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NASA NTRS2023

Efficient Calibration of Expensive Computational Models

Accounting for uncertainty when calibrating expensive computational models is a common challenge faced by scientists and engineers. Often Bayesian techniques are adopted to estimate a probability density function over the model parameters given noisy empirical data. The methods used to perform this type of probabilistic calibration are computationally prohibitive in that they require a large number of evaluations of the expensive model. In these cases, surrogate modeling -- that is, using a fast-to-evaluate, lower fidelity stand-in for the original computational model -- may be the only option to alleviate this computational burden. However, the upfront cost of generating training data to build a surrogate model can itself be expensive. As such, it is important to be judicious when selecting training points at which the full-fidelity model is evaluated. Here, an active learning approach is proposed that enables efficient selection of training points using approximate samples of the calibrated parameter probability density function. In this way, the training points can be concentrated in regions where the calibration algorithm requires high model accuracy.

active learning↗

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 NTRS2023

Solar Activity Relations in Energetic Electron Events Measured By the MESSENGER Mission

Aims. We perform a statistical study of the relations between the properties of solar energetic electron (SEE) events measured by the MESSENGER mission from 2010 to 2015 and the parameters of the respective parent solar activity phenomena in order to identify the potential correlations between them. During the time of analysis, the MESSENGER heliocentric distance varied between 0.31 and 0.47 au. Methods. We used a published list of 61 SEE events measured by MESSENGER, which includes information on the near-relativistic electron peak intensities, the peak-intensity energy spectral indices, and the measured X-ray peak intensity of the flares related to the SEE events. Taking advantage of multi-viewpoint remote-sensing observations, we reconstructed, whenever possible, the associated coronal mass ejections (CMEs) and shock waves; and we determined the three-dimensional (3D) properties (location, speed, and width) of the CMEs and the maximum speed of the 3D CME-driven shocks in the corona. We used different methods (Spearman, Pearson, and a Bayesian approach, namely the Kelly method to linear regression) to estimate the correlation coefficients between the flare intensity, maximum speed at the apex of the CME-driven shock, CME speed at the apex, and CME width with the electron peak intensities and with the energy spectral indices. In this statistical study, we considered and addressed the limitations of the particle instrument on board MESSENGER (elevated background intensity level, anti-Sun pointing). Results. There is an asymmetry to the east in the range of connection angles (CAs) for which the SEE events present the highest peak intensities, where the CA is the longitudinal separation between the footpoint of the magnetic field connecting to the spacecraft and the flare location. Based on this asymmetry, we define a subsample of well-connected events as when −65° ≤ CA ≤ +33°. For the well-connected sample, we find moderate to strong correlations between the near-relativistic electron peak intensity and the 3D CME-driven shock maximum speed at the apex (Spearman: cc = 0.53 ± 0.05; Pearson: cc = 0.65 ± 0.04; Kelly: cc = 0.87 ± 0.20), the flare peak intensity (Spearman: cc = 0.63 ± 0.03; Pearson: cc = 0.59 ± 0.03; Kelly: cc = 0.74 ± 0.30), and the 3D CME speed at the apex (Spearman: cc = 0.50 ± 0.04; Pearson: cc = 0.46 ± 0.03; Kelly: cc = 0.60 ± 0.39). When including poorly connected events (full sample), the relations between the peak intensities and the solar-activity phenomena are blurred, showing lower correlation coefficients. Conclusions. Based on the comparison of the correlation coefficients presented in this study using near 0.4 au data, (1) both flare and shock-related processes may contribute to the acceleration of near relativistic electrons in large SEE events, in agreement with previous studies based on near 1 au data; and (2) the maximum speed of the CME-driven shock is a better parameter to investigate particle-acceleration-related mechanisms than the average CME speed, as suggested by the stronger correlation with the SEE peak intensities.

Sun↗

NASA NTRS2017

Application of Machine Learning to Rotorcraft Health Monitoring

Machine learning is a powerful tool for data exploration and model building with large data sets. This project aimed to use machine learning techniques to explore the inherent structure of data from rotorcraft gear tests, relationships between features and damage states, and to build a system for predicting gear health for future rotorcraft transmission applications. Classical machine learning techniques are difficult, if not irresponsible to apply to time series data because many make the assumption of independence between samples. To overcome this, Hidden Markov Models were used to create a binary classifier for identifying scuffing transitions and Recurrent Neural Networks were used to leverage long distance relationships in predicting discrete damage states. When combined in a workflow, where the binary classifier acted as a filter for the fatigue monitor, the system was able to demonstrate accuracy in damage state prediction and scuffing identification. The time dependent nature of the data restricted data exploration to collecting and analyzing data from the model selection process. The limited amount of available data was unable to give useful information, and the division of training and testing sets tended to heavily influence the scores of the models across combinations of features and hyper-parameters. This work built a framework for tracking scuffing and fatigue on streaming data and demonstrates that machine learning has much to offer rotorcraft health monitoring by using Bayesian learning and deep learning methods to capture the time dependent nature of the data. Suggested future work is to implement the framework developed in this project using a larger variety of data sets to test the generalization capabilities of the models and allow for data exploration.

machine learning↗

NASA NTRSDate not supplied

Adding GPU Support to the Markov Chain Monte Carlo Code Catmip

In geophysics, we are confronted with many under-determined inverse problems. For example, all of our observations of earthquakes are made at the Earth’s surface. So, when we try to infer how slip during an earthquake evolves in space and time, we find that there are many potential slip histories that are consistent with our limited observations and our understanding of earthquake physics. One way to approach these problems is with Bayesian analysis which allows us to infer the ensemble of all potential slip models that satisfy the observations and our prior knowledge of earthquake physics. In Bayesian analysis, our prior knowledge is known as the prior probability density function or prior PDF, the fit to the data is known as the data likelihood, and the target PDF that satisfies both the prior PDF and data likelihood is known as the posterior PDF. However, simulating the posterior PDF typically requires using Markov Chain Monte Carlo (MCMC) to draw tens of billions of random realizations of earthquake slip models, which may not be computationally feasible. To make this and similar geophysical inversions computationally tractable, we developed the Cascading Adaptive Transitional Metropolis In Parallel (CATMIP) algorithm. CATMIP is an efficient parallel Markov Chain Monte Carlo (MCMC) sampler that is used for model fitting and uncertainty quantification in geophysics. Example use cases are earthquake rupture modeling, determining mineral composition on Mars, reconstructing the history of ocean salinity, and historical earthquake relocation. CATMIP employs many parallel instances of the Metropolis algorithm for sampling in a transitioning framework. Transitioning is a process in which a set of random samples at equilibrium with a known probability density function (PDF) are used as seeds for the Markov chains to sample successive target PDFs that incrementally move the distribution from the starting seeds to the final desired PDF that describes the relative plausibility of potential values for the model parameters. The algorithm is implemented as a Master-Worker model employing MPI for communication. The worker processes are loosely coupled with global parameters periodically optimized by the master process. This provides a very high amount of parallelism with little communication between updates. During the presentation we will discuss the history of the algorithm and elaborate the earthquake rupture modeling use case for the CATMIP package. Our first step toward GPU optimization was to optimize the code for the CPU. CPU profiling revealed that most of the compute time is spent in calls to level 2 BLAS routines and calls to GSL random number generators. We revised the algorithm to employ level 3 BLAS routines instead. In our presentation we will describe how this was accomplished. Adding GPU support to CATMIP consisted mostly of replacing the calls to GSL with calls to GPU vendor-provided library routines. A small number of loops were directly implemented in CUDA. In the presentation will provide implementation details. Finally, we will discuss methods for profiling and opportunities for further optimizing GPU execution. By creating a code with the flexibility to run on either a CPU or GPU architecture, CATMIP can be used on systems ranging from large CPU-based HPC environments to single servers with GPU acceleration and everything in between.

HECC↗

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 NTRS2020

ZTF Early Observations of Type Ia Supernovae. II. First Light, the Initial Rise, and Time to Reach Maximum Brightness

While it is clear that Type Ia supernovae (SNe) are the result of thermonuclear explosions in C/O white dwarfs (WDs), a great deal remains uncertain about the binary companion that facilitates the explosive disruption of the WD. Here, we present a comprehensive analysis of a large, unique data set of 127 SNe Ia with exquisite coverage by the Zwicky Transient Facility (ZTF). High-cadence (six observations per night) ZTF observations allow us to measure the SN rise time and examine its initial evolution. We develop a Bayesian framework to model the early rise as a power law in time, which enables the inclusion of priors in our model. For a volume-limited subset of normal SNe Ia, we find that the mean power-law index is consistent with 2 in the r(ZTF)-band (a(r) = 2.01 ± 0.02), as expected in the expanding fireball model. There are, however, individual SNe that are clearly inconsistent with a(r) = 2. We estimate a mean rise time of 18.9 days (with a range extending from ∼15 to 22 days), though this is subject to the adopted prior. We identify an important, previously unknown, bias whereby the rise times for higher redshift SNe within a flux-limited survey are systematically underestimated. This effect can be partially alleviated if the power-law index is fixed to α = 2, in which case we estimate a mean rise time of 21.7 days (with a range from ∼18 to 23 days). The sample includes a handful of rare and peculiar SNe Ia. Finally, we conclude with a discussion of lessons learned from the ZTF sample that can eventually be applied to observations from the Vera C. Rubin Observatory.

A. A. Miller↗

NASA NTRS2005

Probabilisitc Geobiological Classification Using Elemental Abundance Distributions and Lossless Image Compression in Recent and Modern Organisms

Last year we presented techniques for the detection of fossils during robotic missions to Mars using both structural and chemical signatures[Storrie-Lombardi and Hoover, 2004]. Analyses included lossless compression of photographic images to estimate the relative complexity of a putative fossil compared to the rock matrix [Corsetti and Storrie-Lombardi, 2003] and elemental abundance distributions to provide mineralogical classification of the rock matrix [Storrie-Lombardi and Fisk, 2004]. We presented a classification strategy employing two exploratory classification algorithms (Principal Component Analysis and Hierarchical Cluster Analysis) and non-linear stochastic neural network to produce a Bayesian estimate of classification accuracy. We now present an extension of our previous experiments exploring putative fossil forms morphologically resembling cyanobacteria discovered in the Orgueil meteorite. Elemental abundances (C6, N7, O8, Na11, Mg12, Ai13, Si14, P15, S16, Cl17, K19, Ca20, Fe26) obtained for both extant cyanobacteria and fossil trilobites produce signatures readily distinguishing them from meteorite targets. When compared to elemental abundance signatures for extant cyanobacteria Orgueil structures exhibit decreased abundances for C6, N7, Na11, All3, P15, Cl17, K19, Ca20 and increases in Mg12, S16, Fe26. Diatoms and silicified portions of cyanobacterial sheaths exhibiting high levels of silicon and correspondingly low levels of carbon cluster more closely with terrestrial fossils than with extant cyanobacteria. Compression indices verify that variations in random and redundant textural patterns between perceived forms and the background matrix contribute significantly to morphological visual identification. The results provide a quantitative probabilistic methodology for discriminating putatitive fossils from the surrounding rock matrix and &om extant organisms using both structural and chemical information. The techniques described appear applicable to the geobiological analysis of meteoritic samples or in situ exploration of the Mars regolith. Keywords: cyanobacteria, microfossils, Mars, elemental abundances, complexity analysis, multifactor analysis, principal component analysis, hierarchical cluster analysis, artificial neural networks, paleo-biosignatures

Storrie-Lombardi, Michael C.↗

NASA NTRS2021

A NICER View of the Massive Pulsar PSR J0740+6620 Informed by Radio Timing and XMM-Newton Spectroscopy

We report on Bayesian estimation of the radius, mass, and hot surface regions of the massive millisecond pulsar PSR J0740+6620, conditional on pulse-profile modeling of Neutron Star Interior Composition Explorer X-ray Timing Instrument event data. We condition on informative pulsar mass, distance, and orbital inclination priors derived from the joint North American Nanohertz Observatory for Gravitational Waves and Canadian Hydrogen Intensity Mapping Experiment/Pulsar wideband radio timing measurements of Fonseca et al. We use XMM-Newton European Photon Imaging Camera spectroscopic event data to inform our X-ray likelihood function. The prior support of the pulsar radius is truncated at 16 km to ensure coverage of current dense matter models. We assume conservative priors on instrument calibration uncertainty. We constrain the equatorial radius and mass of PSR J0740+6620 to be-+12.390.981.30km and-+2.0720.0660.067Me respectively, each reported as the posterior credible interval bounded by the 16% and 84% quantiles, conditional on surface hot regions that are non-overlapping spherical caps of fully ionized hydrogen atmosphere with uniform effective temperature; a posteriori, the temperature is=-+TlogK5.99100.060.05([])for each hot region. All software for the X-ray modeling framework is open-source and all data, model, and sample information is publicly available, including analysis notebooks and model modules in the Python language. Our marginal likelihood function of mass and equatorial radius is proportional to the marginal joint posterior density of those parameters(within the prior support)and can thus be computed from the posterior samples.

Millisecond pulsars↗

NASA NTRS2015

Rao-Blackwellization for Adaptive Gaussian Sum Nonlinear Model Propagation

When dealing with imperfect data and general models of dynamic systems, the best estimate is always sought in the presence of uncertainty or unknown parameters. In many cases, as the first attempt, the Extended Kalman filter (EKF) provides sufficient solutions to handling issues arising from nonlinear and non-Gaussian estimation problems. But these issues may lead unacceptable performance and even divergence. In order to accurately capture the nonlinearities of most real-world dynamic systems, advanced filtering methods have been created to reduce filter divergence while enhancing performance. Approaches, such as Gaussian sum filtering, grid based Bayesian methods and particle filters are well-known examples of advanced methods used to represent and recursively reproduce an approximation to the state probability density function (pdf). Some of these filtering methods were conceptually developed years before their widespread uses were realized. Advanced nonlinear filtering methods currently benefit from the computing advancements in computational speeds, memory, and parallel processing. Grid based methods, multiple-model approaches and Gaussian sum filtering are numerical solutions that take advantage of different state coordinates or multiple-model methods that reduced the amount of approximations used. Choosing an efficient grid is very difficult for multi-dimensional state spaces, and oftentimes expensive computations must be done at each point. For the original Gaussian sum filter, a weighted sum of Gaussian density functions approximates the pdf but suffers at the update step for the individual component weight selections. In order to improve upon the original Gaussian sum filter, Ref. [2] introduces a weight update approach at the filter propagation stage instead of the measurement update stage. This weight update is performed by minimizing the integral square difference between the true forecast pdf and its Gaussian sum approximation. By adaptively updating each component weight during the nonlinear propagation stage an approximation of the true pdf can be successfully reconstructed. Particle filtering (PF) methods have gained popularity recently for solving nonlinear estimation problems due to their straightforward approach and the processing capabilities mentioned above. The basic concept behind PF is to represent any pdf as a set of random samples. As the number of samples increases, they will theoretically converge to the exact, equivalent representation of the desired pdf. When the estimated qth moment is needed, the samples are used for its construction allowing further analysis of the pdf characteristics. However, filter performance deteriorates as the dimension of the state vector increases. To overcome this problem Ref. [5] applies a marginalization technique for PF methods, decreasing complexity of the system to one linear and another nonlinear state estimation problem. The marginalization theory was originally developed by Rao and Blackwell independently. According to Ref. [6] it improves any given estimator under every convex loss function. The improvement comes from calculating a conditional expected value, often involving integrating out a supportive statistic. In other words, Rao-Blackwellization allows for smaller but separate computations to be carried out while reaching the main objective of the estimator. In the case of improving an estimator's variance, any supporting statistic can be removed and its variance determined. Next, any other information that dependents on the supporting statistic is found along with its respective variance. A new approach is developed here by utilizing the strengths of the adaptive Gaussian sum propagation in Ref. [2] and a marginalization approach used for PF methods found in Ref. [7]. In the following sections a modified filtering approach is presented based on a special state-space model within nonlinear systems to reduce the dimensionality of the optimization problem in Ref. [2]. First, the adaptive Gaussian sum propagation is explained and then the new marginalized adaptive Gaussian sum propagation is derived. Finally, an example simulation is presented.

state estimation↗