A modification of the kuhn-tucker theorem technical report no. 1, 1 jun. - 31 dec. 1964
Modification of Kuhn-Tucker theorem for maximizing set of concave functions
MAXIMUM PRINCIPLE↗
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Maximum A posteriori interval estimation
Maximum a posteriori estimate of random process state vector in interval
RANDOM PROCESS↗
Parameter optimization in systems subject to worst /bounded/ disturbance.
Parameter optimization in systems subject to worst bounded disturbance that maximizes chosen performance index
STEEPEST DESCENT METHOD↗
Film boiling from a thin wire as an optimal boundary-value process.
Laminar film boiling on thin wire, determining heat-transfer coefficient and vapor dome spacing and diameter
LIQUID-VAPOR INTERFACE↗
Probability of stress-corrosion fracture under random loading
Mathematical formulation is based on cumulative-damage hypothesis and experimentally-determined stress-corrosion characteristics. Under both stationary random loadings, mean value and variance of cumulative damage are obtained. Probability of stress-corrosion fracture is then evaluated, using principle of maximum entropy.
Yang, J. N.↗
Probability of stress-corrosion fracture under random loading.
A method is developed for predicting the probability of stress-corrosion fracture of structures under random loadings. The formulation is based on the cumulative damage hypothesis and the experimentally determined stress-corrosion characteristics. Under both stationary and nonstationary random loadings, the mean value and the variance of the cumulative damage are obtained. The probability of stress-corrosion fracture is then evaluated using the principle of maximum entropy. It is shown that, under stationary random loadings, the standard deviation of the cumulative damage increases in proportion to the square root of time, while the coefficient of variation (dispersion) decreases in inversed proportion to the square root of time. Numerical examples are worked out to illustrate the general results.
Yang, J.-N.↗
Molecular phylogenetic trees - On the validity of the Goodman-Moore augmentation algorithm
A response is made to the reply of Nei and Tateno (1979) to the letter of Holmquist (1978) supporting the validity of the augmentation algorithm of Moore (1977) in reconstructions of nucleotide substitutions by means of the maximum parsimony principle. It is argued that the overestimation of the augmented numbers of nucleotide substitutions (augmented distances) found by Tateno and Nei (1978) is due to an unrepresentative data sample and that it is only necessary that evolution be stochastically uniform in different regions of the phylogenetic network for the augmentation method to be useful. The importance of the average value of the true distance over all links is explained, and the relative variances of the true and augmented distances are calculated to be almost identical. The effects of topological changes in the phylogenetic tree on the augmented distance and the question of the correctness of ancestral sequences inferred by the method of parsimony are also clarified.
Holmquist, R.↗
Minimum information modelling of structural systems with uncertain parameters
Work is reviewed wherein the design of active structural control is formulated as the mean-square optimal control of a linear mechanical system with stochastic parameters. In practice, a complete probabilistic description of model parameters can never be provided by empirical determinations, and a suitable design approach must accept very limited a priori data on parameter statistics. In consequence, the mean-square optimization problem is formulated using a complete probability assignment which is made to be consistent with available data but maximally unconstrained otherwise through use of a maximum entropy principle. The ramifications of this approach for both robustness and large dimensionality are illustrated by consideration of the full-state feedback regulation problem.
Hyland, D. C.↗
Stochastic modeling and control system designs of the NASA/MSFC Ground Facility for large space structures: The maximum entropy/optimal projection approach
In the Control Systems Division of the Systems Dynamics Laboratory of the NASA/MSFC, a Ground Facility (GF), in which the dynamics and control system concepts being considered for Large Space Structures (LSS) applications can be verified, was designed and built. One of the important aspects of the GF is to design an analytical model which will be as close to experimental data as possible so that a feasible control law can be generated. Using Hyland's Maximum Entropy/Optimal Projection Approach, a procedure was developed in which the maximum entropy principle is used for stochastic modeling and the optimal projection technique is used for a reduced-order dynamic compensator design for a high-order plant.
Hsia, Wei-Shen↗
Stochastic model of the NASA/MSFC ground facility for large space structures with uncertain parameters: The maximum entropy approach, part 2
A validated technology data base is being developed in the areas of control/structures interaction, deployment dynamics, and system performance for Large Space Structures (LSS). A Ground Facility (GF), in which the dynamics and control systems being considered for LSS applications can be verified, was designed and built. One of the important aspects of the GF is to verify the analytical model for the control system design. The procedure is to describe the control system mathematically as well as possible, then to perform tests on the control system, and finally to factor those results into the mathematical model. The reduction of the order of a higher order control plant was addressed. The computer program was improved for the maximum entropy principle adopted in Hyland's MEOP method. The program was tested against the testing problem. It resulted in a very close match. Two methods of model reduction were examined: Wilson's model reduction method and Hyland's optimal projection (OP) method. Design of a computer program for Hyland's OP method was attempted. Due to the difficulty encountered at the stage where a special matrix factorization technique is needed in order to obtain the required projection matrix, the program was successful up to the finding of the Linear Quadratic Gaussian solution but not beyond. Numerical results along with computer programs which employed ORACLS are presented.
Hsia, Wei Shen↗
Spectral and correlation analysis with applications to middle-atmosphere radars
The correlation and spectral analysis methods for uniformly sampled stationary random signals, estimation of their spectral moments, and problems arising due to nonstationary are reviewed. Some of these methods are already in routine use in atmospheric radar experiments. Other methods based on the maximum entropy principle and time series models have been used in analyzing data, but are just beginning to receive attention in the analysis of radar signals. These methods are also briefly discussed.
Rastogi, Prabhat K.↗
Decision analysis with approximate probabilities
This paper concerns decisions under uncertainty in which the probabilities of the states of nature are only approximately known. Decision problems involving three states of nature are studied. This is due to the fact that some key issues do not arise in two-state problems, while probability spaces with more than three states of nature are essentially impossible to graph. The primary focus is on two levels of probabilistic information. In one level, the three probabilities are separately rounded to the nearest tenth. This can lead to sets of rounded probabilities which add up to 0.9, 1.0, or 1.1. In the other level, probabilities are rounded to the nearest tenth in such a way that the rounded probabilities are forced to sum to 1.0. For comparison, six additional levels of probabilistic information, previously analyzed, were also included in the present analysis. A simulation experiment compared four criteria for decisionmaking using linearly constrained probabilities (Maximin, Midpoint, Standard Laplace, and Extended Laplace) under the eight different levels of information about probability. The Extended Laplace criterion, which uses a second order maximum entropy principle, performed best overall.
Whalen, Thomas↗
Wind field model-based estimation of Seasat scatterometer winds
A model-based approach to estimating near-surface wind fields over the ocean from Seasat scatterometer (SASS) measurements is presented. The approach is a direct assimilation technique in which wind field model parameters are estimated directly from the scatterometer measurements of the radar backscatter of the ocean's surface using maximum likelihood principles. The wind field estimate is then computed from the estimated model parameters. The wind field model used in this approach is based on geostrophic approximation and on simplistic assumptions about the wind field vorticity and divergence but includes ageostrophic winds. Nine days of SASS data were processed to obtain unique wind estimates. Comparisons in performance to the traditional two-step (point-wise wind retrieval followed by ambiguity removal) wind estimate method and the model-based method are provided using both simulated radar backscatter measurements and actual SASS measurements. In the latter case the results are compared to wind fields determined using subjective ambiguity removal. While the traditional approach results in missing measurements and reduced effective swath width due to fore/aft beam cell coregistration problems, the model-based approach uses all available measurements to increase the effective swath width and to reduce data gaps. The results reveal that the model-based wind estimates have accuracy comparable to traditionally estimated winds with less 'noise' in the directional estimates, particularly at low wind speeds.
Long, David G.↗
A robot control formalism based on an information quality concept
A relevance measure based on Jaynes maximum entropy principle is introduced. Information quality is the conjunction of accuracy and relevance. The formalism based on information quality is developed for one-agent applications. The robot requires a well defined working environment where properties of each object must be accurately specified.
Ekman, A.↗
Measuring Questions: Relevance and its Relation to Entropy
The Boolean lattice of logical statements induces the free distributive lattice of questions. Inclusion on this lattice is based on whether one question answers another. Generalizing the zeta function of the question lattice leads to a valuation called relevance or bearing, which is a measure of the degree to which one question answers another. Richard Cox conjectured that this degree can be expressed as a generalized entropy. With the assistance of yet another important result from Janos Acz6l, I show that this is indeed the case; and that the resulting inquiry calculus is a natural generalization of information theory. This approach provides a new perspective of the Principle of Maximum Entropy.
Knuth, Kevin H.↗
On Bayesian Inductive Inference & Predictive Estimation
We investigate Bayesian inference and the Principle of Maximum Entropy (PME) as methods for doing inference under uncertainty. This investigation is primarily through concrete examples that have been previously investigated in the literature. We find that it is possible to do Bayesian inference and PME inference using the same information, despite claims to the contrary, but that the results are not directly comparable. This is because Bayesian inference yields a probability density function (pdf) over the unknown model parameters, whereas PME yields point estimates. If mean estimates are extracted from the Bayesian pdfs, the resulting parameter estimates can differ radically from the PME values and also from the Maximum Likelihood values. We conclude that these differences are due to the Bayesian inference not assuming anything beyond the given prior probabilities and the data, whereas PME implicitly assumes that the given constraints are the only constraints that are operating. Since this assumption can be wrong, PME values may have to be revised when subsequent data shows evidence for more constraints. The entropy concentration previously "proved" by E. T. Jaynes is shown to be in error. Further, we show that PME is a generalized form of independence assumption, and so can be a very powerful method of inference when the variables being investigated are largely independent of each other.
Cheeseman, Peter↗
Automated Knowledge Discovery From Simulators
A computational method, SimLearn, has been devised to facilitate efficient knowledge discovery from simulators. Simulators are complex computer programs used in science and engineering to model diverse phenomena such as fluid flow, gravitational interactions, coupled mechanical systems, and nuclear, chemical, and biological processes. SimLearn uses active-learning techniques to efficiently address the "landscape characterization problem." In particular, SimLearn tries to determine which regions in "input space" lead to a given output from the simulator, where "input space" refers to an abstraction of all the variables going into the simulator, e.g., initial conditions, parameters, and interaction equations. Landscape characterization can be viewed as an attempt to invert the forward mapping of the simulator and recover the inputs that produce a particular output. Given that a single simulation run can take days or weeks to complete even on a large computing cluster, SimLearn attempts to reduce costs by reducing the number of simulations needed to effect discoveries. Unlike conventional data-mining methods that are applied to static predefined datasets, SimLearn involves an iterative process in which a most informative dataset is constructed dynamically by using the simulator as an oracle. On each iteration, the algorithm models the knowledge it has gained through previous simulation trials and then chooses which simulation trials to run next. Running these trials through the simulator produces new data in the form of input-output pairs. The overall process is embodied in an algorithm that combines support vector machines (SVMs) with active learning. SVMs use learning from examples (the examples are the input-output pairs generated by running the simulator) and a principle called maximum margin to derive predictors that generalize well to new inputs. In SimLearn, the SVM plays the role of modeling the knowledge that has been gained through previous simulation trials. Active learning is used to determine which new input points would be most informative if their output were known. The selected input points are run through the simulator to generate new information that can be used to refine the SVM. The process is then repeated. SimLearn carefully balances exploration (semi-randomly searching around the input space) versus exploitation (using the current state of knowledge to conduct a tightly focused search). During each iteration, SimLearn uses not one, but an ensemble of SVMs. Each SVM in the ensemble is characterized by different hyper-parameters that control various aspects of the learned predictor - for example, whether the predictor is constrained to be very smooth (nearby points in input space lead to similar output predictions) or whether the predictor is allowed to be "bumpy." The various SVMs will have different preferences about which input points they would like to run through the simulator next. SimLearn includes a formal mechanism for balancing the ensemble SVM preferences so that a single choice can be made for the next set of trials.
Burl, Michael↗
Microscopic Simulation and Macroscopic Modeling for Thermal and Chemical Non-Equilibrium
This paper deals with the accurate microscopic simulation and macroscopic modeling of extreme non-equilibrium phenomena, such as encountered during hypersonic entry into a planetary atmosphere. The state-to-state microscopic equations involving internal excitation, de-excitation, dissociation, and recombination of nitrogen molecules due to collisions with nitrogen atoms are solved time-accurately. Strategies to increase the numerical efficiency are discussed. The problem is then modeled using a few macroscopic variables. The model is based on reconstructions of the state distribution function using the maximum entropy principle. The internal energy space is subdivided into multiple groups in order to better describe the non-equilibrium gases. The method of weighted residuals is applied to the microscopic equations to obtain macroscopic moment equations and rate coefficients. The modeling is completely physics-based, and its accuracy depends only on the assumed expression of the state distribution function and the number of groups used. The model makes no assumption at the microscopic level, and all possible collisional and radiative processes are allowed. The model is applicable to both atoms and molecules and their ions. Several limiting cases are presented to show that the model recovers the classical twotemperature models if all states are in one group and the model reduces to the microscopic equations if each group contains only one state. Numerical examples and model validations are carried out for both the uniform and linear distributions. Results show that the original over nine thousand microscopic equations can be reduced to 2 macroscopic equations using 1 to 5 groups with excellent agreement. The computer time is decreased from 18 hours to less than 1 second.
Modeling↗