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Constrained curve fitting for semi-parametric models with radial basis function networks

Common to many analysis pipelines in lattice gauge theory and the broader scientific discipline is the need to fit a semi-parametric model to data. We propose a fit method that utilizes a radial basis function network to approximate the non-parametric component of such models. The approximate parametric model is fit to data using the basin hopping global optimization algorithm. Parameter constraints are enforced through Gaussian priors. The viability of our method is tested by examining its use in a finite-size scaling analysis of the $q$-state Potts model and $p$-state clock model with $q=2,3$ and $p=4,\infty$.

Peterson, Curtis T.↗

PERIOD ESTIMATION FOR SPARSELY SAMPLED QUASI-PERIODIC LIGHT CURVES APPLIED TO MIRAS

We develop a nonlinear semi-parametric Gaussian process model to estimate periods of Miras with sparsely sampled light curves. The model uses a sinusoidal basis for the periodic variation and a Gaussian process for the stochastic changes. We use maximum likelihood to estimate the period and the parameters of the Gaussian process, while integrating out the effects of other nuisance parameters in the model with respect to a suitable prior distribution obtained from earlier studies. Since the likelihood is highly multimodal for period, we implement a hybrid method that applies the quasi-Newton algorithm for Gaussian process parameters and search the period/frequency parameter space over a dense grid. A large-scale, high-fidelity simulation is conducted to mimic the sampling quality of Mira light curves obtained by the M33 Synoptic Stellar Survey. The simulated data set is publicly available and can serve as a testbed for future evaluation of different period estimation methods. The semi-parametric model outperforms an existing algorithm on this simulated test data set as measured by period recovery rate and quality of the resulting period–luminosity relations.

79 ASTRONOMY AND ASTROPHYSICS↗

Estimating physics models and quantifying their uncertainty using optimization with a Bayesian objective function

This paper reports a verification study for a method that fits functions to sets of data from several experiments simultaneously. The method finds a maximum a posteriori probability (MAP) estimate of a function subject to constraints (e. g., convexity in the study), uncertainty about the estimate, and a quantitative characterization of how data from each experiment constrains that uncertainty. While the present work focuses on a model of the Equation Of State (EOS) of gasses produced by detonating a high explosive, the method can be applied to a wide range of physics processes with either parametric or semi-parametric models. As a verification exercise, a reference EOS is used and artificial experimental data sets are created using numerical integration of ordinary differential equations and pseudo-random noise. The method yields an estimate of the EOS that is close to the reference, and identifies how each experiment most constrains the result.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

A Bivariate Mixed Distribution with a Heavy-tailed Component and its Application to Single-site Daily Rainfall Simulation

This paper presents an improved brivariate mixed distribution, which is capable of modeling the dependence of daily rainfall from two distinct sources (e.g., rainfall from two stations, two consecutive days, or two instruments such as satellite and rain gauge). The distribution couples an existing framework for building a bivariate mixed distribution, the theory of copulae and a hybrid marginal distribution. Contributions of the improved distribution are twofold. One is the appropriate selection of the bivariate dependence structure from a wider admissible choice (10 candidate copula families). The other is the introduction of a marginal distribution capable of better representing low to moderate values as well as extremes of daily rainfall. Among several applications of the improved distribution, particularly presented here is its utility for single-site daily rainfall simulation. Rather than simulating rainfall occurrences and amounts separately, the developed generator unifies the two processes by generalizing daily rainfall as a Markov process with autocorrelation described by the improved bivariate mixed distribution. The generator is first tested on a sample station in Texas. Results reveal that the simulated and observed sequences are in good agreement with respect to essential characteristics. Then, extensive simulation experiments are carried out to compare the developed generator with three other alternative models: the conventional two-state Markov chain generator, the transition probability matrix model and the semi-parametric Markov chain model with kernel density estimation for rainfall amounts. Analyses establish that overall the developed generator is capable of reproducing characteristics of historical extreme rainfall events and is apt at extrapolating rare values beyond the upper range of available observed data. Moreover, it automatically captures the persistence of rainfall amounts on consecutive wet days in a relatively natural and easy way. Another interesting observation is that the recognized ‘overdispersion’ problem in daily rainfall simulation ascribes more to the loss of rainfall extremes than the under-representation of first-order persistence. The developed generator appears to be a sound option for daily rainfall simulation, especially in particular hydrologic planning situations when rare rainfall events are of great importance.

Singh, Vijay P.↗

Qualitative trend analysis based on a mixed-integer representation

Shape constrained spline fitting is a useful method to impose prior knowledge onto flexible semi-parametric models during parameter estimation. Most typically, the function shape is imposed through order restrictions on the regression coefficients. The intended shape is considered known or selected based on heuristic rules. In this study, we present a method to estimate the optimal set of order restrictions to segment a univariate data series into episodes with distinct shapes. This is also known as the qualitative trend analysis (QTA) problem. The obtained solution uses a trade-off between lack-of-fit and model complexity. Further, our practical implementation takes inspiration from the generalized order restricted information criterion (GORIC) for inequality-constrained model selection. From this, one learns (a) that QTA can be formulated as a mixed-integer quadratic program (MIQP) and (b) that the newly proposed mixed order restricted information criterion (MORIC) enables optimal segmentation. This is illustrated through didactic case studies.

42 ENGINEERING↗

Neurocognitive and physical functioning in the Seveso Women's Health Study

Highlights: • Little research exists on the neurotoxic effects of dioxins in older women. • TCDD was associated with grip strength but not other measures of physical function. • TCDD exposure was not adversely associated with working memory. • This relationship was not modified by menopause nor timing of TCDD exposure around menarche. • TCDD susceptibility may increase as the women age, warranting further research. 2,3,7,8-Tetrachlorodibenzo-p-dioxin (TCDD) is neurotoxic in animals but few studies have investigated its effects on the human brain. Related dioxin-like compounds have been linked to poorer cognitive and motor function in older adults, with effects more pronounced in women, perhaps due to the loss of neuro-protective estrogen in menopause. On 10 July 1976, a chemical explosion in Seveso, Italy, resulted in one of the highest known residential exposures to TCDD. In 1996, we initiated the Seveso Women's Health Study, a retrospective cohort study of the health of the women who were newborn to 40 years old in 1976. Here, we investigate whether TCDD exposure is associated with physical functioning and working memory more than 20 years later. Individual TCDD concentration (ppt) was measured in archived serum collected soon after the explosion. In 1996 and 2008, we measured physical functioning (n=154) and working memory (n=459), respectively. We examined associations between serum TCDD and motor and cognitive outcomes with multivariate linear regression and semi-parametric estimators. A 10-fold increase in serum TCDD was not associated with walking speed (adjusted β=0.0006 ft/s, 95% Confidence Interval (CI): −0.13, 0.13), upper body mobility (adjusted β=−0.06, 95% CI: −0.36, 0.23), or manual dexterity (adjusted β=0.34, 95% CI: −0.65, 1.33). We observed an inverted U-shaped association in grip strength, with poorer strength in the lowest and highest TCDD exposure levels. There was no association between TCDD and the Wechsler digit and spatial span tests. Neither menopause status at assessment nor developmental timing of exposure modified associations between TCDD and working memory. Our findings, in one of the only studies of TCDD's effects on neuropsychological and physical functioning in women, do not indicate an adverse effect on these domains, with the exception of a U-shaped relationship with grip strength. Given the limited assessment and relative youth of the women at this follow-up, future work examining additional neuropsychological outcomes is warranted.

54 ENVIRONMENTAL SCIENCES↗

ELEMENTAL DEPLETIONS IN THE MAGELLANIC CLOUDS AND THE EVOLUTION OF DEPLETIONS WITH METALLICITY

We present a study of the composition of gas and dust in the Large and Small Magellanic Clouds (LMC and SMC) using UV absorption spectroscopy. We measure P ii and Fe ii along 84 spatially distributed sightlines toward the MCs using archival Far Ultraviolet Spectroscopic Explorer observations. For 16 of those sightlines, we also measure Si ii, Cr ii, and Zn ii from new Hubble Space Telescope Cosmic Origins Spectrograph observations. We analyze these spectra using a new spectral line analysis technique based on a semi-parametric Voigt profile model. We have combined these measurements with H i and H{sub 2} column densities and reference stellar abundances from the literature to derive gas-phase abundances, depletions, and gas-to-dust ratios (GDRs). Of our 84 P and 16 Zn measurements, 80 and 13, respectively, are depleted by more than 0.1 dex, suggesting that P and Zn abundances are not accurate metallicity indicators at and above the metallicity of the SMC. Si, Cr, and Fe are systematically less depleted in the SMC than in the Milky Way (MW) or LMC. The minimum Si depletion in the SMC is consistent with zero. We find GDR ranges of 190–565 in the LMC and 480–2100 in the SMC, which is broadly consistent with GDRs from the literature. These ranges represent actual location to location variation and are evidence of dust destruction and/or growth in the diffuse neutral phase of the interstellar medium. Where they overlap in metallicity, the gas-phase abundances of the MW, LMC, and SMC and damped Lyα systems evolve similarly with metallicity.

79 ASTRONOMY AND ASTROPHYSICS↗

Online Learning for Commercial Buildings

There has been an increased interest in designing optimization based techniques for the control of building heating, ventilation, and air-conditioning (HVAC) systems for either improving the energy efficiency of buildings or providing ancillary services to the electric grid. The performance of such prediction-based control techniques heavily rely on the model of a building’s thermal dynamics. However, the development of high fidelity building thermal dynamic models is challenging given the presence of large uncertainties that affect thermal loads in buildings such as building envelope performance, thermal mass, internal heat gains as well as occupants' behavior. In this paper, we propose a method to identify both a resistive-capacitive parametric model, and non -parametric load uncertainties using measured input-output data. The parametric model is obtained using semi-parametric regression, whereas the non-parametric part is based on Random Forest, where regression trees are used to derive the dependency of non-parametric terms on both building operation parameters and ambient temperature. The effectiveness of the method is evaluated using experimental data collected from an office building at the Pacific Northwest National Laboratory (PNNL) campus. The proposed methodology was observed to provide improved accuracy over appropriate baseline strategies, when predicting indoor air temperatures.

Dong, Jin↗

Uncertainty Quantification and Comparison of Weld Residual Stress Measurements and Predictions.

In pressurized water reactors, the prevention, detection, and repair of cracks within dissimilar metal welds is essential to ensure proper plant functionality and safety. Weld residual stresses, which are difficult to model and cannot be directly measured, contribute to the formation and growth of cracks due to primary water stress corrosion cracking. Additionally, the uncertainty in weld residual stress measurements and modeling predictions is not well understood, further complicating the prediction of crack evolution. The purpose of this document is to develop methodology to quantify the uncertainty associated with weld residual stress that can be applied to modeling predictions and experimental measurements. Ultimately, the results can be used to assess the current state of uncertainty and to build confidence in both modeling and experimental procedures. The methodology consists of statistically modeling the variation in the weld residual stress profiles using functional data analysis techniques. Uncertainty is quantified using statistical bounds (e.g. confidence and tolerance bounds) constructed with a semi-parametric bootstrap procedure. Such bounds describe the range in which quantities of interest, such as means, are expected to lie as evidenced by the data. The methodology is extended to provide direct comparisons between experimental measurements and modeling predictions by constructing statistical confidence bounds for the average difference between the two quantities. The statistical bounds on the average difference can be used to assess the level of agreement between measurements and predictions. The methodology is applied to experimental measurements of residual stress obtained using two strain relief measurement methods and predictions from seven finite element models developed by different organizations during a round robin study.

21 SPECIFIC NUCLEAR REACTORS AND ASSOCIATED PLANTS↗

Advances in statistical methods for cancer surveillance research: an age-period-cohort perspective

Background: Analysis of Lexis diagrams (population-based cancer incidence and mortality rates indexed by age group and calendar period) requires specialized statistical methods. However, existing methods have limitations that can now be overcome using new approaches. Methods: We assembled a “toolbox” of novel methods to identify trends and patterns by age group, calendar period, and birth cohort. We evaluated operating characteristics across 152 cancer incidence Lexis diagrams compiled from United States (US) Surveillance, Epidemiology and End Results Program data for 21 leading cancers in men and women in four race and ethnicity groups (the “cancer incidence panel”). Results: Nonparametric singular values adaptive kernel filtration (SIFT) decreased the estimated root mean squared error by 90% across the cancer incidence panel. A novel method for semi-parametric age-period-cohort analysis (SAGE) provided optimally smoothed estimates of age-period-cohort (APC) estimable functions and stabilized estimates of lack-of-fit (LOF). SAGE identified statistically significant birth cohort effects across the entire cancer panel; LOF had little impact. As illustrated for colon cancer, newly developed methods for comparative age-period-cohort analysis can elucidate cancer heterogeneity that would otherwise be difficult or impossible to discern using standard methods. Conclusions: Cancer surveillance researchers can now identify fine-scale temporal signals with unprecedented accuracy and elucidate cancer heterogeneity with unprecedented specificity. Birth cohort effects are ubiquitous modulators of cancer incidence in the US. The novel methods described here can advance cancer surveillance research.

60 APPLIED LIFE SCIENCES↗

The M33 Synoptic Stellar Survey. II. Mira Variables

We present the discovery of 1847 Mira candidates in the Local Group galaxy M33 using a novel semi-parametric periodogram technique coupled with a random forest classifier. The algorithms were applied to ∼2.4 × 10{sup 5} I -band light curves previously obtained by the M33 Synoptic Stellar Survey. We derive preliminary period–luminosity relations at optical, near-infrared, and mid-infrared wavelengths and compare them to the corresponding relations in the Large Magellanic Cloud.

79 ASTRONOMY AND ASTROPHYSICS↗

Influence of Coronal Abundance Variations

The PI of this project was Jeff Scargle of NASA/Ames. Co-I's were Alma Connors of Eureka Scientific/Wellesley, and myself. Part of the work was subcontracted to Eureka Scientific via SAO, with Vinay Kashyap as PI. This project was originally assigned grant number NCC2-1206, and was later changed to NCC2-1350 for administrative reasons. The goal of the project was to obtain, derive, and develop statistical and data analysis tools that would be of use in the analyses of high-resolution, high-sensitivity data that are becoming available with new instruments. This is envisioned as a cross-disciplinary effort with a number of "collaborators" including some at SA0 (Aneta Siemiginowska, Peter Freeman) and at the Harvard Statistics department (David van Dyk, Rostislav Protassov, Xiao-li Meng, Epaminondas Sourlas, et al). We have developed a new tool to reliably measure the metallicities of thermal plasma. It is unfeasible to obtain high-resolution grating spectra for most stars, and one must make the best possible determination based on lower-resolution, CCD-type spectra. It has been noticed that most analyses of such spectra have resulted in measured metallicities that were significantly lower than when compared with analyses of high- resolution grating data where available (see, e.g., Brickhouse et al., 2000, ApJ 530,387). Such results have led to the proposal of the existence of so-called Metal Abundance Deficient, or "MAD" stars (e.g., Drake, J.J., 1996, Cool Stars 9, ASP Conf.Ser. 109, 203). We however find that much of these analyses may be systematically underestimating the metallicities, and using a newly developed method to correctly treat the low-counts regime at the high-energy tail of the stellar spectra (van Dyk et al. 2001, ApJ 548,224), have found that the metallicities of these stars are generally comparable to their photospheric values. The results were reported at the AAS (Sourlas, Yu, van Dyk, Kashyap, and Drake, 2000, BAAS 196, v32, #54.02), and at the conference on Statistical Challenges in Modem Astronomy (Sourlas, van Dyk, Kashyap, Drake, and Pease, 2003, SCMA 111, Eds. E.D.Feigelson, G.J.Babu, New York:Springer, p489-490). We also described the limitations of one of the most egregiously misused and misapplied statistical tests in astrophysical literature, the F-test for verifying model components (Protassov, van Dyk, Connors, Kashyap, and Siemiginowska, 2002, ApJ, 571,545). Indeed, a search through the ApJ archives turned up 170 papers in the 5 previous years that used the F-test explicitly in some form or the other, and with the vast majority of them not using it correctly! Indeed, looking at just 4 issues of the ApJ in 2001, we found 13 instances of its use, of which nine were demonstrably incorrect. Clearly, it is difficult to understate the importance of this issue. We also worked on speeding up Bayes Blocks and Sparse Bayes Blocks algorithms to make them more tractable for large searches. We also supported staistics students and postdocs in both explicit physics- model-based (spectra with tens of thousands of atomic lines) and "model-free" -- i.e. non-parametric or semi-parametric -- algorithms. Work on using more of the latter is just beginning; while using multi-scale methods for Poisson imaging has come to hition. In fact, "An Image Restoration Technique with Error Estimates", by D. Esch, A. Connors, M. Karovska, and D. van Dyk, was published by ApJ (Esch et a1.2004, ApJ, 610, 1213). The code has been delivered to M. Karovska for CXC; and is available for beta-testing upon request. The other large project we worked on was on the self-consistent modeling of logN-logs curves in the Poisson limit. logN-logs curves are a fundamental tool in the study of source populations, luminosity functions, and cosmological parameters. However, their determination is hampered by statistical effects such as the Eddington bias, incompleteness due to detection efficiency, faint source flux fluctuations, etc. We have develed a new and powerful method using the full Poisson machinery that allows us to model the logN-logs distribution of X-ray sources in a self-consistent manner. Because we properly account for all the above statistical effects, our modeling is valid over the full range of the data, and not just for strong sources, as is normally done. Using a Bayesian approach and modeling the fluxes with known functional forms such as simple or broken power-laws, and conditioning the expected photon counts on the fluxes, the background contamination, effective area, detector vignetting, and detection probability, we can delve deeply into the low counts regime and extend the usefulness of medium sensitivity surveys such as ChAMP by orders of magnitude. The built-in flexibility of the algorithm also allows a simultaneous analysis of multiple datasets. We have applied this analysis to a set a Chandra observations (Sourlas, Kashyap, Zezas, van Dyk, 2004, HEAD #8, #16.32)

Scargle, Jeffrey D.↗

Architectures of Exoplanetary Systems: Towards a Multi-planet Model for Reproducing the Planet Radius Valley and Intra-system Size Similarity

Multi-planet systems provide crucial insights into the architectures and correlations within planetary systems, which in turn offer clues into their formation and evolution histories. Through the thousands of exoplanet candidates that it discovered, NASA's Kepler mission revealed that systems with multiple transiting planets are common. We describe a new model for inferring the exoplanet population observed by Kepler, which combines a semi-parametric description of planetary systems with a prescription for envelope mass-loss due to photoevaporation. This new model is a"hybrid" of the maximum AMD (angular momentum deficit) model in which the orbital excitations of the planets are drawn by distributing the system's critical AMD (He et al. 2020), and a photoevaporation model for sculpting the observed radius valley (Neil & Rogers 2020). This is an update to the SysSim suite of exoplanet population models derived from forward modeling the Kepler detection pipeline. The hybrid model is constrained by the observed statistics of multi-transiting systems, including additional constraints from the distribution of planet radii and their intra-system size patterns. This model is capable of producing a planet radius valley as well as a preference for planet size similarity. However, we find that the Kepler catalog exhibits features that are even more significant (i.e., it has a deeper observed radius valley and stronger size similarity) than the best-fit model. We use this model to infer the intrinsic planet radius valley as well as the distribution of primordial planet masses and core masses.

kepler↗