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At least 127 records · Page 7

Quantifying Uncertainty in All-to-All Estimates of Space Object Conjunction Probabilities using U-Statistics

Predicting space object conjunctions is inherently probabilistic due to initial state and orbit model uncertainty. A commonly considered Monte Carlo estimator of the conjunction probability is the ’all-to-all’ estimator. Given independent random samples of the trajectories of both objects, the estimator is the percentage of all pairs of trajectories that result in a conjunction. Intuitively, the all-to-all estimator is the best possible estimator of the conjunction probability since it considers all pairs of Monte Carlo samples. However, its distribution is not available in closed-form, which limits its use in practice and makes this intuition difficult to make rigorous. In this paper, the all-to-all estimator is identified as a U-statistic, which implies that it has several favorable properties. Specifically, the estimator is the minimum variance unbiased estimator of the conjunction probability and is asymptotically Gaussian distributed. An approximate confidence interval for the conjunction probability is obtained from an estimate of the asymptotic Gaussian distribution. We show how to efficiently compute the confidence interval and demonstrate that the interval has the nominal coverage level. The confidence intervals are also seen to be narrower than those based on the commonly-used each-to-each estimator. Furthermore, the all-to-all estimator is shown to allow different Monte Carlo sample sizes, whereas the each-to-each estimator requires equal sample sizes.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Robust scalable initialization for Bayesian variational inference with multi-modal Laplace approximations

Predictive modeling typically relies on Bayesian model calibration to provide uncertainty quantification. Variational inference utilizing fully independent (“mean-field”) Gaussian distributions are often used as approximate probability density functions. This simplification is attractive since the number of variational parameters grows only linearly with the number of unknown model parameters. However, the resulting diagonal covariance structure and unimodal behavior can be too restrictive to provide useful approximations of intractable Bayesian posteriors that exhibit highly non-Gaussian behavior, including multimodality. High-fidelity surrogate posteriors for these problems can be obtained by considering the family of Gaussian mixtures. Gaussian mixtures are capable of capturing multiple modes and approximating any distribution to an arbitrary degree of accuracy, while maintaining some analytical tractability. Unfortunately, variational inference using Gaussian mixtures with full-covariance structures suffers from a quadratic growth in variational parameters with the number of model parameters. The existence of multiple local minima due to strong nonconvex trends in the loss functions often associated with variational inference present additional complications, These challenges motivate the need for robust initialization procedures to improve the performance and computational scalability of variational inference with mixture models. In this work, we propose a method for constructing an initial Gaussian mixture model approximation that can be used to warm-start the iterative solvers for variational inference. The procedure begins with a global optimization stage in model parameter space. In this step, local gradient-based optimization, globalized through multistart, is used to determine a set of local maxima, which we take to approximate the mixture component centers. Around each mode, a local Gaussian approximation is constructed via the Laplace approximation. Finally, the mixture weights are determined through constrained least squares regression. The robustness and scalability of the proposed methodology is demonstrated through application to an ensemble of synthetic tests using high-dimensional, multimodal probability density functions. Here, the practical aspects of the approach are demonstrated with inversion problems in structural dynamics.

97 MATHEMATICS AND COMPUTING↗

Detecting deviations from Gaussianity in high-redshift CMB lensing maps

ABSTRACT While the probability density function of the cosmic microwave background (CMB) convergence field approximately follows a Gaussian distribution, primordial non-Gaussianities, and small contributions from structures at low redshifts make the overall distribution slightly non-Gaussian. Some of the late-time component can be modelled using the distribution of galaxies and subtracted off from the original CMB lensing map to produce a map of matter distribution at high redshifts. Using this high-redshift mass map, we are able to directly study the early phases of structure formation. In this work, we forecast the detectability of signatures of non-Gaussianity due to non-linear structure formation at z > 1.2. Assuming the optimal case of no systematics, we find that it is challenging to detect such signatures in current surveys, but future experiments such as the deep field of CMB-S4 will be able to make detections of ∼7σ.

Astronomy & Astrophysics↗

Assessments of epistemic uncertainty using Gaussian stochastic weight averaging for fluid-flow regression

Here, we use Gaussian stochastic weight averaging (SWAG) to assess the epistemic uncertainty associated with neural-network-based function approximation relevant to fluid flows. SWAG approximates a posterior Gaussian distribution of each weight, given training data, and a constant learning rate. Having access to this distribution, it is able to create multiple models with various combinations of sampled weights, which can be used to obtain ensemble predictions. The average of such an ensemble can be regarded as the 'mean estimation', whereas its standard deviation can be used to construct 'confidence intervals', which enable us to perform uncertainty quantification (UQ) with regard to the training process of neural networks. We utilize representative neural-network-based function approximation tasks for the following cases: (i) a two-dimensional circular-cylinder wake; (ii) the DayMET dataset (maximum daily temperature in North America); (iii) a three-dimensional square-cylinder wake; and (iv) urban flow, to assess the generalizability of the present idea for a wide range of complex datasets. SWAG-based UQ can be applied regardless of the network architecture, and therefore, we demonstrate the applicability of the method for two types of neural networks: (i) global field reconstruction from sparse sensors by combining convolutional neural network (CNN) and multi-layer perceptron (MLP); and (ii) far-field state estimation from sectional data with two-dimensional CNN. We find that SWAG can obtain physically-interpretable confidence-interval estimates from the perspective of epistemic uncertainty. This capability supports its use for a wide range of problems in science and engineering.

97 MATHEMATICS AND COMPUTING↗

Average power effects in parametric oscillators and amplifiers

Average power effects relative to the operation of parametric oscillators and amplifiers have been calculated. Temperature gradients have been calculated for both radial and longitudinal heat extraction. In many instances, the thermal load on a parametric oscillator is higher than the thermal load on a parametric amplifier with the same pump power. Having one or both these wavelengths resonant increases the chances that a generated photon will be absorbed by the nonlinear crystal. Temperature profiles and thermal diffusion time constants have been calculated for Gaussian beams, given the heat-deposition rate. With radical heat extraction the temperature profile can be expressed in a power series or approximated by a Gaussian distribution function.

Barnes, Norman P.↗

Asteroid orbital error analysis: Theory and application

We present a rigorous Bayesian theory for asteroid orbital error estimation in which the probability density of the orbital elements is derived from the noise statistics of the observations. For Gaussian noise in a linearized approximation the probability density is also Gaussian, and the errors of the orbital elements at a given epoch are fully described by the covariance matrix. The law of error propagation can then be applied to calculate past and future positional uncertainty ellipsoids (Cappellari et al. 1976, Yeomans et al. 1987, Whipple et al. 1991). To our knowledge, this is the first time a Bayesian approach has been formulated for orbital element estimation. In contrast to the classical Fisherian school of statistics, the Bayesian school allows a priori information to be formally present in the final estimation. However, Bayesian estimation does give the same results as Fisherian estimation when no priori information is assumed (Lehtinen 1988, and reference therein).

Muinonen, K.↗

The exact thermal rotational spectrum of a two-dimensional rigid rotor obtained using Gaussian wave packet dynamics

The exact thermal rotational spectrum of a two-dimensional rigid rotor is obtained using Gaussian wave packet dynamics. The spectrum is obtained by propagating, without approximation, infinite sets of Gaussian wave packets. These sets are constructed so that collectively they have the correct periodicity, and indeed, are coherent states appropriate to this problem. Also, simple, almost classical, approximations to full wave packet dynamics are shown to give results which are either exact or very nearly exact. Advantages of the use of Gaussian wave packet dynamics over conventional linear response theory are discussed.

Reimers, J. R.↗

Two-pion femtoscopic correlations in Be+Be collisions at $\sqrt{s_{\text {NN}}} = 16.84$ GeV measured by the NA61/SHINE at CERN

This paper reports measurements of two-pion femtoscopic correlations in Be+Be collisions at a beam momentum of 150$A\,\hbox {GeV}\!/\!c$ (energy available in the center-of-mass system for nucleon pair $\sqrt{s_{\text {NN}}} = 16.84$ GeV) by the NA61/SHINE experiment at the CERN SPS accelerator. The obtained momentum space correlation functions can be well described by a Lévy distributed source model. The transverse mass dependence of the Lévy source parameters is presented, and their possible theoretical interpretations are discussed. The results show that the Lévy exponent $\alpha $ is approximately constant as a function of $m_{\text {T}}$ , and far from both the Gaussian case of $\alpha = 2$ or the conjectured value at the critical endpoint, $\alpha = 0.5$. The radius scale parameter R shows a slight decrease in $m_{\text {T}}$ , which can be explained as a signature of transverse flow. Finally, an approximately constant trend of the intercept parameter $\lambda $ as a function of $m_{\text {T}}$ was observed, similar to previous NA44 S + Pb results (obtained with a Gaussian approximation, but unlike RHIC results).

72 PHYSICS OF ELEMENTARY PARTICLES AND FIELDS↗

Non-Gaussian Analysis of Turbulent Boundary Layer Fluctuating Pressure on Aircraft Skin Panels

The purpose of the study is to investigate the probability density function (PDF) of turbulent boundary layer fluctuating pressures measured on the outer sidewall of a supersonic transport aircraft and to approximate these PDFs by analytical models. Experimental flight results show that the fluctuating pressure PDFs differ from the Gaussian distribution even for standard smooth surface conditions. The PDF tails are wider and longer than those of the Gaussian model. For pressure fluctuations in front of forward-facing step discontinuities, deviations from the Gaussian model are more significant and the PDFs become asymmetrical. There is a certain spatial pattern of the skewness and kurtosis behavior depending on the distance upstream from the step. All characteristics related to non-Gaussian behavior are highly dependent upon the distance from the step and the step height, less dependent on aircraft speed, and not dependent on the fuselage location. A Hermite polynomial transform model and a piecewise-Gaussian model fit the flight data well both for the smooth and stepped conditions. The piecewise-Gaussian approximation can be additionally regarded for convenience in usage after the model is constructed.

Rizzi, Stephen A.↗

Decentralized Filtering Adaptive Neural Network Control for Uncertain Switched Interconnected Nonlinear Systems

This article presents a novel decentralized filtering adaptive neural network control framework for uncertain switched interconnected nonlinear systems. Each subsystem has its own decentralized controller based on the established decentralized state predictor. For each subsystem, the nonlinear uncertainties are approximated by a Gaussian radial basis function (GRBF) neural network incorporated with a piecewise constant adaptive law, where the adaptive law will update adaptive parameters from the error dynamics between the host system and the decentralized state predictor by discarding the unknowns, whereas a decentralized filtering control law is derived to cancel both local and mismatched uncertainties from other subsystems, as well as achieve the local objective tracking of the host system. The achievement of global objective depends on the achievement of local objective for each subsystem. The matched uncertainties are canceled directly by adopting their opposite in the control signal, whereas a dynamic inversion of the system is required to eliminate the effect of the mismatched uncertainties on the output. By exploiting the average dwell time principle, the error bounds between the real system and the virtual reference system, which defines the best performance that can be achieved by the closed-loop system, are derived. A numerical example is given to illustrate the effectiveness of the decentralized filtering adaptive neural network control architecture by comparing against the model reference adaptive control (MRAC).

Average dwell time, decentralized, filtering adapt↗

3D Gaussian Splatting for Volume Compression

This codebase uses machine learning to train a collection of 3D Gaussian distributions to approximate scientific volume data. Because this collection uses less memory than the original dataset, it can be used as a compressed model of the original data for applications such as visualization.

Dyken, Landon↗

Earth System Reanalysis in Support of Climate Model Improvements

Recent climate model developments, established through increased model resolution, have led to substantial improvements in model simulations of the time-evolving, coupled Earth system and its subcomponents. However, regardless of resolution, climate models will always produce climate features and variability that differ from the real world and will be prone to biases. This is due to many remaining uncertainties, such as in parametric and structural model uncertainty, in the initial conditions prescribed, and in the prescribed (scenario) forcing which varies on decadal to centennial timescales. Further model improvements are expected to arise specifically from improved representation of physical processes realized through model-data fusion. This will create an unprecedented opportunity to better exploit a large array of Earth observations, from in situ measurements to weather radars and satellite observations, as the resolved scales of the models approach those of the observations. For this, climate DA will be the central tool to bring models and observations into consistency, by improving initial conditions, inferring uncertain model parameters and structure, and quantifying uncertainty. Generally, there will be advantages and complementarities of adjoint-based smoother approaches, ensemble-based filter approaches, or new ML-inspired approaches. Yet, the ever-increasing model resolution will present growing challenges arising from computational cost, calling for new ways of performing data assimilation and model optimization. Using the complementarity in a hybrid approach, blending tools and concepts from variational, ensemble and ML methods might be what is required in the future. In this context ML could be important to handle non-linear responses, and to better approximate non-Gaussian distributions.

54 ENVIRONMENTAL SCIENCES↗

Constraining the Dense Matter Equation of State with Joint Analysis of NICER and LIGO/Virgo Measurements

The Neutron Star Interior Composition Explorer collaboration recently published a joint estimate of the mass and the radius of PSR J0030+0451, derived via X-ray pulse-profile modeling. Raaijmakers et al. explored the implications of this measurement for the dense matter equation of state (EOS) using two parameterizations of the high-density EOS: a piecewise-polytropic model, and a model based on the speed of sound in neutron stars (NSs). In this work we obtain further constraints on the EOS following this approach, but we also include information about the tidal deformability of NSs from the gravitational wave signal of the compact binary merger GW170817. Further, we compare the constraints on the EOS to those set by the recent measurement of a 2.14 Me pulsar, included as a likelihood function approximated by a Gaussian, and find a small increase in information gain. To show the flexibility of our method, we also explore the possibility that GW170817 was a NS–black hole merger, which yields weaker constraints on the EOS.

79 ASTRONOMY AND ASTROPHYSICS↗

Tradeoff studies in multiobjective insensitive design of airplane control systems

A computer aided design method for multiobjective parameter-insensitive design of airplane control systems is described. Methods are presented for trading off nominal values of design objectives against sensitivities of the design objectives to parameter uncertainties, together with guidelines for designer utilization of the methods. The methods are illustrated by application to the design of a lateral stability augmentation system for two supersonic flight conditions of the Shuttle Orbiter. Objective functions are conventional handling quality measures and peak magnitudes of control deflections and rates. The uncertain parameters are assumed Gaussian, and numerical approximations of the stochastic behavior of the objectives are described. Results of applying the tradeoff methods to this example show that stochastic-insensitive designs are distinctly different from deterministic multiobjective designs. The main penalty for achieving significant decrease in sensitivity is decreased speed of response for the nominal system.

Schy, A. A.↗

Fractal features of sea surface manifested in microwave remote sensing signatures

The wave number spectrum of a well developed sea includes a broad range of wavenumbers (the equilibrium range) where the spectral density is governed by a power law, k exp p. In the approximation of a Gaussian surface, the exponent p is related to the Hausdorff dimension. For p less than 4 the Hausdorff dimension is greater than 2 and the surface is characterized by an increased number of steep and breaking wavelets and by an increased number of specular points at near vertical incidence. The former results in the so-called spike component in the total return at oblique incidence, whereas the latter leads to an increased backscatter at nadir and near-nadir angles. Theory for both cases is reviewed and implications for satellite scatterometer and altimeter measurements of surface winds are discussed.

Glazman, Roman E.↗

Calculation of the binomial survivor function

A method is presented for calculating the binomial SF (cumulative binomial distribution), binfc(k;p,n), especially for a large n, beyond the range of existing tables, where conventional computer programs fail because of underflow and overflow, and Gaussian or Poisson approximations yield insufficient accuracy for the purpose at hand. This method is used to calculate and sum the individual binomial terms while using multiplication factors to avoid underflow; the factors are then divided out of the partial sum whenever it has the potential to overflow. A computer program uses this technique to calculate the binomial SF for arbitrary inputs of k, p, and n. Two other algorithms are presented to determine the value of p needed to yield a specified SF for given values of k and n and calculate the value where p = SF for a given k and n. Reliability applications of each algorithm/program are given, e.g., the value of p needed to achieve a stated k-out-of-n:G system reliability and the value of p for which k-out-of-n:G system reliability equals p.

Bowerman, Paul N.↗

Performance of random multiple access transmission system

The performance of the Random Multiple Access (RMA) technique, applied to a direct terminal-to-terminal link with a large number of potential users, is determined. The average signal-to-noise ratio (SNR) is derived. Under Gaussian assumption, the approximation of the probability of error is given. The analysis shows that the system performance is affected by the sequence length, the number of simultaneous users, and the number of cochannel symbols, but is not sensitive to the thermal noise. The performance of using very small aperture antenna for both transmitting and receiving without a hub station is given.

Phinainitisart, N.↗

MEM application to IRAS CPC images

A method for applying the Maximum Entropy Method (MEM) to Chopped Photometric Channel (CPC) IRAS additional observations is illustrated. The original CPC data suffered from problems with repeatability which MEM is able to cope with by use of a noise image, produced from the results of separate data scans of objects. The process produces images of small areas of sky with circular Gaussian beams of approximately 30 in. full width half maximum resolution at 50 and 100 microns. Comparison is made to previous reconstructions made in the far-infrared as well as morphologies of objects at other wavelengths. Some projects with this dataset are discussed.

Marston, A. P.↗