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NASA NTRS2021

Computational Inference of Vibratory System with Incomplete Modal Information Using Parallel, Interactive and Adaptive Markov Chains

Inverse analysis of vibratory system is an important subject in fault identification, model updating, and robust design and control. It is challenging subject because 1) the problem is oftentimes underdetermined while the measurements are limited and/or incomplete; 2) many combinations of parameters may yield results that are similar with respect to actual response measurements; and 3) uncertainties inevitably exist. The aim of this research is to leverage upon computational intelligence through statistical inference to facilitate an enhanced, probabilistic framework using incomplete modal response measurement. This new framework is built upon efficient inverse identification through optimization, whereas Bayesian inference is employed to account for the effect of uncertainties. To overcome the computational cost barrier, we adopt Markov chain Monte Carlo (MCMC) to characterize the target function/distribution. Instead of using single Markov chain in conventional Bayesian approach, we develop a new sampling theory with multiple parallel, interactive and adaptive Markov chains and incorporate it into Bayesian inference. This can harness the collective power of these Markov chains to realize the concurrent search of multiple local optima. The number of required Markov chains and their respective initial model parameters are automatically determined via Monte Carlo simulation-based sample pre-screening followed by K-means clustering analysis. These enhancements can effectively address the aforementioned challenges in finite element inverse analysis. The validity of this framework is systematically demonstrated through case studies.

K Zhou↗
NASA NTRS2008

Hybrid Gibbs Sampling and MCMC for CMB Analysis at Small Angular Scales

A) Gibbs Sampling has now been validated as an efficient, statistically exact, and practically useful method for "low-L" (as demonstrated on WMAP temperature polarization data). B) We are extending Gibbs sampling to directly propagate uncertainties in both foreground and instrument models to total uncertainty in cosmological parameters for the entire range of angular scales relevant for Planck. C) Made possible by inclusion of foreground model parameters in Gibbs sampling and hybrid MCMC and Gibbs sampling for the low signal to noise (high-L) regime. D) Future items to be included in the Bayesian framework include: 1) Integration with Hybrid Likelihood (or posterior) code for cosmological parameters; 2) Include other uncertainties in instrumental systematics? (I.e. beam uncertainties, noise estimation, calibration errors, other).

Gibbs sampling↗
NASA NTRS2010

A Ground Flash Fraction Retrieval Algorithm for GLM

A Bayesian inversion method is introduced for retrieving the fraction of ground flashes in a set of N lightning observed by a satellite lightning imager (such as the Geostationary Lightning Mapper, GLM). An exponential model is applied as a physically reasonable constraint to describe the measured lightning optical parameter distributions. Population statistics (i.e., the mean and variance) are invoked to add additional constraints to the retrieval process. The Maximum A Posteriori (MAP) solution is employed. The approach is tested by performing simulated retrievals, and retrieval error statistics are provided. The approach is feasible for N greater than 2000, and retrieval errors decrease as N is increased.

Koshak, William J.↗
NASA NTRS2004

Putting Priors in Mixture Density Mercer Kernels

This paper presents a new methodology for automatic knowledge driven data mining based on the theory of Mercer Kernels, which are highly nonlinear symmetric positive definite mappings from the original image space to a very high, possibly infinite dimensional feature space. We describe a new method called Mixture Density Mercer Kernels to learn kernel function directly from data, rather than using predefined kernels. These data adaptive kernels can en- code prior knowledge in the kernel using a Bayesian formulation, thus allowing for physical information to be encoded in the model. We compare the results with existing algorithms on data from the Sloan Digital Sky Survey (SDSS). The code for these experiments has been generated with the AUTOBAYES tool, which automatically generates efficient and documented C/C++ code from abstract statistical model specifications. The core of the system is a schema library which contains template for learning and knowledge discovery algorithms like different versions of EM, or numeric optimization methods like conjugate gradient methods. The template instantiation is supported by symbolic- algebraic computations, which allows AUTOBAYES to find closed-form solutions and, where possible, to integrate them into the code. The results show that the Mixture Density Mercer-Kernel described here outperforms tree-based classification in distinguishing high-redshift galaxies from low- redshift galaxies by approximately 16% on test data, bagged trees by approximately 7%, and bagged trees built on a much larger sample of data by approximately 2%.

Srivastava, Ashok N.↗
NASA NTRS1989

Confidence set inference with a prior quadratic bound

In the uniqueness part of a geophysical inverse problem, the observer wants to predict all likely values of P unknown numerical properties z=(z sub 1,...,z sub p) of the earth from measurement of D other numerical properties y (sup 0) = (y (sub 1) (sup 0), ..., y (sub D (sup 0)), using full or partial knowledge of the statistical distribution of the random errors in y (sup 0). The data space Y containing y(sup 0) is D-dimensional, so when the model space X is infinite-dimensional the linear uniqueness problem usually is insoluble without prior information about the correct earth model x. If that information is a quadratic bound on x, Bayesian inference (BI) and stochastic inversion (SI) inject spurious structure into x, implied by neither the data nor the quadratic bound. Confidence set inference (CSI) provides an alternative inversion technique free of this objection. Confidence set inference is illustrated in the problem of estimating the geomagnetic field B at the core-mantle boundary (CMB) from components of B measured on or above the earth's surface.

Backus, George E.↗
NASA NTRSDate not supplied

A Framework for the Analysis of Deep Neural Networks in Autonomous Aerospace Applications using Bayesian Statistics

Deep Neural Networks (DNNs) are considered to be key components in many autonomous systems. Applications range from vision-based obstacle avoidance to intelligent/learning control and planning. Safety-critical applications as found in the aerospace domain require that the behavior of the DNN is validated and tested rigorously for safety of the autonomous system (AUS). In this paper, we present a framework to support testing of DNNs and the analysis of the network structure. Our framework employs techniques from statistical modeling and active learning to effectively generate test cases for DNN safety testing and performance analysis. We will present results of a case study on a physics-based Deep recurrent residual neural network (DR-RNN), which has been trained to emulate the aerodynamics behavior of a fixed-wing aircraft.

Deep Neural networks↗
NASA NTRS2004

Neural network uncertainty assessment using Bayesian statistics: a remote sensing application

Neural network (NN) techniques have proved successful for many regression problems, in particular for remote sensing; however, uncertainty estimates are rarely provided. In this article, a Bayesian technique to evaluate uncertainties of the NN parameters (i.e., synaptic weights) is first presented. In contrast to more traditional approaches based on point estimation of the NN weights, we assess uncertainties on such estimates to monitor the robustness of the NN model. These theoretical developments are illustrated by applying them to the problem of retrieving surface skin temperature, microwave surface emissivities, and integrated water vapor content from a combined analysis of satellite microwave and infrared observations over land. The weight uncertainty estimates are then used to compute analytically the uncertainties in the network outputs (i.e., error bars and correlation structure of these errors). Such quantities are very important for evaluating any application of an NN model. The uncertainties on the NN Jacobians are then considered in the third part of this article. Used for regression fitting, NN models can be used effectively to represent highly nonlinear, multivariate functions. In this situation, most emphasis is put on estimating the output errors, but almost no attention has been given to errors associated with the internal structure of the regression model. The complex structure of dependency inside the NN is the essence of the model, and assessing its quality, coherency, and physical character makes all the difference between a blackbox model with small output errors and a reliable, robust, and physically coherent model. Such dependency structures are described to the first order by the NN Jacobians: they indicate the sensitivity of one output with respect to the inputs of the model for given input data. We use a Monte Carlo integration procedure to estimate the robustness of the NN Jacobians. A regularization strategy based on principal component analysis is proposed to suppress the multicollinearities in order to make these Jacobians robust and physically meaningful.

Neural Networks (Computer)↗
NASA NTRS2020

Chrono-Validation of Near-Real-Time Landslide Susceptibility Models via Plugin Statistical Simulations

The idea behind any validation scheme in landslide susceptibility studies is to test whether a model calibrated on a certain data can predict an unknown dataset of the same nature (landslide presences/absences and covariates). Almost the entirety of landslide susceptibility studies are validated by subsetting a single dataset into a training and test sets. This dataset usually corresponds either to event-specific or to historical inventories. Very rarely, a multi-temporal inventory is available and, in the few cases where this condition is met, the validation practices involve training a model on a specific landslide inventory, deriving a single predictive equation and validating it on a subsequent landslide inventory. This commonly leads landslide predictive studies, even those with a strong statistical rigor, to neglect the uncertainty estimation in their modeling scheme. In statistics, validation can also be performed via statistical simulations. This means that after fitting a given model, one can generate any number of predictive functions and test their predictive skills on any type and number of unknown datasets. In this work, we take a similar direction and we apply it to model and validate three separate co-seismic inventories, including an uncertainty estimation phase. We mapped these inventories within the same area in Indonesia, for three earthquakes occurred in 2012, 2017 and 2018. Specifically, we build three event-specific Bayesian Generalize Additive Models of the binomial family. From each model we then simulate 1000 predictive realizations over the remaining two inventories, by using a plug-in scheme where all the morphometric covariates are kept fixed and only the ground motion is replaced according to the prediction target. By doing so, we introduce a new analytical tool for near-real-time landslide predictive purposes, which is able to produce a probabilistic model which stands in between the definitions of susceptibility and hazard. In fact, our model is able to accurately estimate “where” and “when” - although not “how frequently” - landslide have occurred by featuring the multitemporal information of the trigger. In our findings, the simulations are quite similar to the fitted models; and the nine combinations we analyse produce excellent performance. This result confirms the assumption that “the past is the key to the future”, as we show that the relative contribution of each variable and their interactions in each probabilistic model remains practically the same across temporal replicates. This information is not trivial because it supports the routines implemented in global near-real-time applications.

Temporal validation↗
NASA NTRS2021

Spatiotemporal Associations Between Social Vulnerability, Environmental Measurements, and COVID-19 in the Conterminous United States

This study summarizes the results from fitting a Bayesian hierarchical spatiotemporal model to coronavirus disease 2019 (COVID-19) cases and deaths at the county level in the United States for the year 2020. Two models were created, one for cases and one for deaths, utilizing a scaled Besag, York, Mollié model with Type I spatial-temporal interaction. Each model accounts for 16 social vulnerability and 7 environmental variables as fixed effects. The spatial pattern between COVID-19 cases and deaths is significantly different in many ways. The spatiotemporal trend of the pandemic in the United States illustrates a shift out of many of the major metropolitan areas into the United States Southeast and Southwest during the summer months and into the upper Midwest beginning in autumn. Analysis of the major social vulnerability predictors of COVID-19 infection and death found that counties with higher percentages of those not having a high school diploma, having non-White status and being Age 65 and over to be significant. Among the environmental variables, above ground level temperature had the strongest effect on relative risk to both cases and deaths. Hot and cold spots, areas of statistically significant high and low COVID-19 cases and deaths respectively, derived from the convolutional spatial effect show that areas with a high probability of above average relative risk have significantly higher Social Vulnerability Index composite scores. The same analysis utilizing the spatiotemporal interaction term exemplifies a more complex relationship between social vulnerability, environmental measurements, COVID-19 cases, and COVID-19 deaths.

spatial epidemiology↗
NASA NTRS2025

Mind the Gap: Addressing Data Gaps and Assessing Noise Mismodeling in LISA

Due to the sheer complexity of the Laser Interferometer Space Antenna (LISA) space mission, data gaps arising from instrumental irregularities and/or scheduled maintenance are unavoidable. Focusing on merger-dominated massive black hole binary signals, we test the appropriateness of the Whittle-likelihood on gapped data in a variety of cases. From first principles, we derive the likelihood valid for gapped data in both the time and frequency domains. Cheap-to-evaluate proxies to p-p plots are derived based on a Fisher-based formalism, and verified through Bayesian techniques. Our tools allow to predict the altered variance in the parameter estimates that arises from noise mismodeling, as well as the information loss represented by the broadening of the posteriors. The result of noise mismodeling with gaps is sensitive to the characteristics of the noise model, with strong low-frequency (red) noise and strong high-frequency (blue) noise giving statistically significant fluctuations in recovered parameters. We demonstrate that the introduction of a tapering window reduces statistical inconsistency errors, at the cost of less precise parameter estimates. We also show that the assumption of independence between inter-gap segments appears to be a fair approximation even if the data set is inherently coherent. However, if one instead assumes fictitious correlations in the data stream, when the data segments are actually independent, then the resultant parameter recoveries could be inconsistent with the true parameters. The theoretical and numerical practices that are presented in this work could readily be incorporated into global-fit pipelines operating on gapped data.

LISA↗
NASA NTRS2024

Summary and Annotated Bibliography of Measurement Error Corrections with Potential Application in Future Quesst Mission Community Noise Studies

This document is motivated by likely needs of the Quesst mission community response tests, which will culminate in data collection and estimation of dose-response regression relationships for consideration by domestic and international aviation regulators. Furthermore, basic research questions evaluating interactions between rates of community annoyance, dose levels, and indicators of the presence of rattle, vibration, and startle hinge on hypothesis testing in the context of regression models. For a variety of reasons, noise doses may be known only imprecisely and may not reflect the actual level experienced by responding subjects. These differences between true dose and estimated dose, be they systematic or random, constitute covariate measurement error. Available statistics literature speaks to the impacts of measurement error on regression models, both in terms of bias in estimated coefficients and predicted values, and in terms of the loss of statistical power for hypothesis testing. Given the particulars of a categorical annoyance response variable and a continuous noise dose predictor variable subject to measurement error during testing, the emphasis of this report is on findings and methods pertinent to generalized linear (and mixed) models likely to be employed during the Quesst mission community tests. We reach the following conclusions: 1. Of four reviewed methods, structural Bayesian measurement error models and simulation extrapolation (SIMEX) may be the most readily applicable to Quesst mission community noise study objectives. 2. If warranted, a linear measurement model can help model systematic sources of measurement error that the classical measurement error does not. 3. For its ready implementation and small additional input requirements, simulation extrapolation may be ideally suited for addressing secondary research questions involving interactions between annoyance, noise dose, and other factors through hypothesis testing. 4. For their flexibility and ability to propagate uncertainty, structural Bayesian hierarchical models have great appeal for mission purposes; some care may be needed in developing appropriate probability models describing actual noise exposure during testing. An annotated bibliography logs additional papers and resources that may be of value to analysts in other projects and disciplines.

Dose-Response Model↗
NASA NTRS1992

Incorporation of spatial information in Bayesian image reconstruction - The maximum residual likelihood criterion

We have developed a new figure of merit, a 'maximum-residual-likelihood' (MRL) statistic, for the goodness of fit for Bayesian image restoration which explicitly incorporates spatial information. The MRL constraint provides a natural means of incorporating the prior knowledge that the residuals contain no spatial structure through the autocorrelation function of the residuals. We demonstrate that this statistic follows a Chi-square distribution and that forcing this statistic to have its most probable value leads to a restored image whose residuals are consistent with the noise model. Our numerical experiments suggest that image restoration using the MRL statistic alone is numerically robust and produces results which are independent of the initial guess for the restored image. However, we caution that using the MRL statistic without an image prior can result in overresolution in low SNR portions of the image.

Pina, R. K.↗
NASA NTRS2013

Estimating the Properties of Hard X-Ray Solar Flares by Constraining Model Parameters

We wish to better constrain the properties of solar flares by exploring how parameterized models of solar flares interact with uncertainty estimation methods. We compare four different methods of calculating uncertainty estimates in fitting parameterized models to Ramaty High Energy Solar Spectroscopic Imager X-ray spectra, considering only statistical sources of error. Three of the four methods are based on estimating the scale-size of the minimum in a hypersurface formed by the weighted sum of the squares of the differences between the model fit and the data as a function of the fit parameters, and are implemented as commonly practiced. The fourth method is also based on the difference between the data and the model, but instead uses Bayesian data analysis and Markov chain Monte Carlo (MCMC) techniques to calculate an uncertainty estimate. Two flare spectra are modeled: one from the Geostationary Operational Environmental Satellite X1.3 class flare of 2005 January 19, and the other from the X4.8 flare of 2002 July 23.We find that the four methods give approximately the same uncertainty estimates for the 2005 January 19 spectral fit parameters, but lead to very different uncertainty estimates for the 2002 July 23 spectral fit. This is because each method implements different analyses of the hypersurface, yielding method-dependent results that can differ greatly depending on the shape of the hypersurface. The hypersurface arising from the 2005 January 19 analysis is consistent with a normal distribution; therefore, the assumptions behind the three non- Bayesian uncertainty estimation methods are satisfied and similar estimates are found. The 2002 July 23 analysis shows that the hypersurface is not consistent with a normal distribution, indicating that the assumptions behind the three non-Bayesian uncertainty estimation methods are not satisfied, leading to differing estimates of the uncertainty. We find that the shape of the hypersurface is crucial in understanding the output from each uncertainty estimation technique, and that a crucial factor determining the shape of hypersurface is the location of the low-energy cutoff relative to energies where the thermal emission dominates. The Bayesian/MCMC approach also allows us to provide detailed information on probable values of the low-energy cutoff, Ec, a crucial parameter in defining the energy content of the flare-accelerated electrons. We show that for the 2002 July 23 flare data, there is a 95% probability that Ec lies below approximately 40 keV, and a 68% probability that it lies in the range 7-36 keV. Further, the low-energy cutoff is more likely to be in the range 25-35 keV than in any other 10 keV wide energy range. The low-energy cutoff for the 2005 January 19 flare is more tightly constrained to 107 +/- 4 keV with 68% probability.

X-rays↗
NASA NTRS2022

MOA-2020-BLG-135Lb: A New Neptune-class Planet for the Extended MOA-II Exoplanet Microlens Statistical Analysis

We report the light-curve analysis for the event MOA-2020-BLG-135, which leads to the discovery of a new Neptune-class planet, MOA-2020-BLG-135Lb. With a derived mass ratio of q=1.52 +0.39 -0.31 x10 -4 and separation s ≈ 1, the planet lies exactly at the break and likely peak of the exoplanet mass-ratio function derived by the Microlensing Observations in Astrophysics (MOA) Collaboration. We estimate the properties of the lens system based on a Galactic model and considering two different Bayesian priors: one assuming that all stars have an equal planet-hosting probability and the other that planets are more likely to orbit more-massive stars. With a uniform host mass prior, we predict that the lens system is likely to be a planet of mass m planet = 11.3 +19.2 -6.9 M ⨁ and a host star of mass M host =0.23 +0.39 -0.14 M ⨀ , located at a distance 𝐃 𝐋 =7.9 +1.0 -1.0 kpc. With a prior that holds that planet occurrence scales in proportion to the host-star mass, the estimated lens system properties are m planet =25 +22 -15 M ⨁ , M M host =0.53 +0.42 -0,32 M ⨀ , and D L =8.3 +0.9 -1.0 .This planet qualifies for inclusion in the extended MOA-II exoplanet microlens sample.

Gravitational microlensing↗
NASA NTRS2005

An Ensemble Approach to Building Mercer Kernels with Prior Information

This paper presents a new methodology for automatic knowledge driven data mining based on the theory of Mercer Kernels, which are highly nonlinear symmetric positive definite mappings from the original image space to a very high, possibly dimensional feature space. we describe a new method called Mixture Density Mercer Kernels to learn kernel function directly from data, rather than using pre-defined kernels. These data adaptive kernels can encode prior knowledge in the kernel using a Bayesian formulation, thus allowing for physical information to be encoded in the model. Specifically, we demonstrate the use of the algorithm in situations with extremely small samples of data. We compare the results with existing algorithms on data from the Sloan Digital Sky Survey (SDSS) and demonstrate the method's superior performance against standard methods. The code for these experiments has been generated with the AUTOBAYES tool, which automatically generates efficient and documented C/C++ code from abstract statistical model specifications. The core of the system is a schema library which contains templates for learning and knowledge discovery algorithms like different versions of EM, or numeric optimization methods like conjugate gradient methods. The template instantiation is supported by symbolic-algebraic computations, which allows AUTOBAYES to find closed-form solutions and, where possible, to integrate them into the code.

Srivastava, Ashok N.↗
NASA NTRS2016

Modeling Forest Biomass and Growth: Coupling Long-Term Inventory and Lidar Data

Combining spatially-explicit long-term forest inventory and remotely sensed information from Light Detection and Ranging (LiDAR) datasets through statistical models can be a powerful tool for predicting and mapping above-ground biomass (AGB) at a range of geographic scales. We present and examine a novel modeling approach to improve prediction of AGB and estimate AGB growth using LiDAR data. The proposed model accommodates temporal misalignment between field measurements and remotely sensed data-a problem pervasive in such settings-by including multiple time-indexed measurements at plot locations to estimate AGB growth. We pursue a Bayesian modeling framework that allows for appropriately complex parameter associations and uncertainty propagation through to prediction. Specifically, we identify a space-varying coefficients model to predict and map AGB and its associated growth simultaneously. The proposed model is assessed using LiDAR data acquired from NASA Goddard's LiDAR, Hyper-spectral & Thermal imager and field inventory data from the Penobscot Experimental Forest in Bradley, Maine. The proposed model outperformed the time-invariant counterpart models in predictive performance as indicated by a substantial reduction in root mean squared error. The proposed model adequately accounts for temporal misalignment through the estimation of forest AGB growth and accommodates residual spatial dependence. Results from this analysis suggest that future AGB models informed using remotely sensed data, such as LiDAR, may be improved by adapting traditional modeling frameworks to account for temporal misalignment and spatial dependence using random effects.

Babcock, Chad↗
NASA NTRS1991

Autoclass: An automatic classification system

The task of inferring a set of classes and class descriptions most likely to explain a given data set can be placed on a firm theoretical foundation using Bayesian statistics. Within this framework, and using various mathematical and algorithmic approximations, the AutoClass System searches for the most probable classifications, automatically choosing the number of classes and complexity of class descriptions. A simpler version of AutoClass has been applied to many large real data sets, has discovered new independently-verified phenomena, and has been released as a robust software package. Recent extensions allow attributes to be selectively correlated within particular classes, and allow classes to inherit, or share, model parameters through a class hierarchy. The mathematical foundations of AutoClass are summarized.

Stutz, John↗
NASA NTRS1991

Bayesian classification theory

The task of inferring a set of classes and class descriptions most likely to explain a given data set can be placed on a firm theoretical foundation using Bayesian statistics. Within this framework and using various mathematical and algorithmic approximations, the AutoClass system searches for the most probable classifications, automatically choosing the number of classes and complexity of class descriptions. A simpler version of AutoClass has been applied to many large real data sets, has discovered new independently-verified phenomena, and has been released as a robust software package. Recent extensions allow attributes to be selectively correlated within particular classes, and allow classes to inherit or share model parameters though a class hierarchy. We summarize the mathematical foundations of AutoClass.

Hanson, Robin↗