Comparing Methods for Estimating Marginal Likelihood in Symbolic Regression
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symbolic regression↗
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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↗
Cosmic temperature fluctuations from two years of COBE differential microwave radiometers observations
The first two years of Cosmic Background Explorer (COBE) Differential Microwave Radiometers (DMR) observations of the cosmic microwave background (CMB) anisotropy are analyzed and compared with our previously published first year results. The results are consistent, but the addition of the second year of data increases the precision and accuracy detected CMB temperature fluctuations. The 2 yr 53 GHz data are characterized by rms temperature fluctuations of (delta-T)(sub rms) (7 deg) = 44 +/- 7 micro-K and (delta-T)(sub rms) (10 deg) = 30.5 +/- 2.7 micro-K at 7 deg and 10 deg angular resolution, respectively. The 53 x 90 GHz cross-correlation amplitude at zero lag is C(0)(sup 1/2) = 36 +/- 5 micro-K (68% CL) for the unsmoothed (7 deg resolution) DMR data. We perform a likelihood analysis of the cross-correlation function, with Monte Carlo simulations to infer biases of the method, for a power-law model of initial density fluctuations, P(k) proportional to R(exp n). The Monte Carlo simulations indicate that derived estimates of n are biased by +0.11 +/- 0.01, while the subset of simulations with a low quadrupole (as observed) indicate a bias of +0.31+/- 0.04. Derived values for 68% confidence intervals are given corrected (and not corrected) for our estimated biases. Including the quadrupole anisotropy, the most likely quadrupole-normalized amplitude is Q(sub rms-PS) = 14.3(sup + 5.2 sub -3.3) micro-K (12.8(sup + 5.2 sub -3.3) micro-K0 with a spectral index n = 1.42(sup + 0.49 sub -0.55)(n = 1.53(sup + 0.49 sub -0.55). With n fixed to 1.0 the most likely amplitude is 18.2 +/- 11.5 micro-K (17.4 +/- 1.5 micro-K). The marginal likelihood of n is 1.42 +/- 0.37 (1.53 +/- 0.37). Excluding the quadrupole anisotropy, the most likely quadrupole-normalized amplitude is Q(sub rms-PS) = 17.4(sup + 7.5 sub -5.2) micro-K (15.8(sup + 7.5 sub -5.2) micro-K) with a spectral index n = 1.11(sup + 0.60 sub -0.55) (n = 1.22(sup + 0.60 sub -0.55). With n fixed to 1.0 the most likely amplitude is 18.6 +/- 1.6 micro-K (18.2 +/- 1.6 micro-K). The marginal likelihood of n is 1.11 +/- 0.40 (1.22 +/- 0.40). Our best estimate of the dipole from the 2 yr DMR data is 3.363 +/- 0.024 mK toward Galactic coordinates (l, b) = (264.4 deg +/- 0.2 deg, 48.1 deg +/- 0.4 deg), and our best estimate of the rms quadrupole amplitude in our sky is 6 +/- 3 micro-K (68% CL).
Bennett, C. L.↗
A NICER View of the Massive Pulsar PSR J0740+6620 Informed by Radio Timing and XMM-Newton Spectroscopy
We report on Bayesian estimation of the radius, mass, and hot surface regions of the massive millisecond pulsar PSR J0740+6620, conditional on pulse-profile modeling of Neutron Star Interior Composition Explorer X-ray Timing Instrument event data. We condition on informative pulsar mass, distance, and orbital inclination priors derived from the joint North American Nanohertz Observatory for Gravitational Waves and Canadian Hydrogen Intensity Mapping Experiment/Pulsar wideband radio timing measurements of Fonseca et al. We use XMM-Newton European Photon Imaging Camera spectroscopic event data to inform our X-ray likelihood function. The prior support of the pulsar radius is truncated at 16 km to ensure coverage of current dense matter models. We assume conservative priors on instrument calibration uncertainty. We constrain the equatorial radius and mass of PSR J0740+6620 to be-+12.390.981.30km and-+2.0720.0660.067Me respectively, each reported as the posterior credible interval bounded by the 16% and 84% quantiles, conditional on surface hot regions that are non-overlapping spherical caps of fully ionized hydrogen atmosphere with uniform effective temperature; a posteriori, the temperature is=-+TlogK5.99100.060.05([])for each hot region. All software for the X-ray modeling framework is open-source and all data, model, and sample information is publicly available, including analysis notebooks and model modules in the Python language. Our marginal likelihood function of mass and equatorial radius is proportional to the marginal joint posterior density of those parameters(within the prior support)and can thus be computed from the posterior samples.
Millisecond pulsars↗
Marginalizing Instrument Systematics in HST WFC3 Transit Light Curves
Hubble Space Telescope (HST) Wide Field Camera 3 (WFC3) infrared observations at 1.1-1.7 microns probe primarily the H2O absorption band at 1.4 microns, and have provided low-resolution transmission spectra for a wide range of exoplanets. We present the application of marginalization based on Gibson to analyze exoplanet transit light curves obtained from HST WFC3 to better determine important transit parameters such as "ramp" probability (R (sub p)) divided by "ramp" total (R (sub asterisk)), which are important for accurate detections of H2O. We approximate the evidence, often referred to as the marginal likelihood, for a grid of systematic models using the Akaike Information Criterion. We then calculate the evidence-based weight assigned to each systematic model and use the information from all tested models to calculate the final marginalized transit parameters for both the band-integrated and spectroscopic light curves to construct the transmission spectrum. We find that a majority of the highest weight models contain a correction for a linear trend in time as well as corrections related to HST orbital phase. We additionally test the dependence on the shift in spectral wavelength position over the course of the observations and find that spectroscopic wavelength shifts delta (sub lambda) times lambda) best describe the associated systematic in the spectroscopic light curves for most targets while fast scan rate observations of bright targets require an additional level of processing to produce a robust transmission spectrum. The use of marginalization allows for transparent interpretation and understanding of the instrument and the impact of each systematic evaluated statistically for each data set, expanding the ability to make true and comprehensive comparisons between exoplanet atmospheres.
Wakeford, H. R.↗
On determining the spectrum of primordial inhomogeneity from the COBE DMR sky maps: Results of two-year data analysis
A new technique of Fourier analysis on a cut sky has been applied to the two-year Cosmic Background Explorer (COBE) Differential Microwave Radiometer (DMR) 53 and 90 GHz sky maps. The Bayesian power spectrum estimation results are consistent with the Harrison-Zel'dovich n = 1 model. The maximum likelihood estimates of the usual parameters defining the power spectrum of primordial perturbations are n = 1.22 (1.02) and Q(sub rms-PS) = 17 (20) microK including (excluding) the quadrupole. A spectral-index-independent normalization is naturally expressed for the two-year maps in terms of the multipole amplitude a(sub 9) = 8.2 (8.3) microK (to approximately 12 sigma significance). The marginal likelihood function on n obtained by intergration with respect to a(sub 9) renders n = 1.17 +/- 0.31 (0.96 +/- 0.36).
Gorski, K. M.↗
Developing Atmospheric Retrieval Methods for Direct Imaging Spectroscopy of Gas Giants in Reflected Light I: Methane Abundances and Basic Cloud Properties
Reflected light spectroscopy and photometry of cool, directly imaged extrasolar giant planets are expected to be performed in the next decade by space-based telescopes equipped with optical wavelength coronagraphs and integral field spectrographs, such as the Wide-Field Infrared Survey Telescope (WFIRST). We are developing a new atmospheric retrieval methodology to help assess the science return and inform the instrument design for such future missions, and ultimately interpret the resulting observations. Our retrieval technique employs an albedo model coupled with both a Markov chain Monte Carlo Ensemble Sampler (emcee) and a multimodal nested sampling algorithm (MultiNest) to map the posterior distribution. This combination makes the global evidence calculation more robust for any given model, and highlights possible discrepancies in the likelihood maps. Here we apply this methodology to simulated spectra of cool giant planets. As a proof-of-concept, our current atmospheric model contains 1 or 2 cloud layers, methane as a major absorber, and a H2-He background gas. This 6-to-9 parameter model is appropriate for Jupiter-like planets and can be easily expanded in the future. In addition to deriving the marginal likelihood distribution and confidence intervals for the model parameters, we perform model selection to determine the significance of methane and cloud detection as a function of expected signal-to-noise, in the presence of spectral noise correlations. After internal validation, the method is applied to realistic reflected-light spectra of Jupiter, Saturn, and HD 99492 c, a likely observing target. We find that the presence or absence of clouds and methane can be determined with high accuracy, while parameters uncertainties are model-dependent.
spectroscopy↗
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↗
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↗
The Atacama Cosmology Telescope: Likelihood for Small-Scale CMB Data
The Atacama Cosmology Telescope has measured the angular power spectra of microwave fluctuations to arcminute scales at frequencies of 148 and 218 GHz, from three seasons of data. At small scales the fluctuations in the primordial Cosmic Microwave Background (CMB) become increasingly obscured by extragalactic foregounds and secondary CMB signals. We present results from a nine-parameter model describing these secondary effects, including the thermal and kinematic Sunyaev-Zel'dovich (tSZ and kSZ) power; the clustered and Poisson-like power from Cosmic Infrared Background (CIB) sources, and their frequency scaling; the tSZ-CIB correlation coefficient; the extragalactic radio source power; and thermal dust emission from Galactic cirrus in two different regions of the sky. In order to extract cosmological parameters, we describe a likelihood function for the ACT data, fitting this model to the multi-frequency spectra in the multipole range 500 < l < 10000. We extend the likelihood to include spectra from the South Pole Telescope at frequencies of 95, 150, and 220 GHz. Accounting for different radio source levels and Galactic cirrus emission, the same model provides an excellent fit to both datasets simultaneously, with χ2/dof= 675/697 for ACT, and 96/107 for SPT. We then use the multi-frequency likelihood to estimate the CMB power spectrum from ACT in bandpowers, marginalizing over the secondary parameters. This provides a simplified 'CMB-only' likelihood in the range 500 < l < 3500 for use in cosmological parameter estimation
Cosmology↗
Classification Experiments on Real-World Texture
Many papers have been published concerning the analysis of visual texture and yet, very few application domains use texture for image classification. A possible reason for this low transfer of the technology is the lack of experience and testing in real-world imagery. In this paper, we assess the performance of texture-based classification methods on a number of real-world images relevant to autonomous navigation on cross-country terrain and to autonomous geology. Texture analysis will form part of the closed loop that allows a robotic system to navigate autonomously. We have implemented two different classifiers on features extracted by Gabor filter banks. The first classifier models feature distributions for each texture class using a mixture of Gaussians. Classification is performed using Maximum Likelihood. The second classifier represents local statistics using marginal histograms of the features over a region centered on the pixel to be classified. We measure system performance by comparison to ground truth image labels.
image segmentation↗
Universal Decoder for PPM of any Order
A recently developed algorithm for demodulation and decoding of a pulse-position- modulation (PPM) signal is suitable as a basis for designing a single hardware decoding apparatus to be capable of handling any PPM order. Hence, this algorithm offers advantages of greater flexibility and lower cost, in comparison with prior such algorithms, which necessitate the use of a distinct hardware implementation for each PPM order. In addition, in comparison with the prior algorithms, the present algorithm entails less complexity in decoding at large orders. An unavoidably lengthy presentation of background information, including definitions of terms, is prerequisite to a meaningful summary of this development. As an aid to understanding, the figure illustrates the relevant processes of coding, modulation, propagation, demodulation, and decoding. An M-ary PPM signal has M time slots per symbol period. A pulse (signifying 1) is transmitted during one of the time slots; no pulse (signifying 0) is transmitted during the other time slots. The information intended to be conveyed from the transmitting end to the receiving end of a radio or optical communication channel is a K-bit vector u. This vector is encoded by an (N,K) binary error-correcting code, producing an N-bit vector a. In turn, the vector a is subdivided into blocks of m = log2(M) bits and each such block is mapped to an M-ary PPM symbol. The resultant coding/modulation scheme can be regarded as equivalent to a nonlinear binary code. The binary vector of PPM symbols, x is transmitted over a Poisson channel, such that there is obtained, at the receiver, a Poisson-distributed photon count characterized by a mean background count nb during no-pulse time slots and a mean signal-plus-background count of ns+nb during a pulse time slot. In the receiver, demodulation of the signal is effected in an iterative soft decoding process that involves consideration of relationships among photon counts and conditional likelihoods of m-bit vectors of coded bits. Inasmuch as the likelihoods of all the m-bit vectors of coded bits mapping to the same PPM symbol are correlated, the best performance is obtained when the joint mbit conditional likelihoods are utilized. Unfortunately, the complexity of decoding, measured in the number of operations per bit, grows exponentially with m, and can thus become prohibitively expensive for large PPM orders. For a system required to handle multiple PPM orders, the cost is even higher because it is necessary to have separate decoding hardware for each order. This concludes the prerequisite background information. In the present algorithm, the decoding process as described above is modified by, among other things, introduction of an lbit marginalizer sub-algorithm. The term "l-bit marginalizer" signifies that instead of m-bit conditional likelihoods, the decoder computes l-bit conditional likelihoods, where l is fixed. Fixing l, regardless of the value of m, makes it possible to use a single hardware implementation for any PPM order. One could minimize the decoding complexity and obtain an especially simple design by fixing l at 1, but this would entail some loss of performance. An intermediate solution is to fix l at some value, greater than 1, that may be less than or greater than m. This solution makes it possible to obtain the desired flexibility to handle any PPM order while compromising between complexity and loss of performance.
Moision, Bruce E.↗
The measurement of aircraft performance and stability and control after flight through natural icing conditions
The effects of airframe icing on the performance and stability and control of a twin-engine commuter-class aircraft were measured by the NASA Lewis Research Center. This work consisted of clear air tests with artificial ice shapes attached to the horizontal tail, and natural icing flight tests in measured icing clouds. The clear air tests employed static longitudinal flight test methods to determine degradation in stability margins for four simulated ice shapes. The natural icing flight tests employed a data acquisition system, which was provided under contract to NASA by Kohlman Systems Research Incorporated. This system used a performance modeling method and modified maximum likelihood estimation (MMLE) technique to determine aircraft performance degradation and stability and control. Flight test results with artificial ice shapes showed that longitudinal, stick-fixed, static margins are reduced on the order of 5 percent with flaps up. Natural icing tests with the KSR system corroborated these results and showed degradation in the elevator control derivatives on the order of 8 to 16 percent depending on wing flap configuration. Performance analyses showed the individual contributions of major airframe components to the overall degration in lift and drag.
Ranaudo, R. J.↗
The measurement of aircraft performance and stability and control after flight through natural icing conditions
The effects of airframe icing on the performance and stability and control of a twin-engine commuter-class aircraft were measured by the NASA Lewis Research Center. This work consisted of clear air tests with artificial ice shapes attached to the horizontal tail, and natural icing flight tests in measured icing clouds. The clear air tests employed static longitudinal flight test methods to determine degradation in stability margins for four simulated ice shapes. The natural icing flight tests employed a data acquisition system, which was provided under contract to NASA by Kohlman Systems Research Incorporated. This system used a performance modeling method and modified maximum likelihood estimation (MMLE) technique to determine aircraft performance degradation and stability and control. Flight test results with artificial ice shapes showed that longitudinal, stick-fixed, static margins are reduced on the order of 5 percent with flaps up. Natural icing tests with the KSR system corroborated these results and showed degradation in the elevator control derivatives on the order of 8 to 16 percent depending on wing flap configuration. Performance analyses showed the individual contributions of major airframe components to the overall degradation in lift and drag.
Ranaudo, R. J.↗
Robustness of solutions to a benchmark control problem
The robustness of 10 solutions to a benchmark control design problem presented at the 1990 American Control Conference has been evaluated. The 10 controllers have second-to-eighth-order transfer functions and have been designed using several different methods, including H-infinity optimization, loop-transfer recovery, imaginary-axis shifting, constrained optimization, structured covariance, game theory, and the internal model principle. Stochastic robustness analysis quantifies the controllers' stability and performance robustness with structured uncertainties in up to six system parameters. The analysis provides insights into system response that are not readily derived from other robustness criteria and provides a common ground for judging controllers produced by alternative methods. One important conclusion is that gain and phase margins are not reliable indicators of the probability of instability. Furthermore, parameter variations actually may improve the likelihood of achieving selected performance metrics, as demonstrated by results for the probability of settling-time exceedance.
Stengel, Robert F.↗
The Role of Margin in Link Design and Optimization
Link analysis is a system engineering process in the design, development, and operation of communication systems and networks. Link models that are mathematical abstractions representing the useful signal power and the undesirable noise and attenuation effects (including weather effects if the signal path transverses through the atmosphere) that are integrated into the link budget calculation that provides the estimates of signal power and noise power at the receiver. Then the link margin is applied which attempts to counteract the fluctuations of the signal and noise power to ensure reliable data delivery from transmitter to receiver. (Link margin is dictated by the link margin policy or requirements.) A simple link budgeting approach assumes link parameters to be deterministic values typically adopted a rule-of-thumb policy of 3 dB link margin. This policy works for most S- and X-band links due to their insensitivity to weather effects. But for higher frequency links like Ka-band, Ku-band, and optical communication links, it is unclear if a 3 dB link margin would guarantee link closure. Statistical link analysis that adopted the 2-sigma or 3-sigma link margin incorporates link uncertainties in the sigma calculation. (The Deep Space Network (DSN) link margin policies are 2-sigma for downlink and 3-sigma for uplink.) The link reliability can therefore be quantified statistically even for higher frequency links. However in the current statistical link analysis approach, link reliability is only expressed as the likelihood of exceeding the signal-to-noise ratio (SNR) threshold that corresponds to a given bit-error-rate (BER) or frame-error-rate (FER) requirement. The method does not provide the true BER or FER estimate of the link with margin, or the required signalto-noise ratio (SNR) that would meet the BER or FER requirement in the statistical sense. In this paper, we perform in-depth analysis on the relationship between BER/FER requirement, operating SNR, and coding performance curve, in the case when the channel coherence time of link fluctuation is comparable or larger than the time duration of a codeword. We compute the "true" SNR design point that would meet the BER/FER requirement by taking into account the fluctuation of signal power and noise power at the receiver, and the shape of the coding performance curve. This analysis yields a number of valuable insights on the design choices of coding scheme and link margin for the reliable data delivery of a communication system - space and ground. We illustrate the aforementioned analysis using a number of standard NASA error-correcting codes.
Cheung, K.↗
The stability of thick, self-gravitating disks in protostellar systems
Using numerical hydrodynamics techniques, we perform a nonlinear stability analysis of accretion disk systems that contain thick, self-gravitating disks. The systems are initially represented by a point mass M(sub c) at the center and a geometrically thick, axisymmetric disk of mass M(sub d) that supports uniform specific angular momentum and obeys an n = 3/2, polytropic equation of state. The equilibrium disk structure is uniquely defined upon the specification of two key dimensionless system parameters: M(sub d)/M(sub c) and T/absolute value of W (the ratio of rotational kinetic energy if the disk to the gravitational potential energy of the system). The focus of this work is on the identification of systems within this two-dimensional parameter space that are marginally unstable toward the development of nonaxisymmetric distortions. The geometric form and relative pattern speed of the disk's distortion as well as the likelihood of disk fragmentation as a result of such instabilities is examined, particularly in the context of protostellar systems. The value of T/absolute value of W at which thick disks first become dynamically unstable to nonaxisymmetric distortions is found to vary significantly with the mass ratio of the accertion disk system. Nonaxisymmetric eigenmodes with four distinctly different characters are identified in systems with mass ratios in the range 0.2 less than or equal to (M(sub d)/M(sub c)) less than or equal to 5.
Woodward, John W.↗
Using known map category marginal frequencies to improve estimates of thematic map accuracy
By means of two simple sampling plans suggested in the accuracy-assessment literature, it is shown how one can use knowledge of map-category relative sizes to improve estimates of various probabilities. The fact that maximum likelihood estimates of cell probabilities for the simple random sampling and map category-stratified sampling were identical has permitted a unified treatment of the contingency-table analysis. A rigorous analysis of the effect of sampling independently within map categories is made possible by results for the stratified case. It is noted that such matters as optimal sample size selection for the achievement of a desired level of precision in various estimators are irrelevant, since the estimators derived are valid irrespective of how sample sizes are chosen.
Card, D. H.↗