Search NASA⌕ Search

SEARCH · Search NASA

Results for “Poisson likelihood”

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.

52 records · Page 3

An Estimate of the Likelihood for a Climatically Significant Volcanic Eruption Within the Present Decade (2000-2009)

Since 1750, the number of cataclysmic volcanic eruptions (i.e., those having a volcanic explosivity index, or VEI, equal to 4 or larger) per decade is found to span 2-11, with 96% located in the tropics and extra-tropical Northern Hemisphere, A two-point moving average of the time series has higher values since the 1860s than before, measuring 8.00 in the 1910s (the highest value) and measuring 6.50 in the 1980s, the highest since the 18 1 0s' peak. On the basis of the usual behavior of the first difference of the two-point moving averages, one infers that the two-point moving average for the 1990s will measure about 6.50 +/- 1.00, implying that about 7 +/- 4 cataclysmic volcanic eruptions should be expected during the present decade (2000-2009). Because cataclysmic volcanic eruptions (especially, those having VEI equal to 5 or larger) nearly always have been associated with episodes of short-term global cooling, the occurrence of even one could ameliorate the effects of global warming. Poisson probability distributions reveal that the probability of one or more VEI equal to 4 or larger events occurring within the next ten years is >99%, while it is about 49% for VEI equal to 5 or larger events and 18% for VEI equal to 6 or larger events. Hence, the likelihood that a, climatically significant volcanic eruption will occur within the next 10 years appears reasonably high.

Wilson, Robert M.↗

Ptychographic phase retrieval by proximal algorithms

We derive a set of ptychography phase-retrieval iterative engines based on proximal algorithms originally developed in convex optimization theory, and discuss their connections with existing ones. The use of proximal operator creates a simple frame work that allows us to incorporate the effect of noise from a maximum-likelihood (ML) principle. We focus on three particular algorithms, namely proximal minimization, alternating direction method of multiplier and accelerated proximal gradient (APG). We benchmark their performance with numerical simulations, and discuss their optimal conditions for convergence and accuracy. An experimental dataset is used to demonstrate their effectiveness as well, in which case an array of cubic Au nanoparticles with a size of 50 nm is imaged. We show that with the presence of Poisson noise, a dataset with photon counts up to 10 4 at one detector pixel already requires ML-based methods to achieve a stable convergence. Among the three algorithms derived in this work, APG method is reported first time for its application in ptychographic reconstruction and shows superior performance in terms of both accuracy and convergence rate with a noisy dataset.

36 MATERIALS SCIENCE↗

A Bayesian approach to parameter and reliability estimation in the Poisson distribution.

For life testing procedures, a Bayesian analysis is developed with respect to a random intensity parameter in the Poisson distribution. Bayes estimators are derived for the Poisson parameter and the reliability function based on uniform and gamma prior distributions of that parameter. A Monte Carlo procedure is implemented to make possible an empirical mean-squared error comparison between Bayes and existing minimum variance unbiased, as well as maximum likelihood, estimators. As expected, the Bayes estimators have mean-squared errors that are appreciably smaller than those of the other two.

Canavos, G. C.↗

Density reconstruction in convergent high-energy-density systems using x-ray radiography and Bayesian inference

X-ray radiography is a technique frequently used to diagnose convergent high-energy-density (HED) systems, such as inertial confinement fusion implosion, and provides unique information that is not available through self-emission measurements. In this work, we investigate the scope and limits of that information using a radiography simulation combined with the Bayesian inference workflow. The accuracy of density reconstruction from simulated radiographs of spherical implosions driven with 27 kJ laser energy is assessed, including the increase or decrease in accuracy due to the addition of Lagrangian marker layers, Poisson noise, and improved prior information. This work is the first to present the full uncertainty distributions inferred from radiography analysis in HED systems and demonstrates the importance of constructing the full posterior probability density, as opposed to a point estimate, due to the modal structure of the likelihood surface introduced by typical experimental noise sources. This general methodology can be used both for robust analysis of radiographic data and for an improved design of radiography experiments by modeling the full experimental system.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗

Near-Efficient and Non-Asymptotic Multiway Inference

We establish non-asymptotic efficiency guarantees for tensor decomposition–based inference in count data models. Under a Poisson framework, we consider two related goals: (i) parametric inference , the estimation of the full distributional parameter tensor, and (ii) multiway analysis , the recovery of its canonical polyadic (CP) decomposition factors. Our main result shows that in the rank-one setting, a rank-constrained maximum-likelihood estimator achieves multiway analysis with variance matching the Cramér–Rao Lower Bound (CRLB) up to absolute constants and logarithmic factors. This provides a general framework for studying “near-efficient” multiway estimators in finite-sample settings. For higher ranks, we illustrate that our multiway estimator may not attain the CRLB; nevertheless, CP-based parametric inference remains nearly minimax optimal, with error bounds that improve on prior work by offering more favorable dependence on the CP rank. Numerical experiments corroborate near-efficiency in the rank-one case and highlight the efficiency gap in higher-rank scenarios.

97 MATHEMATICS AND COMPUTING↗

Universal Decoder for PPM of any Order

A recently developed algorithm for demodulation and decoding of a pulse-position- modulation (PPM) signal is suitable as a basis for designing a single hardware decoding apparatus to be capable of handling any PPM order. Hence, this algorithm offers advantages of greater flexibility and lower cost, in comparison with prior such algorithms, which necessitate the use of a distinct hardware implementation for each PPM order. In addition, in comparison with the prior algorithms, the present algorithm entails less complexity in decoding at large orders. An unavoidably lengthy presentation of background information, including definitions of terms, is prerequisite to a meaningful summary of this development. As an aid to understanding, the figure illustrates the relevant processes of coding, modulation, propagation, demodulation, and decoding. An M-ary PPM signal has M time slots per symbol period. A pulse (signifying 1) is transmitted during one of the time slots; no pulse (signifying 0) is transmitted during the other time slots. The information intended to be conveyed from the transmitting end to the receiving end of a radio or optical communication channel is a K-bit vector u. This vector is encoded by an (N,K) binary error-correcting code, producing an N-bit vector a. In turn, the vector a is subdivided into blocks of m = log2(M) bits and each such block is mapped to an M-ary PPM symbol. The resultant coding/modulation scheme can be regarded as equivalent to a nonlinear binary code. The binary vector of PPM symbols, x is transmitted over a Poisson channel, such that there is obtained, at the receiver, a Poisson-distributed photon count characterized by a mean background count nb during no-pulse time slots and a mean signal-plus-background count of ns+nb during a pulse time slot. In the receiver, demodulation of the signal is effected in an iterative soft decoding process that involves consideration of relationships among photon counts and conditional likelihoods of m-bit vectors of coded bits. Inasmuch as the likelihoods of all the m-bit vectors of coded bits mapping to the same PPM symbol are correlated, the best performance is obtained when the joint mbit conditional likelihoods are utilized. Unfortunately, the complexity of decoding, measured in the number of operations per bit, grows exponentially with m, and can thus become prohibitively expensive for large PPM orders. For a system required to handle multiple PPM orders, the cost is even higher because it is necessary to have separate decoding hardware for each order. This concludes the prerequisite background information. In the present algorithm, the decoding process as described above is modified by, among other things, introduction of an lbit marginalizer sub-algorithm. The term "l-bit marginalizer" signifies that instead of m-bit conditional likelihoods, the decoder computes l-bit conditional likelihoods, where l is fixed. Fixing l, regardless of the value of m, makes it possible to use a single hardware implementation for any PPM order. One could minimize the decoding complexity and obtain an especially simple design by fixing l at 1, but this would entail some loss of performance. An intermediate solution is to fix l at some value, greater than 1, that may be less than or greater than m. This solution makes it possible to obtain the desired flexibility to handle any PPM order while compromising between complexity and loss of performance.

Moision, Bruce E.↗

Chaos and regularity of radionuclides with maximum likelihood estimation method

Abstract In this study, we considered the fluctuation properties of some energy levels of even and odd mass radionuclides, which are used in complex phenomena. Different sequences are prepared by using all the available experimental data and analyzed by using the maximum likelihood estimation technique to get the chaoticity parameter of Abul-magd distribution. The dependence of chaoticity degrees of different radionuclides to their mass regions, their decay modes, and also their physical half-lives are studied. Our results show more chaotic behavior of odd-mass radionuclides in comparison with even–even mass and also the most Poisson-like behavior for even–even mass in the A > 150 mass region. The results offer the most regular behavior for long-lived, even mass radionuclides in comparison to other categories of half-lives. Also, we got an obvious difference between the chaoticity degrees for nuclei which undergo β + decay in comparison with radionuclides which show electron capture mode.

Physics↗

On the uncertainty in single molecule fluorescent lifetime and energy emission measurements

Time-correlated single photon counting has recently been combined with mode-locked picosecond pulsed excitation to measure the fluorescent lifetimes and energy emissions of single molecules in a flow stream. Maximum likelihood (ML) and least square methods agree and are optimal when the number of detected photons is large however, in single molecule fluorescence experiments the number of detected photons can be less than 20, 67% of those can be noise and the detection time is restricted to 10 nanoseconds. Under the assumption that the photon signal and background noise are two independent inhomogeneous poisson processes, we derive the exact joint arrival time probably density of the photons collected in a single counting experiment performed in the presence of background noise. The model obviates the need to bin experimental data for analysis, and makes it possible to analyze formally the effect of background noise on the photon detection experiment using both ML or Bayesian methods. For both methods we derive the joint and marginal probability densities of the fluorescent lifetime and fluorescent emission. the ML and Bayesian methods are compared in an analysis of simulated single molecule fluorescence experiments of Rhodamine 110 using different combinations of expected background nose and expected fluorescence emission. While both the ML or Bayesian procedures perform well for analyzing fluorescence emissions, the Bayesian methods provide more realistic measures of uncertainty in the fluorescent lifetimes. The Bayesian methods would be especially useful for measuring uncertainty in fluorescent lifetime estimates in current single molecule flow stream experiments where the expected fluorescence emission is low. Both the ML and Bayesian algorithms can be automated for applications in molecular biology.

Brown, Emery N.↗

On the Uncertainty in Single Molecule Fluorescent Lifetime and Energy Emission Measurements

Time-correlated single photon counting has recently been combined with mode-locked picosecond pulsed excitation to measure the fluorescent lifetimes and energy emissions of single molecules in a flow stream. Maximum likelihood (ML) and least squares methods agree and are optimal when the number of detected photons is large, however, in single molecule fluorescence experiments the number of detected photons can be less than 20, 67 percent of those can be noise, and the detection time is restricted to 10 nanoseconds. Under the assumption that the photon signal and background noise are two independent inhomogeneous Poisson processes, we derive the exact joint arrival time probability density of the photons collected in a single counting experiment performed in the presence of background noise. The model obviates the need to bin experimental data for analysis, and makes it possible to analyze formally the effect of background noise on the photon detection experiment using both ML or Bayesian methods. For both methods we derive the joint and marginal probability densities of the fluorescent lifetime and fluorescent emission. The ML and Bayesian methods are compared in an analysis of simulated single molecule fluorescence experiments of Rhodamine 110 using different combinations of expected background noise and expected fluorescence emission. While both the ML or Bayesian procedures perform well for analyzing fluorescence emissions, the Bayesian methods provide more realistic measures of uncertainty in the fluorescent lifetimes. The Bayesian methods would be especially useful for measuring uncertainty in fluorescent lifetime estimates in current single molecule flow stream experiments where the expected fluorescence emission is low. Both the ML and Bayesian algorithms can be automated for applications in molecular biology.

Brown, Emery N.↗

An assessment of the risk arising from electrical effects associated with the release of carbon fibers from general aviation aircraft fires

A Poisson type model was developed and exercised to estimate the risk of economic losses through 1993 due to potential electric effects of carbon fibers released from United States general aviation aircraft in the aftermath of a fire. Of the expected 354 annual general aviation aircraft accidents with fire projected for 1993, approximately 88 could involve carbon fibers. The average annual loss was estimated to be about $250 (1977 dollars) and the likelihood of exceeding $107,000 (1977 dollars) in annual loss in any one year was estimated to be at most one in ten thousand.

Rosenfield, D.↗

An empirical Bayes approach for the Poisson life distribution.

A smooth empirical Bayes estimator is derived for the intensity parameter (hazard rate) in the Poisson distribution as used in life testing. The reliability function is also estimated either by using the empirical Bayes estimate of the parameter, or by obtaining the expectation of the reliability function. The behavior of the empirical Bayes procedure is studied through Monte Carlo simulation in which estimates of mean-squared errors of the empirical Bayes estimators are compared with those of conventional estimators such as minimum variance unbiased or maximum likelihood. Results indicate a significant reduction in mean-squared error of the empirical Bayes estimators over the conventional variety.

Canavos, G. C.↗

Inverse sequential procedures for the monitoring of time series

Climate changes traditionally have been detected from long series of observations and long after they happened. The 'inverse sequential' monitoring procedure is designed to detect changes as soon as they occur. Frequency distribution parameters are estimated both from the most recent existing set of observations and from the same set augmented by 1,2,...j new observations. Individual-value probability products ('likelihoods') are then calculated which yield probabilities for erroneously accepting the existing parameter(s) as valid for the augmented data set and vice versa. A parameter change is signaled when these probabilities (or a more convenient and robust compound 'no change' probability) show a progressive decrease. New parameters are then estimated from the new observations alone to restart the procedure. The detailed algebra is developed and tested for Gaussian means and variances, Poisson and chi-square means, and linear or exponential trends; a comprehensive and interactive Fortran program is provided in the appendix.

Radok, Uwe↗

Detecting change as it occurs

Traditionally climate changes have been detected from long series of observations and long after they have happened. Our 'inverse sequential' procedure, for detecting change as soon as it occurs, describes the existing or most recent data by their frequency distribution. Its parameter(s) are estimated both from the existing set of observations and from the same set augmented by 1,2,....j new observations. Individual-value probability products ('likelihoods') are used to form ratios which yield two probabilities for erroneously accepting the existing parameter(s) as valid for the augmented data set, and vice versa. A genuine parameter change is signaled when these probabilities (or a more stable compound probability) show a progressive decrease. New parameter values can then be estimated from the new observations alone using standard statistical techniques. The inverse sequential procedure will be illustrated for global annual mean temperatures (assumed normally distributed), and for annual numbers of North Atlantic hurricanes (assumed to represent Poisson distributions). The procedure was developed, but not yet tested, for linear or exponential trends, and for chi-squared means or degrees of freedom, a special measure of autocorrelation.

Radok, Uwe↗

Blocking Losses With a Photon Counter

It was not known how to assess accurately losses in a communications link due to photodetector blocking, a phenomenon wherein a detector is rendered inactive for a short time after the detection of a photon. When used to detect a communications signal, blocking leads to losses relative to an ideal detector, which may be measured as a reduction in the communications rate for a given received signal power, or an increase in the signal power required to support the same communications rate. This work involved characterizing blocking losses for single detectors and arrays of detectors. Blocking may be mitigated by spreading the signal intensity over an array of detectors, reducing the count rate on any one detector. A simple approximation was made to the blocking loss as a function of the probability that a detector is unblocked at a given time, essentially treating the blocking probability as a scaling of the detection efficiency. An exact statistical characterization was derived for a single detector, and an approximation for multiple detectors. This allowed derivation of several accurate approximations to the loss. Methods were also derived to account for a rise time in recovery, and non-uniform illumination due to diffraction and atmospheric distortion of the phase front. It was assumed that the communications signal is intensity modulated and received by an array of photon-counting photodetectors. For the purpose of this analysis, it was assumed that the detectors are ideal, in that they produce a signal that allows one to reproduce the arrival times of electrons, produced either as photoelectrons or from dark noise, exactly. For single detectors, the performance of the maximum-likelihood (ML) receiver in blocking is illustrated, as well as a maximum-count (MC) receiver, that, when receiving a pulse-position-modulated (PPM) signal, selects the symbol corresponding to the slot with the largest electron count. Whereas the MC receiver saturates at high count rates, the ML receiver may not. The loss in capacity, symbol-error-rate (SER), and count-rate were numerically computed. It was shown that the capacity and symbol-error-rate losses track, whereas the count-rate loss does not generally reflect the SER or capacity loss, as the slot-statistics at the detector output are no longer Poisson. It is also shown that the MC receiver loss may be accurately predicted for dead times on the order of a slot.

Moision, Burce E.↗

Multiple Changepoint Detection for Non‐Gaussian Time Series

ABSTRACT This article combines methods from existing techniques to identify multiple changepoints in non‐Gaussian autocorrelated time series. A transformation is used to convert a Gaussian series into a non‐Gaussian series, enabling penalized likelihood methods to handle non‐Gaussian scenarios. When the marginal distribution of the data is continuous, the methods essentially reduce to the change of variables formula for probability densities. When the marginal distribution is count‐oriented, Hermite expansions and particle filtering techniques are used to quantify the scenario. Simulations demonstrating the efficacy of the methods are given and two data sets are analyzed: 1) the proportion of home runs hit by Major League Baseball batters from 1920 to 2023 and 2) a six‐dimensional series of tropical cyclone counts from the Earth's basins of generation from 1980 to 2023. In the first series, beta marginal distributions are used to describe the proportions; in the second, Poisson marginal distributions seem appropriate.

Lund, Robert [Department of Statistics University ↗

Application of an Elongated Kelvin Model to Space Shuttle Foams

Spray-on foam insulation is applied to the exterior of the Space Shuttle s External Tank to limit propellant boil-off and to prevent ice formation. The Space Shuttle foams are rigid closed-cell polyurethane foams. The two foams used most extensively on the Space Shuttle External Tank are BX-265 and NCFI24-124. Since the catastrophic loss of the Space Shuttle Columbia, numerous studies have been conducted to mitigate the likelihood and the severity of foam shedding during the Shuttle s ascent to space. Due to the foaming and rising process, the foam microstructures are elongated in the rise direction. As a result, these two foams exhibit a non-isotropic mechanical behavior. In this paper, a detailed microstructural characterization of the two foams is presented. The key features of the foam cells are summarized and the average cell dimensions in the two foams are compared. Experimental studies to measure the room temperature mechanical response of the two foams in the two principal material directions (parallel to the rise and perpendicular to the rise) are also reported. The measured elastic modulus, proportional limit stress, ultimate tensile stress and the Poisson s ratios for the two foams are compared. The generalized elongated Kelvin foam model previously developed by the authors is reviewed and the equations which result from this model are presented. The resulting equations show that the ratio of the elastic modulus in the rise direction to that in the perpendicular-to-rise direction as well as the ratio of the strengths in the two material directions is only a function of the microstructural dimensions. Using the measured microstructural dimensions and the measured stiffness ratio, the foam tensile strength ratio and Poisson s ratios are predicted for both foams. The predicted tensile strength ratio is in close agreement with the measured strength ratios for both BX-265 and NCFI24-124. The comparison between the predicted Poisson s ratios and the measured values is not as favorable.

Sullivan, Roy M.↗