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At least 19 records

Estimation of the probability of error without ground truth and known a priori probabilities

The probability of error or, alternatively, the probability of correct classification (PCC) is an important criterion in analyzing the performance of a classifier. Labeled samples (those with ground truth) are usually employed to evaluate the performance of a classifier. Occasionally, the numbers of labeled samples are inadequate, or no labeled samples are available to evaluate a classifier's performance; for example, when crop signatures from one area from which ground truth is available are used to classify another area from which no ground truth is available. This paper reports the results of an experiment to estimate the probability of error using unlabeled test samples (i.e., without the aid of ground truth).

Havens, K. A.

Partially coherent scattering in stellar chromospheres. II - The first-order escape probability method. III - A second-order escape probability method

Approximate analytic expressions are derived for resonance-line wing diagnostics, accounting for frequency redistribution effects, for homogeneous slabs, and slabs with a constant Planck function gradient. Resonance-line emission profiles from a simplified conceptual standpoint are described in order to elucidate the basic physical parameters of the line-forming layers prior to the performance of detailed numerical calculations. An approximate analytic expression is derived for the dependence on stellar surface gravity of the location of the Ca II and Mg II resonance-line profile peaks. An approximate radiative transfer equation using generalized second-order escape probabilities, applicable even in the presence of nearly coherent scattering in the damping wings of resonance lines, is derived. Approximate analytic solutions that can be applied in special regimes and achieve good agreement with accurate numerical results are found.

Gayley, K. G.

The probability of flaw detection and the probability of false calls in nondestructive evaluation equipment

The space industry has developed many composite materials that have high durability in proportion to their weights. Many of these materials have a likelihood for flaws that is higher than in traditional metals. There are also coverings (such as paint) that develop flaws that may adversely affect the performance of the system in which they are used. Therefore there is a need to monitor the soundness of composite structures. To meet this monitoring need, many nondestructive evaluation (NDE) systems have been developed. An NDE system is designed to detect material flaws and make flaw measurements without destroying the inspected item. Also, the detection operation is expected to be performed in a rapid manner in a field or production environment. Some of the most recent video-based NDE methodologies are shearography, holography, thermography, and video image correlation.

Temple, Enoch C.

Development of a Nonlinear Probability of Collision Tool for the Earth Observing System

The Earth Observing System (EOS) spacecraft Terra, Aqua, and Aura fly in constellation with several other spacecraft in 705-kilometer mean altitude sun-synchronous orbits. All three spacecraft are operated by the Earth Science Mission Operations (ESMO) Project at Goddard Space Flight Center (GSFC). In 2004, the ESMO project began assessing the probability of collision of the EOS spacecraft with other space objects. In addition to conjunctions with high relative velocities, the collision assessment method for the EOS spacecraft must address conjunctions with low relative velocities during potential collisions between constellation members. Probability of Collision algorithms that are based on assumptions of high relative velocities and linear relative trajectories are not suitable for these situations; therefore an algorithm for handling the nonlinear relative trajectories was developed. This paper describes this algorithm and presents results from its validation for operational use. The probability of collision is typically calculated by integrating a Gaussian probability distribution over the volume swept out by a sphere representing the size of the space objects involved in the conjunction. This sphere is defined as the Hard Body Radius. With the assumption of linear relative trajectories, this volume is a cylinder, which translates into simple limits of integration for the probability calculation. For the case of nonlinear relative trajectories, the volume becomes a complex geometry. However, with an appropriate choice of coordinate systems, the new algorithm breaks down the complex geometry into a series of simple cylinders that have simple limits of integration. This nonlinear algorithm will be discussed in detail in the paper. The nonlinear Probability of Collision algorithm was first verified by showing that, when used in high relative velocity cases, it yields similar answers to existing high relative velocity linear relative trajectory algorithms. The comparison with the existing high velocity/linear theory will also be used to determine at what relative velocity the analysis should use the new nonlinear theory in place of the existing linear theory. The nonlinear algorithm was also compared to a known exact solution for the probability of collision between two objects when the relative motion is strictly circular and the error covariance is spherically symmetric. Figure I shows preliminary results from this comparison by plotting the probabilities calculated from the new algorithm and those from the exact solution versus the Hard Body Radius to Covariance ratio. These results show about 5% error when the Hard Body Radius is equal to one half the spherical covariance magnitude. The algorithm was then combined with a high fidelity orbit state and error covariance propagator into a useful tool for analyzing low relative velocity nonlinear relative trajectories. The high fidelity propagator is capable of using atmospheric drag, central body gravitational, solar radiation, and third body forces to provide accurate prediction of the relative trajectories and covariance evolution. The covariance propagator also includes a process noise model to ensure realistic evolutions of the error covariance. This paper will describe the integration of the nonlinear probability algorithm and the propagators into a useful collision assessment tool. Finally, a hypothetical case study involving a low relative velocity conjunction between members of the Earth Observation System constellation will be presented.

McKinley, David P.

On differentiating the probability of error in multipopular feature selection

A method of linear feature selection for n dimensional observation vectors which belong to one of m populations is presented. Each population has a known apriori probability and is described by a known multivariate normal density function. Specifically we consider the problem of finding a k x n matrix B of rank k (k n) for which the transformed probability of misclassification is minimized. Providing that the transformed a posterior probabilities are distinct theoretical results are obtained which, for the case k = l, give rise to a numerically tractable formula for the derivative of the probability of misclassification. It is shown that for the two population problem this condition is also necessary. The dependence of the minimum probability of error on the a priori probabilities is investigated. The minimum probability of error satisfies a uniform Lipschitz condition with respect to the a priori probabilities.

Peters, B. C.

Decision analysis with approximate probabilities

This paper concerns decisions under uncertainty in which the probabilities of the states of nature are only approximately known. Decision problems involving three states of nature are studied. This is due to the fact that some key issues do not arise in two-state problems, while probability spaces with more than three states of nature are essentially impossible to graph. The primary focus is on two levels of probabilistic information. In one level, the three probabilities are separately rounded to the nearest tenth. This can lead to sets of rounded probabilities which add up to 0.9, 1.0, or 1.1. In the other level, probabilities are rounded to the nearest tenth in such a way that the rounded probabilities are forced to sum to 1.0. For comparison, six additional levels of probabilistic information, previously analyzed, were also included in the present analysis. A simulation experiment compared four criteria for decisionmaking using linearly constrained probabilities (Maximin, Midpoint, Standard Laplace, and Extended Laplace) under the eight different levels of information about probability. The Extended Laplace criterion, which uses a second order maximum entropy principle, performed best overall.

Whalen, Thomas

A Simple, Velocity Dependent, Collision Probability Algorithm for Small Combined Hard Body Radii Close Approach Events

Over the last few years progress has been made in the velocity dependent collision probability problem. Recent progress in this problem has been approached via integration of the probability flux into the surface of the combined hard body object. The algorithm presented uses the surface flux approach and is designed to compute the collision probability rate between two objects given their time dependent states and state error covariance matrices. With regards to the computation of the collision probability (Pc) rate, two major differences exist between the development of this algorithm and the usual Pc algorithm. First, the shape of the at-risk volume is assumed to be a cube rather than a sphere. The size of the cube is chosen so that it circumscribes the usual hard body sphere chosen for the spherical Pc problem. This will result in half the length of a side of the cube being equal to the hard body radius (HBR) of the sphere. Second, it is assumed that the HBR of the cube is much smaller than the smallest combined position uncertainty (σ(sub min) > 5*HBR) at each time point of evaluation. This is necessary as the actual collision probability calculation is based on a first order, small variable expansion in the position components of the Gaussian probability density function. This leads to the collision probability rate being to second order in the combined HBR. The collision probability rate is in a concise, closed form containing exponential and error functions.

Frisbee, Joe

NASA Lewis Launch Collision Probability Model Developed and Analyzed

There are nearly 10,000 tracked objects orbiting the earth. These objects encompass manned objects, active and decommissioned satellites, spent rocket bodies, and debris. They range from a few centimeters across to the size of the MIR space station. Anytime a new satellite is launched, the launch vehicle with its payload attached passes through an area of space in which these objects orbit. Although the population density of these objects is low, there always is a small but finite probability of collision between the launch vehicle and one or more of these space objects. Even though the probability of collision is very low, for some payloads even this small risk is unacceptable. To mitigate the small risk of collision associated with launching at an arbitrary time within the daily launch window, NASA performs a prelaunch mission assurance Collision Avoidance Analysis (or COLA). For the COLA of the Cassini spacecraft, the NASA Lewis Research Center conducted an in-house development and analysis of a model for launch collision probability. The model allows a minimum clearance criteria to be used with the COLA analysis to ensure an acceptably low probability of collision. If, for any given liftoff time, the nominal launch vehicle trajectory would pass a space object with less than the minimum required clearance, launch would not be attempted at that time. The model assumes that the nominal positions of the orbiting objects and of the launch vehicle can be predicted as a function of time, and therefore, that any tracked object that comes within close proximity of the launch vehicle can be identified. For any such pair, these nominal positions can be used to calculate a nominal miss distance. The actual miss distances may differ substantially from the nominal miss distance, due, in part, to the statistical uncertainty of the knowledge of the objects positions. The model further assumes that these position uncertainties can be described with position covariance matrices. With these, and some additional simplifying assumptions, a closed-form solution for the probability of collision is obtained. This solution provides clear insights into how each of the independent parameters affects the probability of collision. It shows that for a given maximum probability of collision and prior knowledge of the objects position uncertainties and sizes, only knowledge of the nominal closest approach distance is required to make the launch/no launch decision. The model was completed and used for the mission assurance COLA analysis for the Cassini spacecraft, which was launched on a Titan IV/Centaur rocket on October 15, 1997. Although the model was specifically developed for the Cassini mission, it is clearly applicable for other launches as well. The effect of COLA closures on the launch window is shown. The bar represents the entire 140-min launch window on October 15, 1997; the blackened areas represent the loss of launch opportunities due to the potential for a collision with an orbiting object.

Bollenbacher, Gary

Time-Dependent Satellite Explosion Probabilities for Long-Term Orbital Debris Environment Modeling

On-orbit accidental explosions are a significant contributor to the growth of the orbital debris population. Certain types of satellites have been seen to exhibit different behaviors and timelines of explosions. Recent assessments of on-orbit explosions for three categories of satellites – Russian Sistema Obespecheniya Zapuska (SOZ, Proton 4th stage attitude and ullage motors) units, spacecraft, and rocket bodies – suggest that on-orbit explosions can be modeled using a continuous, time-dependent probability of explosion. This paper discusses the methodology for developing a time-dependent probability of explosion as a function of the satellite’s orbital lifetime based on historical explosions. The SOZ units are found to be best modeled by a modified Gaussian probability distribution, with the peak probability of explosion occurring around 10.4 years on-orbit. Spacecraft and rocket bodies both exhibit exponentially decaying explosion probabilities, with rocket bodies showing fast-, medium-, and slow-time modes of decay. Total cumulative probabilities of explosion are approximately 57% for SOZ units, 4% for spacecraft, and 2% for rocket bodies. Examples of implementation in a simulation of the orbital debris environment using NASA's long-term evolutionary model are given, showing the overall explosion behavior over two centuries is significantly different from that using a previously implemented constant-probability type-dependent explosion rate model and provides a better representation of the historical explosion record.

Alyssa P Manis

Incompatible Stochastic Processes and Complex Probabilities

The definition of conditional probabilities is based upon the existence of a joint probability. However, a reconstruction of the joint probability from given conditional probabilities imposes certain constraints upon the latter, so that if several conditional probabilities are chosen arbitrarily, the corresponding joint probability may not exist.

Probabilities Mathematics

Dynamical Simulation of Probabilities

It has been demonstrated that classical probabilities, and in particular, probabilistic Turing machine, can be simulated by combining chaos and non-Lipschitz dynamics, without utilization of any man-made devices(such as random number generators). Self-orgainizing properties of systems coupling simulated and calculated probabilities and their link to quantum computations are discussed. Special attention was focused upon coupled stochastic processes, defined in terms of conditional probabilities, for which joint probability does not exist. Simulations of quantum probabilities are also discussed.

number generators quantum probabilities

Error probability performance of unbalanced QPSK receivers

A simple technique for calculating the error probability performance and associated noisy reference loss of practical unbalanced QPSK receivers is presented. The approach is based on expanding the error probability conditioned on the loop phase error in a power series in the loop phase error and then, keeping only the first few terms of this series, averaging this conditional error probability over the probability density function of the loop phase error. Doing so results in an expression for the average error probability which is in the form of a leading term representing the ideal (perfect synchronization references) performance plus a term proportional to the mean-squared crosstalk. Thus, the additional error probability due to noisy synchronization references occurs as an additive term proportional to the mean-squared phase jitter directly associated with the receiver's tracking loop. Similar arguments are advanced to give closed-form results for the noisy reference loss itself.

Simon, M. K.

Launch Collision Probability

This report analyzes the probability of a launch vehicle colliding with one of the nearly 10,000 tracked objects orbiting the Earth, given that an object on a near-collision course with the launch vehicle has been identified. Knowledge of the probability of collision throughout the launch window can be used to avoid launching at times when the probability of collision is unacceptably high. The analysis in this report assumes that the positions of the orbiting objects and the launch vehicle can be predicted as a function of time and therefore that any tracked object which comes close to the launch vehicle can be identified. The analysis further assumes that the position uncertainty of the launch vehicle and the approaching space object can be described with position covariance matrices. With these and some additional simplifying assumptions, a closed-form solution is developed using two approaches. The solution shows that the probability of collision is a function of position uncertainties, the size of the two potentially colliding objects, and the nominal separation distance at the point of closest approach. ne impact of the simplifying assumptions on the accuracy of the final result is assessed and the application of the results to the Cassini mission, launched in October 1997, is described. Other factors that affect the probability of collision are also discussed. Finally, the report offers alternative approaches that can be used to evaluate the probability of collision.

Bollenbacher, Gary

Using Correlation to Compute Better Probability Estimates in Plan Graphs

Plan graphs are commonly used in planning to help compute heuristic "distance" estimates between states and goals. A few authors have also attempted to use plan graphs in probabilistic planning to compute estimates of the probability that propositions can be achieved and actions can be performed. This is done by propagating probability information forward through the plan graph from the initial conditions through each possible action to the action effects, and hence to the propositions at the next layer of the plan graph. The problem with these calculations is that they make very strong independence assumptions - in particular, they usually assume that the preconditions for each action are independent of each other. This can lead to gross overestimates in probability when the plans for those preconditions interfere with each other. It can also lead to gross underestimates of probability when there is synergy between the plans for two or more preconditions. In this paper we introduce a notion of the binary correlation between two propositions and actions within a plan graph, show how to propagate this information within a plan graph, and show how this improves probability estimates for planning. This notion of correlation can be thought of as a continuous generalization of the notion of mutual exclusion (mutex) often used in plan graphs. At one extreme (correlation=0) two propositions or actions are completely mutex. With correlation = 1, two propositions or actions are independent, and with correlation > 1, two propositions or actions are synergistic. Intermediate values can and do occur indicating different degrees to which propositions and action interfere or are synergistic. We compare this approach with another recent approach by Bryce that computes probability estimates using Monte Carlo simulation of possible worlds in plan graphs.

Bryce, Daniel

Portfolios in Stochastic Local Search: Efficiently Computing Most Probable Explanations in Bayesian Networks

Portfolio methods support the combination of different algorithms and heuristics, including stochastic local search (SLS) heuristics, and have been identified as a promising approach to solve computationally hard problems. While successful in experiments, theoretical foundations and analytical results for portfolio-based SLS heuristics are less developed. This article aims to improve the understanding of the role of portfolios of heuristics in SLS. We emphasize the problem of computing most probable explanations (MPEs) in Bayesian networks (BNs). Algorithmically, we discuss a portfolio-based SLS algorithm for MPE computation, Stochastic Greedy Search (SGS). SGS supports the integration of different initialization operators (or initialization heuristics) and different search operators (greedy and noisy heuristics), thereby enabling new analytical and experimental results. Analytically, we introduce a novel Markov chain model tailored to portfolio-based SLS algorithms including SGS, thereby enabling us to analytically form expected hitting time results that explain empirical run time results. For a specific BN, we show the benefit of using a homogenous initialization portfolio. To further illustrate the portfolio approach, we consider novel additive search heuristics for handling determinism in the form of zero entries in conditional probability tables in BNs. Our additive approach adds rather than multiplies probabilities when computing the utility of an explanation. We motivate the additive measure by studying the dramatic impact of zero entries in conditional probability tables on the number of zero-probability explanations, which again complicates the search process. We consider the relationship between MAXSAT and MPE, and show that additive utility (or gain) is a generalization, to the probabilistic setting, of MAXSAT utility (or gain) used in the celebrated GSAT and WalkSAT algorithms and their descendants. Utilizing our Markov chain framework, we show that expected hitting time is a rational function - i.e. a ratio of two polynomials - of the probability of applying an additive search operator. Experimentally, we report on synthetically generated BNs as well as BNs from applications, and compare SGSs performance to that of Hugin, which performs BN inference by compilation to and propagation in clique trees. On synthetic networks, SGS speeds up computation by approximately two orders of magnitude compared to Hugin. In application networks, our approach is highly competitive in Bayesian networks with a high degree of determinism. In addition to showing that stochastic local search can be competitive with clique tree clustering, our empirical results provide an improved understanding of the circumstances under which portfolio-based SLS outperforms clique tree clustering and vice versa.

Mengshoel, Ole J.

Estimated Probability of a Cervical Spine Injury During an ISS Mission

Introduction: The Integrated Medical Model (IMM) utilizes historical data, cohort data, and external simulations as input factors to provide estimates of crew health, resource utilization and mission outcomes. The Cervical Spine Injury Module (CSIM) is an external simulation designed to provide the IMM with parameter estimates for 1) a probability distribution function (PDF) of the incidence rate, 2) the mean incidence rate, and 3) the standard deviation associated with the mean resulting from injury/trauma of the neck. Methods: An injury mechanism based on an idealized low-velocity blunt impact to the superior posterior thorax of an ISS crewmember was used as the simulated mission environment. As a result of this impact, the cervical spine is inertially loaded from the mass of the head producing an extension-flexion motion deforming the soft tissues of the neck. A multibody biomechanical model was developed to estimate the kinematic and dynamic response of the head-neck system from a prescribed acceleration profile. Logistic regression was performed on a dataset containing AIS1 soft tissue neck injuries from rear-end automobile collisions with published Neck Injury Criterion values producing an injury transfer function (ITF). An injury event scenario (IES) was constructed such that crew 1 is moving through a primary or standard translation path transferring large volume equipment impacting stationary crew 2. The incidence rate for this IES was estimated from in-flight data and used to calculate the probability of occurrence. The uncertainty in the model input factors were estimated from representative datasets and expressed in terms of probability distributions. A Monte Carlo Method utilizing simple random sampling was employed to propagate both aleatory and epistemic uncertain factors. Scatterplots and partial correlation coefficients (PCC) were generated to determine input factor sensitivity. CSIM was developed in the SimMechanics/Simulink environment with a Monte Carlo wrapper (MATLAB) used to integrate the components of the module. Results: The probability of generating an AIS1 soft tissue neck injury from the extension/flexion motion induced by a low-velocity blunt impact to the superior posterior thorax was fitted with a lognormal PDF with mean 0.26409, standard deviation 0.11353, standard error of mean 0.00114, and 95% confidence interval [0.26186, 0.26631]. Combining the probability of an AIS1 injury with the probability of IES occurrence was fitted with a Johnson SI PDF with mean 0.02772, standard deviation 0.02012, standard error of mean 0.00020, and 95% confidence interval [0.02733, 0.02812]. The input factor sensitivity analysis in descending order was IES incidence rate, ITF regression coefficient 1, impactor initial velocity, ITF regression coefficient 2, and all others (equipment mass, crew 1 body mass, crew 2 body mass) insignificant. Verification and Validation (V&V): The IMM V&V, based upon NASA STD 7009, was implemented which included an assessment of the data sets used to build CSIM. The documentation maintained includes source code comments and a technical report. The software code and documentation is under Subversion configuration management. Kinematic validation was performed by comparing the biomechanical model output to established corridors.

Brooker, John E.