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Results for “FREQUENTIST METHODS”

Search indexed NASA NTRS and DOE OSTI research on propulsion, heat transfer, battery materials and energy systems. Follow report and document links to the original sources.

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At least 19 records
All sourcesNASA NTRSDOE OSTI
NASA NTRS2010

Sequential Probability Ratio Test for Collision Avoidance Maneuver Decisions

When facing a conjunction between space objects, decision makers must chose whether to maneuver for collision avoidance or not. We apply a well-known decision procedure, the sequential probability ratio test, to this problem. We propose two approaches to the problem solution, one based on a frequentist method, and the other on a Bayesian method. The frequentist method does not require any prior knowledge concerning the conjunction, while the Bayesian method assumes knowledge of prior probability densities. Our results show that both methods achieve desired missed detection rates, but the frequentist method's false alarm performance is inferior to the Bayesian method's

Carpenter, J. Russell↗
NASA NTRS2016

Uncertainty Estimates of Psychoacoustic Thresholds Obtained from Group Tests

Adaptive psychoacoustic test methods, in which the next signal level depends on the response to the previous signal, are the most efficient for determining psychoacoustic thresholds of individual subjects. In many tests conducted in the NASA psychoacoustic labs, the goal is to determine thresholds representative of the general population. To do this economically, non-adaptive testing methods are used in which three or four subjects are tested at the same time with predetermined signal levels. This approach requires us to identify techniques for assessing the uncertainty in resulting group-average psychoacoustic thresholds. In this presentation we examine the Delta Method of frequentist statistics, the Generalized Linear Model (GLM), the Nonparametric Bootstrap, a frequentist method, and Markov Chain Monte Carlo Posterior Estimation and a Bayesian approach. Each technique is exercised on a manufactured, theoretical dataset and then on datasets from two psychoacoustics facilities at NASA. The Delta Method is the simplest to implement and accurate for the cases studied. The GLM is found to be the least robust, and the Bootstrap takes the longest to calculate. The Bayesian Posterior Estimate is the most versatile technique examined because it allows the inclusion of prior information.

Rathsam, Jonathan↗
NASA NTRS2022

Comparison of Likelihood Methods for Generalized Linear Mixed Models with Application to Quiet Supersonic Flights 2018 Data

Repeated measurement will be a feature of the survey data collected during the Quesst missionX-59 community response tests (CRT). Since each participant will report his or her categorical level of annoyance in response to multiple events, the responses from any single individual may be correlated with one another. Several models within the class of generalized linear mixed models (GLMM) are pertinent to the analysis of correlated categorical outcomes; the random intercept logistic regression model is one example. Both Bayesian and frequentist methods for fitting these models are available, with frequentist methods relying on some form of approximation (of either an integral or the integrand) that appears in the marginal likelihood function. Given several anticipated similarities of the X-59 CRT data to data collected during a past risk reduction, Quiet Supersonic Flights 2018 (QSF18), this short note is intended to create awareness. It documents an instance in which a reported population average dose-response relationship derived from QSF18 single event data was distorted by the integral approximation applied in likelihood-based methods. We review some of the available literature on the topic, compare the outputs of several different computational approaches implemented in available statistical software, and present simple corrective actions that may be useful during the Quesst mission.

dose-response model↗
DOE OSTI2021

Validation Metrics for Fixed Effects and Mixed-Effects Calibration

The modern scientific process often involves the development of a predictive computational model. To improve its accuracy, a computational model can be calibrated to a set of experimental data. A variety of validation metrics can be used to quantify this process. Some of these metrics have direct physical interpretations and a history of use, while others, especially those for probabilistic data, are more difficult to interpret. In this work, a variety of validation metrics are used to quantify the accuracy of different calibration methods. Frequentist and Bayesian perspectives are used with both fixed effects and mixed-effects statistical models. Through a quantitative comparison of the resulting distributions, the most accurate calibration method can be selected. Two examples are included which compare the results of various validation metrics for different calibration methods. It is quantitatively shown that, in the presence of significant laboratory biases, a fixed effects calibration is significantly less accurate than a mixed-effects calibration. This is because the mixed-effects statistical model better characterizes the underlying parameter distributions than the fixed effects model. The results suggest that validation metrics can be used to select the most accurate calibration model for a particular empirical model with corresponding experimental data.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2014

Measurement of dijet cross-sections in pp collisions at 7 TeV centre-of-mass energy using the ATLAS detector

Double-differential dijet cross-sections measured in pp collisions at the LHC with a 7 TeV centre-of-mass energy are presented as functions of dijet mass and half the rapidity separation of the two highest-p T jets. These measurements are obtained using data corresponding to an integrated luminosity of 4.5 fb -1 , recorded by the ATLAS detector in 2011. The data are corrected for detector effects so that cross-sections are presented at the particle level. Cross-sections are measured up to 5TeV dijet mass using jets reconstructed with the anti- k t algorithm for values of the jet radius parameter of 0.4 and 0.6. The cross-sections are compared with next-to-leading-order perturbative QCD calculations by NLOJet++ corrected to account for non-perturbative effects. Comparisons with POWHEG predictions, using a next-to-leading-order matrix element calculation interfaced to a partonshower Monte Carlo simulation, are also shown. Electroweak effects are accounted for in both cases. The quantitative comparison of data and theoretical predictions obtained using various parameterizations of the parton distribution functions is performed using a frequentist method. In general, good agreement with data is observed for the NLOJet++ theoretical predictions when using the CT10, NNPDF2.1 and MSTW 2008 PDF sets. Disagreement is observed when using the ABM11 and HERAPDF1.5 PDF sets for some ranges of dijet mass and half the rapidity separation. An example setting a lower limit on the compositeness scale for a model of contact interactions is presented, showing that the unfolded results can be used to constrain contributions to dijet production beyond that predicted by the Standard Model.

72 PHYSICS OF ELEMENTARY PARTICLES AND FIELDS↗
DOE OSTI2014

Signal discovery, limits, and uncertainties with sparse on/off measurements: an objective bayesian analysis

For decades researchers have studied the On/Off counting problem where a measured rate consists of two parts. One part is due to a signal process and the other is due to a background process, the magnitudes for both of which are unknown. While most frequentist methods are adequate for large number counts, they cannot be applied to sparse data. Here, I want to present a new objective Bayesian solution that only depends on three parameters: the number of events in the signal region, the number of events in the background region, and the ratio of the exposure for both regions. First, the probability of the counts only being due to background is derived analytically. Second, the marginalized posterior for the signal parameter is also derived analytically. With this two-step approach it is easy to calculate the signal's significance, strength, uncertainty, or upper limit in a unified way. This approach is valid without restrictions for any number count, including zero, and may be widely applied in particle physics, cosmic-ray physics, and high-energy astrophysics. In order to demonstrate the performance of this approach, I apply the method to gamma-ray burst data.

79 ASTRONOMY AND ASTROPHYSICS↗
DOE OSTI2018

Parkes Pulsar Timing Array constraints on ultralight scalar-field dark matter

It is widely accepted that dark matter contributes about a quarter of the critical mass-energy density in our Universe. The nature of dark matter is currently unknown, with the mass of possible constituents spanning nearly one hundred orders of magnitude. The ultralight scalar field dark matter, consisting of extremely light bosons with m~10 –22 eV and often called “fuzzy” dark matter, provides intriguing solutions to some challenges at sub-Galactic scales for the standard cold dark matter model. As shown by Khmelnitsky and Rubakov, such a scalar field in the Galaxy would produce an oscillating gravitational potential with nanohertz frequencies, resulting in periodic variations in the times of arrival of radio pulses from pulsars. The Parkes Pulsar Timing Array (PPTA) has been monitoring 20 millisecond pulsars at two- to three-week intervals for more than a decade. In addition to the detection of nanohertz gravitational waves, PPTA offers the opportunity for direct searches for fuzzy dark matter in an astrophysically feasible range of masses. We analyze the latest PPTA data set which includes timing observations for 26 pulsars made between 2004 and 2016. Here, we perform a search in this data set for evidence of ultralight dark matter in the Galaxy using Bayesian and Frequentist methods. No statistically significant detection has been made. We, therefore, place upper limits on the local dark matter density. Our limits, improving on previous searches by a factor of 2 to 5, constrain the dark matter density of ultralight bosons with m ≤ 10 –23 eV to be below 6 GeV cm –3 with 95% confidence in the Earth neighborhood. Finally, we discuss the prospect of probing the astrophysically favored mass range m ≳ 10 –22 eV with next-generation pulsar timing facilities.

79 ASTRONOMY AND ASTROPHYSICS↗
DOE OSTI2018

Implementing and evaluating a Gaussian mixture framework for identifying gene function from TnSeq data

The rapid acceleration of microbial genome sequencing increases opportunities to understand bacterial gene function. Unfortunately, only a small proportion of genes have been studied. Recently, TnSeq has been proposed as a cost-effective, highly reliable approach to predict gene functions as a response to changes in a cell’s fitness before-after genomic changes. However, major questions remain about how to best determine whether an observed quantitative change in fitness represents a meaningful change. To address the limitation, we develop a Gaussian mixture model framework for classifying gene function from TnSeq experiments. In order to implement the mixture model, we present the Expectation-Maximization algorithm and a hierarchical Bayesian model sampled using Stan’s Hamiltonian Monte-Carlo sampler. We compare these implementations against the frequentist method used in current TnSeq literature. From simulations and real data produced by E.coli TnSeq experiments, we show that the Bayesian implementation of the Gaussian mixture framework provides the most consistent classification results.

Li, Kevin↗
DOE OSTI2026

Bayesian Fit to NOvA Data Subsamples for Three Flavor Oscillation Analysis

NOvA (NuMI Off-Axis $\nu_e$ Appearance) is a long baseline neutrino experiment designed to measure the oscillation of muon neutrinos to electron neutrinos over a distance of 810 km. NOvA uses a near and far detector to observe $\nu_\mu$ disappearance and $\nu_e$ appearance of neutrinos produced by the NuMI beam at Fermilab. NOvA uses a Bayesian analysis framework in addition to its Frequentist method to measure neutrino oscillation parameters such as the mixing angles, mass ordering, and CP-violating phase. We report preliminary results of Bayesian fits to representative NOvA datasets. Comparison of fits to $\nu_\mu$ disappearance and $\nu_e$ appearance enables a cross-check of NOvA results with reactor $\bar{\nu_e}$ disappearance measurements. NOvA also searches for violation of Lorentz invariance by analyzing fits of forward horn current (FHC) versus reverse horn current (RHC) samples. The results validate and advance NOvA's contributions to precision measurements of neutrino properties.

Zhao, Larry [Fermilab]↗
NASA NTRS2013

Bayesian Revision of Residual Detection Power

This paper addresses some issues with quality assessment and quality assurance in response surface modeling experiments executed in wind tunnels. The role of data volume on quality assurance for response surface models is reviewed. Specific wind tunnel response surface modeling experiments are considered for which apparent discrepancies exist between fit quality expectations based on implemented quality assurance tactics, and the actual fit quality achieved in those experiments. These discrepancies are resolved by using Bayesian inference to account for certain imperfections in the assessment methodology. Estimates of the fraction of out-of-tolerance model predictions based on traditional frequentist methods are revised to account for uncertainty in the residual assessment process. The number of sites in the design space for which residuals are out of tolerance is seen to exceed the number of sites where the model actually fails to fit the data. A method is presented to estimate how much of the design space in inadequately modeled by low-order polynomial approximations to the true but unknown underlying response function.

DeLoach, Richard↗
DOE OSTI2011

Conference Summary

Phystat 2011 Workshop Summary.

72 PHYSICS OF ELEMENTARY PARTICLES AND FIELDS↗
DOE OSTI2011

BEATING THE SPIN-DOWN LIMIT ON GRAVITATIONAL WAVE EMISSION FROM THE VELA PULSAR

We present direct upper limits on continuous gravitational wave emission from the Vela pulsar using data from the Virgo detector's second science run. These upper limits have been obtained using three independent methods that assume the gravitational wave emission follows the radio timing. Two of the methods produce frequentist upper limits for an assumed known orientation of the star's spin axis and value of the wave polarization angle of, respectively, 1.9 x 10{sup -24} and 2.2 x 10{sup -24}, with 95% confidence. The third method, under the same hypothesis, produces a Bayesian upper limit of 2.1 x 10{sup -24}, with 95% degree of belief. These limits are below the indirect spin-down limit of 3.3 x 10{sup -24} for the Vela pulsar, defined by the energy loss rate inferred from observed decrease in Vela's spin frequency, and correspond to a limit on the star ellipticity of {approx}10{sup -3}. Slightly less stringent results, but still well below the spin-down limit, are obtained assuming the star's spin axis inclination and the wave polarization angles are unknown.

79 ASTRONOMY AND ASTROPHYSICS↗
DOE OSTI2012

EVOLUTION OF THE VELOCITY-DISPERSION FUNCTION OF LUMINOUS RED GALAXIES: A HIERARCHICAL BAYESIAN MEASUREMENT

We present a hierarchical Bayesian determination of the velocity-dispersion function of approximately 430,000 massive luminous red galaxies observed at relatively low spectroscopic signal-to-noise ratio (S/N {approx} 3-5 per 69 km s{sup -1}) by the Baryon Oscillation Spectroscopic Survey (BOSS) of the Sloan Digital Sky Survey III. We marginalize over spectroscopic redshift errors, and use the full velocity-dispersion likelihood function for each galaxy to make a self-consistent determination of the velocity-dispersion distribution parameters as a function of absolute magnitude and redshift, correcting as well for the effects of broadband magnitude errors on our binning. Parameterizing the distribution at each point in the luminosity-redshift plane with a log-normal form, we detect significant evolution in the width of the distribution toward higher intrinsic scatter at higher redshifts. Using a subset of deep re-observations of BOSS galaxies, we demonstrate that our distribution-parameter estimates are unbiased regardless of spectroscopic S/N. We also show through simulation that our method introduces no systematic parameter bias with redshift. We highlight the advantage of the hierarchical Bayesian method over frequentist 'stacking' of spectra, and illustrate how our measured distribution parameters can be adopted as informative priors for velocity-dispersion measurements from individual noisy spectra.

79 ASTRONOMY AND ASTROPHYSICS↗
DOE OSTI2025

Multiclass Classification Using Bayesian Multivariate Adaptive Regression Splines

We present a new Bayesian model for the problem of multiclass classification. In this model, the probabilities of class membership of a given observation are determined by the mean of a latent Gaussian distribution. The mean functions of this latent distribution consist of combinations of highly flexible basis functions of the inputs: multivariate adaptive regression splines (MARS), first developed for multiple regression. We use reversible jump Markov chain Monte Carlo to make inference on the classification model, including the number of basis functions. We compare the probabilistic classification performance of our proposed approach to existing methods on simulated and benchmark data, and compare uncertainty estimates on simulated data. Our proposed method compares favorably with existing Bayesian and frequentist multiclass classification methods in out-of-sample probabilistic classification, and uncertainty estimation of these probabilistic classifications. We examine the fit of the proposed method to a data set of hurricane storm surge levels near Delaware Bay, US, and conclude that sea level rise is a key contributor to damage delivered by storm surge.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2022

Interpretable Uncertainty Quantification in AI for HEP

Estimating uncertainty is at the core of performing scientific measurements in HEP: a measurement is not useful without an estimate of its uncertainty. The goal of uncertainty quantification (UQ) is inextricably linked to the question, "how do we physically and statistically interpret these uncertainties?" The answer to this question depends not only on the computational task we aim to undertake, but also on the methods we use for that task. For artificial intelligence (AI) applications in HEP, there are several areas where interpretable methods for UQ are essential, including inference, simulation, and control/decision-making. There exist some methods for each of these areas, but they have not yet been demonstrated to be as trustworthy as more traditional approaches currently employed in physics (e.g., non-AI frequentist and Bayesian methods). Shedding light on the questions above requires additional understanding of the interplay of AI systems and uncertainty quantification. We briefly discuss the existing methods in each area and relate them to tasks across HEP. We then discuss recommendations for avenues to pursue to develop the necessary techniques for reliable widespread usage of AI with UQ over the next decade.

72 PHYSICS OF ELEMENTARY PARTICLES AND FIELDS↗
DOE OSTI2025

Constraints on neutrino physics from DESI DR2 BAO and DR1 full shape

The Dark Energy Spectroscopic Instrument (DESI) Collaboration has obtained robust measurements of baryon acoustic oscillations in the redshift range 0.1 < 𝑧 < 4.2, based on the Lyman-𝛼 forest and galaxies from data release 2. We combine these measurements with cosmic microwave background (CMB) data from Planck and the Atacama Cosmology Telescope to place our tightest constraints yet on the sum of neutrino masses. Assuming the cosmological Λ⁢ CDM model and three degenerate neutrino states, we find ∑𝑚 𝜈 < 0.0642 eV (95%) with a marginalized error of 𝜎⁡(∑𝑚 𝜈 ) = 0.020 eV. We also constrain the effective number of neutrino species, finding 𝑁 eff = 3.2⁢3$^{+0.35}_{−0.34}$ (95%), in line with the Standard Model prediction. When accounting for neutrino oscillation constraints, we find a preference for the normal mass ordering and an upper limit on the lightest neutrino mass of 𝑚 𝑙 < 0.023 eV (95%). However, we determine using frequentist and Bayesian methods that our constraints are in tension with the lower limits derived from neutrino oscillations. Correcting for the physical boundary at zero mass, we report a 95% Feldman-Cousins upper limit of ∑𝑚 𝜈 < 0.053 eV, breaching the lower limit from neutrino oscillations. Considering a more general Bayesian analysis with an effective cosmological neutrino mass parameter, ∑𝑚 𝜈,eff , that allows for negative energy densities and removes unsatisfactory prior weight effects, we derive constraints that are in 3⁢𝜎 tension with the same oscillation limit, while the error rises to 𝜎⁡(∑𝑚 𝜈,eff ) = 0.053 eV. In the absence of unknown systematics, this finding could be interpreted as a hint of new physics not necessarily related to neutrinos. The preference of DESI and CMB data for an evolving dark energy model offers one possible solution. In the 𝑤 0 ⁢𝑤 𝑎 ⁢CDM model, we find ∑𝑚 𝜈 < 0.163 eV (95%), relaxing the neutrino tension. These constraints all rely on the effects of neutrinos on the cosmic expansion history. Using full-shape power spectrum measurements of data release 1 galaxies, we place complementary constraints that rely on neutrino free streaming. Our strongest such limit in Λ ⁢CDM, using selected CMB priors, is ∑𝑚 𝜈 < 0.193 eV (95%).

79 ASTRONOMY AND ASTROPHYSICS↗
DOE OSTI2020

Comparing traditional and Bayesian approaches to ecological meta‐analysis

Abstract Despite the wide application of meta‐analysis in ecology, some of the traditional methods used for meta‐analysis may not perform well given the type of data characteristic of ecological meta‐analyses. We reviewed published meta‐analyses on the ecological impacts of global climate change, evaluating the number of replicates used in the primary studies ( n i ) and the number of studies or records ( k ) that were aggregated to calculate a mean effect size. We used the results of the review in a simulation experiment to assess the performance of conventional frequentist and Bayesian meta‐analysis methods for estimating a mean effect size and its uncertainty interval. Our literature review showed that n i and k were highly variable, distributions were right‐skewed and were generally small (median n i = 5, median k = 44). Our simulations show that the choice of method for calculating uncertainty intervals was critical for obtaining appropriate coverage (close to the nominal value of 0.95). When k was low (<40), 95% coverage was achieved by a confidence interval (CI) based on the t distribution that uses an adjusted standard error (the Hartung–Knapp–Sidik–Jonkman, HKSJ), or by a Bayesian credible interval, whereas bootstrap or z distribution CIs had lower coverage. Despite the importance of the method to calculate the uncertainty interval, 39% of the meta‐analyses reviewed did not report the method used, and of the 61% that did, 94% used a potentially problematic method, which may be a consequence of software defaults. In general, for a simple random‐effects meta‐analysis, the performance of the best frequentist and Bayesian methods was similar for the same combinations of factors ( k and mean replication), though the Bayesian approach had higher than nominal (>95%) coverage for the mean effect when k was very low ( k < 15). Our literature review suggests that many meta‐analyses that used z distribution or bootstrapping CIs may have overestimated the statistical significance of their results when the number of studies was low; more appropriate methods need to be adopted in ecological meta‐analyses.

Pappalardo, Paula↗
DOE OSTI2012

Integrating biological knowledge into variable selection: an empirical Bayes approach with an application in cancer biology

Background: An important question in the analysis of biochemical data is that of identifying subsets of molecular variables that may jointly influence a biological response. Statistical variable selection methods have been widely used for this purpose. In many settings, it may be important to incorporate ancillary biological information concerning the variables of interest. Pathway and network maps are one example of a source of such information. However, although ancillary information is increasingly available, it is not always clear how it should be used nor how it should be weighted in relation to primary data. Results: We put forward an approach in which biological knowledge is incorporated using informative prior distributions over variable subsets, with prior information selected and weighted in an automated, objective manner using an empirical Bayes formulation. We employ continuous, linear models with interaction terms and exploit biochemically-motivated sparsity constraints to permit exact inference. We show an example of priors for path way and network-based information and illustrate our proposed method on both synthetic response data and by an application to cancer drug response data. Comparisons are also made to alternative Bayesian and frequentist penalised-likelihood methods for incorporating network-based information. Conclusions: The empirical Bayes method proposed here can aid prior elicitation for Bayesian variable selection studies and help to guard against mis-specification of priors. Empirical Bayes, together with the proposed pathway-based priors, results in an approach with a competitive variable selection performance. In addition, the overall procedure is fast, deterministic, and has very few user-set parameters, yet is capable of capturing interplay between molecular players. The approach presented is general and readily applicable in any setting with multiple sources of biological prior knowledge.

59 BASIC BIOLOGICAL SCIENCES↗