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At least 19 records

Sampling Functions from Gaussian Processes and Structured Covariance Gaussian Networks

When learning aerodynamic models from data, it is critical to incorporate estimates of model uncertainty. This motivates the design of probabilistic aerodynamic databases which can be sampled to generate physically and statistically plausible aerodynamic models. In this talk we discuss how to sample deterministic functions from two different kinds of probabilistic models and demonstrate their use. First, Gaussian Process Regressors (GPRs) are a widely used probabilistic kernel-based model which can be thought of as Gaussian distributions over functions. GPRs are generally trained by maximizing the marginal likelihood of seeing the training data over the kernel parameter space. Sample functions are easily generated by drawing points from the Gaussian distribution at desired input points. However, when the points are not known ahead of time, the classical sampling approach is not possible since successive function samples will generate different function realizations. We present an approach for sampling consistent function evaluations from a GPR over multiple samples. Second, we describe a neural network architecture which learns a conditional Gaussian distribution by maximizing the marginal likelihood at each point in the input space. We then discuss and compare several options for generating sample functions which match this distribution. Finally, we demonstrate the use of these probabilistic aerodynamic models in an atmospheric reentry simulation.

Gaussian process regression

Simulation of time series by distorted Gaussian processes

Distorted stationary Gaussian process can be used to provide computer-generated imitations of experimental time series. A method of analyzing a source time series and synthesizing an imitation is shown, and an example using X-band radiometer data is given.

Greenhall, C. A.

Gaussian Process for Flight Delay Prediction: Learning a Stochastic Process

This paper presents a machine-learning approach to predict flight delays. Whereas neural networks are extensively studied for predictive capabilities, they involve non-intuitive design and extensive analysis, particularly in training and optimization processes. Instead, the proposed framework employs Gaussian Processes as a supervised learning technique for flight delay prediction. This data-driven approach trains the model using prior information, specifically the mean and covariance tied to existing data. The proposed Gaussian Process Regression (GPR) model employs the day of flight as a pivotal feature for delay forecasting. We analyze flights from various routes and gauge the accuracy of the presented learning technique by comparing the predicted delays with the actual ones. Given the inherent challenges in precisely forecasting delays, we predict the delays with a 95 % confidence interval. Also, an error propagation analysis in the prediction horizon is carried out to determine the optimal time frame for prediction. The proposed method for flight delay prediction is important as airlines can strategize flight operations and issue timely advisories.

stochastic

A Gaussian Process Enhancement to Linear Parameter Varying Models

Simulation and analysis for modern engineering systems now routinely requires the merging of multiple disciplines, physical-domains, time-scales, and data sets — all at ever increasing levels. These capabilities are especially needed in the domain of Advanced Air Mobility, where rapidly emerging vehicle designs are significantly more complex, while having to be both cost-effective and safe. To meet these engineering challenges, machine learning methods are an attractive option for merging models and data across multiple areas while providing uncertainty quantification and maintaining computational efficiency. This paper examines the use of Gaussian process machine learning to generalize and enhance the commonly used class of quasi-Linear Parameter Varying models for fast full-envelope simulation while also supporting control system design and analysis with model uncertainty. Gaussian process machine learning is selected because it: can fuse multiple data sets, enables an easy trade-off between data fitting and smoothing, provides model uncertainty quantification, scales well with increasing complexity, and does not generally require starting from a large training data set. To demonstrate the benefits of the approach, a robust stability analysis with Gaussian process uncertainty is shown for a NASA reference design of an electric quad-rotor air-taxi concept vehicle with motor parameter uncertainty.

Gaussian Process

Multihierarchy Gaussian Process Models for Probabilistic Aerodynamic Databases using Uncertain Nominal and Off-Nominal Configuration Data

Probabilistic aerodynamic databases are a crucial component of the development lifecycle for aerospace vehicles. A key challenge when building aerodynamic databases is that most data used to construct them represent various simplifications of the real flight vehicle. For example, wind tunnel models often simplify the vehicle geometry and surface roughness characteristics, while CFD computations often make simplifications to the physics being modeled, such as fully laminar or turbulent calculations. Multifidelity data fusion models rely on a user being able to define a hierarchy of fidelity levels anchored to some "truth" data. This approach is unsatisfactory when no data can be considered to accurately reflect real flight conditions. In this work, we provide an alternative approach by presenting a consistent mathematical framework for building probabilistic aerodynamic databases in the form of a conditional probability distribution described by an ensemble of multifidelity Gaussian Processes. Instead of relying on a single hierarchy of data fidelity levels, the presented framework identifies a "nominal" configuration and potential corrections to the nominal which represent specific physical phenomena not represented in the nominal data. The nominal and correction functions themselves are constructed as multifidelity Gaussian Processes and linearly combined to form an ensemble model which fuses the uncertainties associated nominal and correction models. Results obtained using the proposed framework on a simplified Orion Crew Module wind tunnel dataset demonstrate the predictive capability of the multihierarchy framework. We further demonstrate the benefits of such a probabilistic aerodynamic database approach through function sampling and computing the conditional distributions of derived quantities, such as the trim angle of attack and aerodynamic coefficients at trim.

Gaussian Processes

Searching for Quasi-periodic Oscillations in Astrophysical Transients Using Gaussian Processes

Analyses of quasi-periodic oscillations(QPOs)are important to understanding the dynamic behavior in manyastrophysical objects during transient events like gamma-ray bursts, solarflares, magnetarflares, and fast radiobursts. Astrophysicists often search for QPOs with frequency-domain methods such as(Lomb–Scargle)periodograms, which generally assume power-law models plus some excess around the QPO frequency. Time-series data can alternatively be investigated directly in the time domain using Gaussian process(GP)regression.While GP regression is computationally expensive in the general case, the properties of astrophysical data andmodels allow fast likelihood strategies. Heteroscedasticity and nonstationarity in data have been shown to causebias in periodogram-based analyses. GPs can take account of these properties. Using GPs, we model QPOs as astochastic process on top of a deterministicflare shape. Using Bayesian inference, we demonstrate how to infer GPhyperparameters and assign them physical meaning, such as the QPO frequency. We also perform model selectionbetween QPOs and alternative models such as red noise and show that this can be used to reliablyfind QPOs. Thismethod is easily applicable to a variety of different astrophysical data sets. We demonstrate the use of this methodon a range of short transients: a gamma-ray burst, a magnetarflare, a magnetar giantflare, and simulated solarflare data.

Moritz Hubner

OGLE-2017-BLG-1186: First Application of Asteroseismology and Gaussian Processes to microlensing

We present the analysis of the event OGLE-2017-BLG-1186 from the 2017 Spitzer microlensing campaign. This is a remarkable microlensing event because its source is photometrically bright and variable, which makes it possible to perform an asteroseismic analysis using ground-based data. We find that the source star is an oscillating red giant with average timescale of ∼9 d. The asteroseismic analysis also provides us source properties including the source angular size (∼27 μas) and distance (∼11.5 kpc), which are essential for inferring the properties of the lens. When fitting the light curve, we test the feasibility of Gaussian processes (GPs) in handling the correlated noise caused by the variable source. We find that the parameters from the GP model are generally more loosely constrained than those from the traditional χ(exp 2) minimization method. We note that this event is the first microlensing system for which asteroseismology and GPs have been used to account for the variable source. With both finite-source effect and microlens parallax measured, we find that the lens is likely a ∼0.045 Mʘ brown dwarf at distance ∼9.0 kpc, or a ∼0.073 Mʘ ultracool dwarf at distance ∼9.8 kpc. Combining the estimated lens properties with a Bayesian analysis using a Galactic model, we find a ∼ 35 per cent probability for the lens to be a bulge object and ∼ 65 per cent to be a background disc object.

S.-S. Li

Neural pulse frequency modulation of an exponentially correlated Gaussian process

The effect of NPFM (Neural Pulse Frequency Modulation) on a stationary Gaussian input, namely an exponentially correlated Gaussian input, is investigated with special emphasis on the determination of the average number of pulses in unit time, known also as the average frequency of pulse occurrence. For some classes of stationary input processes where the formulation of the appropriate multidimensional Markov diffusion model of the input-plus-NPFM system is possible, the average impulse frequency may be obtained by a generalization of the approach adopted. The results are approximate and numerical, but are in close agreement with Monte Carlo computer simulation results.

Hutchinson, C. E.

A State-Space Approach to Optimal Level-Crossing Prediction for Linear Gaussian Processes

In many complex engineered systems, the ability to give an alarm prior to impending critical events is of great importance. These critical events may have varying degrees of severity, and in fact they may occur during normal system operation. In this article, we investigate approximations to theoretically optimal methods of designing alarm systems for the prediction of level-crossings by a zero-mean stationary linear dynamic system driven by Gaussian noise. An optimal alarm system is designed to elicit the fewest false alarms for a fixed detection probability. This work introduces the use of Kalman filtering in tandem with the optimal level-crossing problem. It is shown that there is a negligible loss in overall accuracy when using approximations to the theoretically optimal predictor, at the advantage of greatly reduced computational complexity. I

Martin, Rodney Alexander