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At least 163 records · Page 9

Quantiles, parametric-select density estimation, and bi-information parameter estimators

A quantile-based approach to statistical analysis and probability modeling of data is presented which formulates statistical inference problems as functional inference problems in which the parameters to be estimated are density functions. Density estimators can be non-parametric (computed independently of model identified) or parametric-select (approximated by finite parametric models that can provide standard models whose fit can be tested). Exponential models and autoregressive models are approximating densities which can be justified as maximum entropy for respectively the entropy of a probability density and the entropy of a quantile density. Applications of these ideas are outlined to the problems of modeling: (1) univariate data; (2) bivariate data and tests for independence; and (3) two samples and likelihood ratios. It is proposed that bi-information estimation of a density function can be developed by analogy to the problem of identification of regression models.

Parzen, E.

Aerodynamic parameter estimation via Fourier modulating function techniques

Parameter estimation algorithms are developed in the frequency domain for systems modeled by input/output ordinary differential equations. The approach is based on Shinbrot's method of moment functionals utilizing Fourier based modulating functions. Assuming white measurement noises for linear multivariable system models, an adaptive weighted least squares algorithm is developed which approximates a maximum likelihood estimate and cannot be biased by unknown initial or boundary conditions in the data owing to a special property attending Shinbrot-type modulating functions. Application is made to perturbation equation modeling of the longitudinal and lateral dynamics of a high performance aircraft using flight-test data. Comparative studies are included which demonstrate potential advantages of the algorithm relative to some well established techniques for parameter identification. Deterministic least squares extensions of the approach are made to the frequency transfer function identification problem for linear systems and to the parameter identification problem for a class of nonlinear-time-varying differential system models.

Pearson, A. E.

Parameter estimation in X-ray astronomy using maximum likelihood

Methods of estimation of parameter values and confidence regions by maximum likelihood and Fisher efficient scores starting from Poisson probabilities are developed for the nonlinear spectral functions commonly encountered in X-ray astronomy. It is argued that these methods offer significant advantages over the commonly used alternatives called minimum chi-squared because they rely on less pervasive statistical approximations and so may be expected to remain valid for data of poorer quality. Extensive numerical simulations of the maximum likelihood method are reported which verify that the best-fit parameter value and confidence region calculations are correct over a wide range of input spectra.

Wachter, K.

Maximum likelihood estimation of parameterized 3-D surfaces using a moving camera

A new approach is introduced to estimating object surfaces in three-dimensional space from a sequence of images. A surface of interest here is modeled as a 3-D function known up to the values of a few parameters. The approach will work with any parameterization. However, in work to date researchers have modeled objects as patches of spheres, cylinders, and planes - primitive objects. These primitive surfaces are special cases of 3-D quadric surfaces. Primitive surface estimation is treated as the general problem of maximum likelihood parameter estimation based on two or more functionally related data sets. In the present case, these data sets constitute a sequence of images taken at different locations and orientations. A simple geometric explanation is given for the estimation algorithm. Though various techniques can be used to implement this nonlinear estimation, researches discuss the use of gradient descent. Experiments are run and discussed for the case of a sphere of unknown location. These experiments graphically illustrate the various advantages of using as many images as possible in the estimation and of distributing camera positions from first to last over as large a baseline as possible. Researchers introduce the use of asymptotic Bayesian approximations in order to summarize the useful information in a sequence of images, thereby drastically reducing both the storage and amount of processing required.

Hung, Y.

Maximum likelihood classification by thresholding

The standard maximum-likelihood classifier is reformulated so that, in most cases, only a small number of density functions need be computed each time a data point is to be classified. The technique relies upon class thresholds which are obtained at the beginning of the classification process and which remain fixed thereafter. The result of the reformulation is that a significant reduction in classification processing time is obtained while retaining complete consistency with the standard maximum-likelihood classifier.

Minter, T. C.

Modulation/demodulation techniques for satellite communications. Part 3: Advanced techniques. The nonlinear channel

A theory for deducing and predicting the performance of transmitter/receivers for bandwidth efficient modulations suitable for use on the nonlinear satellite channel is presented. The underlying principle used throughout is the development of receiver structures based on the maximum likelihood decision rule and aproximations to it. The bit error probability transfer function bounds developed in great detail in Part 4 is applied to these modulation/demodulation techniques. The effects of the various degrees of receiver mismatch are considered both theoretically and by numerous illustrative examples.

Omura, J. K.

Maximum likelihood techniques applied to quasi-elastic light scattering

There is a necessity of having an automatic procedure for reliable estimation of the quality of the measurement of particle size from QELS (Quasi-Elastic Light Scattering). Getting the measurement itself, before any error estimates can be made, is a problem because it is obtained by a very indirect measurement of a signal derived from the motion of particles in the system and requires the solution of an inverse problem. The eigenvalue structure of the transform that generates the signal is such that an arbitrarily small amount of noise can obliterate parts of any practical inversion spectrum. This project uses the Maximum Likelihood Estimation (MLE) as a framework to generate a theory and a functioning set of software to oversee the measurement process and extract the particle size information, while at the same time providing error estimates for those measurements. The theory involved verifying a correct form of the covariance matrix for the noise on the measurement and then estimating particle size parameters using a modified histogram approach.

Edwards, Robert V.

Simulation Assisted Risk Assessment Applied to Launch Vehicle Conceptual Design

A simulation-based risk assessment approach is presented and is applied to the analysis of abort during the ascent phase of a space exploration mission. The approach utilizes groupings of launch vehicle failures, referred to as failure bins, which are mapped to corresponding failure environments. Physical models are used to characterize the failure environments in terms of the risk due to blast overpressure, resulting debris field, and the thermal radiation due to a fireball. The resulting risk to the crew is dynamically modeled by combining the likelihood of each failure, the severity of the failure environments as a function of initiator and time of the failure, the robustness of the crew module, and the warning time available due to early detection. The approach is shown to support the launch vehicle design process by characterizing the risk drivers and identifying regions where failure detection would significantly reduce the risk to the crew.

Mathias, Donovan L.

Apollo flight crew vestibular assessment

Vestibular function in the weightless state of space flight is examined. Due to the lack of a systematic program to assess quantitatively the effects of space flight on crew vestibular function the analysis is based on qualitative information derived from motion sickness histories and subjective reporting by individual astronauts on the type and magnitude of vestibular disturbances experienced during and following their missions. It is concluded that the increased mobility afforded by the larger volume of the Apollo CM/LM resulted in a higher incidence of vestibular disturbances in the Apollo Program and that it is difficult to predict the likelihood of inflight vestibular problems. Quantitative examination of the effects of weightlessness on the vestibular function is recommended.

J.L. Homick

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

Quantum Chemical Evaluation of the Astrochemical Significance of Reactions between S Atom and Acetylene or Ethylene

Addition-elimination reactions of S atom in its P-3 ground state with acetylene (C2H2) and ethylene (C2H4) were characterized with both molecular orbital and density functional theory calculations employing correlation consistent basis sets in order to assess the likelihood either reaction might play a general role in astrochemistry or a specific role in the formation of S2 (X (sup 3 SIGMA (sub g) (sup -)) via a mechanism proposed by Saxena and Misra (Mon. Not. R. Astron. Soc. 1995, 272, 89). The acetylene and ethylene reactions proceed through C2H2S ((sup 3)A")) and C2H4S ((sup 3)A")) intermediates, respectively, to yield HCCS ((sup 2)II)) and C2H3S ((sup 2)A')). Substantial barriers were found in the exit channels for every combination of method and basis set considered in this work, which effectively precludes hydrogen elimination pathways for both S + C2H2 and S + C2H4 in the ultracold interstellar medium where only very modest barriers can be surmounted and processes without barriers tend to predominate. However, if one or both intermediates is formed and stabilized efficiently under cometary or dense interstellar cloud conditions, they could serve as temporary reservoirs for S atom and participate in reactions such as S + C2H2S (right arrow) S2 = C2H2 or S + C2H4S (right arrow) S2 + C2H4. For formation and stabilization to be efficient, the reaction must possess a barrier height small enough to be surmountable at low temperatures yet large enough to prevent redissociation to reactants. Barrier heights computed with B3LYP and large basis sets are very low, but more rigorous QCISD(T) and RCCSD(T) results indicate that the barrier heights are closer to 3-4 kcal/mol. The calculations therefore indicate that S + C2H2 or S + C2H4 could contribute to the formation of S2 in comets and may serve as a means to gauge coma temperature. The energetics of the ethylene reaction are more favorable.

Woon, David E.

Communication Limits Due to Photon-Detector Jitter

A theoretical and experimental study was conducted of the limit imposed by photon-detector jitter on the capacity of a pulse-position-modulated optical communication system in which the receiver operates in a photon-counting (weak-signal) regime. Photon-detector jitter is a random delay between impingement of a photon and generation of an electrical pulse by the detector. In the study, jitter statistics were computed from jitter measurements made on several photon detectors. The probability density of jitter was mathematically modeled by use of a weighted sum of Gaussian functions. Parameters of the model were adjusted to fit histograms representing the measured-jitter statistics. Likelihoods of assigning detector-output pulses to correct pulse time slots in the presence of jitter were derived and used to compute channel capacities and corresponding losses due to jitter. It was found that the loss, expressed as the ratio between the signal power needed to achieve a specified capacity in the presence of jitter and that needed to obtain the same capacity in the absence of jitter, is well approximated as a quadratic function of the standard deviation of the jitter in units of pulse-time-slot duration.

Moision, Bruce E.

Methods of periodicity analysis - Relationship between the Rayleigh analysis and a maximum likelihood method

For periodicity analysis of occurrence rates of discrete events, one can use the maximum likelihood method or the 'Rayleigh analysis'. In a maximum likelihood analysis using a sinusoidal distribution, one tries various values of amplitude A and phase angle Theta(0) of the distribution function. We show that these two methods are essentially equivalent to one another in spite of their different mathematical origins. Using the Rayleigh analysis, therefore, we can simply calculate A and Theta(0) which maximize the likelihood. Using the cumulative nature of the logarithmic likelihood, we can identify time intervals during which the periodicity is in operation. When a periodicity operates only in certain time intervals, it is important to identify these intervals. Mathematically, the above technique is applicable only to discrete events. However, with slight modifications we can apply this technique to general cases - periodicity analysis of measurements of continuously varying quantities.

Bai, T.

Probabilities and statistics for backscatter estimates obtained by a scatterometer

Methods for the recovery of winds near the surface of the ocean from measurements of the normalized radar backscattering cross section must recognize and make use of the statistics (i.e., the sampling variability) of the backscatter measurements. Radar backscatter values from a scatterometer are random variables with expected values given by a model. A model relates backscatter to properties of the waves on the ocean, which are in turn generated by the winds in the atmospheric marine boundary layer. The effective wind speed and direction at a known height for a neutrally stratified atmosphere are the values to be recovered from the model. The probability density function for the backscatter values is a normal probability distribution with the notable feature that the variance is a known function of the expected value. The sources of signal variability, the effects of this variability on the wind speed estimation, and criteria for the acceptance or rejection of models are discussed. A modified maximum likelihood method for estimating wind vectors is described. Ways to make corrections for the kinds of errors found for the Seasat SASS model function are described, and applications to a new scatterometer are given.

Pierson, Willard J., Jr.

Guide star targeting success for the HEAO-B observatory

The statistics associated with the successful selection and acquisition of guide stars as attitude benchmarks for use in reorientation maneuvers of the HEAO-B observatory are considered as a function of the maneuver angle, initial attitude uncertainties, and the pertinent celestial region. Success likelihoods in excess of 0.99 are predicted assuming anticipated gyro and star tracker error sources. The maneuver technique and guide star selection constraints are described in detail. The results presented are specialized numerically to the HEAO-B observatory. However, the analytical techniques developed are considered applicable to broader classes of spacecraft requiring celestial targeting.

Farrenkopf, R. L.

Modulation/demodulation techniques for satellite communications. Part 4: Appendices

The use of the Viterbi algorithm in a general context is examined. The generalized transfer function bounds are given which permit the following applications to be carried out: maximum likelihood demodulation of such bandwidth modulations as minimum-shift-keying and continuous phase frequency-shift-keying, demodulation of intersymbol interference and partial response signals, estimation and smoothing, and simultaneous phase synchronization, and data detection. Sufficient conditions are reviewed for tightening Chernoff and Rhattacharyya bounds.

Omura, J. K.