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Results for “Likelihood Function”

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
DOE OSTI2019

Mobile sensing of point-source gas emissions using Bayesian inference: An empirical examination of the likelihood function

This paper evaluates likelihood function forms for Bayesian inference of point-source gas emissions using a mobile sensor. Whereas Bayesian inference has been successfully used to estimate emission rates from time-averaged concentration data measured by stationary sensors, data collected by mobile sensors do not represent ensemble or time-averaged conditions. To examine the potential impact of this contrast, controlled release experiments were conducted with a mobile sensor measuring concentrations repeatedly along transverse cross sections of the downwind plumes. Experiments were conducted with measurements made at different downwind distances, different sensor heights, and with different obstacle states. An examination is made between two commonly-used likelihood functions, the Gaussian and the log-normal. For experiments conducted in the absence of obstacles, the Bayesian estimates using the log-normal likelihood function yield a much smaller bias than those based on the Gaussian likelihood function. This finding is consistent with the non-Gaussian nature of concentration fluctuations near a point-source. For experiments conducted in the presence of obstacles, the Bayesian inference based on the Gaussian likelihood function exhibits a better performance. This can be explained by the enhanced turbulent mixing due to the obstacle-introduced wake eddies. Overall, we find that the selection of the likelihood function can be physically related to the underlying conditions, and the proper selection is critical to ensure the performance of the Bayesian inference for source characterization using mobile sensing data.

54 ENVIRONMENTAL SCIENCES↗
DOE OSTI2020

Evaluating crystallographic likelihood functions using numerical quadratures

Intensity-based likelihood functions in crystallographic applications have the potential to enhance the quality of structures derived from marginal diffraction data. Their usage, however, is complicated by the ability to efficiently compute these target functions. Here, a numerical quadrature is developed that allows the rapid evaluation of intensity-based likelihood functions in crystallographic applications. By using a sequence of change-of-variable transformations, including a nonlinear domain-compression operation, an accurate, robust and efficient quadrature is constructed. The approach is flexible and can incorporate different noise models with relative ease.

59 BASIC BIOLOGICAL SCIENCES↗
DOE OSTI2019

Improved renormalization group computation of likelihood functions for cosmological data sets

Evaluation of likelihood functions for cosmological large scale structure data sets (including CMB, galaxy redshift surveys, etc.) naturally involves marginalization, i.e., integration, over an unknown underlying random signal field. Recently, I showed how a renormalization group method can be used to carry out this integration efficiently by first integrating out the smallest scale structure, i.e., localized structure on the scale of differences between nearby data cells, then combining adjacent cells in a coarse graining step, then repeating this process over and over until all scales have been integrated. Here I extend the formulation in several ways in order to reduce the prefactor on the method's linear scaling with data set size. The key improvement is showing how to integrate out the difference between specific adjacent cells before summing them in the coarse graining step, compared to the original formulation in which small-scale fluctuations were integrated more generally. I suggest some other improvements in details of the scheme, including showing how to perform the integration around a maximum likelihood estimate for the underlying random field. In the end, an accurate likelihood computation for a million-cell Gaussian test data set runs in two minutes on my laptop, with room for further optimization and straightforward parallelization.

79 ASTRONOMY AND ASTROPHYSICS↗
NASA NTRS1994

Closed-loop carrier phase synchronization techniques motivated by likelihood functions

This article reexamines the notion of closed-loop carrier phase synchronization motivated by the theory of maximum a posteriori phase estimation with emphasis on the development of new structures based on both maximum-likelihood and average-likelihood functions. The criterion of performance used for comparison of all the closed-loop structures discussed is the mean-squared phase error for a fixed-loop bandwidth.

Tsou, H.↗
DOE OSTI2020

Non-Gaussianity in the weak lensing correlation function likelihood – implications for cosmological parameter biases

ABSTRACT We study the significance of non-Gaussianity in the likelihood of weak lensing shear two-point correlation functions, detecting significantly non-zero skewness and kurtosis in 1D marginal distributions of shear two-point correlation functions in simulated weak lensing data. We examine the implications in the context of future surveys, in particular LSST, with derivations of how the non-Gaussianity scales with survey area. We show that there is no significant bias in 1D posteriors of Ωm and σ8 due to the non-Gaussian likelihood distributions of shear correlations functions using the mock data (100 deg2). We also present a systematic approach to constructing approximate multivariate likelihoods with 1D parametric functions by assuming independence or more flexible non-parametric multivariate methods after decorrelating the data points using principal component analysis (PCA). While the use of PCA does not modify the non-Gaussianity of the multivariate likelihood, we find empirically that the 1D marginal sampling distributions of the PCA components exhibit less skewness and kurtosis than the original shear correlation functions. Modelling the likelihood with marginal parametric functions based on the assumption of independence between PCA components thus gives a lower limit for the biases. We further demonstrate that the difference in cosmological parameter constraints between the multivariate Gaussian likelihood model and more complex non-Gaussian likelihood models would be even smaller for an LSST-like survey. In addition, the PCA approach automatically serves as a data compression method, enabling the retention of the majority of the cosmological information while reducing the dimensionality of the data vector by a factor of ∼5.

79 ASTRONOMY AND ASTROPHYSICS↗
NASA NTRS2005

Function Based Risk Assessment: Mapping Function to Likelihood

The concept of function offers a high potential for thinking and reasoning about designs as well as providing a common thread for relating together other design information. This paper focuses specifically on the relation between function and risk by presenting a mathematical mapping from product function to risk likelihood. This risk information is composed of design parameters, failure modes, and likelihood values. A spacecraft orientation subsystem, subsystem used to guide science instruments, and a Bell 206 rotorcraft are used to test the mapping which continues research on these products relating function to failure. Finally, a case study is presented in which the risk element likelihood is calculated for a fuel cell which is in the conceptual design phase at NASA JPL.

Tumer, Irem Y.↗
NASA NTRS2006

Less-Complex Method of Classifying MPSK

An alternative to an optimal method of automated classification of signals modulated with M-ary phase-shift-keying (M-ary PSK or MPSK) has been derived. The alternative method is approximate, but it offers nearly optimal performance and entails much less complexity, which translates to much less computation time. Modulation classification is becoming increasingly important in radio-communication systems that utilize multiple data modulation schemes and include software-defined or software-controlled receivers. Such a receiver may "know" little a priori about an incoming signal but may be required to correctly classify its data rate, modulation type, and forward error-correction code before properly configuring itself to acquire and track the symbol timing, carrier frequency, and phase, and ultimately produce decoded bits. Modulation classification has long been an important component of military interception of initially unknown radio signals transmitted by adversaries. Modulation classification may also be useful for enabling cellular telephones to automatically recognize different signal types and configure themselves accordingly. The concept of modulation classification as outlined in the preceding paragraph is quite general. However, at the present early stage of development, and for the purpose of describing the present alternative method, the term "modulation classification" or simply "classification" signifies, more specifically, a distinction between M-ary and M'-ary PSK, where M and M' represent two different integer multiples of 2. Both the prior optimal method and the present alternative method require the acquisition of magnitude and phase values of a number (N) of consecutive baseband samples of the incoming signal + noise. The prior optimal method is based on a maximum- likelihood (ML) classification rule that requires a calculation of likelihood functions for the M and M' hypotheses: Each likelihood function is an integral, over a full cycle of carrier phase, of a complicated sum of functions of the baseband sample values, the carrier phase, the carrier-signal and noise magnitudes, and M or M'. Then the likelihood ratio, defined as the ratio between the likelihood functions, is computed, leading to the choice of whichever hypothesis - M or M'- is more likely. In the alternative method, the integral in each likelihood function is approximated by a sum over values of the integrand sampled at a number, 1, of equally spaced values of carrier phase. Used in this way, 1 is a parameter that can be adjusted to trade computational complexity against the probability of misclassification. In the limit as 1 approaches infinity, one obtains the integral form of the likelihood function and thus recovers the ML classification. The present approximate method has been tested in comparison with the ML method by means of computational simulations. The results of the simulations have shown that the performance (as quantified by probability of misclassification) of the approximate method is nearly indistinguishable from that of the ML method (see figure).

Hamkins, Jon↗
NASA NTRS1974

Classification by means of B-spline potential functions with applications to remote sensing

A method is presented for using B-splines as potential functions in the estimation of likelihood functions (probability density functions conditioned on pattern classes), or the resulting discriminant functions. The consistency of this technique is discussed. Experimental results of using the likelihood functions in the classification of remotely sensed data are given.

Bennett, J. O.↗
DOE OSTI2025

ASCR Workshop Position Paper: Challenges and Opportunities in High Energy Physics

High energy particle physics and cosmology concern themselves with estimating fundamental parameters of nature, such as the masses and interactions of fundamental particles like the Higgs boson and the rate of expansion of the universe. In doing so, they analyze exabyte-scale datasets, some of the largest in all of science, and face many challenges in subsequent data analysis. These challenges are shared between the two disciplines, but we focus on particle physics to highlight one specific domain. In particle physics, the standard method for estimating parameters involves performing Monte Carlo (MC) integration as a function of both parameters of interest and nuisance parameters using an expensive simulator, counting the number of observed collision events (i.i.d. samples) from an experiment in the corresponding integration domains, and forming a Poisson likelihood function. This likelihood function is then used in a Frequentist manner to construct a maximum likelihood point estimate (MLE) and confidence set for the parameters. To sufficiently populate the high-dimensional integration domains, simulators consume billions of CPU-hours annually and produce hundreds of petabytes of intermediate output data. Several techniques have been developed to: optimize definitions of the integration domains so as to be maximally sensitive to a particular subset of parameters, efficiently estimate the integrals, and build robust surrogate models by interpolating between integral evaluations at different parameter points. One can view this whole endeavor as classical Simulation-Based Inference (SBI).

72 PHYSICS OF ELEMENTARY PARTICLES AND FIELDS↗
NASA NTRS1994

Analysis of small-scale microwave background radiation anisotropy in the presence of foreground contamination

Many of the current round of experiments searching for anisotropies in the microwave background radiation (MBR) are confronting the problem of how to disentangle the cosmic signal from contamination due to Galactic and intergalactic foreground sources. Here we show how commonly used likelihood function techniques can be generalized to account for foreground. Specifically we set some restrictions on the spectrum of foreground contamination but allow the amplitude to vary arbitrarily. The likelihood function thus generalized gives reasonable limits on the MBR anisotropy which, in some cases, are not much less restrictive than what one would get from more detailed modeling of the foreground. Furthermore, the likelihood function is exactly the same as one would obtain by simply projecting out foreground contamination and looking at the reduced data set. We apply this generalized analysis to the recent medium-angle data sets of ACME-HEMT (Gaier et al. 1992; Schuster et al. 1993) and MAX (Meinhold et al. 1993; Gunderson et al. 1993). The resulting analysis constrains the one free parameter in the standard cold dark matter theory to be Q(sub rms-ps) = 18(sub -5 sup +8) microKelvin. This best fit value, although in striking agreement with the normalization from Cosmic Background Explorer (COBE), is not a very good fit, with an overall chi-squared/degrees of freedom = 208/168. We also argue against three commonly used methods of dealing with foreground: (1) ignoring it completely; (2) subtracting off a best-fit foreground and treating the residuals as if uncontaminated; and (3) culling data which appears to be contaminated by foreground.

Dodelson, Scott↗
NASA NTRS1990

Topics in inference and decision-making with partial knowledge

Two essential elements needed in the process of inference and decision-making are prior probabilities and likelihood functions. When both of these components are known accurately and precisely, the Bayesian approach provides a consistent and coherent solution to the problems of inference and decision-making. In many situations, however, either one or both of the above components may not be known, or at least may not be known precisely. This problem of partial knowledge about prior probabilities and likelihood functions is addressed. There are at least two ways to cope with this lack of precise knowledge: robust methods, and interval-valued methods. First, ways of modeling imprecision and indeterminacies in prior probabilities and likelihood functions are examined; then how imprecision in the above components carries over to the posterior probabilities is examined. Finally, the problem of decision making with imprecise posterior probabilities and the consequences of such actions are addressed. Application areas where the above problems may occur are in statistical pattern recognition problems, for example, the problem of classification of high-dimensional multispectral remote sensing image data.

Safavian, S. Rasoul↗
NASA NTRS1972

Procedure for estimating stability and control parameters from flight test data by using maximum likelihood methods employing a real-time digital system

A maximum likelihood parameter estimation procedure and program were developed for the extraction of the stability and control derivatives of aircraft from flight test data. Nonlinear six-degree-of-freedom equations describing aircraft dynamics were used to derive sensitivity equations for quasilinearization. The maximum likelihood function with quasilinearization was used to derive the parameter change equations, the covariance matrices for the parameters and measurement noise, and the performance index function. The maximum likelihood estimator was mechanized into an iterative estimation procedure utilizing a real time digital computer and graphic display system. This program was developed for 8 measured state variables and 40 parameters. Test cases were conducted with simulated data for validation of the estimation procedure and program. The program was applied to a V/STOL tilt wing aircraft, a military fighter airplane, and a light single engine airplane. The particular nonlinear equations of motion, derivation of the sensitivity equations, addition of accelerations into the algorithm, operational features of the real time digital system, and test cases are described.

Grove, R. D.↗
NASA NTRS1972

Two stochastic models useful in petroleum exploration

A model of the petroleum exploration process that tests empirically the hypothesis that at an early stage in the exploration of a basin, the process behaves like sampling without replacement is proposed along with a model of the spatial distribution of petroleum reserviors that conforms to observed facts. In developing the model of discovery, the following topics are discussed: probabilitistic proportionality, likelihood function, and maximum likelihood estimation. In addition, the spatial model is described, which is defined as a stochastic process generating values of a sequence or random variables in a way that simulates the frequency distribution of areal extent, the geographic location, and shape of oil deposits

Kaufman, G. M.↗
NASA NTRS1982

Evaluation of LANDSAT-D Orbit Determination Using a Filter/Smoother (PREFER)

Simulated range and range rate data for five tracking stations were first generated using batch least squares orbit determination (GTDS). Then GTDS was used (in the differential correction mode) to produce a nominal trajectory which was input to PREFER. The GTDS differential correction (DC) run was made using models which differed from those used to produce the simulated data. These model differences were chosen to be fairly realistic approximations to the errors in the models actually used for operational orbit determination. Several different simulation runs were made with different types of model errors in order to determine the sensitivity to these errors. The nominal trajectory and the simulated measurement data were input to PREFER to produce a smoothed ephemeris file. Numerous runs of PREFER were made in which parameters describing the statistics of the model errors were varied. The likelihood function computed by the Kalman filter determined the ""best'' choice of input parameters. There was strong negative correlation between the likelihood function and the errors in the smoothed ephemeris.

Gibbs, B. P.↗