A likelihood ratio test for shrinkage covariance estimators
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Anderson, Dylan Zachary↗
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Results for “likelihood ratio”
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Learning likelihood ratios with neural network classifiers
The likelihood ratio is a crucial quantity for statistical inference in science that enables hypothesis testing, construction of confidence intervals, reweighting of distributions, and more. Many modern scientific applications, however, make use of data- or simulation-driven models for which computing the likelihood ratio can be very difficult or even impossible. By applying the so-called “likelihood ratio trick,” approximations of the likelihood ratio may be computed using clever parametrizations of neural network-based classifiers. A number of different neural network setups can be defined to satisfy this procedure, each with varying performance in approximating the likelihood ratio when using finite training data. We present a series of empirical studies detailing the performance of several common loss functionals and parametrizations of the classifier output in approximating the likelihood ratio of two univariate and multivariate Gaussian distributions as well as simulated high-energy particle physics datasets.
72 PHYSICS OF ELEMENTARY PARTICLES AND FIELDS↗
New Machine Learning Techniques for Simulation-Based Inference: InferoStatic Nets, Kernel Score Estimation, and Kernel Likelihood Ratio Estimation
We propose an intuitive, machine-learning approach to multiparameter inference, dubbed the InferoStatic Networks (ISN) method, to model the score and likelihood ratio estimators in cases when the probability density can be sampled but not computed directly. The ISN uses a backend neural network that models a scalar function called the inferostatic potential $\varphi$. In addition, we introduce new strategies, respectively called Kernel Score Estimation (KSE) and Kernel Likelihood Ratio Estimation (KLRE), to learn the score and the likelihood ratio functions from simulated data. We illustrate the new techniques with some toy examples and compare to existing approaches in the literature. We mention en passant some new loss functions that optimally incorporate latent information from simulations into the training procedure.
72 PHYSICS OF ELEMENTARY PARTICLES AND FIELDS↗
New machine learning techniques for simulation-based inference: InferoStatic nets, kernel score estimation, and kernel likelihood ratio estimation
We propose an intuitive, machine-learning approach to multiparameter inference, dubbed the InferoStatic Networks (ISN) method, to model the score and likelihood ratio estimators in cases when the probability density can be sampled but not computed directly. The ISN uses a backend neural network that models a scalar function called the inferostatic potential \varphi φ . In addition, we introduce new strategies, respectively called Kernel Score Estimation (KSE) and Kernel Likelihood Ratio Estimation (KLRE), to learn the score and the likelihood ratio functions from simulated data. We illustrate the new techniques with some toy examples and compare to existing approaches in the literature. We mention en passant some new loss functions that optimally incorporate latent information from simulations into the training procedure.
Kong, Kyoungchul↗
Parameter estimation in astronomy through application of the likelihood ratio
Many problems in the experimental estimation of parameters for models can be solved through use of the likelihood ratio test. Applications of the likelihood ratio, with particular attention to photon counting experiments, are discussed. The procedures presented solve a greater range of problems than those currently in use, yet are no more difficult to apply. The procedures are proved analytically, and examples from current problems in astronomy are discussed.
Cash, W.↗
Performance and sensitivity analysis of the generalized likelihood ratio method for failure detection
Results of the generalized likelihood ratio (GLR) technique for the detection of failures in aircraft application are presented, and its relationship to the properties of the Kalman-Bucy filter is examined. Under the assumption that the system is perfectly modeled, the detectability and distinguishability of four failure types are investigated by means of analysis and simulations. Detection of failures is found satisfactory, but problems in identifying correctly the mode of a failure may arise. These issues are closely examined as well as the sensitivity of GLR to modeling errors. The advantages and disadvantages of this technique are discussed, and various modifications are suggested to reduce its limitations in performance and computational complexity.
Bueno, R. A.↗
Inferring subhalo effective density slopes from strong lensing observations with neural likelihood-ratio estimation
ABSTRACT Strong gravitational lensing has emerged as a promising approach for probing dark matter (DM) models on sub-galactic scales. Recent work has proposed the subhalo effective density slope as a more reliable observable than the commonly used subhalo mass function. The subhalo effective density slope is a measurement independent of assumptions about the underlying density profile and can be inferred for individual subhaloes through traditional sampling methods. To go beyond individual subhalo measurements, we leverage recent advances in machine learning and introduce a neural likelihood-ratio estimator to infer an effective density slope for populations of subhaloes. We demonstrate that our method is capable of harnessing the statistical power of multiple subhaloes (within and across multiple images) to distinguish between characteristics of different subhalo populations. The computational efficiency warranted by the neural likelihood-ratio estimator over traditional sampling enables statistical studies of DM perturbers and is particularly useful as we expect an influx of strong lensing systems from upcoming surveys.
Astronomy & Astrophysics↗
Status report on the generalized likelihood ratio failure detection technique, with application to the F-8 aircraft
The generalized likelihood ratio technique, a scheme for detecting and identifying abrupt changes in dynamic systems, is described in detail. Attention is given to distinguishability, detectability, and sensitivity to modeling errors. This failure detection technique is applied to a two-dimensional model of the F-8, flying at Mach .6 at 20,000 ft. in cumulus clouds.
Bueno, R.↗
A preliminary evaluation of the generalized likelihood ratio for detecting and identifying control element failures in a transport aircraft
The application of the Generalized Likelihood Ratio technique to the detection and identification of aircraft control element failures has been evaluated in a linear digital simulation of the longitudinal dynamics of a B-737 aircraft. Simulation results show that the technique has potential but that the effects of wind turbulence and Kalman filter model errors are problems which must be overcome.
Bundick, W. T.↗
A Planar Approximation for the Least Reliable Bit Log-likelihood Ratio of 8-PSK Modulation
The optimum decoding of component codes in block coded modulation (BCM) schemes requires the use of the log-likelihood ratio (LLR) as the signal metric. An approximation to the LLR for the least reliable bit (LRB) in an 8-PSK modulation based on planar equations with fixed point arithmetic is developed that is both accurate and easily realizable for practical BCM schemes. Through an error power analysis and an example simulation it is shown that the approximation results in 0.06 dB in degradation over the exact expression at an E(sub s)/N(sub o) of 10 dB. It is also shown that the approximation can be realized in combinatorial logic using roughly 7300 transistors. This compares favorably to a look up table approach in typical systems.
Thesling, William H.↗
Orthogonal series generalized likelihood ratio test for failure detection and isolation
A new failure detection and isolation algorithm for linear dynamic systems is presented. This algorithm, the Orthogonal Series Generalized Likelihood Ratio (OSGLR) test, is based on the assumption that the failure modes of interest can be represented by truncated series expansions. This assumption leads to a failure detection algorithm with several desirable properties. Computer simulation results are presented for the detection of the failures of actuators and sensors of a C-130 aircraft. The results show that the OSGLR test generally performs as well as the GLR test in terms of time to detect a failure and is more robust to failure mode uncertainty. However, the OSGLR test is also somewhat more sensitive to modeling errors than the GLR test.
Hall, Steven R.↗
The limiting distribution of the likelihood ratio statistic minus 21 n lambda sub n under a class of local alternatives, part 1. Minimum average risk decision procedures for the noncentral chi-square distribution, part 2
Limiting distribution of likelihood ratio statistic under class of local alternatives and minimum average risk decision procedures for noncentral chi-square distribution
Lever, W. E.↗
Classifying Aircraft using Velocity Data with Support Vector Machines and Likelihood Ratio Tests
Timely classification of aircraft is important for small unmanned aerial system (sUAS) technologies, such as onboard collision avoidance systems, and aerial perimeter security for prisons and sports venues. This work uses velocity-based metrics to classify multi-rotor sUAS, fixed wings UAS, and general aviation planes using two classification methods: Support Vector Machines (SVM), and Likelihood Ratio (LR) tests. We found that a 96% classification accuracy is achieved when either classifier is trained using average speed derived from flight controller data or radar data and tested with one second of radar data. Further, we show that LR tests perform similarly to SVM for single metric classification. In addition, we present two novel metrics for classifying aircraft: log variance of absolute change in speed, and log variance of relative change in speed. Finally, we discuss challenges associated with training classifiers with flight controller data but testing on radar data.
Logan T Dihel↗
Assessing the Effectiveness of Generalized Likelihood Ratio Test Detector Schemes in Seismic Event Detection and the Avoidance of Nontarget Signals
Cross-correlation techniques have played a long-standing and pivotal role in seismic event monitoring. However, the performance of correlation-based detectors is challenged by nuisance seismicity, or nontarget signals. Such detections are a problem when the mission is to automatically map events to the correct source region. Using aftershocks of the 2014 $M_w$ 6.0 South Napa, California, earthquake, we demonstrate the effectiveness of utilizing a dynamic correlation processor framework in a generalized likelihood ratio test (GLRT) detector configuration to minimize nontarget detections. A GLRT maximizes a detection statistic with respect to one or more unknown parameters. In this case, the detection statistic is a template signal match against the waveform in a window sliding over a data stream, and the unknown parameter is an index variable indicating group membership of the template event or events. Detected events are assigned to the event group that yields the largest detection statistic. In this work, our results show that a GLRT detector will outperform a suite of independently operating correlation and subspace detectors in terms of having a lower nontarget detection rate at a given missed detection rate. We also show that a GLRT detector composed of a few high-rank subspace detectors has a slightly higher nontarget detection rate, but a significantly lower missed detection rate, than a GLRT detector composed of many low-rank subspace detectors. The high-rank GLRT configuration produced impressive results even with marginal data (single channel, single station, and very low time bandwidth product), which bodes well for the utility of building efficient aftershock classification systems and global monitoring systems at larger scales. However, future work is required to assess performance at the regional scale and to assess the performance of the system at detecting target events not used in the detector template creation.
58 GEOSCIENCES↗
A dual-mode generalized likelihood ratio approach to self-reorganizing digital flight control system design
The research is reported on the problems of failure detection and reliable system design for digital aircraft control systems. Failure modes, cross detection probability, wrong time detection, application of performance tools, and the GLR computer package are discussed.
Bueno, R.↗
A dual-mode generalized likelihood ratio approach to self-reorganizing digital flight control system design
Analytic techniques have been developed for detecting and identifying abrupt changes in dynamic systems. The GLR technique monitors the output of the Kalman filter and searches for the time that the failure occured, thus allowing it to be sensitive to new data and consequently increasing the chances for fast system recovery following detection of a failure. All failure detections are based on functional redundancy. Performance tests of the F-8 aircraft flight control system and computerized modelling of the technique are presented.
Source record↗
Classifying Aircraft using Velocity Data with Support Vector Machines and Likelihood Ratio Tests
This presentation highlights methods to classify aircraft from radar data and investigates how data from flight controllers can be used to train classifiers.
Logan Dihel↗
Bearing Fault Detection on Wind Turbine Gearbox Vibrations Using Generalized Likelihood Ratio-Based Indicators
Studies in condition monitoring literature often aim to detect rolling element bearing faults because they have one of the biggest shares among defects in turbo machinery. Accordingly, several prognosis and diagnosis methods have been devised to identify fault signatures from vibration signals. A recently proposed method to capture the rolling element bearing degradation provides the groundwork for new indicator families utilizing the generalized likelihood ratio test. This novel approach exploits the cyclostationarity and the impulsiveness of vibration signals independently in order to estimate the most suitable indicators for a given fault. However, the method has yet to be tested on complex experimental vibration signals such as those of a wind turbine gearbox. In this study, the approach is applied to the National Renewable Energy Laboratory Wind Turbine Gearbox Condition Monitoring Round Robin Study data set for bearing fault detection purposes. The data set is measured on an experimental test rig of a wind turbine gearbox; hence the complexity of the vibration signals is similar to a real case. The outcome demonstrates that the proposed method is capable of distinguishing between healthy and damaged vibration signals measured on a complex wind turbine gearbox.
condition monitoring↗