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Results for “Monte Carlo estimators”

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.

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At least 73 records · Page 4
All sourcesNASA NTRSDOE OSTI
NASA NTRS1980

Statistical aspects of carbon fiber risk assessment modeling

The probabilistic and statistical aspects of the carbon fiber risk assessment modeling of fire accidents involving commercial aircraft are examined. Three major sources of uncertainty in the modeling effort are identified. These are: (1) imprecise knowledge in establishing the model; (2) parameter estimation; and (3)Monte Carlo sampling error. All three sources of uncertainty are treated and statistical procedures are utilized and/or developed to control them wherever possible.

Gross, D.↗
NASA NTRS1988

Improved importance sampling technique for efficient simulation of digital communication systems

A new, improved importance sampling (IIS) approach to simulation is considered. Some basic concepts of IS are introduced, and detailed evolutions of simulation estimation variances for Monte Carlo (MC) and IS simulations are given. The general results obtained from these evolutions are applied to the specific previously known conventional importance sampling (CIS) technique and the new IIS technique. The derivation for a linear system with no signal random memory is considered in some detail. For the CIS technique, the optimum input scaling parameter is found, while for the IIS technique, the optimum translation parameter is found. The results are generalized to a linear system with memory and signals. Specific numerical and simulation results are given which show the advantages of CIS over MC and IIS over CIS for simulations of digital communications systems.

Lu, Dingqing↗
NASA NTRS1990

Electric and thermal conductivities of quenched neutron star crusts

The electric and thermal conductivities in the outer crustal matter of a neutron star quenched into a solid state by cooling are estimated using a Monte Carlo simulation of freezing transition for dense plasmas. The conductivities are calculated by the precise evaluation of the scattering integrals, using the procedure of Ichimaru et al. (1983) and Iyetomi and Ichimaru (1983). The results predict the conductivities lower, by a factor of about 3, than those with the single-phonon approximation.

Ogata, Shuji↗
NASA NTRS1993

Characteristics of 0.8- and 0.2-microns gate length In(x)Ga(1-x) As/In(0.52)Al(0.48)As/InP (0.53 less than or equal to x less than or equal to 0.70) modulation-doped field-effect transistors at cryogenic temperatures

The performance characteristics of InP-based In(x)Ga(1-x)As/In(0.52)Al(0.48)As (0.53 is less than or equal to x is less than or equal to 0.70) pseudomorphic modulation-doped field-effect transistors (MODFET's) as a function of strain in the channel, gate, length, and temperature were investigated analytically and experimentally. The strain in the channel was varied by varying the In composition x. The temperature was varied in the range of 40-300 K and the devices have gate lengths L(sub g) of 0.8 and 0.2 microns. Analysis of the device was done using a one-dimensional self consistent solution of the Poisson and Schroedinger equations in the channel, a two-dimensional Poisson solver to obtain the channel electric field, and a Monte Carlo simulation to estimate the carrier transit times in the channel. An increase in the value of the cutoff frequency is predicted for an increase in In composition, a decrease in temperature, and a decrease in gate length. The improvements seen with decreasing temperature, decreasing gate length, and increased In composition were smaller than those predicted by analysis. The experimental results on pseudomorphic InGaAs/InAlAs MODFET's showed that there is a 15-30 percent improvement in cutoff frequency in both the 0.8- and 0.2-micron gate length devices when the temperature is lowered from 300 to 40 K.

Lai, Richard↗
NASA NTRS2003

Modeling and Visualizing Uncertainty in Continuous Variables Predicted using Remotely Sensed Data

The use of remotely sensed images to map continuous biophysical variables, such as those related to terrestrial vegetation amount, sea surface temperature, and many other targets of NASA s Earth Observing System (EOS), includes variable, parametric, positional, spatial support and structural sources of uncertainty. A complete description of uncertainty will lead to a probability distribution at each location, allowing the exploration of the spatial dimension of uncertainty, that is, where the field is not well quantified. To achieve this purpose, convenient visualization tools are required. We have produced such a tool, called PDFVis, that facilitates the display of probability density functions (pdfs) on a per-grid-cell basis. The density estimate from Monte-Carlo generated realizations is interactively displayed as well as parametric and non-parametric summaries of the pdf field (such as mean, median, quartiles, standard deviation, number of modes, and locations of modes). Shaded surface renderings of pdfs along a transect can also be projected onto a plane. This tool will become more useful as richer descriptions of spatial uncertainty become available.

Dungan, Jennifer L.↗
NASA NTRS2009

KSC Tech Transfer News, Volume 2, No. 2

This issue contains articles about: (1) the Innovative Partnerships Program (IPP) and the manager of the program, Alexis Hongamen, (2) New Technology Report (NTR) on a Monte Carlo Simulation to Estimate the Likelihood of Direct Lightning Strikes, (3) Kennedy Space Center's Applied Physics Lab, (4) a virtual ruler that is used for many applications, (5) a portable device that finds low-level leaks, (6) a sun-shield, that supports in-space cryogenic propellant storage, (7) lunar dust modeling software, (8) space based monitoring of radiation damage to DNA, (9) the use of light-emitting diode (LED) arrays vegetable production system, (10) Dust Tolerant Intelligent Electrical Connection Systems, (11) Ice Detection Camera System Upgrade, (12) Repair Techniques for Composite Structures, (13) Cryogenic Orbital Testbed, and (14) copyright protection.

Makufka, David↗
NASA NTRSDate not supplied

Application of a Bayesian Framework for Plasticity Model Selection

Interpretable Machine Learning (IML) has performed well when tasked with deriving constitutive material models. However, IML has been shown to prefer models that overfit noise in data, which tends to lead to bloat and a decrease in interpretability. Due to these issues, the ability of IML to reliably derive models that fit the data and are both interpretable and generalizable is limited. A method developed recently has shown promise to improve upon traditional IML by using a Bayesian fitness definition for the evolution of free-form models with non-deterministic parameters. This framework was developed for genetic-programming-based symbolic regression(GPSR) and involves model parameter estimation using Sequential Monte Carlo sampling (SMC).The method has demonstrated a reduction in bloat when dealing with noisy data in comparison to conventional GPSR. The results of this framework applied to stress-strain data for copper show models that more effectively predict the experimental data better than was previously shown with GPSR.

plasticity↗
NASA NTRS2019

Assessing GEO and LEO Repeating Conjunctions Using High Fidelity Brute Force Monte Carlo Simulations

Probability of collision (P(sub c)) estimates for Earth-orbiting satellites typically assume a temporally-isolated conjunction event. However, under certain conditions two objects may experience multiple high-risk close approach events over the course of hours or days. In these repeating conjunction cases, the P(sub c) accumulates as each successive encounter occurs. The NASA Conjunction Assessment Risk Analysis team has updated its “brute force Monte Carlo” (BFMC) software to estimate such accumulating P(sub c) values for repeating conjunctions. This study describes the updated BFMC algorithm and discusses the implications for conjunction risk assessment.

Baars, Luis↗
NASA NTRS2019

Assessing Geo and Leo Repeating Conjunctions Using High Fidelity Brute Force Monte Carlo Simulations

Probability of collision (P(sub c)) estimates for Earth-orbiting satellites typically assume a temporally-isolated conjunction event. However, under certain conditions two objects may experience multiple high-risk close approach events over the course of hours or days. In these repeating conjunction cases, the P(sub c) accumulates as each successive encounter occurs. The NASA Conjunction Assessment Risk Analysis team has updated its “brute force Monte Carlo” (BFMC) software to estimate such accumulating P(sub c) values for repeating conjunctions. This study describes the updated BFMC algorithm and discusses the implications for conjunction risk assessment.

Baars, Luis↗
NASA NTRS2019

Bayesian Estimation of Earth’s Undiscovered Mineralogical Diversity Using Noninformative Priors

Recently, statistical distributions have been explored to provide estimates of the mineralogical diversity of Earth, and Earth-like planets. In this paper, a Bayesian approach is introduced to estimate Earth’s undiscovered mineralogical diversity. Samples are generated from a posterior distribution of the model parameters using Markov chain Monte Carlo simulations such that estimates and inference are directly obtained. It was previously shown that the mineral species frequency distribution conforms to a generalized inverse Gauss–Poisson (GIGP) large number of rare events model. Even though the model fit was good, the population size estimate obtained by using this model was found to be unreasonably low by mineralogists. In this paper, several zero-truncated, mixed Poisson distributions are fitted and compared, where the Poisson-lognormal distribution is found to provide the best fit. Subsequently, the population size estimates obtained by Bayesian methods are compared to the empirical Bayes estimates. Species accumulation curves are constructed and employed to estimate the population size as a function of sampling size. Finally, the relative abundances, and hence the occurrence probabilities of species in a random sample, are calculated numerically for all mineral species in Earth’s crust using the Poisson-lognormal distribution. These calculations are connected and compared to the calculations obtained in a previous paper using the GIGP model for which mineralogical criteria of an Earth-like planet were given.

Bayesian statistics↗
NASA NTRSDate not supplied

Discovery and Analysis of Rare High-Impact Failure Modes using Adversarial RL-Informed Sampling

Adaptive learning agents have tremendous potential to handle critical tasks currently performed by humans. Unfortunately, due to their complexity, it can be difficult to verify that these learning agents do not have critical failure modes. Standard verification and validation methods often do not apply directly to learning agents and Monte Carlo methods have difficulty covering even a small fraction of the state space, especially in multiagent systems or over long time horizons. To overcome this difficulty, we demonstrate an adaptive stress-testing method based on reinforcement learning of correlations that raise the probability of failure. This approach has three key properties: (1) it is able to find rare failure modes with far greater sample efficiency than Monte Carlo methods, (2) it can estimate the true probability of a failure mode despite the inherent bias in the learning method, and (3) it is capable of learning and resampling compact representations of multimodal failure spaces. These properties are important in practice as we need to find disparate failure modes while accounting for their actual relevance. This is a significant advantage over traditional adaptive stress testing methods that give abstract likelihoods of particular failure instances, but cannot estimate the probability of a broader failure mode. We test our algorithm on a simple problem from the aviation domain where an autonomous aircraft lands in gusty wind conditions. The results suggest that we can find failure modes with far fewer samples than the Monte Carlo approach and simultaneously estimate the probability of failure.

reinforcement learning↗
NASA NTRSDate not supplied

Discovery and Analysis of Rare High-Impact Failure Modes using Adversarial RL-Informed Sampling

Adaptive learning agents have tremendous potential to handle critical tasks currently performed by humans. Unfortunately, due to their complexity, it can be difficult to verify that these learning agents do not have critical failure modes. Standard verification and validation methods often do not apply directly to learning agents and Monte Carlo methods have difficulty covering even a small fraction of the state space, especially in multiagent systems or over long time horizons. To overcome this difficulty, we demonstrate an adaptive stress-testing method based on reinforcement learning of correlations that raise the probability of failure. This approach has three key properties: (1) it is able to find rare failure modes with far greater sample efficiency than Monte Carlo methods, (2) it can estimate the true probability of a failure mode despite the inherent bias in the learning method, and (3) it is capable of learning and resampling compact representations of multimodal failure spaces. These properties are important in practice as we need to find disparate failure modes while accounting for their actual relevance. This is a significant advantage over traditional adaptive stress testing methods that give abstract likelihoods of particular failure instances, but cannot estimate the probability of a broader failure mode. We test our algorithm on a simple problem from the aviation domain where an autonomous aircraft lands in gusty wind conditions. The results suggest that we can find failure modes with far fewer samples than the Monte Carlo approach and simultaneously estimate the probability of failure.

Validation↗
NASA NTRSDate not supplied

Discovery and Analysis of Rare High-Impact Failure Modes using Adversarial RL-Informed Sampling

Adaptive learning agents have tremendous potential to handle critical tasks currently performed by humans. Unfortunately, due to their complexity, it can be difficult to verify that these learning agents do not have critical failure modes. Standard verification and validation methods often do not apply directly to learning agents and Monte Carlo methods have difficulty covering even a small fraction of the state space, especially in multiagent systems or over long time horizons. To overcome this difficulty, we demonstrate an adaptive stress-testing method based on reinforcement learning of correlations that raise the probability of failure. This approach has three key properties: (1) it is able to find rare failure modes with far greater sample efficiency than Monte Carlo methods, (2) it can estimate the true probability of a failure mode despite the inherent bias in the learning method, and (3) it is capable of learning and resampling compact representations of multimodal failure spaces. These properties are important in practice as we need to find disparate failure modes while accounting for their actual relevance. This is a significant advantage over traditional adaptive stress testing methods that give abstract likelihoods of particular failure instances, but cannot estimate the probability of a broader failure mode. We test our algorithm on a simple problem from the aviation domain where an autonomous aircraft lands in gusty wind conditions. The results suggest that we can find failure modes with far fewer samples than the Monte Carlo approach and simultaneously estimate the probability of failure.

Validation↗
NASA NTRS1973

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.↗
NASA NTRS2014

Estimating Uncertainty in Long Term Total Ozone Records from Multiple Sources

Total ozone measurements derived from the TOMS and SBUV backscattered solar UV instrument series cover the period from late 1978 to the present. As the SBUV series of instruments comes to an end, we look to the 10 years of data from the AURA Ozone Monitoring Instrument (OMI) and two years of data from the Ozone Mapping Profiler Suite (OMPS) on board the Suomi National Polar-orbiting Partnership satellite to continue the record. When combining these records to construct a single long-term data set for analysis we must estimate the uncertainty in the record resulting from potential biases and drifts in the individual measurement records. In this study we present a Monte Carlo analysis used to estimate uncertainties in the Merged Ozone Dataset (MOD), constructed from the Version 8.6 SBUV2 series of instruments. We extend this analysis to incorporate OMI and OMPS total ozone data into the record and investigate the impact of multiple overlapping measurements on the estimated error. We also present an updated column ozone trend analysis and compare the size of statistical error (error from variability not explained by our linear regression model) to that from instrument uncertainty.

TOMS and SBUV↗
NASA NTRS2013

Uncertainty Quantification of GEOS-5 L-band Radiative Transfer Model Parameters Using Bayesian Inference and SMOS Observations

Uncertainties in L-band (1.4 GHz) radiative transfer modeling (RTM) affect the simulation of brightness temperatures (Tb) over land and the inversion of satellite-observed Tb into soil moisture retrievals. In particular, accurate estimates of the microwave soil roughness, vegetation opacity and scattering albedo for large-scale applications are difficult to obtain from field studies and often lack an uncertainty estimate. Here, a Markov Chain Monte Carlo (MCMC) simulation method is used to determine satellite-scale estimates of RTM parameters and their posterior uncertainty by minimizing the misfit between long-term averages and standard deviations of simulated and observed Tb at a range of incidence angles, at horizontal and vertical polarization, and for morning and evening overpasses. Tb simulations are generated with the Goddard Earth Observing System (GEOS-5) and confronted with Tb observations from the Soil Moisture Ocean Salinity (SMOS) mission. The MCMC algorithm suggests that the relative uncertainty of the RTM parameter estimates is typically less than 25 of the maximum a posteriori density (MAP) parameter value. Furthermore, the actual root-mean-square-differences in long-term Tb averages and standard deviations are found consistent with the respective estimated total simulation and observation error standard deviations of m3.1K and s2.4K. It is also shown that the MAP parameter values estimated through MCMC simulation are in close agreement with those obtained with Particle Swarm Optimization (PSO).

MCMC↗
NASA NTRS2003

Estimation and Simulation of Slow Crack Growth Parameters from Constant Stress Rate Data

Closed form, approximate functions for estimating the variances and degrees-of-freedom associated with the slow crack growth parameters n, D, B, and A(sup *) as measured using constant stress rate ('dynamic fatigue') testing were derived by using propagation of errors. Estimates made with the resulting functions and slow crack growth data for a sapphire window were compared to the results of Monte Carlo simulations. The functions for estimation of the variances of the parameters were derived both with and without logarithmic transformation of the initial slow crack growth equations. The transformation was performed to make the functions both more linear and more normal. Comparison of the Monte Carlo results and the closed form expressions derived with propagation of errors indicated that linearization is not required for good estimates of the variances of parameters n and D by the propagation of errors method. However, good estimates variances of the parameters B and A(sup *) could only be made when the starting slow crack growth equation was transformed and the coefficients of variation of the input parameters were not too large. This was partially a result of the skewered distributions of B and A(sup *). Parametric variation of the input parameters was used to determine an acceptable range for using closed form approximate equations derived from propagation of errors.

Salem, Jonathan A.↗