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All sourcesNASA NTRSDOE OSTI
DOE OSTI2024

Role of the likelihood for elastic scattering uncertainty quantification

In the last decade, uncertainty quantification (UQ) for optical model potentials (OMPs) has become a focal point for nuclear reaction theory, and several competing approaches for OMP UQ have recently been developed. Here, we clarify recent efforts to compare frequentist and Bayesian approaches in the context of OMP UQ [G. B. King et al., Phys. Rev. Lett. 122, 232502 (2019)]. We replicate a portion of that OMP UQ study but use independent statistical tools. Specifically, we compare two methods for OMP parameter inference from elastic scattering data: the Levenberg-Marquardt algorithm for χ 2 minimization on one hand and Markov chain Monte Carlo (MCMC) sampling on the other. Separately, we assess the common practice of using a renormalized likelihood (χ 2 /N), N being the number of data points, instead of the canonical weighted-least-squares likelihood (χ 2 ), as a way of accounting for unknown data correlations. Here, we show that for a generic linear model and for a five-parameter OMP analysis, frequentist and uniform-prior Bayesian approaches recover the same optimum and uncertainty estimates—not systematically larger uncertainties for the Bayesian approach, as was concluded in G. B. King et al., Phys. Rev. Lett. 122, 232502 (2019). Further, we show that if an additional, near-degenerate parameter is introduced into the same OMP analysis such that the parameter posterior becomes non-Gaussian, then covariance-based estimates of uncertainty become unreliable. Finally, we show that regardless of optimization approach, if χ 2 /N is used for the likelihood, the resulting parametric uncertainties increase by $\sqrt{N}$, and that this is responsible for the conclusions drawn in the revisited study. Based on our replication results, we find that a fortuitous cancellation of unreported errors and the renormalization factor can lead to improvement in empirical coverages, as was the case in the original comparative study. We emphasize that developing and applying a realistic likelihood function is an essential task in a UQ analysis, and that several recent UQ studies that employed a renormalized likelihood (i.e., including a 1/N factor) may have yielded unrealistically large uncertainties for elastic-scattering observables. If the parameter posterior deviates from multivariate-normal, a sampling-based approach like MCMC has a clear advantage over methods that assume the Laplace approximation holds. We note that empirical coverage can serve as an important internal check for the analyst whose model or data may have additional, unaccounted-for uncertainties.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗
NASA NTRS1974

Nonparametric maximum likelihood estimation of probability densities by penalty function methods

When it is known a priori exactly to which finite dimensional manifold the probability density function gives rise to a set of samples, the parametric maximum likelihood estimation procedure leads to poor estimates and is unstable; while the nonparametric maximum likelihood procedure is undefined. A very general theory of maximum penalized likelihood estimation which should avoid many of these difficulties is presented. It is demonstrated that each reproducing kernel Hilbert space leads, in a very natural way, to a maximum penalized likelihood estimator and that a well-known class of reproducing kernel Hilbert spaces gives polynomial splines as the nonparametric maximum penalized likelihood estimates.

Demontricher, G. F.↗
NASA NTRS1976

The numerical evaluation of the maximum-likelihood estimate of a subset of mixture proportions

Necessary and sufficient conditions are given for a maximum likelihood estimate of a subset of mixture proportions. From these conditions, likelihood equations are derived satisfied by the maximum-likelihood estimate and a successive-approximations procedure is discussed as suggested by equations for numerically evaluating the maximum-likelihood estimate. It is shown that, with probability one for large samples, this procedure converges locally to the maximum-likelihood estimate whenever a certain step-size lies between zero and two. Furthermore, optimal rates of local convergence are obtained for a step-size which is bounded below by a number between one and two.

Peters, B. C., Jr.↗
NASA NTRS1994

Determining the accuracy of maximum likelihood parameter estimates with colored residuals

An important part of building high fidelity mathematical models based on measured data is calculating the accuracy associated with statistical estimates of the model parameters. Indeed, without some idea of the accuracy of parameter estimates, the estimates themselves have limited value. In this work, an expression based on theoretical analysis was developed to properly compute parameter accuracy measures for maximum likelihood estimates with colored residuals. This result is important because experience from the analysis of measured data reveals that the residuals from maximum likelihood estimation are almost always colored. The calculations involved can be appended to conventional maximum likelihood estimation algorithms. Simulated data runs were used to show that the parameter accuracy measures computed with this technique accurately reflect the quality of the parameter estimates from maximum likelihood estimation without the need for analysis of the output residuals in the frequency domain or heuristically determined multiplication factors. The result is general, although the application studied here is maximum likelihood estimation of aerodynamic model parameters from flight test data.

Morelli, Eugene A.↗
DOE OSTI2023

A flexible event reconstruction based on machine learning and likelihood principles

Event reconstruction is a central step in many particle physics experiments, turning detector observables into parameter estimates; for example estimating the energy of an interaction given the sensor readout of a detector. A corresponding likelihood function is often intractable, and approximations need to be constructed. Here, in our work, we first show how the full likelihood for a many-sensor detector can be broken apart into smaller terms, and secondly how we can train neural networks to approximate all terms solely based on forward simulation. Our technique results in a fast, flexible, and close-to-optimal surrogate model proportional to the likelihood and can be used in conjunction with standard inference techniques allowing for a consistent treatment of uncertainties. We illustrate our technique for parameter inference in neutrino telescopes based on maximum likelihood and Bayesian posterior sampling. Given its great flexibility, we also showcase our method for geometry optimization enabling to learn optimal detector designs. Lastly, we apply our method to realistic simulation of a ton-scale water-based liquid scintillator detector.

46 INSTRUMENTATION RELATED TO NUCLEAR SCIENCE AND ↗
DOE OSTI2026

Non -degenerate marginal-likelihood calibration with application to quantum characterization

Here, we propose a marginal likelihood strategy within the Kennedy-O’Hagan (KOH) Bayesian framework, where a Gaussian process (GP) models the discrepancy between a physical system and its simulator. Our approach introduces a novel marginalized likelihood by integrating out the degenerate eigenspace of the covariance matrix, rather than approximating the original likelihood. Unlike approximation methods that compromise accuracy for computational efficiency, our method defines an exact likelihood—distinct from the original but preserving all relevant information. This formulation achieves computational efficiency and stability, even for large datasets where the covariance matrix nears degeneracy. Applied to the characterization of a superconducting quantum device at Lawrence Livermore National Laboratory, the approach enhances the predictive accuracy of the Lindblad master equations for modeling Ramsey measurement data by effectively quantifying uncertainties consistent with the quantum data.

general physics↗
DOE OSTI2016

A likelihood ratio anomaly detector for identifying within-perimeter computer network attacks

The rapid detection of attackers within firewalls of enterprise computer networks is of paramount importance. Anomaly detectors address this problem by quantifying deviations from baseline statistical models of normal network behavior and signaling an intrusion when the observed data deviates significantly from the baseline model. But, many anomaly detectors do not take into account plausible attacker behavior. As a result, anomaly detectors are prone to a large number of false positives due to unusual but benign activity. Our paper first introduces a stochastic model of attacker behavior which is motivated by real world attacker traversal. Then, we develop a likelihood ratio detector that compares the probability of observed network behavior under normal conditions against the case when an attacker has possibly compromised a subset of hosts within the network. Since the likelihood ratio detector requires integrating over the time each host becomes compromised, we illustrate how to use Monte Carlo methods to compute the requisite integral. We then present Receiver Operating Characteristic (ROC) curves for various network parameterizations that show for any rate of true positives, the rate of false positives for the likelihood ratio detector is no higher than that of a simple anomaly detector and is often lower. Finally, we demonstrate the superiority of the proposed likelihood ratio detector when the network topologies and parameterizations are extracted from real-world networks.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2012

MAXIMUM LIKELIHOOD FITTING OF X-RAY POWER DENSITY SPECTRA: APPLICATION TO HIGH-FREQUENCY QUASI-PERIODIC OSCILLATIONS FROM THE NEUTRON STAR X-RAY BINARY 4U1608-522

High-frequency quasi-periodic oscillations (QPOs) from weakly magnetized neutron stars display rapid frequency variability (second timescales) and high coherence with quality factors up to at least 200 at frequencies about 800-850 Hz. Their parameters have been estimated so far from standard min({chi}{sup 2}) fitting techniques, after combining a large number of power density spectra (PDS), to have the powers normally distributed (the so-called Gaussian regime). Before combining PDS, different methods to minimize the effects of the frequency drift to the estimates of the QPO parameters have been proposed, but none of them relied on fitting the individual PDS. Accounting for the statistical properties of PDS, we apply a maximum likelihood method to derive the QPO parameters in the non-Gaussian regime. The method presented is general, easy to implement, and can be applied to fitting individual PDS, several PDS simultaneously, or their average, and is obviously not specific to the analysis of kHz QPO data. It applies to the analysis of any PDS optimized in frequency resolution and for low-frequency variability or PDS containing features whose parameters vary on short timescales, as is the case for kHz QPOs. It is equivalent to the standard {chi}{sup 2} minimization fitting when the number of PDS fitted is large. The accuracy, reliability, and superiority of the method is demonstrated with simulations of synthetic PDS, containing Lorentzian QPOs of known parameters. Accounting for the broadening of the QPO profile, due to the leakage of power inherent to windowed Fourier transforms, the maximum likelihood estimates of the QPO parameters are asymptotically unbiased and have negligible bias when the QPO is reasonably well detected. By contrast, we show that the standard min({chi}{sup 2}) fitting method gives biased parameters with larger uncertainties. The maximum likelihood fitting method is applied to a subset of archival Rossi X-ray Timing Explorer data of the neutron star X-ray binary 4U1608-522, for which we show that the lower kHz QPO parameters can be measured on timescales as short as 8 s. To demonstrate the potential use of the results of the maximum likelihood method, we show that in the observation analyzed the time evolution of the frequency is consistent with a random walk. We then show that the broadening of the QPO due to the frequency drift scales as {radical}T, as expected from a random walk (T is the integration time of the PDS). This enables us to estimate the intrinsic quality factor of the QPO to be {approx}260, whereas previous analysis indicated a maximum value around 200.

79 ASTRONOMY AND ASTROPHYSICS↗
DOE OSTI2011

Copula cosmology: Constructing a likelihood function

To estimate cosmological parameters from a given data set, we need to construct a likelihood function, which sometimes has a complicated functional form. We introduce the copula, a mathematical tool to construct an arbitrary multivariate distribution function from one-dimensional marginal distribution functions with any given dependence structure. It is shown that a likelihood function constructed by the so-called Gaussian copula can reproduce very well the n-dimensional probability distribution of the cosmic shear power spectrum obtained from a large number of ray-tracing simulations. This suggests that the Copula likelihood will be a powerful tool for future weak lensing analyses, instead of the conventional multivariate Gaussian likelihood.

72 PHYSICS OF ELEMENTARY PARTICLES AND FIELDS↗
DOE OSTI2023

Likelihood-based signal and noise analysis for docking of models into cryo-EM maps

Fast, reliable docking of models into cryo-EM maps requires understanding of the errors in the maps and the models. Likelihood-based approaches to errors have proven to be powerful and adaptable in experimental structural biology, finding applications in both crystallography and cryo-EM. Indeed, previous crystallographic work on the errors in structural models is directly applicable to likelihood targets in cryo-EM. Likelihood targets in Fourier space are derived here to characterize, based on the comparison of half-maps, the direction- and resolution-dependent variation in the strength of both signal and noise in the data. Because the signal depends on local features, the signal and noise are analysed in local regions of the cryo-EM reconstruction. The likelihood analysis extends to prediction of the signal that will be achieved in any docking calculation for a model of specified quality and completeness. A related calculation generalizes a previous measure of the information gained by making the cryo-EM reconstruction.

59 BASIC BIOLOGICAL SCIENCES↗
DOE OSTI2016

Evaluating marginal likelihood with thermodynamic integration method and comparison with several other numerical methods

Evaluating marginal likelihood is the most critical and computationally expensive task, when conducting Bayesian model averaging to quantify parametric and model uncertainties. The evaluation is commonly done by using Laplace approximations to evaluate semianalytical expressions of the marginal likelihood or by using Monte Carlo (MC) methods to evaluate arithmetic or harmonic mean of a joint likelihood function. This study introduces a new MC method, i.e., thermodynamic integration, which has not been attempted in environmental modeling. Instead of using samples only from prior parameter space (as in arithmetic mean evaluation) or posterior parameter space (as in harmonic mean evaluation), the thermodynamic integration method uses samples generated gradually from the prior to posterior parameter space. This is done through a path sampling that conducts Markov chain Monte Carlo simulation with different power coefficient values applied to the joint likelihood function. The thermodynamic integration method is evaluated using three analytical functions by comparing the method with two variants of the Laplace approximation method and three MC methods, including the nested sampling method that is recently introduced into environmental modeling. The thermodynamic integration method outperforms the other methods in terms of their accuracy, convergence, and consistency. The thermodynamic integration method is also applied to a synthetic case of groundwater modeling with four alternative models. The application shows that model probabilities obtained using the thermodynamic integration method improves predictive performance of Bayesian model averaging. As a result, the thermodynamic integration method is mathematically rigorous, and its MC implementation is computationally general for a wide range of environmental problems.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2022

Likelihood Maximization and Moment Matching in Low SNR Gaussian Mixture Models

We derive an asymptotic expansion for the log-likelihood of Gaussian mixture models (GMMs) with equal covariance matrices in the low signal-to-noise regime. The expansion reveals an intimate connection between two types of algorithms for parameter estimation: the method of moments and likelihood optimizing algorithms such as Expectation-Maximization (EM). We show that likelihood optimization in the low SNR regime reduces to a sequence of least squares optimization problems that match the moments of the estimate to the ground truth moments one by one. This connection is a stepping stone towards the analysis of EM and maximum likelihood estimation in a wide range of models. A motivating application for the study of low SNR mixture models is cryo-electron microscopy data, which can be modeled as a GMM with algebraic constraints imposed on the mixture centers. We discuss the application of our expansion to algebraically constrained GMMs, among other example models of interest. © 2022 The Authors. Communications on Pure and Applied Mathematics published by Wiley Periodicals LLC.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2025

Generalized framework for likelihood-based field-level inference of growth rate from velocity and density fields

Measuring the growth rate of large-scale structures ( f ) as a function of redshift has the potential to break degeneracies between modified gravity and dark energy models, when combined with expansion-rate probes. Direct estimates of peculiar velocities of galaxies have attracted interest as a means of estimating fσ 8 . In particular, field-level methods can be used to fit the field nuisance parameter along with cosmological parameters simultaneously. This article aims to provide the community with a unified framework for the theoretical modeling of the likelihood-based field-level inference by performing fast field covariance calculations for velocity and density fields. Our purpose is to lay the foundations for a nonlinear extension of the likelihood-based method at the field level. We have developed a generalized framework, implemented in the dedicated software flip to perform a likelihood-based inference of fσ 8 . We derived a new field covariance model, which includes wide-angle corrections. We also included the models previously described in the literature inside our framework. We compared their performance against ours, and we validated our model by comparing it with the two-point statistics of a recent N-body simulation. The tests we performed have allowed us to validate our software and determine the appropriate wavenumber range to integrate our covariance model and its validity in terms of separation. Our framework allows for a wider wavenumber coverage to be used in our calculations than in previous works, which is particularly interesting for nonlinear model extensions. Finally, our generalized framework allows us to efficiently perform a survey geometry-dependent Fisher forecast of the fσ 8 parameter. We show that the Fisher forecast method we developed gives an error bar that is 30% closer to a full likelihood-based estimation than a standard volume Fisher forecast.

Ravoux, Corentin↗
DOE OSTI2013

AN EFFICIENT APPROXIMATION TO THE LIKELIHOOD FOR GRAVITATIONAL WAVE STOCHASTIC BACKGROUND DETECTION USING PULSAR TIMING DATA

Direct detection of gravitational waves by pulsar timing arrays will become feasible over the next few years. In the low frequency regime (10{sup -7} Hz-10{sup -9} Hz), we expect that a superposition of gravitational waves from many sources will manifest itself as an isotropic stochastic gravitational wave background. Currently, a number of techniques exist to detect such a signal; however, many detection methods are computationally challenging. Here we introduce an approximation to the full likelihood function for a pulsar timing array that results in computational savings proportional to the square of the number of pulsars in the array. Through a series of simulations we show that the approximate likelihood function reproduces results obtained from the full likelihood function. We further show, both analytically and through simulations, that, on average, this approximate likelihood function gives unbiased parameter estimates for astrophysically realistic stochastic background amplitudes.

79 ASTRONOMY AND ASTROPHYSICS↗
DOE OSTI2013

The Atacama Cosmology Telescope: likelihood for small-scale CMB data

The Atacama Cosmology Telescope has measured the angular power spectra of microwave fluctuations to arcminute scales at frequencies of 148 and 218 GHz, from three seasons of data. At small scales the fluctuations in the primordial Cosmic Microwave Background (CMB) become increasingly obscured by extragalactic foregounds and secondary CMB signals. We present results from a nine-parameter model describing these secondary effects, including the thermal and kinematic Sunyaev-Zel'dovich (tSZ and kSZ) power; the clustered and Poisson-like power from Cosmic Infrared Background (CIB) sources, and their frequency scaling; the tSZ-CIB correlation coefficient; the extragalactic radio source power; and thermal dust emission from Galactic cirrus in two different regions of the sky. In order to extract cosmological parameters, we describe a likelihood function for the ACT data, fitting this model to the multi-frequency spectra in the multipole range 500 < l < 10000. We extend the likelihood to include spectra from the South Pole Telescope at frequencies of 95, 150, and 220 GHz. Accounting for different radio source levels and Galactic cirrus emission, the same model provides an excellent fit to both datasets simultaneously, with χ{sup 2}/dof= 675/697 for ACT, and 96/107 for SPT. We then use the multi-frequency likelihood to estimate the CMB power spectrum from ACT in bandpowers, marginalizing over the secondary parameters. This provides a simplified 'CMB-only' likelihood in the range 500 < l < 3500 for use in cosmological parameter estimation.

79 ASTRONOMY AND ASTROPHYSICS↗
DOE OSTI2021

Reionization effective likelihood from Planck 2018 data

We release relike (reionization effective likelihood), a fast and accurate effective likelihood code based on the latest Planck 2018 data that allows one to constrain any model for reionization between 6 < z < 30 using five constraints from the CMB reionization principal components (PC). We tested the code on two example models which showed excellent agreement with sampling the exact Planck likelihoods using either a simple Gaussian PC likelihood or its full kernel density estimate. This code enables a fast and consistent means for combining Planck constraints with other reionization data sets, such as kinetic Sunyaev-Zeldovich effects, line-intensity mapping, luminosity function, star formation history, quasar spectra, etc., where the redshift dependence of the ionization history is important. Since the PC technique tests any reionization history in the given range, we also derive model-independent constraints for the total Thomson optical depth τ PC = $0.0619$$^{+0.0056}_{–0.0068}$ and its 15 ≤ z ≤ 30 high redshift component τ PC (15,30) < 0.020 (95% C.L.). Furthermore, the upper limits on the high-redshift optical depth is a factor of ~3 larger than those reported in the Planck 2018 cosmological parameter paper using the FlexKnot method and we validate our results with a direct analysis of a two-step model which permits this small high-z component.

79 ASTRONOMY AND ASTROPHYSICS↗
DOE OSTI2012

A scaling transformation for classifier output based on likelihood ratio: Applications to a CAD workstation for diagnosis of breast cancer

Purpose: The authors developed scaling methods that monotonically transform the output of one classifier to the ''scale'' of another. Such transformations affect the distribution of classifier output while leaving the ROC curve unchanged. In particular, they investigated transformations between radiologists and computer classifiers, with the goal of addressing the problem of comparing and interpreting case-specific values of output from two classifiers. Methods: Using both simulated and radiologists' rating data of breast imaging cases, the authors investigated a likelihood-ratio-scaling transformation, based on ''matching'' classifier likelihood ratios. For comparison, three other scaling transformations were investigated that were based on matching classifier true positive fraction, false positive fraction, or cumulative distribution function, respectively. The authors explored modifying the computer output to reflect the scale of the radiologist, as well as modifying the radiologist's ratings to reflect the scale of the computer. They also evaluated how dataset size affects the transformations. Results: When ROC curves of two classifiers differed substantially, the four transformations were found to be quite different. The likelihood-ratio scaling transformation was found to vary widely from radiologist to radiologist. Similar results were found for the other transformations. Our simulations explored the effect of database sizes on the accuracy of the estimation of our scaling transformations. Conclusions: The likelihood-ratio-scaling transformation that the authors have developed and evaluated was shown to be capable of transforming computer and radiologist outputs to a common scale reliably, thereby allowing the comparison of the computer and radiologist outputs on the basis of a clinically relevant statistic.

62 RADIOLOGY AND NUCLEAR MEDICINE↗
DOE OSTI2017

The Multi-Mission Maximum Likelihood framework (3ML)

The age of multi-wavelength and multi-messenger astronomy has arrived and with it, new tools are needed to analyze data from multiple instruments properly and with ease. The Multi-Mission Maximum Likelihood framework (3ML) provides this functionality via the novel use of instrument plugins which allow for every instrument’s unique data to be treated independently with an appropriate likelihood. Under the 3ML framework, users can design plugins that handle instrument specific data routines transparently in the background. When multiple instruments are used together, their independent likelihoods are treated under a common minimization or Bayesian sampling framework. 3ML provides a multitude of minimization algorithm for maximum likelihood estimation (MLE) as well as several popular Bayesian posterior samplers. The entire framework is provided via a modern Python interface providing the user with a modern and easily transportable analysis framework well suited for modern astronomy. New models can be added easily. It is also possible to perform time-energy modeling. We present the framework and its main functionalities.

79 ASTRONOMY AND ASTROPHYSICS↗