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At least 19 records

Bayesian estimation - A sensitivity analysis

The robustness of the assigned prior distribution in a Bayesian estimation problem is examined. A Bayesian analysis for a stochastic intensity parameter of a Poisson distribution is summarized in which the natural conjugate is assigned as the prior distribution of the random parameter. The sensitivity analysis is carried out by assuming the existence of a true prior which is different in form from that of the assigned prior distribution. By using mean-squared error as a measure of performance, the ensuing Bayes decision function is compared to the corresponding minimum variance unbiased estimator. Results indicate that the Bayes estimator is largely robust to deviations from the assigned prior and remains squared-error superior to the MVU type within a broad region.

Canavos, G. C.↗

Uncertainty Reduction using Bayesian Inference and Sensitivity Analysis: A Sequential Approach to the NASA Langley Uncertainty Quantification Challenge

This paper presents a computational framework for uncertainty characterization and propagation, and sensitivity analysis under the presence of aleatory and epistemic un- certainty, and develops a rigorous methodology for efficient refinement of epistemic un- certainty by identifying important epistemic variables that significantly affect the overall performance of an engineering system. The proposed methodology is illustrated using the NASA Langley Uncertainty Quantification Challenge (NASA-LUQC) problem that deals with uncertainty analysis of a generic transport model (GTM). First, Bayesian inference is used to infer subsystem-level epistemic quantities using the subsystem-level model and corresponding data. Second, tools of variance-based global sensitivity analysis are used to identify four important epistemic variables (this limitation specified in the NASA-LUQC is reflective of practical engineering situations where not all epistemic variables can be refined due to time/budget constraints) that significantly affect system-level performance. The most significant contribution of this paper is the development of the sequential refine- ment methodology, where epistemic variables for refinement are not identified all-at-once. Instead, only one variable is first identified, and then, Bayesian inference and global sensi- tivity calculations are repeated to identify the next important variable. This procedure is continued until all 4 variables are identified and the refinement in the system-level perfor- mance is computed. The advantages of the proposed sequential refinement methodology over the all-at-once uncertainty refinement approach are explained, and then applied to the NASA Langley Uncertainty Quantification Challenge problem.

Uncertainty↗

Tests of General Relativity with Stellar-Mass Black Hole Binaries Observed by LISA

We consider the observation of stellar-mass black holes binaries with the Laser Interferometer Space Antenna(LISA). Preliminary results based on Fisher information matrix analyses have suggested that gravitational waves from those sources could be very sensitive to possible deviations from the theory of general relativity (GR) andfrom the strong equivalence principle during the low-frequency binary inspiral. We perform a full Markov Chain Monte Carlo Bayesian analysis to quantify the sensitivity of these signals to two phenomenological modifications of GR, namely a putative gravitational dipole emission and a non-zero mass for the graviton, properly accounting for the detector’s response. Moreover, we consider a scenario where those sources could be observed also with Earth-based detectors, which should measure the coalescence time with precision better than 1 ms. This constraint on the coalescence time further improves the bounds that we can set on those phenomenological deviations from GR. We show that tests of dipole radiation and the graviton’s mass should improve respectively by seven and half an order(s) of magnitude over current bounds. Finally, we discuss under which conditions one may claim the detection of a modification to General Relativity.

Alexandre Toubiana↗

Bayesian Inference and the Effects of Varying Uncertainty Models in Charring Ablator Calibration and Uncertainty Quantification Problems

The Mars Science Laboratory (MSL) vehicle utilized a heat shield constructed from NASA’s Phenolic-Impregnated Carbon Ablator (PICA) material to protect the main structure from the high enthalpy environment encountered during hypersonic atmospheric entry. During the vehicle’s descent through Martian atmosphere, multiple thermocouples embedded within the heat shield captured in-depth material temperature data that allow for studies to be conducted on current material response reconstruction tools. In the present work, material temperature data obtained from thermocouples within the MISP-4 plug (MEDLI (Mars Science Laboratory Entry, Descent, and Landing Instrument) Integrated Sensor Plug) are utilized in the calibration of Theoretical Ablative Composite for Open Testing (TACOT) model parameters in conjunction with NASA’s Porous material Analysis Toolbox (PATO) through Bayesian inference where uncertainty due to parametric, modeling, and experimental sources is simultaneously quantified. Prior to the study, a sensitivity analysis is performed through computation of the robust Sobol indices in an effort to study the relationship between input space and model response and to reduce the dimensionality of the statistical inverse problem. The Bayesian inference methodology necessitates an a-priori choice to be made for the uncertainty model for which numerous possibilities are available. Across most works, however, only basic additive or multiplicative models are utilized with pre-defined magnitudes of uncertainty based on a-priori knowledge or to-be-calibrated multipliers of static covariance matrix structures. The present effort explores the effects of informed uncertainty models, ones with temporal dependence that are simultaneously calibrated through Bayesian inference, on calibrated results for parameters that make up the uncertain input space.

Sensitivity Analysis↗

Application of a data-mining method based on Bayesian networks to lesion-deficit analysis

Although lesion-deficit analysis (LDA) has provided extensive information about structure-function associations in the human brain, LDA has suffered from the difficulties inherent to the analysis of spatial data, i.e., there are many more variables than subjects, and data may be difficult to model using standard distributions, such as the normal distribution. We herein describe a Bayesian method for LDA; this method is based on data-mining techniques that employ Bayesian networks to represent structure-function associations. These methods are computationally tractable, and can represent complex, nonlinear structure-function associations. When applied to the evaluation of data obtained from a study of the psychiatric sequelae of traumatic brain injury in children, this method generates a Bayesian network that demonstrates complex, nonlinear associations among lesions in the left caudate, right globus pallidus, right side of the corpus callosum, right caudate, and left thalamus, and subsequent development of attention-deficit hyperactivity disorder, confirming and extending our previous statistical analysis of these data. Furthermore, analysis of simulated data indicates that methods based on Bayesian networks may be more sensitive and specific for detecting associations among categorical variables than methods based on chi-square and Fisher exact statistics.

NASA Discipline Neuroscience↗

Limits on Arcminute Scale Cosmic Microwave Background Anisotropy with the BIMA Array

We have used the Berkeley-Illinois-Maryland-Association (BIMA) millimeter array outfitted with sensitive cm-wave receivers to search for Cosmic Microwave Background (CMB) anisotropies on arcminute scales. The interferometer was placed in a compact configuration which produces high brightness sensitivity, while providing discrimination against point sources. Operating at a frequency of 28.5 GHz, the FWHM primary beam of the instrument is 6.6 arcminutes. We have made sensitive images of seven fields, five of which where chosen specifically to have low IR dust contrast and be free of bright radio sources. Additional observations with the Owens Valley Radio Observatory (OVRO) millimeter array were used to assist in the location and removal of radio point sources. Applying a Bayesian analysis to the raw visibility data, we place limits on CMB anisotropy flat-band power Q_flat = 5.6 (+3.0, -5.6) uK and Q_flat < 14.1 uK at 68% and 95% confidence. The sensitivity of this experiment to flat band power peaks at a multipole of l = 5470, which corresponds to an angular scale of approximately 2 arcminutes The most likely value of Q_flat is similar to the level of the expected secondary anisotropies.

Holzapfel, W. L.↗

Detection of obstacles on runway using Ego-Motion compensation and tracking of significant features

This report describes a method for obstacle detection on a runway for autonomous navigation and landing of an aircraft. Detection is done in the presence of extraneous features such as tiremarks. Suitable features are extracted from the image and warping using approximately known camera and plane parameters is performed in order to compensate ego-motion as far as possible. Residual disparity after warping is estimated using an optical flow algorithm. Features are tracked from frame to frame so as to obtain more reliable estimates of their motion. Corrections are made to motion parameters with the residual disparities using a robust method, and features having large residual disparities are signaled as obstacles. Sensitivity analysis of the procedure is also studied. Nelson's optical flow constraint is proposed to separate moving obstacles from stationary ones. A Bayesian framework is used at every stage so that the confidence in the estimates can be determined.

Kasturi, Rangachar↗

Limits on Arcminute-Scale Cosmic Microwave Background Anisotropy at 28.5 GHz

We have used the Berkeley-Illinois-Maryland Association (BIMA) millimeter array outfitted with sensitive centimeter-wave receivers to search for cosmic microwave background (CMB) anisotropies on arcminute scales. The interferometer was placed in a compact configuration that produces high brightness sensitivity, while providing discrimination against point sources. Operating at a frequency of 28.5 GHz, the FWHM primary beam of the instrument is approximately 6'.6. We have made sensitive images of seven fields, four of which where chosen specifically to have low infrared dust contrast and to be free of bright radio sources. Additional observations with the Owens Valley Radio Observatory (OVRO) millimeter array were used to assist in the location and removal of radio point sources. Applying a Bayesian analysis to the raw visibility data, we place limits on CMB anisotropy flat-band power of Q(sub flat) = 5.6(sub -5.6)(exp 3.0) microK and Q(sub flat) < 14.1 microK at 68% and 95% confidence, respectively. The sensitivity of this experiment to flat-band power peaks at a multipole of I = 5470, which corresponds to an angular scale of approximately 2'. The most likely value of Q(sub flat) is similar to the level of the expected secondary anisotropies.

Holzapfel, W. L.↗

On the robustness of a Bayes estimate

This paper examines the robustness of a Bayes estimator with respect to the assigned prior distribution. A Bayesian analysis for a stochastic scale parameter of a Weibull failure model is summarized in which the natural conjugate is assigned as the prior distribution of the random parameter. The sensitivity analysis is carried out by the Monte Carlo method in which, although an inverted gamma is the assigned prior, realizations are generated using distribution functions of varying shape. For several distributional forms and even for some fixed values of the parameter, simulated mean squared errors of Bayes and minimum variance unbiased estimators are determined and compared. Results indicate that the Bayes estimator remains squared-error superior and appears to be largely robust to the form of the assigned prior distribution.

Canavos, G. C.↗

Advanced Statistical Methods in Spacecraft Flight Software Cost Estimation: Bayesian Regression and Nonlinear Principal Components Analysis to Support System Engineering in the Early Project Lifecycle

This paper provides an overview of the new features and model updates in the upcoming release of the NASA Analogy Software Cost Tool (ASCoT). ASCoT, hosted within the Online NASA Space Estimation Tools (ONSET) on the One NASA Cost Engineering (ONCE) Database, is a web-based tool that provides a suite of estimation tools to support early lifecycle NASA flight software cost analysis. In addition to the traditional parametric flight software costing method COCOMO II, ASCoT contains a Bayesian linear regression to predict total flight software development cost as a function of total spacecraft cost, as well as four analogic methods: k-Nearest Neighbors (kNN) and Clustering models to predict Effort (in work-months) and total source lines of code (SLOC). These methods are designed to work primarily with system-level inputs such as mission type (orbiter, lander, etc.), mission destination (Earth, Inner Planetary, etc.), and the number of instruments and deployables. Nonlinear principal components analysis (NLPCA) is performed to find the principal features of the data composed of both categorical and numerical variables and is necessary prior to defining our analogic methods. Sensitivity analyses and in- and out-of-sample model performance results are presented for the Bayesian CER and the analogic models.

Johnson, James K.↗

The 4 Ms CHANDRA Deep Field-South Number Counts Apportioned by Source Class: Pervasive Active Galactic Nuclei and the Ascent of Normal Galaxies

We present 0.5-2 keV, 2-8 keV, 4-8 keV, and 0.5-8 keV (hereafter soft, hard, ultra-hard, and full bands, respectively) cumulative and differential number-count (log N-log S ) measurements for the recently completed approx. equal to 4 Ms Chandra Deep Field-South (CDF-S) survey, the deepest X-ray survey to date. We implement a new Bayesian approach, which allows reliable calculation of number counts down to flux limits that are factors of approx. equal to 1.9-4.3 times fainter than the previously deepest number-count investigations. In the soft band (SB), the most sensitive bandpass in our analysis, the approx. equal to 4 Ms CDF-S reaches a maximum source density of approx. equal to 27,800 deg(sup -2). By virtue of the exquisite X-ray and multiwavelength data available in the CDF-S, we are able to measure the number counts from a variety of source populations (active galactic nuclei (AGNs), normal galaxies, and Galactic stars) and subpopulations (as a function of redshift, AGN absorption, luminosity, and galaxy morphology) and test models that describe their evolution. We find that AGNs still dominate the X-ray number counts down to the faintest flux levels for all bands and reach a limiting SB source density of approx. equal to 14,900 deg(sup -2), the highest reliable AGN source density measured at any wavelength. We find that the normal-galaxy counts rise rapidly near the flux limits and, at the limiting SB flux, reach source densities of approx. equal to 12,700 deg(sup -2) and make up 46% plus or minus 5% of the total number counts. The rapid rise of the galaxy counts toward faint fluxes, as well as significant normal-galaxy contributions to the overall number counts, indicates that normal galaxies will overtake AGNs just below the approx. equal to 4 Ms SB flux limit and will provide a numerically significant new X-ray source population in future surveys that reach below the approx. equal to 4 Ms sensitivity limit. We show that a future approx. equal to 10 Ms CDF-S would allow for a significant increase in X-ray-detected sources, with many of the new sources being cosmologically distant (z greater than or approx. equal to 0.6) normal galaxies.

Field-South↗

Upper Limits on the Isotropic Gravitational-Wave Background from Advanced LIGO and Advanced Virgo's Third Observing Run

We report results of a search for an isotropic gravitational-wave background (GWB) using data from Advanced LIGO's and Advanced Virgo's third observing run (O3) combined with upper limits from the earlier O1 and O2 runs. Unlike in previous observing runs in the advanced detector era, we include Virgo in the search for the GWB. The results of the search are consistent with uncorrelated noise, and therefore we place upper limits on the strength of the GWB. We find that the dimensionless energy density Ω(sub GW) ≤ 5.8 × 10(exp -9) at the 95% credible level for a at (frequency-independent) GWB, using a prior which is uniform in the log of the strength of the GWB, with 99% of the sensitivity coming from the band 20-76.6 Hz; Ω(sub GW)(f) ≤ 3.4 × 10(exp -9) at 25 Hz for a power-law GWB with a spectral index of 2/3 (consistent with expectations for compact binary coalescences), in the band 20-90.6 Hz; and Ω(sub GW)(f) ≤ 3.9 × 10(exp -10) at 25 Hz for a spectral index of 3, in the band 20-291.6 Hz. These upper limits improve over our previous results by a factor of 6.0 for a at GWB, 8.8 for a spectral index of 2/3, and 13.1 for a spectral index of 3. We also search for a GWB arising from scalar and vector modes, which are predicted by alternative theories of gravity; we do not find evidence of these, and place upper limits on the strength of GWBs with these polarizations. We demonstrate that there is no evidence of correlated noise of magnetic origin by performing a Bayesian analysis that allows for the presence of both a GWB and an effective magnetic background arising from geophysical Schumann resonances. We compare our upper limits to a fiducial model for the GWB from the merger of compact binaries, updating the model to use the most recent data-driven population inference from the systems detected during O3a. Finally, we combine our results with observations of individual mergers and show that, at design sensitivity, this joint approach may yield stronger constraints on the merger rate of binary black holes at z ≳ 2 than can be achieved with individually resolved mergers alone.

Ryan Abbott↗

A Preliminary Detection of Arcminute Scale Cosmic Microwave Background Anisotropy with the BIMA Array

We have used the Berkeley-Illinois-Maryland-Association (BIMA) array outfitted with sensitive cm-wave receivers to expand our search for minute scale anisotropy of the Cosmic Microwave Background (CMB). The interferometer was placed in a compact configuration to obtain high brightness sensitivity on arcminute scales over its 6.6' FWHM field of view. The sensitivity of this experiment to flat band power peaks at a multipole of 1 = 5530 which corresponds to an angular scale of -2'. We present the analysis of a total of 470 hours of on-source integration time on eleven independent fields which were selected based on their low IR contrast and lack of bright radio sources. Applying a Bayesian analysis to the visibility data, we find CMB anisotropy flat band power Q_flat = 6.1(+2.8/-4.8) microKelvin at 68% confidence. The confidence of a nonzero signal is 76% and we find an upper limit of Q_flat < 12.4 microKelvin at 95% confidence. We have supplemented our BIMA observations with concurrent observations at 4.8 GHz with the VLA to search for and remove point sources. We find the point sources make an insignificant contribution to the observed anisotropy.

Dawson, K. S.↗

Influence of Coronal Abundance Variations

The PI of this project was Jeff Scargle of NASA/Ames. Co-I's were Alma Connors of Eureka Scientific/Wellesley, and myself. Part of the work was subcontracted to Eureka Scientific via SAO, with Vinay Kashyap as PI. This project was originally assigned grant number NCC2-1206, and was later changed to NCC2-1350 for administrative reasons. The goal of the project was to obtain, derive, and develop statistical and data analysis tools that would be of use in the analyses of high-resolution, high-sensitivity data that are becoming available with new instruments. This is envisioned as a cross-disciplinary effort with a number of "collaborators" including some at SA0 (Aneta Siemiginowska, Peter Freeman) and at the Harvard Statistics department (David van Dyk, Rostislav Protassov, Xiao-li Meng, Epaminondas Sourlas, et al). We have developed a new tool to reliably measure the metallicities of thermal plasma. It is unfeasible to obtain high-resolution grating spectra for most stars, and one must make the best possible determination based on lower-resolution, CCD-type spectra. It has been noticed that most analyses of such spectra have resulted in measured metallicities that were significantly lower than when compared with analyses of high- resolution grating data where available (see, e.g., Brickhouse et al., 2000, ApJ 530,387). Such results have led to the proposal of the existence of so-called Metal Abundance Deficient, or "MAD" stars (e.g., Drake, J.J., 1996, Cool Stars 9, ASP Conf.Ser. 109, 203). We however find that much of these analyses may be systematically underestimating the metallicities, and using a newly developed method to correctly treat the low-counts regime at the high-energy tail of the stellar spectra (van Dyk et al. 2001, ApJ 548,224), have found that the metallicities of these stars are generally comparable to their photospheric values. The results were reported at the AAS (Sourlas, Yu, van Dyk, Kashyap, and Drake, 2000, BAAS 196, v32, #54.02), and at the conference on Statistical Challenges in Modem Astronomy (Sourlas, van Dyk, Kashyap, Drake, and Pease, 2003, SCMA 111, Eds. E.D.Feigelson, G.J.Babu, New York:Springer, p489-490). We also described the limitations of one of the most egregiously misused and misapplied statistical tests in astrophysical literature, the F-test for verifying model components (Protassov, van Dyk, Connors, Kashyap, and Siemiginowska, 2002, ApJ, 571,545). Indeed, a search through the ApJ archives turned up 170 papers in the 5 previous years that used the F-test explicitly in some form or the other, and with the vast majority of them not using it correctly! Indeed, looking at just 4 issues of the ApJ in 2001, we found 13 instances of its use, of which nine were demonstrably incorrect. Clearly, it is difficult to understate the importance of this issue. We also worked on speeding up Bayes Blocks and Sparse Bayes Blocks algorithms to make them more tractable for large searches. We also supported staistics students and postdocs in both explicit physics- model-based (spectra with tens of thousands of atomic lines) and "model-free" -- i.e. non-parametric or semi-parametric -- algorithms. Work on using more of the latter is just beginning; while using multi-scale methods for Poisson imaging has come to hition. In fact, "An Image Restoration Technique with Error Estimates", by D. Esch, A. Connors, M. Karovska, and D. van Dyk, was published by ApJ (Esch et a1.2004, ApJ, 610, 1213). The code has been delivered to M. Karovska for CXC; and is available for beta-testing upon request. The other large project we worked on was on the self-consistent modeling of logN-logs curves in the Poisson limit. logN-logs curves are a fundamental tool in the study of source populations, luminosity functions, and cosmological parameters. However, their determination is hampered by statistical effects such as the Eddington bias, incompleteness due to detection efficiency, faint source flux fluctuations, etc. We have develed a new and powerful method using the full Poisson machinery that allows us to model the logN-logs distribution of X-ray sources in a self-consistent manner. Because we properly account for all the above statistical effects, our modeling is valid over the full range of the data, and not just for strong sources, as is normally done. Using a Bayesian approach and modeling the fluxes with known functional forms such as simple or broken power-laws, and conditioning the expected photon counts on the fluxes, the background contamination, effective area, detector vignetting, and detection probability, we can delve deeply into the low counts regime and extend the usefulness of medium sensitivity surveys such as ChAMP by orders of magnitude. The built-in flexibility of the algorithm also allows a simultaneous analysis of multiple datasets. We have applied this analysis to a set a Chandra observations (Sourlas, Kashyap, Zezas, van Dyk, 2004, HEAD #8, #16.32)

Scargle, Jeffrey D.↗

Analysis Methods and Results for Weak Gamma-Ray Bursts in the BATSE Data

We report initial results on the statistical properties of the dimmest gamma-ray bursts (GRBs) observed with the Burst and Transient Source Experiment (BATSE), using new ground-based methods to obtain a sample of GRBs from 502 days of BATSE data. Using the most sensitive ground-based detection of GRBs, the sample extends to GRBs much fainter than those detected by the on-board trigger, but because of the temporal resolution of the data, the sample is limited to GRBs of duration of at least 2(approx.)s. For each detected event, Bayesian probabilities are calculated for the event to belong to each of seven classes of differing physical origins. The sample of GRB candidates is defined by the requirement that the Bayesian probability for belonging to the GRB class is higher than 0.5. The intensity distribution of the GRB sample is corrected using a Monte Carlo simulation of the post-flight detection efficiency. The dimmest BATSE bursts of the sample continue the hardness-intensity trend seen in brighter GREs and are consistent with isotropy.

Mitrofanov, I. G.↗

A Comparison of Metamodeling Techniques via Numerical Experiments

This paper presents a comparative analysis of a few metamodeling techniques using numerical experiments for the single input-single output case. These experiments enable comparing the models' predictions with the phenomenon they are aiming to describe as more data is made available. These techniques include (i) prediction intervals associated with a least squares parameter estimate, (ii) Bayesian credible intervals, (iii) Gaussian process models, and (iv) interval predictor models. Aspects being compared are computational complexity, accuracy (i.e., the degree to which the resulting prediction conforms to the actual Data Generating Mechanism), reliability (i.e., the probability that new observations will fall inside the predicted interval), sensitivity to outliers, extrapolation properties, ease of use, and asymptotic behavior. The numerical experiments describe typical application scenarios that challenge the underlying assumptions supporting most metamodeling techniques.

Crespo, Luis G.↗

Development and Execution of the RUNSAFE Runway Safety Bayesian Belief Network Model

One focus area of the National Aeronautics and Space Administration (NASA) is to improve aviation safety. Runway safety is one such thrust of investigation and research. The two primary components of this runway safety research are in runway incursion (RI) and runway excursion (RE) events. These are adverse ground-based aviation incidents that endanger crew, passengers, aircraft and perhaps other nearby people or property. A runway incursion is the incorrect presence of an aircraft, vehicle or person on the protected area of a surface designated for the landing and take-off of aircraft; one class of RI events simultaneously involves two aircraft, such as one aircraft incorrectly landing on a runway while another aircraft is taking off from the same runway. A runway excursion is an incident involving only a single aircraft defined as a veer-off or overrun off the runway surface. Within the scope of this effort at NASA Langley Research Center (LaRC), generic RI, RE and combined (RI plus RE, or RUNSAFE) event models have each been developed and implemented as a Bayesian Belief Network (BBN). Descriptions of runway safety issues from the literature searches have been used to develop the BBN models. Numerous considerations surrounding the process of developing the event models have been documented in this report. The event models were then thoroughly reviewed by a Subject Matter Expert (SME) panel through multiple knowledge elicitation sessions. Numerous improvements to the model structure (definitions, node names, node states and the connecting link topology) were made by the SME panel. Sample executions of the final RUNSAFE model have been presented herein for baseline and worst-case scenarios. Finally, a parameter sensitivity analysis for a given scenario was performed to show the risk drivers. The NASA and LaRC research in runway safety event modeling through the use of BBN technology is important for several reasons. These include: 1) providing a means to clearly understand the cause and effect patterns leading to safety issues, incidents and accidents, 2) enabling the prioritization of specialty areas needing more attention to improve aviation safety, and 3) enabling the identification of gaps within NASA's Aviation Safety funding portfolio

Green, Lawrence L.↗

BBN-Based Portfolio Risk Assessment for NASA Technology R&D Outcome

The NASA Aeronautics Research Mission Directorate (ARMD) vision falls into six strategic thrusts that are aimed to support the challenges of the Next Generation Air Transportation System (NextGen). In order to achieve the goals of the ARMD vision, the Airspace Operations and Safety Program (AOSP) is committed to developing and delivering new technologies. To meet the dual challenges of constrained resources and timely technology delivery, program portfolio risk assessment is critical for communication and decision-making. This paper describes how Bayesian Belief Network (BBN) is applied to assess the probability of a technology meeting the expected outcome. The network takes into account the different risk factors of technology development and implementation phases. The use of BBNs allows for all technologies of projects in a program portfolio to be separately examined and compared. In addition, the technology interaction effects are modeled through the application of object-oriented BBNs. The paper discusses the development of simplified project risk BBNs and presents various risk results. The results presented include the probability of project risks not meeting success criteria, the risk drivers under uncertainty via sensitivity analysis, and what-if analysis. Finally, the paper shows how program portfolio risk can be assessed using risk results from BBNs of projects in the portfolio.

Geuther, Steven C.↗