Search NASA⌕ Search

SEARCH · Search NASA

Results for “MATHEMATICAL STATISTICS”

Search indexed NASA NTRS and DOE OSTI research on propulsion, heat transfer, battery materials and energy systems. Follow report and document links to the original sources.

Quote a phrase for an exact phrase match. Source license links do not imply unrestricted reuse.

At least 181 records · Page 10
All sourcesNASA NTRSDOE OSTI
NASA NTRS2003

Automated Monitoring with a BCP Fault-Decision Test

The Bayesian conditional probability (BCP) technique is a statistical fault-decision technique that is suitable as the mathematical basis of the fault-manager module in the automated-monitoring system and method described in the immediately preceding article. Within the automated-monitoring system, the fault-manager module operates in conjunction with the fault-detector module, which can be based on any one of several fault-detection techniques; examples include a threshold-limit-comparison technique or the BSP or SPRT technique mentioned in the preceding article. The present BCP technique is used to evaluate a series of one or more fault-detection events for the purpose of filtering out occasional false alarms produced by many types of statistical fault-detection procedures. The BCP technique increases the probability that an automated monitoring system produces a correct decision regarding the presence or absence of a fault. Because occasional false alarms are an inevitable consequence of the SPRT, BSP, or any other statistically based fault-detection test, there is a need for a logical procedure to distinguish between true and false alarms. Heretofore, it has been common practice to make a fault decision on an ad hoc basis for example by following a multiple-observation voting strategy in which a signal is declared to be indicative of a fault if m of the last n observations produced a fault-detection alarm. The BCP technique was developed to obtain results more reliable than those afforded by a voting strategy. The BCP technique involves a test in which one applies Bayesian inference techniques to a series of one or more single-observation alarms produced by a fault-detection test. One considers the last n decisions generated by a fault-detection test in order to evaluate the conditional probability that a failure is indicated (see figure). Each new decision reached by a fault-detection test is treated as a new piece of evidence about the state of the monitored asset, and the conditional probability of failure for the system is updated on the basis of this new evidence. The conditional probability of failure is compared with a predefined limit. For a probability below the limit, the asset is declared to be healthy. For a probability above the limit, the asset is declared to be faulty.

Bickford, Randall L.↗
NASA NTRS2016

Anthropogenic Sulphur Dioxide Load over China as Observed from Different Satellite Sensors

China, with its rapid economic growth and immense exporting power, has been the focus of many studies during this previous decade quantifying its increasing emissions contribution to the Earth's atmosphere. With a population slowly shifting towards enlarged power and purchasing needs, the ceaseless inauguration of new power plants, smelters, refineries and industrial parks leads infallibly to increases in sulphur dioxide, SO2, emissions. The recent capability of next generation algorithms as well as new space-borne instruments to detect anthropogenic SO2 loads has enabled a fast advancement in this field. In the following work, algorithms providing total SO2 columns over China based on SCIAMACHY/Envisat, OMI/Aura and GOME2/MetopA observations are presented. The need for post-processing and gridding of the SO2 fields is further revealed in this work, following the path of previous publications. Further, it is demonstrated that the usage of appropriate statistical tools permits studying parts of the datasets typically excluded, such as the winter months loads. Focusing on actual point sources, such as megacities and known power plant locations, instead of entire provinces, monthly mean time series have been examined in detail. The sharp decline in SO2 emissions in more than 90% - 95% of the locations studied confirms the recent implementation of government desulphurisation legislation; however, locations with increases, even for the previous five years, are also identified. These belong to provinces with emerging economies which are in haste to install power plants and are possibly viewed leniently by the authorities, in favour of growth. The SO2 load seasonality has also been examined in detail with a novel mathematical tool, with 70% of the point sources having a statistically significant annual cycle with highs in winter and lows in summer, following the heating requirements of the Chinese population.

Sulphur dioxide; China; Satellite remote sensing; ↗
NASA NTRS1998

Examination of two methods for statistical analysis of data with magnitude and direction emphasizing vestibular research applications

When the dependent (or response) variable response variable in an experiment has direction and magnitude, one approach that has been used for statistical analysis involves splitting magnitude and direction and applying univariate statistical techniques to the components. However, such treatment of quantities with direction and magnitude is not justifiable mathematically and can lead to incorrect conclusions about relationships among variables and, as a result, to flawed interpretations. This note discusses a problem with that practice and recommends mathematically correct procedures to be used with dependent variables that have direction and magnitude for 1) computation of mean values, 2) statistical contrasts of and confidence intervals for means, and 3) correlation methods.

Vestibule↗
NASA NTRS1975

Some statistical analysis techniques for the effect of systematic instrument errors on the results of measurements in a space experiment

Mathematical models of certain systematic telemetry signal errors arising during the passage of the signal through the recording and transmitting blocks of the physical instruments aboard the spacecraft are classified and constructed. Statistical analysis methods are used to determine the background function and relative sensitivity coefficients of the channels of a charged particle detector. Results are presented. A block diagram for a method taking into account the effect of distortions is given.

Kondakov, S. P.↗
NASA NTRS1991

Statistics of contractive cracking patterns

The statistics of convective soil patterns are analyzed using statistical crystallography. An underlying hierarchy of order is found to span four orders of magnitude in characteristic pattern length. Strict mathematical requirements determine the two-dimensional (2D) topology, such that random partitioning of space yields a predictable statistical geometry for polygons. For all lengths, Aboav's and Lewis's laws are verified; this result is consistent both with the need to fill 2D space and most significantly with energy carried not by the patterns' interior, but by the boundaries. Together, this suggests a common mechanism of formation for both micro- and macro-freezing patterns.

Noever, David A.↗
NASA NTRS1993

A statistical analysis of mesoscale rainfall as a random cascade

The paper considers the random cascade theory for spatial rainfall. Particular attention was given to the following four areas: (1) the relationship of the random cascade theory of rainfall to the simple scaling and the hierarchical cluster-point-process theories, (2) the mathematical foundations for some of the formalisms commonly applied in the develpment of statistical cascade theory, (3) the empirical evidence for a random cascade theory of rainfall, and (4) the way of using data for making estimates of parameters and for making statistical inference within this theoretical framework. An analysis of space-time rainfall data is presented. Cascade simulations are carried out to provide a comparison with methods of analysis that are applied to the rainfall data.

Gupta, Vijay K.↗
DOE OSTI2024

Data-driven prediction of scaling and ignition of inertial confinement fusion experiments

Recent advances in inertial confinement fusion (ICF) at the National Ignition Facility (NIF), including ignition and energy gain, are enabled by a close coupling between experiments and high-fidelity simulations. Neither simulations nor experiments can fully constrain the behavior of ICF implosions on their own, meaning pre- and postshot simulation studies must incorporate experimental data to be reliable. Linking past data with simulations to make predictions for upcoming designs and quantifying the uncertainty in those predictions has been an ongoing challenge in ICF research. We have developed a data-driven approach to prediction and uncertainty quantification that combines large ensembles of simulations with Bayesian inference and deep learning. The approach builds a predictive model for the statistical distribution of key performance parameters, which is jointly informed by past experiments and physics simulations. The prediction distribution captures the impact of experimental uncertainty, expert priors, design changes, and shot-to-shot variations. We have used this new capability to predict a 10× increase in ignition probability between Hybrid-E shots driven with 2.05 MJ compared to 1.9 MJ, and validated our predictions against subsequent experiments. We describe our new Bayesian postshot and prediction capabilities, discuss their application to NIF ignition and validate the results, and finally investigate the impact of data sparsity on our prediction results.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗
NASA NTRS1986

Confidence limits for small numbers of events in astrophysical data

The calculation of limits for small numbers of astronomical counts is based on standard equations derived from Poisson and binomial statistics; although the equations are straightforward, their direct use is cumbersome and involves both table-interpolations and several mathematical operations. Convenient tables and approximate formulae are here presented for confidence limits which are based on such Poisson and binomial statistics. The limits in the tables are given for all confidence levels commonly used in astrophysics.

Gehrels, N.↗
NASA NTRS2011

AutoBayes Program Synthesis System System Internals

This lecture combines the theoretical background of schema based program synthesis with the hands-on study of a powerful, open-source program synthesis system (Auto-Bayes). Schema-based program synthesis is a popular approach toward program synthesis. The lecture will provide an introduction into this topic and discuss how this technology can be used to generate customized algorithms. The synthesis of advanced numerical algorithms requires the availability of a powerful symbolic (algebra) system. Its task is to symbolically solve equations, simplify expressions, or to symbolically calculate derivatives (among others) such that the synthesized algorithms become as efficient as possible. We will discuss the use and importance of the symbolic system for synthesis. Any synthesis system is a large and complex piece of code. In this lecture, we will study Autobayes in detail. AutoBayes has been developed at NASA Ames and has been made open source. It takes a compact statistical specification and generates a customized data analysis algorithm (in C/C++) from it. AutoBayes is written in SWI Prolog and many concepts from rewriting, logic, functional, and symbolic programming. We will discuss the system architecture, the schema libary and the extensive support infra-structure. Practical hands-on experiments and exercises will enable the student to get insight into a realistic program synthesis system and provides knowledge to use, modify, and extend Autobayes.

Statistical Algorithms↗
DOE OSTI2024

Stochastic Error Cancellation in Analog Quantum Simulation

Analog quantum simulation is a promising path towards solving classically intractable problems in many-body physics on near-term quantum devices. However, the presence of noise limits the size of the system and the length of time that can be simulated. In our work, we consider an error model in which the actual Hamiltonian of the simulator differs from the target Hamiltonian we want to simulate by small local perturbations, which are assumed to be random and unbiased. We analyze the error accumulated in observables in this setting and show that, due to stochastic error cancellation, with high probability the error scales as the square root of the number of qubits instead of linearly. We explore the concentration phenomenon of this error as well as its implications for local observables in the thermodynamic limit. Moreover, we show that stochastic error cancellation also manifests in the fidelity between the target state at the end of time-evolution and the actual state we obtain in the presence of noise. This indicates that, to reach a certain fidelity, more noise can be tolerated than implied by the worst-case bound if the noise comes from many statistically independent sources.

Analog quantum simulation↗
NASA NTRS2008

Communication Limits Due to Photon-Detector Jitter

A theoretical and experimental study was conducted of the limit imposed by photon-detector jitter on the capacity of a pulse-position-modulated optical communication system in which the receiver operates in a photon-counting (weak-signal) regime. Photon-detector jitter is a random delay between impingement of a photon and generation of an electrical pulse by the detector. In the study, jitter statistics were computed from jitter measurements made on several photon detectors. The probability density of jitter was mathematically modeled by use of a weighted sum of Gaussian functions. Parameters of the model were adjusted to fit histograms representing the measured-jitter statistics. Likelihoods of assigning detector-output pulses to correct pulse time slots in the presence of jitter were derived and used to compute channel capacities and corresponding losses due to jitter. It was found that the loss, expressed as the ratio between the signal power needed to achieve a specified capacity in the presence of jitter and that needed to obtain the same capacity in the absence of jitter, is well approximated as a quadratic function of the standard deviation of the jitter in units of pulse-time-slot duration.

Moision, Bruce E.↗
NASA NTRS2002

Containerless Ripple Turbulence

One of the longest standing unsolved problems in physics relates to the behavior of fluids that are driven far from equilibrium such as occurs when they become turbulent due to fast flow through a grid or tidal motions. In turbulent flows the distribution of vortex energy as a function of the inverse length scale [or wavenumber 'k'] of motion is proportional to 1/k(sup 5/3) which is the celebrated law of Kolmogorov. Although this law gives a good description of the average motion, fluctuations around the average are huge. This stands in contrast with thermally activated motion where large fluctuations around thermal equilibrium are highly unfavorable. The problem of turbulence is the problem of understanding why large fluctuations are so prevalent which is also called the problem of 'intermittency'. Turbulence is a remarkable problem in that its solution sits simultaneously at the forefront of physics, mathematics, engineering and computer science. A recent conference [March 2002] on 'Statistical Hydrodynamics' organized by the Los Alamos Laboratory Center for Nonlinear Studies brought together researchers in all of these fields. Although turbulence is generally thought to be described by the Navier-Stokes Equations of fluid mechanics the solution as well as its existence has eluded researchers for over 100 years. In fact proof of the existence of such a solution qualifies for a 1 M$ millennium prize. As part of our NASA funded research we have proposed building a bridge between vortex turbulence and wave turbulence. The latter occurs when high amplitude waves of various wavelengths are allowed to mutually interact in a fluid. In particular we have proposed measuring the interaction of ripples [capillary waves] that run around on the surface of a fluid sphere suspended in a microgravity environment. The problem of ripple turbulence poses similar mathematical challenges to the problem of vortex turbulence. The waves can have a high amplitude and a strong nonlinear interaction. Furthermore, the steady state distribution of energy again follows a Kolmogorov scaling law; in this case the ripple energy is distributed according to 1/k (sup 7/4). Again, in parallel with vortex turbulence ripple turbulence exhibits intermittency. The problem of ripple turbulence presents an experimental opportunity to generate data in a controlled, benchmarked system. In particular the surface of a sphere is an ideal environment to study ripple turbulence. Waves run around the sphere and interact with each other, and the effect of walls is eliminated. In microgravity this state can be realized for over 2 decades of frequency. Wave turbulence is a physically relevant problem in its own right. It has been studied on the surface of liquid hydrogen and its application to Alfven waves in space is a source of debate. Of course, application of wave turbulence perspectives to ocean waves has been a major success. The experiment which we plan to run in microgravity is conceptually straightforward. Ripples are excited on the surface of a spherical drop of fluid and then their amplitude is recorded with appropriate photography. A key challenge is posed by the need to stably position a 10cm diameter sphere of water in microgravity. Two methods are being developed. Orbitec is using controlled puffs of air from at least 6 independent directions to provided the positioning force. This approach has actually succeeded to position and stabilize a 4cm sphere during a KC 135 segment. Guigne International is using the radiation pressure of high frequency sound. These transducers have been organized into a device in the shape of a dodecahedron. This apparatus 'SPACE DRUMS' has already been approved for use for combustion synthesis experiments on the International Space Station. A key opportunity presented by the ripple turbulence data is its use in driving the development of codes to simulate its properties.

Putterman, Seth↗
NASA NTRS1982

An automated approach to the design of decision tree classifiers

An automated technique is presented for designing effective decision tree classifiers predicated only on a priori class statistics. The procedure relies on linear feature extractions and Bayes table look-up decision rules. Associated error matrices are computed and utilized to provide an optimal design of the decision tree at each so-called 'node'. A by-product of this procedure is a simple algorithm for computing the global probability of correct classification assuming the statistical independence of the decision rules. Attention is given to a more precise definition of decision tree classification, the mathematical details on the technique for automated decision tree design, and an example of a simple application of the procedure using class statistics acquired from an actual Landsat scene.

Argentiero, P.↗
DOE OSTI2026

Bayesian Adaptive Polynomial Chaos Expansions

Polynomial chaos expansions (PCEs) are widely used for uncertainty quantification (UQ) tasks, particularly in the applied mathematics community. However, PCE has received comparatively less attention in the statistics literature, and fully Bayesian formulations remain rare—especially with implementations in R. Motivated by the success of adaptive Bayesian machine learning models such as BART, BASS and BPPR, we develop a new fully Bayesian adaptive PCE method with an efficient and accessible R implementation: khaos. Our approach includes a novel proposal distribution that enables data-driven interaction selection and supports a modified g-prior tailored to PCE structure. Through simulation studies and real-world UQ applications, we demonstrate that the Bayesian adaptive PCE provides competitive performance for surrogate modeling, global sensitivity analysis and ordinal regression tasks.

97 MATHEMATICS AND COMPUTING↗