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NASA NTRS2016

Probabilistic Damage Characterization Using the Computationally-Efficient Bayesian Approach

This work presents a computationally-ecient approach for damage determination that quanti es uncertainty in the provided diagnosis. Given strain sensor data that are polluted with measurement errors, Bayesian inference is used to estimate the location, size, and orientation of damage. This approach uses Bayes' Theorem to combine any prior knowledge an analyst may have about the nature of the damage with information provided implicitly by the strain sensor data to form a posterior probability distribution over possible damage states. The unknown damage parameters are then estimated based on samples drawn numerically from this distribution using a Markov Chain Monte Carlo (MCMC) sampling algorithm. Several modi cations are made to the traditional Bayesian inference approach to provide signi cant computational speedup. First, an ecient surrogate model is constructed using sparse grid interpolation to replace a costly nite element model that must otherwise be evaluated for each sample drawn with MCMC. Next, the standard Bayesian posterior distribution is modi ed using a weighted likelihood formulation, which is shown to improve the convergence of the sampling process. Finally, a robust MCMC algorithm, Delayed Rejection Adaptive Metropolis (DRAM), is adopted to sample the probability distribution more eciently. Numerical examples demonstrate that the proposed framework e ectively provides damage estimates with uncertainty quanti cation and can yield orders of magnitude speedup over standard Bayesian approaches.

Warner, James E.↗

NASA NTRS1991

Development of a Weibull posterior distribution by combining a Weibull prior with an actual failure distribution using Bayesian inference

A Bayesian inference process for system logistical planning is presented which provides a method for incorporating actual failures with prediction data for an ongoing and improving reliability estimates. The process uses the Weibull distribution, and provides a means for examining and updating logistical and maintenance support needs.

Giuntini, Michael E.↗

NASA NTRS2022

Optimal Estimation Framework for Ocean Color Atmospheric Correction and Pixel-level Uncertainty Quantification

Ocean color remote sensing requires compensation for atmospheric scattering and absorption (aerosol, Rayleigh, and trace gases), referred to as atmospheric correction (AC). AC allows inference of parameters such as spectrally resolved remote sensing reflectance ( R rs )(λ) ; sr 1 ) at the ocean surface from the top-of-atmosphere reflectance. Often, the uncertainty of this process is not fully explored. Bayesian inference techniques provide a simultaneous AC and uncertainty assessment via a full posterior distribution of the relevant variables, given the prior distribution of those variables and the radiative transfer (RT) likelihood function. Given uncertainties in the algorithm inputs, the Bayesian framework enables better constraints on the AC process by using the complete spectral information compared to traditional approaches that use only a subset of bands for AC. This paper investigates a Bayesian inference research method (Optimal Estimation, OE) for ocean color AC by simultaneously retrieving atmospheric and ocean properties using all visible and near-infrared spectral bands. The OE algorithm analytically approximates the posterior distribution of parameters based on normality assumptions and provides a potentially viable operational algorithm with a reduced computational expense. We developed a Neural Network (NN) RT forward model look-up-table-based emulator to increase algorithm efficiency further and thus speed up the likelihood computations. We then applied the OE algorithm to synthetic data and observations from the MODerate resolution Imaging Spectroradiometer (MODIS) on NASA’s Aqua spacecraft. We compared the R rs )(λ) retrieval and its uncertainty estimates from the OE method with in-situ validation data from the SeaWiFS Bio-optical Archive and Storage System (SeaBASS) and Aerosol Robotic Network Ocean Color (AERONET-OC) datasets. The OE algorithm improved R rs )(λ) estimates relative to the NASA standard operational algorithm by improving all statistical metrics at 443, 555, and 667 nm. Unphysical negative R rs )(λ) , which often appear in complex water conditions, was reduced by a factor of 3. The OE-derived pixel-level R rs )(λ) uncertainty estimates were also assessed relative to in-situ data and were shown to have skill.

Atmospheric correction↗

NASA NTRS2019

MOA-bin-29b: A Microlensing Gas-giant Planet Orbiting a Low-mass Host Star

We report the discovery of a gas-giant planet orbiting a low-mass host star in the microlensing event MOA-bin-29 that occurred in 2006. We find five degenerate solutions with the planet/host-star mass ratio of q ∼ 10(exp−2). The Einstein radius crossing time of all models are relatively short (∼4–7 days), which indicates that the mass of host star is likely low. The measured lens-source proper motion is 5–9 mas/yr depending on the models. Since only finite source effects are detected, we conduct a Bayesian analysis in order to obtain the posterior probability distribution of the lens physical properties. As a result, we find the lens system is likely to be a gas-giant orbiting a brown dwarf or a very late M-dwarf in the Galactic bulge. The probability distributions of the physical parameters for the five degenerate models are consistent within the range of error. By combining these probability distributions, we conclude that the lens system is a gas giant with a mass of M(p)= 0.63(sub +1.13, sub 0.39) M(Jup) orbiting a brown dwarf with a mass of M(h)= 0.06 (sup +0.11, sub -0.04) M(ʘ) at a projected star–planet separation of r⊥ = 0.53(sup +0.89, sub -0.18)au . The lens distance is D(L)= 6.89(sup +1.19, sub -1.19) kpc, i.e., likely within the Galactic bulge.

Iona Kondo↗

NASA NTRS2005

Bayesian Retrieval of Complete Posterior PDFs of Oceanic Rain Rate From Microwave Observations

This paper presents a new Bayesian algorithm for retrieving surface rain rate from Tropical Rainfall Measurements Mission (TRMM) Microwave Imager (TMI) over the ocean, along with validations against estimates from the TRMM Precipitation Radar (PR). The Bayesian approach offers a rigorous basis for optimally combining multichannel observations with prior knowledge. While other rain rate algorithms have been published that are based at least partly on Bayesian reasoning, this is believed to be the first self-contained algorithm that fully exploits Bayes Theorem to yield not just a single rain rate, but rather a continuous posterior probability distribution of rain rate. To advance our understanding of theoretical benefits of the Bayesian approach, we have conducted sensitivity analyses based on two synthetic datasets for which the true conditional and prior distribution are known. Results demonstrate that even when the prior and conditional likelihoods are specified perfectly, biased retrievals may occur at high rain rates. This bias is not the result of a defect of the Bayesian formalism but rather represents the expected outcome when the physical constraint imposed by the radiometric observations is weak, due to saturation effects. It is also suggested that the choice of the estimators and the prior information are both crucial to the retrieval. In addition, the performance of our Bayesian algorithm is found to be comparable to that of other benchmark algorithms in real-world applications, while having the additional advantage of providing a complete continuous posterior probability distribution of surface rain rate.

Chiu, J. Christine↗

NASA NTRS2019

Bayesian Estimation of Earth’s Undiscovered Mineralogical Diversity Using Noninformative Priors

Recently, statistical distributions have been explored to provide estimates of the mineralogical diversity of Earth, and Earth-like planets. In this paper, a Bayesian approach is introduced to estimate Earth’s undiscovered mineralogical diversity. Samples are generated from a posterior distribution of the model parameters using Markov chain Monte Carlo simulations such that estimates and inference are directly obtained. It was previously shown that the mineral species frequency distribution conforms to a generalized inverse Gauss–Poisson (GIGP) large number of rare events model. Even though the model fit was good, the population size estimate obtained by using this model was found to be unreasonably low by mineralogists. In this paper, several zero-truncated, mixed Poisson distributions are fitted and compared, where the Poisson-lognormal distribution is found to provide the best fit. Subsequently, the population size estimates obtained by Bayesian methods are compared to the empirical Bayes estimates. Species accumulation curves are constructed and employed to estimate the population size as a function of sampling size. Finally, the relative abundances, and hence the occurrence probabilities of species in a random sample, are calculated numerically for all mineral species in Earth’s crust using the Poisson-lognormal distribution. These calculations are connected and compared to the calculations obtained in a previous paper using the GIGP model for which mineralogical criteria of an Earth-like planet were given.

Bayesian statistics↗

NASA NTRS1978

Estimation from incomplete multinomial data

The vector of multinomial cell probabilities was estimated from incomplete data, incomplete in that it contains partially classified observations. Each such partially classified observation was observed to fall in one of two or more selected categories but was not classified further into a single category. The data were assumed to be incomplete at random. The estimation criterion was minimization of risk for quadratic loss. The estimators were the classical maximum likelihood estimate, the Bayesian posterior mode, and the posterior mean. An approximation was developed for the posterior mean. The Dirichlet, the conjugate prior for the multinomial distribution, was assumed for the prior distribution.

Credeur, K. R.↗

NASA NTRS2011

Markov Chain Monte Carlo Bayesian Learning for Neural Networks

Conventional training methods for neural networks involve starting al a random location in the solution space of the network weights, navigating an error hyper surface to reach a minimum, and sometime stochastic based techniques (e.g., genetic algorithms) to avoid entrapment in a local minimum. It is further typically necessary to preprocess the data (e.g., normalization) to keep the training algorithm on course. Conversely, Bayesian based learning is an epistemological approach concerned with formally updating the plausibility of competing candidate hypotheses thereby obtaining a posterior distribution for the network weights conditioned on the available data and a prior distribution. In this paper, we developed a powerful methodology for estimating the full residual uncertainty in network weights and therefore network predictions by using a modified Jeffery's prior combined with a Metropolis Markov Chain Monte Carlo method.

Goodrich, Michael S.↗

NASA NTRSDate not supplied

Bond Line Thickness Estimation in Composite Structures Using Multiple Inspection Techniques

Imaging and other nondestructive evaluation techniques are commonly used for material characterization and defect recognition in safety critical aerospace applications, with data fusion providing the framework for uncertainty quantification in these contexts. Most commonly, forward physics-based modeling predicts the response conditioned on material properties and defect assumptions, and probabilistic methods are used to infer the hidden state of the subject of the inspection from a combination of prior information, likelihoods, and inspection data. In this paper Bayesian methods are used to estimate bond thickness in lap joints comprised of aluminum adherends using a combination of infrared thermography and ultrasound. The concept of the conflation of probability distributions is applied to combine the posterior distributions derived from thermography and ultrasound and the quality of the fused estimates are compared against the individual estimates against synthetic data that was created to mimic the inspection of a lap joint comprised of aluminum adherends.

thermal nondestructive evaluation↗

NASA NTRSDate not supplied

Probabilistic Calibration of Expensive Models using Efficiently Trained Surrogates

Calibration of computational models in the presence of uncertainty is often cast as a Bayesian inference problem and solved via sampling methods, e.g., Markov chain Monte Carlo. When the computational model is expensive, this task becomes intractable due to the large number of samples required to accurately estimate the posterior distribution of the calibration parameters. A popular solution to this problem is to use machine learning to develop a faster-to-evaluate, lower-fidelity substitute for the original model to serve as a surrogate while solving the inference problem. Although considered an offline cost, generating training data to construct this surrogate model can still be an expensive task in practice. An active learning algorithm is presented that focuses training on improving surrogate accuracy specifically in and around the bulk of the posterior distribution, as this is where the model is exercised during calibration. Candidate samples are drawn from families of distributions related to an approximation of the posterior. The sample maximizing predictive variance is then selected for evaluation by the original computational model, yielding a label for the training point. Iterating this approach increases efficiency relative to space filling designs (e.g., Latin hypercube sampling) by avoiding low probability points. Practical considerations are discussed, including the benefits of using a sequential Monte Carlo sampling approach, convergence heuristics, and the importance of both exploration and exploitation given that the true posterior is unknown a priori.

uncertainty quantification↗

NASA NTRS2012

A Bayesian Framework for Reliability Analysis of Spacecraft Deployments

Deployable subsystems are essential to mission success of most spacecraft. These subsystems enable critical functions including power, communications and thermal control. The loss of any of these functions will generally result in loss of the mission. These subsystems and their components often consist of unique designs and applications for which various standardized data sources are not applicable for estimating reliability and for assessing risks. In this study, a two stage sequential Bayesian framework for reliability estimation of spacecraft deployment was developed for this purpose. This process was then applied to the James Webb Space Telescope (JWST) Sunshield subsystem, a unique design intended for thermal control of the Optical Telescope Element. Initially, detailed studies of NASA deployment history, "heritage information", were conducted, extending over 45 years of spacecraft launches. This information was then coupled to a non-informative prior and a binomial likelihood function to create a posterior distribution for deployments of various subsystems uSing Monte Carlo Markov Chain sampling. Select distributions were then coupled to a subsequent analysis, using test data and anomaly occurrences on successive ground test deployments of scale model test articles of JWST hardware, to update the NASA heritage data. This allowed for a realistic prediction for the reliability of the complex Sunshield deployment, with credibility limits, within this two stage Bayesian framework.

Evans, John W.↗

NASA NTRS2016

The NANOGrav Nine-Year Data Set: Limits on the Isotropic Stochastic Gravitational Wave Background

We compute upper limits on the nanohertz-frequency isotropic stochastic gravitational wave background (GWB) using the 9 year data set from the North American Nanohertz Observatory for Gravitational Waves (NANOGrav) collaboration. Well-tested Bayesian techniques are used to set upper limits on the dimensionless strain amplitude (at a frequency of 1 yr(exp -1) for a GWB from supermassive black hole binaries of A(sub gw) less than 1.5 x 10(exp -15). We also parameterize the GWB spectrum with a broken power-law model by placing priors on the strain amplitude derived from simulations of Sesana and McWilliams et al. Using Bayesian model selection we find that the data favor a broken power law to a pure power law with odds ratios of 2.2 and 22 to one for the Sesana and McWilliams prior models, respectively. Using the broken power-law analysis we construct posterior distributions on environmental factors that drive the binary to the GW-driven regime including the stellar mass density for stellar-scattering, mass accretion rate for circumbinary disk interaction, and orbital eccentricity for eccentric binaries, marking the first time that the shape of the GWB spectrum has been used to make astrophysical inferences. Returning to a power-law model, we place stringent limits on the energy density of relic GWs, OMEGA(sub gw) (f) h squared less than 4.2 x 10(exp -10). Our limit on the cosmic string GWB, OMEGA(sub gw) (f) h squared less than 2.2 x 10(exp -10), translates to a conservative limit on the cosmic string tension with G mu less than 3.3 x 10(exp -8), a factor of four better than the joint Planck and high-l‚ cosmic microwave background data from other experiments.

Arzoumanian, Z.↗

NASA NTRS2013

Studies in Astronomical Time Series Analysis. VI. Bayesian Block Representations

This paper addresses the problem of detecting and characterizing local variability in time series and other forms of sequential data. The goal is to identify and characterize statistically significant variations, at the same time suppressing the inevitable corrupting observational errors. We present a simple nonparametric modeling technique and an algorithm implementing it-an improved and generalized version of Bayesian Blocks [Scargle 1998]-that finds the optimal segmentation of the data in the observation interval. The structure of the algorithm allows it to be used in either a real-time trigger mode, or a retrospective mode. Maximum likelihood or marginal posterior functions to measure model fitness are presented for events, binned counts, and measurements at arbitrary times with known error distributions. Problems addressed include those connected with data gaps, variable exposure, extension to piece- wise linear and piecewise exponential representations, multivariate time series data, analysis of variance, data on the circle, other data modes, and dispersed data. Simulations provide evidence that the detection efficiency for weak signals is close to a theoretical asymptotic limit derived by [Arias-Castro, Donoho and Huo 2003]. In the spirit of Reproducible Research [Donoho et al. (2008)] all of the code and data necessary to reproduce all of the figures in this paper are included as auxiliary material.

signal detection↗

NASA NTRS1995

A Bayesian approach to microwave precipitation profile retrieval

A multichannel passive microwave precipitation retrieval algorithm is developed. Bayes theorem is used to combine statistical information from numerical cloud models with forward radiative transfer modeling. A multivariate lognormal prior probability distribution contains the covariance information about hydrometeor distribution that resolves the nonuniqueness inherent in the inversion process. Hydrometeor profiles are retrieved by maximizing the posterior probability density for each vector of observations. The hydrometeor profile retrieval method is tested with data from the Advanced Microwave Precipitation Radiometer (10, 19, 37, and 85 GHz) of convection over ocean and land in Florida. The CP-2 multiparameter radar data are used to verify the retrieved profiles. The results show that the method can retrieve approximate hydrometeor profiles, with larger errors over land than water. There is considerably greater accuracy in the retrieval of integrated hydrometeor contents than of profiles. Many of the retrieval errors are traced to problems with the cloud model microphysical information, and future improvements to the algorithm are suggested.

Evans, K. Franklin↗

NASA NTRS1994

The intrinsic shape of NGC 3379

Photometric and kinematic data from the literature are combined with new dynamical models to derive the intrinsic shape of the 'standard' elliptical galaxy NGC 3379. The parameters that are best constrained are the dynamical triaxiality T (essentially the triaxiality of the total mass distribution) and the short-to long axis ratio of the light distribution c(sub L). The inferred shape is given by a Bayesian probability distribution in the (T, c(sub L) plane. Assuming a uniform prior, the most probable shape is oblate with a flattening of c(sub L) = 87. The distribution is strongly non-Gaussian, however, and the expectation values, (T) = .31 (c(sub L) = .75, imply a flatter and more triaxial figure. The 68% highest posterior density region allows more triaxial shapes as long as they are fairly round, or flatter shapes as long as they are nearly oblate. These results are essentially unchanged if the galaxy is assumed to rotate about its short axis, or if it is modeled as an S0 with a negligible-mass disk rather than as an elliptical. The suggestion of Capaccioli et al. (ApJ, 371, 535 (1991)) that NGC 3379 is a rather flat, triaxial S0 galaxy is found to be improbable at the 98% level; this conclusion is largely independent of the bulge-to-disk ratio or the relative rotation speeds of the two components.

Statler, Thomas S.↗

NASA NTRS1994

AutoClass: A Bayesian Approach to Classification

We describe a Bayesian approach to the untutored discovery of classes in a set of cases, sometimes called finite mixture separation or clustering. The main difference between clustering and our approach is that we search for the "best" set of class descriptions rather than grouping the cases themselves. We describe our classes in terms of a probability distribution or density function, and the locally maximal posterior probability valued function parameters. We rate our classifications with an approximate joint probability of the data and functional form, marginalizing over the parameters. Approximation is necessitated by the computational complexity of the joint probability. Thus, we marginalize w.r.t. local maxima in the parameter space. We discuss the rationale behind our approach to classification. We give the mathematical development for the basic mixture model and describe the approximations needed for computational tractability. We instantiate the basic model with the discrete Dirichlet distribution and multivariant Gaussian density likelihoods. Then we show some results for both constructed and actual data.

Stutz, John↗

NASA NTRSDate not supplied

Defining Change Thresholds: What Change Is Outside Typical Sources of Variation?

Researchers often have a difficult time defining meaningful thresholds for change. We sometimes identify subtle changes but what amount of change is beyond typical sources of variation? This is especially complicated when trying to understand new disease pathogenesis like the constellation of eye changes leading to Spaceflight-associated Neuro-ocular Syndrome (SANS). To support decision makers in defining minimal meaningful change, we used a Bayesian hierarchical model to estimate innate sources of variability such as natural day to day variation. Healthy subjects were recruited and imaged with MRI, OCT, and US on separate days and measured by several technicians. Models were developed specifying random effects for the sources of variation – between left and right eyes, within-individuals over time, between raters, and finally between individuals. This allowed us to find the posterior distribution for the total typical variation, within an eye, which we use to define a threshold where change beyond typical sources of variation is likely. This threshold is now used as our earliest indicator of systematic increase in Total Retinal Thickness (a precursor to optic disc edema).

Millennia Young↗

NASA NTRS2008

Joint Bayesian Component Separation and CMB Power Spectrum Estimation

We describe and implement an exact, flexible, and computationally efficient algorithm for joint component separation and CMB power spectrum estimation, building on a Gibbs sampling framework. Two essential new features are (1) conditional sampling of foreground spectral parameters and (2) joint sampling of all amplitude-type degrees of freedom (e.g., CMB, foreground pixel amplitudes, and global template amplitudes) given spectral parameters. Given a parametric model of the foreground signals, we estimate efficiently and accurately the exact joint foreground- CMB posterior distribution and, therefore, all marginal distributions such as the CMB power spectrum or foreground spectral index posteriors. The main limitation of the current implementation is the requirement of identical beam responses at all frequencies, which restricts the analysis to the lowest resolution of a given experiment. We outline a future generalization to multiresolution observations. To verify the method, we analyze simple models and compare the results to analytical predictions. We then analyze a realistic simulation with properties similar to the 3 yr WMAP data, downgraded to a common resolution of 3 deg FWHM. The results from the actual 3 yr WMAP temperature analysis are presented in a companion Letter.

numerical↗