Error probability estimation using bivariate extreme-value theory.
Low error probabilities in binary communication systems estimated by statistics of bivariate extreme-value theory
ERROR↗
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Assessing the Relative Performance of Microwave-Based Satellite Rain Rate Retrievals Using TRMM Ground Validation Data
Space-borne microwave sensors provide critical rain information used in several global multi-satellite rain products, which in turn are used for a variety of important studies, including landslide forecasting, flash flood warning, data assimilation, climate studies, and validation of model forecasts of precipitation. This study employs four years (2003-2006) of satellite data to assess the relative performance and skill of SSM/I (F13, F14 and F15), AMSU-B (N15, N16 and N17), AMSR-E (Aqua) and the TRMM Microwave Imager (TMI) in estimating surface rainfall based on direct instantaneous comparisons with ground-based rain estimates from Tropical Rainfall Measuring Mission (TRMM) Ground Validation (GV) sites at Kwajalein, Republic of the Marshall Islands (KWAJ) and Melbourne, Florida (MELB). The relative performance of each of these satellite estimates is examined via comparisons with space- and time-coincident GV radar-based rain rate estimates. Because underlying surface terrain is known to affect the relative performance of the satellite algorithms, the data for MELB was further stratified into ocean, land and coast categories using a 0.25 terrain mask. Of all the satellite estimates compared in this study, TMI and AMSR-E exhibited considerably higher correlations and skills in estimating/observing surface precipitation. While SSM/I and AMSU-B exhibited lower correlations and skills for each of the different terrain categories, the SSM/I absolute biases trended slightly lower than AMSRE over ocean, where the observations from both emission and scattering channels were used in the retrievals. AMSU-B exhibited the least skill relative to GV in all of the relevant statistical categories, and an anomalous spike was observed in the probability distribution functions near 1.0 mm/hr. This statistical artifact appears to be related to attempts by algorithm developers to include some lighter rain rates, not easily detectable by its scatter-only frequencies. AMSU-B, however, agreed well with GV when the matching data was analyzed on monthly scales. These results signal developers of global rainfall products, such as the TRMM Multi-Satellite Precipitation Analysis (TMPA), and the Climate Data Center s Morphing (CMORPH) technique, that care must be taken when incorporating data from these input satellite estimates in order to provide the highest quality estimates in their products. 3
Wolff, David B.↗
Assessing the Relative Performance of Microwave-Based Satellite Rain Rate Retrievals Using TRMM Ground Validation Data
Space-borne microwave sensors provide critical rain information used in several global multi-satellite rain products, which in turn are used for a variety of important studies, including landslide forecasting, flash flood warning, data assimilation, climate studies, and validation of model forecasts of precipitation. This study employs four years (2003-2006) of satellite data to assess the relative performance and skill of SSM/I (F13, F14 and F15), AMSU-B (N15, N16 and N17), AMSR-E (Aqua) and the TRMM Microwave Imager (TMI) in estimating surface rainfall based on direct instantaneous comparisons with ground-based rain estimates from Tropical Rainfall Measuring Mission (TRMM) Ground Validation (GV) sites at Kwajalein, Republic of the Marshall Islands (KWAJ) and Melbourne, Florida (MELB). The relative performance of each of these satellite estimates is examined via comparisons with space- and time-coincident GV radar-based rain rate estimates. Because underlying surface terrain is known to affect the relative performance of the satellite algorithms, the data for MELB was further stratified into ocean, land and coast categories using a 0.25deg terrain mask. Of all the satellite estimates compared in this study, TMI and AMSR-E exhibited considerably higher correlations and skills in estimating/observing surface precipitation. While SSM/I and AMSU-B exhibited lower correlations and skills for each of the different terrain categories, the SSM/I absolute biases trended slightly lower than AMSR-E over ocean, where the observations from both emission and scattering channels were used in the retrievals. AMSU-B exhibited the least skill relative to GV in all of the relevant statistical categories, and an anomalous spike was observed in the probability distribution functions near 1.0 mm/hr. This statistical artifact appears to be related to attempts by algorithm developers to include some lighter rain rates, not easily detectable by its scatter-only frequencies. AMSU-B, however, agreed well with GV when the matching data was analyzed on monthly scales. These results signal developers of global rainfall products, such as the TRMM Multi-Satellite Precipitation Analysis (TMPA), and the Climate Data Center s Morphing (CMORPH) technique, that care must be taken when incorporating data from these input satellite estimates in order to provide the highest quality estimates in their products.
Wolff, David B.↗
Continuous Habitable Zones: Pairing a GCM and Bayesian Framework to Predict Habitable Zone Evolution
In the near-future, new space telescopes like JWST, LUVOIR, and HabEx will begin attempting to explore the properties of atmospheres of potentially habitable planets. This will require a significant amount of time and resources for even a single planet, which makes it essential to prioritize observations by those most-likely to have detectable life. Here we present a statistical method to estimate the probabilities that specific exoplanets have been continuously in the habitable zone of their host stars for more than 2 billion years, the approximate time it took life on Earth to significantly increase the oxygen content of the atmosphere. We introduce the use of statistics of an ensemble of 3D planetary general circulation models to estimate these probabilities, replacing prior 1D model estimates.
habitable planets↗
Pairing a GCM and Bayesian Framework to Predict Habitable Zone Evolution
In the near-future, new space telescopes like JWST, LUVOIR, and HabEx will begin attempting to explore the properties of atmospheres of potentially habitable planets. This will require a significant amount of time and resources for even a single planet, which makes it essential to prioritize observations by those most-likely to have detectable life. Here we present a statistical method to estimate the probabilities that specific exoplanets have been continuously in the habitable zone of their host stars for more than 2 billion years, the approximate time it took life on Earth to significantly increase the oxygen content of the atmosphere. We introduce the use of statistics of an ensemble of 3D planetary general circulation models to estimate these probabilities, replacing prior 1D model estimates.
habitable planets↗
Incorporation of spatial information in Bayesian image reconstruction - The maximum residual likelihood criterion
We have developed a new figure of merit, a 'maximum-residual-likelihood' (MRL) statistic, for the goodness of fit for Bayesian image restoration which explicitly incorporates spatial information. The MRL constraint provides a natural means of incorporating the prior knowledge that the residuals contain no spatial structure through the autocorrelation function of the residuals. We demonstrate that this statistic follows a Chi-square distribution and that forcing this statistic to have its most probable value leads to a restored image whose residuals are consistent with the noise model. Our numerical experiments suggest that image restoration using the MRL statistic alone is numerically robust and produces results which are independent of the initial guess for the restored image. However, we caution that using the MRL statistic without an image prior can result in overresolution in low SNR portions of the image.
Pina, R. K.↗
Some analytical and experimental phase-locked loop results for low signal-to-noise ratios.
Nonlinear behavior of second-order phase locked loop in presence of noise, discussing probability distribution of phase error, statistical properties of loop behavior, etc
PHASE LOCK↗
Deriving the Landauer Principle From the Quantum Shannon Entropy
We derive an expression to determine the equilibrium probability distribution of a quantum state in contact with a noisy thermal environment that formally separates contributions from quantum and classical forms of probabilistic uncertainty. A statistical mechanical interpretation of this probability distribution enables us to derive an expression for the minimum free energy costs for arbitrary (reversible or irreversible) quantum state changes. In conclusion, based on this derivation, we demonstrate that–in contrast to classical systems–the free energy required to erase or reset a qubit depends sensitively on both the fidelity of the target state and on the physical properties of the environment, such as the number of quantum bath states, due primarily to the entropic effects of system-bath entanglement.
37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗
Representation of Probability Density Functions from Orbit Determination using the Particle Filter
Statistical orbit determination enables us to obtain estimates of the state and the statistical information of its region of uncertainty. In order to obtain an accurate representation of the probability density function (PDF) that incorporates higher order statistical information, we propose the use of nonlinear estimation methods such as the Particle Filter. The Particle Filter (PF) is capable of providing a PDF representation of the state estimates whose accuracy is dependent on the number of particles or samples used. For this method to be applicable to real case scenarios, we need a way of accurately representing the PDF in a compressed manner with little information loss. Hence we propose using the Independent Component Analysis (ICA) as a non-Gaussian dimensional reduction method that is capable of maintaining higher order statistical information obtained using the PF. Methods such as the Principal Component Analysis (PCA) are based on utilizing up to second order statistics, hence will not suffice in maintaining maximum information content. Both the PCA and the ICA are applied to two scenarios that involve a highly eccentric orbit with a lower apriori uncertainty covariance and a less eccentric orbit with a higher a priori uncertainty covariance, to illustrate the capability of the ICA in relation to the PCA.
Mashiku, Alinda K.↗
Finding Bounded Rational Equilibria: Iterative Focusing - Part 1
A long-running difficulty with conventional game theory has been how to modify it to accommodate the bounded rationality characterizing all real-world players. A recurring issue in statistical physics is how best to approximate joint probability distributions with decoupled (and therefore far more tractable) distributions. It has recently been shown that the same information theoretic mathematical structure, known as Probability Collectives (PC) underlies both issues. This relationship between statistical physics and game theory allows techniques and insights from the one field to be applied to the other. In particular, PC provides a formal model-independent definition of the degree of rationality of a player and of bounded rationality equilibria. This pair of papers extends previous work on PC by introducing new computational approaches to effectively find bounded rationality equilibria of common-interest (team) games.
Wolpert, David H.↗
Finding Bounded Rational Equilibria: Alternative Lagrangians and Uncountable Move Spaces - Part 2
A long-running difficulty with conventional game theory has been how to modify it to accommodate the bounded rationality characterizing all real-world players. A recurring issue in statistical physics is how best to approximate joint probability distributions with decoupled (and therefore far more tractable) distributions. It has recently been shown that the same information theoretic mathematical structure, known as Probability Collectives (PC) underlies both issues. This relationship between statistical physics and game theory allows techniques and insights &om the one field to be applied to the other. In particular, PC provides a formal model-independent definition of the degree of rationality of a player and of bounded rationality equilibria. This pair of papers extends previous work on PC by introducing new computational approaches to effectively find bounded rationality equilibria of common-interest (team) games.
Wolpert, David H.↗
F-8 DFBW sensor failure identification using analytic redundancy
The structure of a sensor failure detection and identification system designed for the NASA F-8 DFBW aircraft is outlined. The system is for use in a dual-redundant environment, and it takes maximal advantage of all functional relationships among the sensed variables. The identification logic uses the quality sequential probability ratio, which provides a useful on-line measure of confidence in the various forms of analytic redundancy. Preliminary simulation results indicate good behavior of the analytic decision statistic, based on the sequential probability ratio test.
Deckert, J. C.↗
The application of the statistical theory of extreme values to spacecraft receivers.
Extreme value statistics estimation of low error probabilities in binary communication systems
ERROR↗
Uncertainty in Model Predictions of Vibrio Vulnificus Response to Climate Variability and Change: A Chesapeake Bay Case Study
The effect that climate change and variability will have on waterborne bacteria is a topic of increasing concern for coastal ecosystems, including the Chesapeake Bay. Surface water temperature trends in the Bay indicate a warming pattern of roughly 0.3-0.4 C per decade over the past 30 years. It is unclear what impact future warming will have on pathogens currently found in the Bay, including Vibrio spp. Using historical environmental data, combined with three different statistical models of Vibrio vulnificus probability, we explore the relationship between environmental change and predicted Vibrio vulnificus presence in the upper Chesapeake Bay. We find that the predicted response of V. vulnificus probability to high temperatures in the Bay differs systematically between models of differing structure. As existing publicly available datasets are inadequate to determine which model structure is most appropriate, the impact of climatic change on the probability of V. vulnificus presence in the Chesapeake Bay remains uncertain. This result points to the challenge of characterizing climate sensitivity of ecological systems in which data are sparse and only statistical models of ecological sensitivity exist.
model predictions↗
Bayesian Framework for Bioburden Density Estimation in Planetary Protection
To comply with the international planetary protection policy set forth by the Committee on Space Research and NASA Agency level requirements, spacecraft destined to biologically sensitive planetary bodies have to minimize terrestrial biological contamination. Analysis, testing and inspection are the standard forward verification activities that are used to demonstrate compliance with the biological contamination requirements. For testing of spacecraft surface areas, a swab or wipe sample is collected from surfaces prior to last access and subsequently processed in the lab using NASA Approved Planetary Protection Methods for Culture Based Assays. Raw data resulting from this assay is then statistically treated employing a mathematical paradigm stemming from the 1970’s Viking Lander Project to generate the bioburden density and total microbial bioburden present. This standard approach arbitrarily accounts for error and provides an upper conservative bound as it reports the maximum number of spores estimated to be present on flight hardware surfaces. A bioburden density estimate factors in the following variables: the observed bioburden count, representative volume processed, sampling efficiencies. Notably, to account for error in the approach, a 0 observed count is arbitrarily changed to a count of 1 for each hardware grouping. The data generated by spacecraft bioburden verification campaigns in the past have resulted in <80% of wipes and <90% of swabs containing a bioburden count of 0. As such, having a robust and well documented statistical approach for dealing with the probability of low incident rates is necessary to be able to estimate spacecraft bioburden. Being able to statistically describe the bioburden distribution and associated confidence level is a gamechanger for the development of bioburden allocations during mission design and will allow for tighter management of risk throughout spacecraft build. Thus, Empirical Bayes statistical approach was evaluated to estimate the microbial bioburden on spacecraft to mitigate the aforementioned mathematical concerns and provide a probabilistic bioburden distribution of the flight hardware surface. For application of this approach to performing bioburden calculations, a range of non-informative prior assumptions on hardware surfaces are explored for Bayesian analyses while informative priors using posterior distributions from prior assays are utilized for Empirical Bayes analyses. Several non-informative priors are currently under investigation to assess fitness including use of these priors to serve as a foundation to build off of NASA specification values or a basis of risk to account for unknowns during the integration and testing process. Informative priors under consideration are generated using sampled bioburden values from hardware originating within like processing environments (e.g. vendor cleaning process or similar assembly process), temporal spacecraft status events as a prediction for hardware cleanliness of future samples, and heritage system bioburden actuals to predict allocation for subsequent missions. Informative priors and probabilistic bioburden distributions are then validated using data sets from the Mars Exploration Rover, Mars Science Laboratory, and InSight missions. Using Empirical Bayes approach to generate a probabilistic bioburden distribution as demonstrated through mission use cases provides a valid approach for use in the end-to-end requirements verification process.
97 - MATHEMATICS AND COMPUTING↗
A study of two statistical methods as applied to shuttle solid rocket booster expenditures
The state probability technique and the Monte Carlo technique are applied to finding shuttle solid rocket booster expenditure statistics. For a given attrition rate per launch, the probable number of boosters needed for a given mission of 440 launches is calculated. Several cases are considered, including the elimination of the booster after a maximum of 20 consecutive launches. Also considered is the case where the booster is composed of replaceable components with independent attrition rates. A simple cost analysis is carried out to indicate the number of boosters to build initially, depending on booster costs. Two statistical methods were applied in the analysis: (1) state probability method which consists of defining an appropriate state space for the outcome of the random trials, and (2) model simulation method or the Monte Carlo technique. It was found that the model simulation method was easier to formulate while the state probability method required less computing time and was more accurate.
Perlmutter, M.↗
The Space Shuttle Program Pre-Flight Meteoroid and Orbital Debris Risk/Damage Predictions and Post-Flight Damage Assessments
The pre-flight predictions and postflight assessments carried out in relation to a series of Space Shuttle missions are reviewed, and data are presented for the meteoroid and orbital debris damage observed on the Hubble Space Telescope during the 1994 Hubble repair mission. Pre-flight collision risk analyses are carried out prior to each mission, and in the case of an unacceptable risk, the mission profile is altered until the risk is considered to be acceptable. The NASA's BUMPER code is used to compute the probability of damage from debris and meteoroid particle impacts based on the Poisson statistical model for random events. The penetration probability calculation requires information concerning the geometry of the critical systems, the penetration resistance and mission profile parameters. Following each flight, the orbiter is inspected for meteoroid and space debris damage. The emphasis is on areas such as the radiator panels, the windows and the reinforced carbon-carbon structures on the leading wing edges and on the nose cap. The contents of damage craters are analyzed using a scanning electron microscope to determine the nature and origin of the impactor. Hypervelocity impact tests are often performed to simulate the observed damage and to estimate the nature of the damaging particles. The number and type of damage observed provides information concerning the orbital debris environment.
Levin, George M.↗
Characterizations of linear sufficient statistics
A surjective bounded linear operator T from a Banach space X to a Banach space Y must be a sufficient statistic for a dominated family of probability measures defined on the Borel sets of X. These results were applied, so that they characterize linear sufficient statistics for families of the exponential type, including as special cases the Wishart and multivariate normal distributions. The latter result was used to establish precisely which procedures for sampling from a normal population had the property that the sample mean was a sufficient statistic.
Peters, B. C., Jr.↗