius. For the family of models considered, the evidence (prior predictive probability of the data) strongly favors a model that permits both hot regions to be located in the same rotational hemisphere. Models wherein both hot regions are assumed to be simply connected circular single-temperature spots, in particular those where the spots are assumed to be reflection-symmetric with respect to the stellar origin, are strongly disfavored. For the inferred configuration, one hot region subtends an angular extent of only a few degrees (in spherical coordinates with origin at the stellar center) and we are insensitive to other structural details; the second hot region is far more azimuthally extended in the form of a narrow arc, thus requiring a larger number of parameters to describe. The inferred mass M and equatorial radius Req are, respectively, -1.34+ M 0.16 0.15 and-12.71+ km 1.19 1.14 , while the compactness = -GM R c 0.156+ eq 2 0.010 0.008 is more tightly constrained; the credible interval bounds reported here are approximately the 16% and 84% quantiles in marginal posterior mass.

T E Riley↗
NASA NTRS1973

Bayesian estimation of life parameters in the Weibull distribution.

Development of a Bayesian analysis of the scale and shape parameters in the Weibull distribution and the corresponding reliability function with respect to the usual life-testing procedures. For the scale parameter theta, Bayesian estimates of theta and reliability are obtained for the uniform, exponential, and inverted gamma prior probability densities. Bhattacharya's results (1967) for the one-parameter exponential life-testing distribution are reduced to a special case of these results. A fully Bayesian analysis of both the scale and shape parameters is developed by assuming independent prior distributions; since in the latter case, analytical tractability is not possible, Bayesian estimates are obtained through a conjunction of Monte Carlo simulation and numerical-integration techniques. In both cases, a computer simulation is carried out, and a comparison is made between the Bayesian and the corresponding minimum-variance unbiased, or maximum likelihood, estimates. As expected, the Bayesian estimates are superior.

Canavos, G. C.↗
NASA NTRS1984

Bayesian estimation of normal mixture parameters

A Bayesian, or penalized maximum likelihood, approach to the problem of estimating the parameters of a mixture of multivariate normal distributions is proposed. The Bayesian formulation eliminates the problem of singularities in the likelihood function and results in an attractive EM-like procedure. Although the question of consistency is not settled, it is suggested that the proposed method has certain advantages over both the constrained and unconstrained maximum likelihood procedures.

Peters, C.↗
NASA NTRS2015

Parameter Estimation for Compact Binaries with Ground-Based Gravitational-Wave Observations Using the LALInference

The Advanced LIGO and Advanced Virgo gravitational wave (GW) detectors will begin operation in the coming years, with compact binary coalescence events a likely source for the first detections. The gravitational waveforms emitted directly encode information about the sources, including the masses and spins of the compact objects. Recovering the physical parameters of the sources from the GW observations is a key analysis task. This work describes the LALInference software library for Bayesian parameter estimation of compact binary signals, which builds on several previous methods to provide a well-tested toolkit which has already been used for several studies. We show that our implementation is able to correctly recover the parameters of compact binary signals from simulated data from the advanced GW detectors. We demonstrate this with a detailed comparison on three compact binary systems: a binary neutron star (BNS), a neutron star - black hole binary (NSBH) and a binary black hole (BBH), where we show a cross-comparison of results obtained using three independent sampling algorithms. These systems were analysed with non-spinning, aligned spin and generic spin configurations respectively, showing that consistent results can be obtained even with the full 15-dimensional parameter space of the generic spin configurations. We also demonstrate statistically that the Bayesian credible intervals we recover correspond to frequentist confidence intervals under correct prior assumptions by analysing a set of 100 signals drawn from the prior. We discuss the computational cost of these algorithms, and describe the general and problem-specific sampling techniques we have used to improve the efficiency of sampling the compact binary coalescence (CBC) parameter space.

gravitational wave↗
NASA NTRS2015

Modeling the Swift BAT Trigger Algorithm with Machine Learning

To draw inferences about gamma-ray burst (GRB) source populations based on Swift observations, it is essential to understand the detection efficiency of the Swift burst alert telescope (BAT). This study considers the problem of modeling the Swift BAT triggering algorithm for long GRBs, a computationally expensive procedure, and models it using machine learning algorithms. A large sample of simulated GRBs from Lien et al. (2014) is used to train various models: random forests, boosted decision trees (with AdaBoost), support vector machines, and artificial neural networks. The best models have accuracies of approximately greater than 97% (approximately less than 3% error), which is a significant improvement on a cut in GRB flux which has an accuracy of 89:6% (10:4% error). These models are then used to measure the detection efficiency of Swift as a function of redshift z, which is used to perform Bayesian parameter estimation on the GRB rate distribution. We find a local GRB rate density of eta(sub 0) approximately 0.48(+0.41/-0.23) Gpc(exp -3) yr(exp -1) with power-law indices of eta(sub 1) approximately 1.7(+0.6/-0.5) and eta(sub 2) approximately -5.9(+5.7/-0.1) for GRBs above and below a break point of z(sub 1) approximately 6.8(+2.8/-3.2). This methodology is able to improve upon earlier studies by more accurately modeling Swift detection and using this for fully Bayesian model fitting. The code used in this is analysis is publicly available online.

gamma rays: general↗
NASA NTRS2016

Modeling the Swift Bat Trigger Algorithm with Machine Learning

To draw inferences about gamma-ray burst (GRB) source populations based on Swift observations, it is essential to understand the detection efficiency of the Swift burst alert telescope (BAT). This study considers the problem of modeling the Swift / BAT triggering algorithm for long GRBs, a computationally expensive procedure, and models it using machine learning algorithms. A large sample of simulated GRBs from Lien et al. is used to train various models: random forests, boosted decision trees (with AdaBoost), support vector machines, and artificial neural networks. The best models have accuracies of greater than or equal to 97 percent (less than or equal to 3 percent error), which is a significant improvement on a cut in GRB flux, which has an accuracy of 89.6 percent (10.4 percent error). These models are then used to measure the detection efficiency of Swift as a function of redshift z, which is used to perform Bayesian parameter estimation on the GRB rate distribution. We find a local GRB rate density of n (sub 0) approaching 0.48 (sup plus 0.41) (sub minus 0.23) per cubic gigaparsecs per year with power-law indices of n (sub 1) approaching 1.7 (sup plus 0.6) (sub minus 0.5) and n (sub 2) approaching minus 5.9 (sup plus 5.7) (sub minus 0.1) for GRBs above and below a break point of z (redshift) (sub 1) approaching 6.8 (sup plus 2.8) (sub minus 3.2). This methodology is able to improve upon earlier studies by more accurately modeling Swift detection and using this for fully Bayesian model fitting.

gamma-ray burst: general – gamma-rays: general â↗
NASA NTRS1981

Software models: A Bayesian approach to parameter estimation in the Jelenski-Moranda software reliability model

Maximum likelihood estimation procedures for the Jelinski-Moranda software reliability model often give misleading answers. A reparameterization and a Bayesian analysis eliminate some of the problems incurred by MLE methods and often give better predictions on sets of real and simulated data. Practical difficulties in estimating the initial number of errors N and the failure rate of each error phi by the method of maximum likelihood are: N, the MLE of N, is occasionally infinite (i.e., the routines for calculating N and phi do not converge). It is shown that N is finite sub i only if the regression line of the interevent times t sub i vs. i has positive slope. A serious problem is that often N approximates n, the sample size, and sometimes N = n. Thus the MLE predicts that the program is perfect even when it is far from being so. Only when almost all failures have been removed can N and phi be trusted near the end of debugging.

Littlewood, B.↗
NASA NTRS1972

A Bayesian approach to parameter and reliability estimation in the Poisson distribution.

For life testing procedures, a Bayesian analysis is developed with respect to a random intensity parameter in the Poisson distribution. Bayes estimators are derived for the Poisson parameter and the reliability function based on uniform and gamma prior distributions of that parameter. A Monte Carlo procedure is implemented to make possible an empirical mean-squared error comparison between Bayes and existing minimum variance unbiased, as well as maximum likelihood, estimators. As expected, the Bayes estimators have mean-squared errors that are appreciably smaller than those of the other two.

Canavos, G. C.↗
NASA NTRS1984

Component testing for dynamic model verification

Dynamic model verification is the process whereby an analytical model of a dynamic system is compared with experimental data, adjusted if necessary to bring it into agreement with the data, and then qualified for future use in predicting system response in a different dynamic environment. These are various ways to conduct model verification. The approach taken here employs Bayesian statistical parameter estimation. Unlike curve fitting, whose objective is to minimize the difference between some analytical function and a given quantity of test data (or curve), Bayesian estimation attempts also to minimize the difference between the parameter values of that funciton (the model) and their initial estimates, in a least squares sense. The objectives of dynamic model verification, therefore, are to produce a model which: (1) is in agreement with test data; (2) will assist in the interpretation of test data; (3) can be used to help verify a design; (4) will reliably predict performance; and (5) in the case of space structures, will facilitate dynamic control.

Hasselman, T. K.↗
NASA NTRS1987

A computer program for model verification of dynamic systems

Dynamic model verification is the process whereby an analytical model of a dynamic system is compared with experimental data, and then qualified for future use in predicting system response in a different dynamic environment. There are various ways to conduct model verification. The approach adopted in MOVER II employs Bayesian statistical parameter estimation. Unlike curve fitting whose objective is to minimize the difference between some analytical function and a given quantity of test data (or curve), Bayesian estimation attempts also to minimize the difference between the parameter values of that function (the model) and their initial estimates, in a least squares sense. The objectives of dynamic model verification, therefore, are to produce a model which: (1) is in agreement with test data, (2) will assist in the interpretation of test data, (3) can be used to help verify a design, (4) will reliably predict performance, and (5) in the case of space structures, facilitate dynamic control.

Chrostowski, J. D.↗
NASA NTRS2021

Radar-Based Bayesian Estimation of Ice Crystal Growth Parameters within a Microphysical Model

The potential for polarimetric Doppler radar measurements to improve predictions of ice microphysical processes within an idealized model–observational framework is examined. In an effort to more rigorously constrain ice growth processes (e.g., vapor deposition) with observations of natural clouds, a novel framework is developed to compare simulated and observed radar measurements, coupling a bulk adaptive-habit model of vapor growth to a polarimetric radar forward model. Bayesian inference on key microphysical model parameters is then used, via a Markov chain Monte Carlo sampler, to estimate the probability distribution of the model parameters. The statistical formalism of this method allows for robust estimates of the optimal parameter values, along with (non-Gaussian) estimates of their uncertainty. To demonstrate this framework, observations from Department of Energy radars in the Arctic during a case of pristine ice precipitation are used to constrain vapor deposition parameters in the adaptive habit model. The resulting parameter probability distributions provide physically plausible changes in ice particle density and aspect ratio during growth. A lack of direct constraint on the number concentration produces a range of possible mean particle sizes, with the mean size inversely correlated to number concentration. Consistency is found between the estimated inherent growth ratio and independent laboratory measurements, increasing confidence in the parameter PDFs and demonstrating the effectiveness of the radar measurements in constraining the parameters. The combined Doppler and polarimetric observations produce the highest-confidence estimates of the parameter PDFs, with the Doppler measurements providing a stronger constraint for this case.

Robert S. Schrom↗
NASA NTRS2017

Bayesian Treatment of Prospective LISA Parameter Estimation for Massive Black Hole Mergers

A full understanding of LISA (Laser Interferometer Space Antenna)'s science capability will require accurate models of incident waveform signals and the instrumental response. While Fisher matrix analysis is useful for some estimates, a full Bayesian treatment is needed for important cases at the limit of LISA's capability. We will apply fast analysis algorithms enabling accurate treatment with EOB (effective-one-body) waveforms and the full-featured LISA response to study the significance of higher spherical harmonics and mergers in LISA analysis.

Baker, John G.↗
NASA NTRS1992

Quantifying parameters for Bayesian prior assumptions when estimating the probability of failure of software

Software reliability has become increasingly important, especially in life-critical situations. The ability to measure the results of testing and to quantify software reliability is needed. If this is accomplished, a certain minimum amount of reliability for a piece of software can be specified, and testing and/or other analysis may be done until that minimum number has been attained. There are many models for estimating software reliability. The accuracy of these models has been challenged and many revisions for the models and recalibration techniques have been devised. Of particular interest is the method of estimating the probability of failure of software when no failures have yet occurred in its current version as described by Miller. This model uses black box testing with formulae based on Bayesian estimation. The focus is on three interrelated issues: estimating the probability of failure when testing has revealed no errors; modifying this estimation when the input use distribution does not match the test distribution; and combining the results from random testing with other relevant information to obtain a possibly more accurate estimate of the probability of failure. Obtaining relevant information about the software and combining the results for a better estimate for the Miller model are discussed.

Long, Jacquelyn E.↗
NASA NTRS2016

A Comparison of Metamodeling Techniques via Numerical Experiments

This paper presents a comparative analysis of a few metamodeling techniques using numerical experiments for the single input-single output case. These experiments enable comparing the models' predictions with the phenomenon they are aiming to describe as more data is made available. These techniques include (i) prediction intervals associated with a least squares parameter estimate, (ii) Bayesian credible intervals, (iii) Gaussian process models, and (iv) interval predictor models. Aspects being compared are computational complexity, accuracy (i.e., the degree to which the resulting prediction conforms to the actual Data Generating Mechanism), reliability (i.e., the probability that new observations will fall inside the predicted interval), sensitivity to outliers, extrapolation properties, ease of use, and asymptotic behavior. The numerical experiments describe typical application scenarios that challenge the underlying assumptions supporting most metamodeling techniques.

Crespo, Luis G.↗