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Fiber Uncertainty Visualization for Bivariate Data With Parametric and Nonparametric Noise Models

Visualization and analysis of multivariate data and their uncertainty are top research challenges in data visualization. Constructing fiber surfaces is a popular technique for multivariate data visualization that generalizes the idea of level-set visualization for univariate data to multivariate data. Here, in this paper, we present a statistical framework to quantify positional probabilities of fibers extracted from uncertain bivariate fields. Specifically, we extend the state-of-the-art Gaussian models of uncertainty for bivariate data to other parametric distributions (e.g., uniform and Epanechnikov) and more general nonparametric probability distributions (e.g., histograms and kernel density estimation) and derive corresponding spatial probabilities of fibers. In our proposed framework, we leverage Green's theorem for closed-form computation of fiber probabilities when bivariate data are assumed to have independent parametric and nonparametric noise. Additionally, we present a nonparametric approach combined with numerical integration to study the positional probability of fibers when bivariate data are assumed to have correlated noise. For uncertainty analysis, we visualize the derived probability volumes for fibers via volume rendering and extracting level sets based on probability thresholds. We present the utility of our proposed techniques via experiments on synthetic and simulation datasets.

97 MATHEMATICS AND COMPUTING↗

The asymptotic distribution of maxima in bivariate samples

The joint distribution (as n tends to infinity) of the maxima of a sample of n independent observations of a bivariate random variable (X,Y) is studied. A method is developed for deriving the asymptotic distribution of the maxima, assuming that X and Y possess asymptotic extreme-value distributions and that the probability element dF(x,y) can be expanded in a canonical series. Applied both to the bivariate normal distribution and to the bivariate gamma and compound correlated bivariate Poisson distributions, the method shows that maxima from all these distributions are asymptotically uncorrelated.

Campbell, J. W.↗

Some properties of a 5-parameter bivariate probability distribution

A five-parameter bivariate gamma distribution having two shape parameters, two location parameters and a correlation parameter was developed. This more general bivariate gamma distribution reduces to the known four-parameter distribution. The five-parameter distribution gives a better fit to the gust data. The statistical properties of this general bivariate gamma distribution and a hypothesis test were investigated. Although these developments have come too late in the Shuttle program to be used directly as design criteria for ascent wind gust loads, the new wind gust model has helped to explain the wind profile conditions which cause large dynamic loads. Other potential applications of the newly developed five-parameter bivariate gamma distribution are in the areas of reliability theory, signal noise, and vibration mechanics.

Tubbs, J. D.↗

Bivariate extreme value distributions

In certain engineering applications, such as those occurring in the analyses of ascent structural loads for the Space Transportation System (STS), some of the load variables have a lower bound of zero. Thus, the need for practical models of bivariate extreme value probability distribution functions with lower limits was identified. We discuss the Gumbel models and present practical forms of bivariate extreme probability distributions of Weibull and Frechet types with two parameters. Bivariate extreme value probability distribution functions can be expressed in terms of the marginal extremel distributions and a 'dependence' function subject to certain analytical conditions. Properties of such bivariate extreme distributions, sums and differences of paired extremals, as well as the corresponding forms of conditional distributions, are discussed. Practical estimation techniques are also given.

Elshamy, M.↗

Magnetopause shape as a bivariate function of interplanetary magnetic field B(sub z) and solar wind dynamic pressure

We present a new method for determining the shape of the magnetopause as a bivariate function of the hourly averaged solar wind dynamic pressure (p) and the north-south component of the interplanetary magnetic field (IMF) B(sub z). We represent the magnetopause (for X(sub GSE) greater than -40 R(sub E)) as an ellipsoid of revolution in solar-wind-aberrated coordinates and express the (p, B(sub z)) dependence of each of the three ellipsoid parameters as a second-order (6-term) bivariate expansion in Inp and B(sub z). We define 12 overlapping bins in a normalized dimensionless (p, B(sub z)) `control space' and fit an ellipsoid to those magnetopause crossings having (p, B(sub z)) values within each bin. We also calculate the bivariate (Inp, B(sub z)) moments to second order over each bin in control space. We can then calculate the six control-space expansion coefficients for each of the three ellipsoid parameters in configuration space. From these coefficients we can derive useful diagnosis of the magnetopause shape as joint functions of p and B(sub z): the aspect ratio of the ellipsoid's minor-to-major axes; the flank distance, radius of curvature, and flaring angle (at X(sub GSE) = 0); and the subsolar distance and radius of curvature. We confirm and quantify previous results that during periods of southward B(sub z) the subsolar magnetopause moves inward, while at X(sub GSE) = 0 the flank magnetopause moves outward and the flaring angle increases.

Roelof, Edmond C.↗

Review of some results in bivariate density estimation

Results are reviewed for choosing smoothing parameters for some bivariate density estimators. Experience gained in comparing the effects of smoothing parameters on probability density estimators for univariate and bivariate data is summarized.

Scott, D. W.↗

On the level of skill in predicting maximum sunspot number - A comparative study of single variate and bivariate precursor techniques

The level of skill in predicting the size of the sunspot cycle is investigated for the two types of precursor techniques, single variate and bivariate fits, both applied to cycle 22. The present level of growth in solar activity is compared to the mean level of growth (cycles 10-21) and to the predictions based on the precursor techniques. It is shown that, for cycle 22, both single variate methods (based on geomagnetic data) and bivariate methods suggest a maximum amplitude smaller than that observed for cycle 19, and possibly for cycle 21. Compared to the mean cycle, cycle 22 is presently behaving as if it were a +2.6 sigma cycle (maximum amplitude of about 225), which means that either it will be the first cycle not to be reliably predicted by the combined precursor techniques or its deviation relative to the mean cycle will substantially decrease over the next 18 months.

Wilson, Robert M.↗

An Analysis of the Johnson-Lindenstrauss Lemma with the Bivariate Gamma Distribution

Probabilistic proofs of the Johnson-Lindenstrauss lemma imply that random projection can reduce the dimension of a data set and approximately preserve pairwise distances. If a distance being approximately preserved is called a success, and the complement of this event is called a failure, then such a random projection likely results in no failures. Assuming a Gaussian random projection, the lemma is proved by showing that the no-failure probability is positive using a combination of Bonferroni's inequality and Markov's inequality. This paper modifies this proof in two ways to obtain a greater lower bound on the no-failure probability. First, Bonferroni's inequality is applied to pairs of failures instead of individual failures. Second, since a pair of projection errors has a bivariate gamma distribution, this probability of a pair of successes is bounded using an inequality from [Jensen, 1969]. If n is the number of points to be embedded and μ is the probability of success, then this leads to an increase in the lower bound on the no-failure probability of $\frac{1}{2}$ ($\genfrac{}{}{0pt}{}{n}{2}$) (1- μ ) 2 is ($\genfrac{}{}{0pt}{}{n}{2}$) is even and $\frac{1}{2}$ (($\genfrac{}{}{0pt}{}{n}{2}$)-1) (1- μ ) 2 if ($\genfrac{}{}{0pt}{}{n}{2}$) is odd. For example, if n =10 5 points are to be embedded in k =10 4 dimensions with a tolerance of ϵ=0.1, then the improvement in the lower bound is on the order of 10 -14 . We also show that further improvement is possible if the inequality in [Jensen, 1969] extends to three successes, though we do not have a proof of this result.

96 KNOWLEDGE MANAGEMENT AND PRESERVATION↗

Bivariate normal, conditional and rectangular probabilities: A computer program with applications

Some results for the bivariate normal distribution analysis are presented. Computer programs for conditional normal probabilities, marginal probabilities, as well as joint probabilities for rectangular regions are given: routines for computing fractile points and distribution functions are also presented. Some examples from a closed circuit television experiment are included.

Swaroop, R.↗

An efficient algorithm for generating random number pairs drawn from a bivariate normal distribution

An efficient algorithm for generating random number pairs from a bivariate normal distribution was developed. Any desired value of the two means, two standard deviations, and correlation coefficient can be selected. Theoretically the technique is exact and in practice its accuracy is limited only by the quality of the uniform distribution random number generator, inaccuracies in computer function evaluation, and arithmetic. A FORTRAN routine was written to check the algorithm and good accuracy was obtained. Some small errors in the correlation coefficient were observed to vary in a surprisingly regular manner. A simple model was developed which explained the qualities aspects of the errors.

Campbell, C. W.↗

Five-Parameter Bivariate Probability Distribution

NASA technical memorandum presents four papers about five-parameter bivariate gamma class of probability distributions. With some overlap of subject matter, papers address different aspects of theories of these distributions and use in forming statistical models of such phenomena as wind gusts. Provides acceptable results for defining constraints in problems designing aircraft and spacecraft to withstand large wind-gust loads.

Tubbs, J.↗