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NASA NTRS1998

Statistical Treatment of Earth Observing System Pyroshock Separation Test Data

The Earth Observing System (EOS) AM-1 spacecraft for NASA's Mission to Planet Earth is scheduled to be launched on an Atlas IIAS vehicle in June of 1998. One concern is that the instruments on the EOS spacecraft are sensitive to the shock-induced vibration produced when the spacecraft separates from the launch vehicle. By employing unique statistical analysis to the available ground test shock data, the NASA Lewis Research Center found that shock-induced vibrations would not be as great as the previously specified levels of Lockheed Martin. The EOS pyroshock separation testing, which was completed in 1997, produced a large quantity of accelerometer data to characterize the shock response levels at the launch vehicle/spacecraft interface. Thirteen pyroshock separation firings of the EOS and payload adapter configuration yielded 78 total measurements at the interface. The multiple firings were necessary to qualify the newly developed Lockheed Martin six-hardpoint separation system. Because of the unusually large amount of data acquired, Lewis developed a statistical methodology to predict the maximum expected shock levels at the interface between the EOS spacecraft and the launch vehicle. Then, this methodology, which is based on six shear plate accelerometer measurements per test firing at the spacecraft/launch vehicle interface, was used to determine the shock endurance specification for EOS. Each pyroshock separation test of the EOS spacecraft simulator produced its own set of interface accelerometer data. Probability distributions, histograms, the median, and higher order moments (skew and kurtosis) were analyzed. The data were found to be lognormally distributed, which is consistent with NASA pyroshock standards. Each set of lognormally transformed test data produced was analyzed to determine if the data should be combined statistically. Statistical testing of the data's standard deviations and means (F and t testing, respectively) determined if data sets were significantly different at a 95-percent confidence level. If two data sets were found to be significantly different, these families of data were not combined for statistical purposes. This methodology produced three separate statistical data families of shear plate data. For each population, a P99.1/50 (probability/confidence) per-separation-nut firing level was calculated. By using the binomial distribution, Lewis researchers determined that this pernut firing level was equivalent to a P95/50 per-flight confidence level. The overall envelope of the per-flight P95/50 levels led to Lewis' recommended EOS interface shock endurance specification. A similar methodology was used to develop Lewis' recommended EOS mission assurance levels. The available test data for the EOS mission are significantly larger than for a normal mission, thus increasing the confidence level in the calculated expected shock environment. Lewis significantly affected the EOS mission by properly employing statistical analysis to the data. This analysis prevented a costly requalification of the spacecraft's instruments, which otherwise would have been exposed to significantly higher test levels.

McNelis, Anne M.↗

NASA NTRS2020

Antarctic Meteorites: A Statistical Look at a Uniquely Valuable Resource

As of the end of the 2018-19 field season, the U.S. Antarctic meteorite program has surpassed 23,000 meteorites collected. The U.S. collection is valuable in that it is classified in its entirety. The systematic methods employed to collect the meteorites have provided meteorites of more than 40 types, many of which are the first of their type ever recognized. One of the early drivers for consistent and methodical characterization of the entire U.S. Antarctic collection was to allow statistical comparisons. Early statistical assessments of the U.S. Antarctic collection examined mass distributions and the relative frequency of meteorite types as well as comparisons to a defined set of modern falls. Using these statistics argued that the flux of H chondrites changed over time used model size distributions to deconstruct the contribution of wind movement, meteorite supply and search losses to the Antarctic collection. Mass-based statistics and size distribution comparisons were examined by investigated various aspects of the statistics, including comparison with modern falls/Saharan finds. Also discuss geospatial statistics provides a comprehensive overview of the statistics of the Antarctic collections for the first 35 seasons of U.S. collection by ANSMET. Here we build upon that assessment and that from.

Corrigan, C. M.↗

NASA NTRSDate not supplied

Statistical Engineering

This webinar provides an overview of the International Statistical Engineering Association (ISEA), and it illustrates the practice of statistical engineering at NASA. ISEA was formed to promote the study of how successful data-based problem-solving methods are leveraged to realize innovative opportunities and solve problems sustainably. ISEA is comprised of statisticians, engineers, scientists, and other professionals that exchange ideas and experiences in the development and application of statistical engineering theories. ISEA is building the body of knowledge of the statistical engineering discipline with a particular focus on improving academic preparation for tackling complex problems. Over the past 15 years, the practice of statistical engineering has gained recognition within NASA by spurring innovation and efficiency, and it has demonstrated significant impact. Aerospace research and development benefits from an application-focused statistical engineering perspective to accelerate learning, maximize knowledge, ensure strategic resource investment, and inform data-driven decisions. The second portion of this presentation provides an overview of infusing statistical engineering at NASA through pioneering case studies in aeronautics, space exploration, and atmospheric science.

Peter A Parker↗

DOE OSTI2023

Hierarchical reconstruction of 3D well-connected porous media from 2D exemplars using statistics-informed neural network

The relationships between porous microstructures and transport properties are of fundamental importance in various scientific and engineering applications. Due to the intricacy, stochasticity and heterogeneity of porous media, reliable characterization and modeling of transport properties often require a complete dataset of internal microstructure samples. However, it is often an unbearable cost to acquire sufficient 3D digital microstructures by purely using microscopic imaging systems. Herein this paper presents a machine learning-based technique to hierarchically reconstruct 3D well-connected porous microstructures from one isotropic or several anisotropic low-cost 2D exemplar(s). To compactly characterize the large-scale microstructural features, a Gaussian image pyramid is built for each 2D exemplar. Local morphology patterns are collected from the Gaussian image pyramids, and then they serve as the training data to embed the 2D morphological statistics into feed-forward neural networks at multiple length levels. By using a specially-developed morphology integration scheme, the 3D morphological statistics at different levels can be inferred from the statistics-informed neural networks. Gibbs sampling is adopted to hierarchically reconstruct 3D microstructures by using multi-level 3D morphological statistics, where the large-scale, regional and local morphological patterns are statistically generated and successively added to the same 3D random field. The proposed method is tested on a series of porous media with distinct morphologies, and the statistical equivalence between the reconstructed and the real microstructures is systematically evaluated by comparing morphological descriptors and transport properties. The results demonstrate that the proposed 2D-to-3D microstructure reconstruction method is a universal and efficient approach to generating morphologically and physically realistic samples of porous media.

42 ENGINEERING↗

DOE OSTI2023

2D k -th nearest neighbour statistics: a highly informative probe of galaxy clustering

ABSTRACT Beyond standard summary statistics are necessary to summarize the rich information on non-linear scales in the era of precision galaxy clustering measurements. For the first time, we introduce the 2D k-th nearest neighbour (kNN) statistics as a summary statistic for discrete galaxy fields. This is a direct generalization of the standard 1D kNN by disentangling the projected galaxy distribution from the redshift-space distortion signature along the line-of-sight. We further introduce two different flavours of 2D kNNs that trace different aspects of the galaxy field: the standard flavour which tabulates the distances between galaxies and random query points, and a ‘DD’ flavour that tabulates the distances between galaxies and galaxies. We showcase the 2D kNNs’ strong constraining power both through theoretical arguments and by testing on realistic galaxy mocks. Theoretically, we show that 2D kNNs are computationally efficient and directly generate other statistics such as the popular two-point correlation function (2PCF), voids probability function, and counts-in-cell statistics. In a more practical test, we apply the 2D kNN statistics to simulated galaxy mocks that fold in a large range of observational realism and recover parameters of the underlying extended halo occupation distribution (HOD) model that includes velocity bias and galaxy assembly bias. We find unbiased and significantly tighter constraints on all aspects of the HOD model with the 2D kNNs, both compared to the standard 1D kNN, and the classical redshift-space 2PCF.

79 ASTRONOMY AND ASTROPHYSICS↗

NASA NTRS2014

Statistical Symbolic Execution with Informed Sampling

Symbolic execution techniques have been proposed recently for the probabilistic analysis of programs. These techniques seek to quantify the likelihood of reaching program events of interest, e.g., assert violations. They have many promising applications but have scalability issues due to high computational demand. To address this challenge, we propose a statistical symbolic execution technique that performs Monte Carlo sampling of the symbolic program paths and uses the obtained information for Bayesian estimation and hypothesis testing with respect to the probability of reaching the target events. To speed up the convergence of the statistical analysis, we propose Informed Sampling, an iterative symbolic execution that first explores the paths that have high statistical significance, prunes them from the state space and guides the execution towards less likely paths. The technique combines Bayesian estimation with a partial exact analysis for the pruned paths leading to provably improved convergence of the statistical analysis. We have implemented statistical symbolic execution with in- formed sampling in the Symbolic PathFinder tool. We show experimentally that the informed sampling obtains more precise results and converges faster than a purely statistical analysis and may also be more efficient than an exact symbolic analysis. When the latter does not terminate symbolic execution with informed sampling can give meaningful results under the same time and memory limits.

Reliability↗

DOE OSTI2022

Statistical Significance Testing for Mixed Priors: A Combined Bayesian and Frequentist Analysis

In many hypothesis testing applications, we have mixed priors, with well-motivated informative priors for some parameters but not for others. The Bayesian methodology uses the Bayes factor and is helpful for the informative priors, as it incorporates Occam’s razor via the multiplicity or trials factor in the look-elsewhere effect. However, if the prior is not known completely, the frequentist hypothesis test via the false-positive rate is a better approach, as it is less sensitive to the prior choice. We argue that when only partial prior information is available, it is best to combine the two methodologies by using the Bayes factor as a test statistic in the frequentist analysis. We show that the standard frequentist maximum likelihood-ratio test statistic corresponds to the Bayes factor with a non-informative Jeffrey’s prior. We also show that mixed priors increase the statistical power in frequentist analyses over the maximum likelihood test statistic. We develop an analytic formalism that does not require expensive simulations and generalize Wilks’ theorem beyond its usual regime of validity. In specific limits, the formalism reproduces existing expressions, such as the p-value of linear models and periodograms. We apply the formalism to an example of exoplanet transits, where multiplicity can be more than 10 7 . We show that our analytic expressions reproduce the $p$-values derived from numerical simulations. We offer an interpretation of our formalism based on the statistical mechanics. We introduce the counting of states in a continuous parameter space using the uncertainty volume as the quantum of the state. We show that both the $p$-value and Bayes factor can be expressed as an energy versus entropy competition.

97 MATHEMATICS AND COMPUTING↗

DOE OSTI2024

Estimating Uncertainty in Simulated ENSO Statistics

Abstract Large ensembles of model simulations are frequently used to reduce the impact of internal variability when evaluating climate models and assessing climate change induced trends. However, the optimal number of ensemble members required to distinguish model biases and climate change signals from internal variability varies across models and metrics. Here we analyze the mean, variance and skewness of precipitation and sea surface temperature in the eastern equatorial Pacific region often used to describe the El Niño–Southern Oscillation (ENSO), obtained from large ensembles of Coupled model intercomparison project phase 6 climate simulations. Leveraging established statistical theory, we develop and assess equations to estimate, a priori, the ensemble size or simulation length required to limit sampling‐based uncertainties in ENSO statistics to within a desired tolerance. Our results confirm that the uncertainty of these statistics decreases with the square root of the time series length and/or ensemble size. Moreover, we demonstrate that uncertainties of these statistics are generally comparable when computed using either pre‐industrial control or historical runs. This suggests that pre‐industrial runs can sometimes be used to estimate the expected uncertainty of statistics computed from an existing historical member or ensemble, and the number of simulation years (run duration and/or ensemble size) required to adequately characterize the statistic. This advance allows us to use existing simulations (e.g., control runs that are performed during model development) to design ensembles that can sufficiently limit diagnostic uncertainties arising from simulated internal variability. These results may well be applicable to variables and regions beyond ENSO.

54 ENVIRONMENTAL SCIENCES↗

DOE OSTI2021

Towards testing the theory of gravity with DESI: summary statistics, model predictions and future simulation requirements

Shortly after its discovery, General Relativity (GR) was applied to predict the behavior of our Universe on the largest scales, and later became the foundation of modern cosmology. Its validity has been verified on a range of scales and environments from the Solar system to merging black holes. However, experimental confirmations of GR on cosmological scales have so far lacked the accuracy one would hope for — its applications on those scales being largely based on extrapolation and its validity there sometimes questioned in the shadow of the discovery of the unexpected cosmic acceleration. Future astronomical instruments surveying the distribution and evolution of galaxies over substantial portions of the observable Universe, such as the Dark Energy Spectroscopic Instrument (DESI), will be able to measure the fingerprints of gravity and their statistical power will allow strong constraints on alternatives to GR. In this paper, based on a set of N-body simulations and mock galaxy catalogs, we study the predictions of a number of traditional and novel summary statistics beyond linear redshift distortions in two well-studied modified gravity models — chameleon f(R) gravity and a braneworld model — and the potential of testing these deviations from GR using DESI. These summary statistics employ a wide array of statistical properties of the galaxy and the underlying dark matter field, including two-point and higher-order statistics, environmental dependence, redshift space distortions and weak lensing. We find that they hold promising power for testing GR to unprecedented precision. The major future challenge is to make realistic, simulation-based mock galaxy catalogs for both GR and alternative models to fully exploit the statistic power of the DESI survey (by matching the volumes and galaxy number densities of the mocks to those in the real survey) and to better understand the impact of key systematic effects. Using these, we identify future simulation and analysis needs for gravity tests using DESI.

79 ASTRONOMY AND ASTROPHYSICS↗

DOE OSTI2020

Two-way coupled particle-turbulence interaction: Effect of numerics and resolution on fluid and particle statistics

Euler-Lagrange point-particle simulation has emerged as a premier methodology for studying dispersed particle-laden flows. This method's popularity stems from its ability to resolve fine-scale fluid structures while also tracking individual particles at reduced cost using an appropriate particle acceleration model. However, the point-particle model has known convergence issues in that refinement of the fluid grid can lead to changes in the predicted statistics. The reasons for non-convergence are twofold: the point-particle two-way coupling force in the Navier-Stokes equations requires a numerical regularization and, without careful implementation, yields a singular force on the fluid with grid refinement. The second factor that yields grid-dependent statistics is that the point-particle force model in general depends on the undisturbed fluid velocity. When the undisturbed fluid velocity is not robustly modeled in a grid-insensitive way, the calculated force for both particles and fluid will be grid-dependent, contaminating their respective statistics. While the first issue regarding regularizing the point-particle source term has received attention in the literature, the consequences of robustly modeling the undisturbed velocity in the context of grid refinement of turbulence has received little attention. Here, we consider decaying homogeneous isotropic turbulence laden with particles at different Stokes numbers. For a given Stokes number, we systematically refine the grid and demonstrate that explicitly modeling the undisturbed fluid velocity yields relative grid insensitivity for the energy of the particle and fluid phases, as well as acceleration of the particles. We also demonstrate that an appropriately defined dissipation rate is also grid-insensitive when an undisturbed fluid velocity correction is used. In contrast, when the undisturbed fluid velocity is modeled using the conventional approach of interpolating the local fluid velocity to the particle location, we show this procedure yields divergent statistics with grid refinement. In particular, we show that higher-order interpolation of the fluid velocity in two-way coupled problems is worse than lower-order interpolation, in the absence of a correction procedure to estimate the undisturbed fluid velocity. We also examine velocity derivative statistics of the fluid phase and demonstrate that these statistics are not in general convergent even when the undisturbed fluid velocity is explicitly modeled. Collectively, the observations in this paper are used to present a philosophy on the types of questions which are answerable with point-particle methods.

42 ENGINEERING↗

DOE OSTI2020

Statistical Tests for Diagnosing Fission Source Convergence and Undersampling in Monte Carlo Criticality Calculations [Slides]

There is a very strong need for statistical testing to determine fission source convergence in Monte Carlo criticality calculations. Automation of such tests will greatly streamline and support the work carried out by NCS practitioners. Recent R&D work has shown that no single statistical test for convergence is sufficiently reliable, robust, and “guaranteed.” However, a combination of several standard statistical tests for the similarity of distributions, coupled with a high-fidelity estimate of the fission-matrix source is sufficiently robust, reliable, and repeatable that convergence can be “guaranteed.” During the course of the EG-AMCT studies, a number of statistical metrics and tests were proposed for diagnosing clustering and undersampling. None of these was robust and reliable enough for practical use in production codes. However, the expert group efforts came close. Some recent R&D work stemming from those past efforts has been very successful and promising. This Sub-Group will provide international input and collaboration on the development and implementation of statistical tests for convergence, with the primary goal of having the MC codes automatically detect convergence (or lack thereof). Newly proposed statistical tests to detect undersampling (after convergence) will also be reviewed.

72 PHYSICS OF ELEMENTARY PARTICLES AND FIELDS↗

DOE OSTI2025

A Parameter-masked Mock Data Challenge for Beyond-two-point Galaxy Clustering Statistics

The past few years have seen the emergence of a wide array of novel techniques for analyzing high-precision data from upcoming galaxy surveys, which aim to extend the statistical analysis of galaxy clustering data beyond the linear regime and the canonical two-point (2pt) statistics. We test and benchmark some of these new techniques in a community data challenge named “Beyond-2pt,” initiated during the Aspen 2022 Summer Program “Large-Scale Structure Cosmology beyond 2-Point Statistics,” whose first round of results we present here. The challenge data set consists of high-precision mock galaxy catalogs for clustering in real space, in redshift space, and on a light cone. Participants in the challenge have developed end-to-end pipelines to analyze mock catalogs and extract unknown (“masked”) cosmological parameters of the underlying ΛCDM models with their methods. The methods represented are density-split clustering, nearest neighbor statistics, BACCO power spectrum emulator, void statistics, LEFTfield field-level inference using effective field theory (EFT), and joint power spectrum and bispectrum analyses using both EFT and simulation-based inference. In this work, we review the results of the challenge, focusing on problems solved, lessons learned, and future research needed to perfect the emerging beyond-2pt approaches. The unbiased parameter recovery demonstrated in this challenge by multiple statistics and the associated modeling and inference frameworks supports the credibility of cosmology constraints from these methods. The challenge data set is publicly available, and we welcome future submissions from methods that are not yet represented.

Krause, Elisabeth [Univ. of Arizona, Tucson, AZ (U↗

NASA NTRS1976

Determination of statistics for any rotation of axes of a bivariate normal elliptical distribution

Transformation of statistics from a dimensional set to another dimensional set involves linear functions of the original set of statistics. Similarly, linear functions will transform statistics within a dimensional set such that the new statistics are relevant to a new set of coordinate axes. A restricted case of the latter is the rotation of axes in a coordinate system involving any two correlated random variables. A special case is the transformation for horizontal wind distributions. Wind statistics are usually provided in terms of wind speed and direction (measured clockwise from north) or in east-west and north-south components. A direct application of this technique allows the determination of appropriate wind statistics parallel and normal to any preselected flight path of a space vehicle. Among the constraints for launching space vehicles are critical values selected from the distribution of the expected winds parallel to and normal to the flight path. These procedures are applied to space vehicle launches at Cape Kennedy, Florida.

Falls, L. W.↗

NASA NTRS1986

Statistics of the geomagnetic secular variation for the past 5Ma

A new statistical model is proposed for the geomagnetic secular variation over the past 5Ma. Unlike previous models, the model makes use of statistical characteristics of the present day geomagnetic field. The spatial power spectrum of the non-dipole field is consistent with a white source near the core-mantle boundary with Gaussian distribution. After a suitable scaling, the spherical harmonic coefficients may be regarded as statistical samples from a single giant Gaussian process; this is the model of the non-dipole field. The model can be combined with an arbitrary statistical description of the dipole and probability density functions and cumulative distribution functions can be computed for declination and inclination that would be observed at any site on Earth's surface. Global paleomagnetic data spanning the past 5Ma are used to constrain the statistics of the dipole part of the field. A simple model is found to be consistent with the available data. An advantage of specifying the model in terms of the spherical harmonic coefficients is that it is a complete statistical description of the geomagnetic field, enabling us to test specific properties for a general description. Both intensity and directional data distributions may be tested to see if they satisfy the expected model distributions.

Constable, C. G.↗

NASA NTRS1988

Statistics of the geomagnetic secular variation for the past 5 m.y

Constable, C. G.↗

NASA NTRS1995

Modeling Ka-band low elevation angle propagation statistics

The statistical variability of the secondary atmospheric propagation effects on satellite communications cannot be ignored at frequencies of 20 GHz or higher, particularly if the propagation margin allocation is such that link availability falls below 99 percent. The secondary effects considered in this paper are gaseous absorption, cloud absorption, and tropospheric scintillation; rain attenuation is the primary effect. Techniques and example results are presented for estimation of the overall combined impact of the atmosphere on satellite communications reliability. Statistical methods are employed throughout and the most widely accepted models for the individual effects are used wherever possible. The degree of correlation between the effects is addressed and some bounds on the expected variability in the combined effects statistics are derived from the expected variability in correlation. Example estimates are presented of combined effects statistics in the Washington D.C. area of 20 GHz and 5 deg elevation angle. The statistics of water vapor are shown to be sufficient for estimation of the statistics of gaseous absorption at 20 GHz. A computer model based on monthly surface weather is described and tested. Significant improvement in prediction of absorption extremes is demonstrated with the use of path weather data instead of surface data.

Russell, Thomas A.↗

NASA NTRS1999

Parameter Estimation in Astronomy with Poisson-Distributed Data: The (CHI)2(gamma) Statistic - 1

Applying the standard weighted mean formula, [Sigma (sub i)n(sub i)ssigma(sub i, sup -2)], to determine the weighted mean of data, n(sub i), drawn from a Poisson distribution, will, on average, underestimate the true mean by approx. 1 for all true mean values larger than approx.3 when the common assumption is made that the error of the i th observation is sigma(sub i) = max square root of n(sub i), 1).This small, but statistically significant offset, explains the long-known observation that chi-square minimization techniques which use the modified Neyman'chi(sub 2) statistic, chi(sup 2, sub N) equivalent Sigma(sub i)((n(sub i) - y(sub i)(exp 2)) / max(n(sub i), 1), to compare Poisson - distributed data with model values, y(sub i), will typically predict a total number of counts that underestimates the true total by about 1 count per bin. Based on my finding that weighted mean of data drawn from a Poisson distribution can be determined using the formula [Sigma(sub i)[n(sub i) + min(n(sub i), 1)](n(sub i) + 1)(exp -1)] / [Sigma(sub i)(n(sub i) + 1)(exp -1))], I propose that a new chi(sub 2) statistic, chi(sup 2, sub gamma) equivalent, should always be used to analyze Poisson- distributed data in preference to the modified Neyman's chi(exp 2) statistic. I demonstrated the power and usefulness of,chi(sub gamma, sup 2) minimization by using two statistical fitting techniques and five chi(exp 2) statistics to analyze simulated X-ray power - low 15 - channel spectra with large and small counts per bin. I show that chi(sub gamma, sup 2) minimization with the Levenberg - Marquardt or Powell's method can produce excellent results (mean slope errors approx. less than 3%) with spectra having as few as 25 total counts.

Mighell, Kenneth J.↗

NASA NTRS2002

Scale Dependence of Statistics of Spatially Averaged Rain Rate Seen in TOGA COARE Comparison with Predictions from a Stochastic Model

A characteristic feature of rainfall statistics is that they in general depend on the space and time scales over which rain data are averaged. As a part of an earlier effort to determine the sampling error of satellite rain averages, a space-time model of rainfall statistics was developed to describe the statistics of gridded rain observed in GATE. The model allows one to compute the second moment statistics of space- and time-averaged rain rate which can be fitted to satellite or rain gauge data to determine the four model parameters appearing in the precipitation spectrum - an overall strength parameter, a characteristic length separating the long and short wavelength regimes and a characteristic relaxation time for decay of the autocorrelation of the instantaneous local rain rate and a certain 'fractal' power law exponent. For area-averaged instantaneous rain rate, this exponent governs the power law dependence of these statistics on the averaging length scale $L$ predicted by the model in the limit of small $L$. In particular, the variance of rain rate averaged over an $L \times L$ area exhibits a power law singularity as $L \rightarrow 0$. In the present work the model is used to investigate how the statistics of area-averaged rain rate over the tropical Western Pacific measured with ship borne radar during TOGA COARE (Tropical Ocean Global Atmosphere Coupled Ocean Atmospheric Response Experiment) and gridded on a 2 km grid depends on the size of the spatial averaging scale. Good agreement is found between the data and predictions from the model over a wide range of averaging length scales.

Kundu, Prasun K.↗