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At least 559 records · Page 31

A Probabilistic Framework for Quantifying Mixed Uncertainties in Cyber Attacker Payoffs

Quantification and propagation of uncertainties in cyber attacker payoffs is a key aspect within multiplayer, stochastic security games. These payoffs may represent penalties or rewards associated with player actions and are subject to various sources of uncertainty, including: (1) cyber-system state, (2) attacker type, (3) choice of player actions, and (4) cyber-system state transitions over time. Past research has primarily focused on representing defender beliefs about attacker payoffs as point utility estimates. More recently, within the physical security domain, attacker payoff uncertainties have been represented as Uniform and Gaussian probability distributions, and mathematical intervals. For cyber-systems, probability distributions may help address statistical (aleatory) uncertainties where the defender may assume inherent variability or randomness in the factors contributing to the attacker payoffs. However, systematic (epistemic) uncertainties may exist, where the defender may not have sufficient knowledge or there is insufficient information about the attacker’s payoff generation mechanism. Such epistemic uncertainties are more suitably represented as generalizations of probability boxes. This paper explores the mathematical treatment of such mixed payoff uncertainties. A conditional probabilistic reasoning approach is adopted to organize the dependencies between a cyber-system’s state, attacker type, player actions, and state transitions. This also enables the application of probabilistic theories to propagate various uncertainties in the attacker payoffs. An example implementation of this probabilistic framework and resulting attacker payoff distributions are discussed. A goal of this paper is also to highlight this uncertainty quantification problem space to the cyber security research community and encourage further advancements in this area.

cyber attacker payoffs↗

Bayesian data fusion for spatial prediction of categorical variables in environmental sciences

First developed to predict continuous variables, Bayesian Maximum Entropy (BME) has become a complete framework in the context of space-time prediction since it has been extended to predict categorical variables and mixed random fields. This method proposes solutions to combine several sources of data whatever the nature of the information. However, the various attempts that were made for adapting the BME methodology to categorical variables and mixed random fields faced some limitations, as a high computational burden. The main objective of this paper is to overcome this limitation by generalizing the Bayesian Data Fusion (BDF) theoretical framework to categorical variables, which is somehow a simplification of the BME method through the convenient conditional independence hypothesis. The BDF methodology for categorical variables is first described and then applied to a practical case study: the estimation of soil drainage classes using a soil map and point observations in the sandy area of Flanders around the city of Mechelen (Belgium). The BDF approach is compared to BME along with more classical approaches, as Indicator CoKringing (ICK) and logistic regression. Estimators are compared using various indicators, namely the Percentage of Correctly Classified locations (PCC) and the Average Highest Probability (AHP). Although BDF methodology for categorical variables is somehow a simplification of BME approach, both methods lead to similar results and have strong advantages compared to ICK and logistic regression.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

A semi-intrusive deterministic approach to uncertainty quantification in non-linear fluid flow problems

This paper deals with the formulation of a semi-intrusive (SI) method allowing the computation of statistics of linear and non linear PDEs solutions. This method shows to be very efficient to deal with probability density function of whatsoever form, long-term integration and discontinuities in stochastic space. Given a stochastic PDE where randomness is defined on Ω, starting from (i) a description of the solution in term of a space variables, (ii) a numerical scheme defined for any event ω∈Ω and (iii) a (family) of random variables that may be correlated, the solution is numerically described by its conditional expectancies of point values or cell averages and its evaluation constructed from the deterministic scheme. One of the tools is a tessellation of the random space as in finite volume methods for the space variables. Then, using these conditional expectancies and the geometrical description of the tessellation, a piecewise polynomial approximation in the random variables is computed using a reconstruction method that is standard for high order finite volume space, except that the measure is no longer the standard Lebesgue measure but the probability measure. This reconstruction is then used to formulate a scheme on the numerical approximation of the solution from the deterministic scheme. This new approach is said semi-intrusive because it requires only a limited amount of modification in a deterministic solver to quantify uncertainty on the state when the solver includes uncertain variables. The effectiveness of this method is illustrated for a modified version of Kraichnan–Orszag three-mode problem where a discontinuous pdf is associated to the stochastic variable, and for a nozzle flow with shocks. The results have been analyzed in terms of accuracy and probability measure flexibility. Finally, the importance of the probabilistic reconstruction in the stochastic space is shown up on an example where the exact solution is computable, the viscous Burgers equation.

97 MATHEMATICS AND COMPUTING↗

Interannual variability of global dust storms on Mars

Under the assumption that the cross-equatorial Hadley circulation plays a key role in the onset of Martian global dust storms, numerical simulations indicate that a northern hemisphere dust haze weakens its intensity and, thereby, its contribution to the surface stress in the southern hemisphere. Since this in turn reduces the possibility of global dust storm development, the interannual variability observed is the result of either a competition between circulations in opposite hemispheres, in which case the variability has a random component, or it is the result of dust cycling between hemispheres, so that the variability is related to the characteristics of the global dust storms themselves.

Haberle, Robert M.↗

Interannual variability of global dust storms on Mars

Global dust storms on Mars occur in some years but not in others. In years with global dust storms, dust is raised in the Southern Hemisphere and spread over much of the planet by an intensified Hadley circulation. In years without global dust storms, dust is raised in the Northern Hemisphere by relatively active midlatitude storm systems, but does not spread globally. In both cases the dusty season is winter in the north. It is shown from numerical simulations that a Northern Hemisphere dust haze weakens the intensity of the cross equatorial Hadley circulation and the contribution it makes to the surface stress in the Southern Hemisphere. This, in turn, reduces the possibility of global dust storm development. The interannual variability is the result either of a competition between circulation in opposite hemispheres, in which case the variability has a random component; or it is the result of the cycling of dust between hemispheres, in which case the variability is related to the characteristics of global dust storms themselves.

Haberle, R. M.↗

Machine learning-based inversion for acoustic impedance with large synthetic training data: Workflow and data characterization

Where wells are sparse or training data are difficult to label with high-quality wireline-derived impedance logs, machine learning (ML)-based inversion of acoustic impedance typically depends on small training data sets, leading to biased prediction. We have advanced a novel workflow that applies large synthetic seismic training data to reduce facies-related bias. Using a geologically realistic model as the truth model, we randomly select sparse seed wells to perform sequential Gaussian simulation (SGS) for impedance models of the same geometry and simulate facies variability. We implement random forest regression on 30 features extracted from the synthetic volume. We observe that more seed wells tend to reduce facies-induced bias by sampling more types of facies, resulting in a better prediction. We then focus on the responses of SGS models to facies changes, the number of seed wells necessary for a useful synthetic model, and how much a synthetic model can help ML-based inversion. Here, we observe that the SGS synthetic training model outperforms well-direct training in general. For modeled clastic shore-zone systems in Miocene Gulf of Mexico, two or more seed wells are necessary for a significant reduction of root-mean-square error and outliners, and improvement of facies imaging. In a field-data test, we apply a similar workflow to quantitatively predict acoustic impedance, which is then converted to a sand-volume map at a high-frequency sequence (10–100 m), revealing detailed facies and sandstone patterns. Such results are valuable in many geologic and engineering applications, such as hydrocarbon and CO 2 reservoir prospecting, reserve estimation, simulation, etc.

3D seismic↗

H ∞ Control for Energy Dispatch in Autonomous Nanogrid With Communication Delays

This paper proposes an optimal controller and estimator for energy dispatch to balance the power supply and demand considering communication delays. The proposed algorithm involves modeling an autonomous nanogrid (ANG) consisting of distributed energy resources, energy storage systems, loads, an $H$ ∞ controller with a reference power modulation technique, and a state estimator. The ANG was developed to express the dynamic supply-demand energy balance of a nanogird system. Reference power modulation was designed to generate the desired ESS power based on the imbalanced energy. Random communication delays were modeled using a stochastic variable satisfying the Bernoulli random binary distribution. The optimal $H$ ∞ controller and estimator were developed using a linear matrix inequality approach to exponentially stabilize the closed-loop system. Simulations were performed using real daily demand forecasts obtained from the Korea Meteorological Administration to demonstrate the effectiveness of the proposed real-time optimization algorithm.

24 POWER TRANSMISSION AND DISTRIBUTION↗

Stochastic population dynamics under resource constraints

This paper investigates the population growth of a certain species in which every generation reproduces thrice over a period of predefined time, under certain constraints of resources needed for survival of population. We study the survival period of a species by randomizing the reproduction probabilities within a window at same predefined ages and the resources are being produced by the working force of the population at a variable rate. This randomness in the reproduction rate makes the population growth stochastic in nature and one cannot predict the exact form of evolution. Hence we study the growth by running simulations for such a population and taking an ensemble averaged over 500 to 5000 such simulations as per the need. While the population reproduces in a stochastic manner, we have implemented a constraint on the amount of resources available for the population. This is important to make the simulations more realistic. The rate of resource production then is tuned to find the rate which suits the survival of the species. We also compute the mean life time of the species corresponding to different resource production rate. Study for these outcomes in the parameter space defined by the reproduction probabilities and rate of resource production is carried out.

97 MATHEMATICS AND COMPUTING↗

Integrated Logistics Support Analysis of the International Space Station Alpha, Background and Summary of Mathematical Modeling and Failure Density Distributions Pertaining to Maintenance Time Dependent Parameters

The process of predicting the values of maintenance time dependent variable parameters such as mean time between failures (MTBF) over time must be one that will not in turn introduce uncontrolled deviation in the results of the ILS analysis such as life cycle costs, spares calculation, etc. A minor deviation in the values of the maintenance time dependent variable parameters such as MTBF over time will have a significant impact on the logistics resources demands, International Space Station availability and maintenance support costs. There are two types of parameters in the logistics and maintenance world: a. Fixed; b. Variable Fixed parameters, such as cost per man hour, are relatively easy to predict and forecast. These parameters normally follow a linear path and they do not change randomly. However, the variable parameters subject to the study in this report such as MTBF do not follow a linear path and they normally fall within the distribution curves which are discussed in this publication. The very challenging task then becomes the utilization of statistical techniques to accurately forecast the future non-linear time dependent variable arisings and events with a high confidence level. This, in turn, shall translate in tremendous cost savings and improved availability all around.

Sepehry-Fard, F.↗

Upscaling Soil Organic Carbon Measurements at the Continental Scale Using Multivariate Clustering Analysis and Machine Learning

Abstract Estimates of soil organic carbon (SOC) stocks are essential for many environmental applications. However, significant inconsistencies exist in SOC stock estimates for the U.S. across current SOC maps. We propose a framework that combines unsupervised multivariate geographic clustering (MGC) and supervised Random Forests regression, improving SOC maps by capturing heterogeneous relationships with SOC drivers. We first used MGC to divide the U.S. into 20 SOC regions based on the similarity of covariates (soil biogeochemical, bioclimatic, biological, and physiographic variables). Subsequently, separate Random Forests models were trained for each SOC region, utilizing environmental covariates and SOC observations. Our estimated SOC stocks for the U.S. (52.6 ± 3.2 Pg for 0–30 cm and 108.3 ± 8.2 Pg for 0–100 cm depth) were within the range estimated by existing products like Harmonized World Soil Database, HWSD (46.7 Pg for 0–30 cm and 90.7 Pg for 0–100 cm depth) and SoilGrids 2.0 (45.7 Pg for 0–30 cm and 133.0 Pg for 0–100 cm depth). However, independent validation with soil profile data from the National Ecological Observatory Network showed that our approach ( R 2 = 0.51) outperformed the estimates obtained from Harmonized World Soil Database ( R 2 = 0.23) and SoilGrids 2.0 ( R 2 = 0.39) for the topsoil (0–30 cm). Uncertainty analysis (e.g., low representativeness and high coefficients of variation) identified regions requiring more measurements, such as Alaska and the deserts of the U.S. Southwest. Our approach effectively captures the heterogeneous relationships between widely available predictors and the current SOC baseline across regions, offering reliable SOC estimates at 1 km resolution for benchmarking Earth system models.

58 GEOSCIENCES↗

Techniques in Assessing Random Uncertainty of Wind Tunnel Replicate Test Data

The preferred method to determine the random uncertainty of variables of interest during wind tunnel tests is by direct analysis of replicate data. However, current information is limited to analysis of a single replicate set condition that does not consider data covariance. This paper provides additional information on considerations for quantifying random uncertainty including the evaluation and correction of replicate data covariance, the selection of replicate set conditions for the test, and the interpolation of random uncertainty at other than replicate set conditions. The analysis and techniques are supported by data from a conventional aircraft configuration test at the Oran Nicks Low-Speed Wind Tunnel and an ASME nozzle flow characterization at the Propulsion Systems Laboratory.

Uncertainty↗

Prediction of space sickness in astronauts from preflight fluid, electrolyte, and cardiovascular variables and Weightless Environmental Training Facility (WETF) training

Nine preflight variables related to fluid, electrolyte, and cardiovascular status from 64 first-time Shuttle crewmembers were differentially weighted by discrimination analysis to predict the incidence and severity of each crewmember's space sickness as rated by NASA flight surgeons. The nine variables are serum uric acid, red cell count, environmental temperature at the launch site, serum phosphate, urine osmolality, serum thyroxine, sitting systolic blood pressure, calculated blood volume, and serum chloride. Using two methods of cross-validation on the original samples (jackknife and a stratefied random subsample), these variables enable the prediction of space sickness incidence (NONE or SICK) with 80 percent sickness and space severity (NONE, MILD, MODERATE, of SEVERE) with 59 percent success by one method of cross-validation and 67 percent by another method. Addition of a tenth variable, hours spent in the Weightlessness Environment Training Facility (WETF) did not improve the prediction of space sickness incidences but did improve the prediction of space sickness severity to 66 percent success by the first method of cross-validation of original samples and to 71 percent by the second method. Results to date suggest the presence of predisposing physiologic factors to space sickness that implicate fluid shift etiology. The data also suggest that prior exposure to fluid shift during WETF training may produce some circulatory pre-adaption to fluid shifts in weightlessness that results in a reduction of space sickness severity.

Simanonok, K.↗

Temporal variations of particle fluxes in the deep subtropical and tropical North Atlantic - Eulerian versus Lagrangian effects

The flux of particles measured by sediment traps in the deep water of the Sargasso Sea and western tropical North Atlantic undergoes pronounced temporal variation. In the Sargasso Sea the variability is largely due to seasonal changes in mixed-layer depth and attendant changes in primary productivity affecting a wide region. By contrast, the variability in the western tropical Atlantic appears to be caused by patches of elevated nutrient and pigment concentrations which have their origin in the plumes of the Amazon and Orinoco rivers. Coastal zone color scanner scenes demonstrate the great seasonal and interannual differences in the direction and dispersal patterns of the plumes. The river plumes break up into irregular patches which may pass through the catchment area of a sediment trap at varying rates, thereby creating the impression of almost random temporal flux variability at a fixed trap site.

Deuser, W. G.↗

Review of probabilistic analysis of dynamic response of systems with random parameters

The various methods that have been studied in the past to allow probabilistic analysis of dynamic response for systems with random parameters are reviewed. Dynamic response may have been obtained deterministically if the variations about the nominal values were small; however, for space structures which require precise pointing, the variations about the nominal values of the structural details and of the environmental conditions are too large to be considered as negligible. These uncertainties are accounted for in terms of probability distributions about their nominal values. The quantities of concern for describing the response of the structure includes displacements, velocities, and the distributions of natural frequencies. The exact statistical characterization of the response would yield joint probability distributions for the response variables. Since the random quantities will appear as coefficients, determining the exact distributions will be difficult at best. Thus, certain approximations will have to be made. A number of techniques that are available are discussed, even in the nonlinear case. The methods that are described were: (1) Liouville's equation; (2) perturbation methods; (3) mean square approximate systems; and (4) nonlinear systems with approximation by linear systems.

Kozin, F.↗

Regression Bias in using Solar Wind Measurements

Simultaneous solar wind measurements from the solar wind monitors, WIND and ACE, differ due to the spatial and temporal structure of the solar wind. Correlation studies that use these measurements as input may infer an incorrect correlation due to uncertainties arising from this spatial and temporal structure, especially at extreme and rare solar wind values. In particular, regression analysis will lead to a regression function whose slope is biased towards the mean value of the measurement parameter. This article demonstrates this regression bias by comparing simultaneous ACE and WIND solar wind measurements. A non-linear regression analysis between them leads to a perception of underestimation of extreme values of one measurement on average over the other. Using numerical experiments, we show that popular regression analysis techniques such as linear least-squares, orthogonal least-squares, and non-linear regression are not immune to this bias. Hence while using solar wind parameters as an independent variable in a correlation or regression analysis, random uncertainty in the independent variable can create unintended biases in the response of the dependent variable. More generally, the regression to the mean effect can impact both event-based, statistical studies of magnetospheric response to solar wind forcing.

magnetosphere↗

Random Predictor Models for Rigorous Uncertainty Quantification: Part 2

This and a companion paper propose techniques for constructing parametric mathematical models describing key features of the distribution of an output variable given input-output data. By contrast to standard models, which yield a single output value at each value of the input, Random Predictors Models (RPMs) yield a random variable at each value of the input. Optimization-based strategies for calculating RPMs having a polynomial dependency on the input and a linear dependency on the parameters are proposed. These formulations yield RPMs having various levels of fidelity in which the mean, the variance, and the range of the model's parameter, thus of the output, are prescribed. As such they encompass all RPMs conforming to these prescriptions. The RPMs are optimal in the sense that they yield the tightest predictions for which all (or, depending on the formulation, most) of the observations are less than a fixed number of standard deviations from the mean prediction. When the data satisfies mild stochastic assumptions, and the optimization problem(s) used to calculate the RPM is convex (or, when its solution coincides with the solution to an auxiliary convex problem), the model's reliability, which is the probability that a future observation would be within the predicted ranges, is bounded rigorously.

Crespo, Luis G.↗

Random Predictor Models for Rigorous Uncertainty Quantification: Part 1

This and a companion paper propose techniques for constructing parametric mathematical models describing key features of the distribution of an output variable given input-output data. By contrast to standard models, which yield a single output value at each value of the input, Random Predictors Models (RPMs) yield a random variable at each value of the input. Optimization-based strategies for calculating RPMs having a polynomial dependency on the input and a linear dependency on the parameters are proposed. These formulations yield RPMs having various levels of fidelity in which the mean and the variance of the model's parameters, thus of the predicted output, are prescribed. As such they encompass all RPMs conforming to these prescriptions. The RPMs are optimal in the sense that they yield the tightest predictions for which all (or, depending on the formulation, most) of the observations are less than a fixed number of standard deviations from the mean prediction. When the data satisfies mild stochastic assumptions, and the optimization problem(s) used to calculate the RPM is convex (or, when its solution coincides with the solution to an auxiliary convex problem), the model's reliability, which is the probability that a future observation would be within the predicted ranges, can be bounded tightly and rigorously.

Crespo, Luis G.↗

Characterisation of the spatial variability of material properties of Gilsocarbon and NBG-18 using random fields

Graphite is a candidate material for Generation IV concepts and is used as a moderator in Advanced Gas-cooled Reactors (AGR) in the UK. Spatial material variability is present within billets causing different material property values between different components. Variations in material properties and irradiation effects can produce stress concentrations and diverse mechanical responses in a nuclear reactor graphite core. In order to characterise the material variability, geostatistical techniques called variography and random field theory were adapted for studying the density and Young's modulus of a billet of Gilsocarbon and NBG-18 graphite grades. Variography is a technique for estimating the distance over which material property values have significant spatial correlation, known as the scale of fluctuation or spatial correlation length. The paper uses random field theory to create models that mimic the original spatial and statistical distributions of the original data set. This study found different values of correlation length for density and Young's modulus around the edges of a Gilsocarbon billet, while in the case of NBG-18, similar correlation lengths where found across the billet. Furthermore examples of several random fields are given to reproduce the spatial patterns and values found in the original data.

36 MATERIALS SCIENCE↗