Search NASA⌕ Search

SEARCH · Search NASA

Results for “Minimum variance”

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.

Quote a phrase for an exact phrase match. Source license links do not imply unrestricted reuse.

At least 19 records
All sourcesNASA NTRSDOE OSTI
DOE OSTI2019

Unscented Kalman Filter-based Unbiased Minimum-Variance Estimation for Nonlinear Systems with Unknown Inputs

This paper proposes an unscented Kalman filter (UKF)-based unbiased minimum-variance estimation (UMV) method for the nonlinear system with unknown inputs. By utilizing the statistical linerization, the nonlinear system and measurement functions are transformed into a “linear-like” regression form. The latter preserves the nonlinearity of the system and the measurement models. To this end, the unknown inputs can be estimated by the weighted least-squares. This “linear-like” regression form also allows us to resort to the UMV state estimation framework for the development of new nonlinear filter to handle unknown inputs. Specifically, two approaches have been developed: 1) given the estimated inputs, we derive a filter by minimizing the trace of the state error covariance matrix; 2) without input estimation, we derive the filter by minimizing the trace of the state error covariance matrix subject to a constraint imposed on the gain matrix. We prove that these two approaches provide the same results. Numerical results validate the effectiveness of the proposed method.

Unscented Kalman filter, unbiased minimumvariance ↗
DOE OSTI2019

A Measurement of the Cosmic Microwave Background Lensing Potential and Power Spectrum from 500 deg 2 of SPTpol Temperature and Polarization Data

In this work, we present a measurement of the cosmic microwave background (CMB) lensing potential using 500 deg$^2$ of 150 GHz data from the SPTpol receiver on the South Pole Telescope. The lensing potential is reconstructed with signal-to-noise per mode greater than unity at lensing multipoles $L \lesssim 250$, using a quadratic estimator on a combination of CMB temperature and polarization maps. We report measurements of the lensing potential power spectrum in the multipole range of $100< L < 2000$ from sets of temperature-only, polarization-only, and minimum-variance estimators. We measure the lensing amplitude by taking the ratio of the measured spectrum to the expected spectrum from the best-fit $\Lambda$CDM model to the $\textit{Planck}$ 2015 TT+lowP+lensing dataset. For the minimum-variance estimator, we find $A_{\rm{MV}} = 0.944 \pm 0.058{\rm (Stat.)}\pm0.025{\rm (Sys.)}$; restricting to only polarization data, we find $A_{\rm{POL}} = 0.906 \pm 0.090 {\rm (Stat.)} \pm 0.040 {\rm (Sys.)}$. Considering statistical uncertainties alone, this is the most precise polarization-only lensing amplitude constraint to date (10.1 $\sigma$), and is more precise than our temperature-only constraint. We perform null tests and consistency checks and find no evidence for significant contamination.

79 ASTRONOMY AND ASTROPHYSICS↗
DOE OSTI2021

Measurements of the E-mode polarization and temperature-E-mode correlation of the CMB from SPT-3G 2018 data

We present measurements of the E -mode ( E E ) polarization power spectrum and temperature- E -mode ( T E ) cross-power spectrum of the cosmic microwave background using data collected by SPT-3G, the latest instrument installed on the South Pole Telescope. This analysis uses observations of a 1500 deg 2 region at 95, 150, and 220 GHz taken over a four-month period in 2018. We report binned values of the E E and T E power spectra over the angular multipole range 300 ≤ ℓ < 3000 , using the multifrequency data to construct six semi-independent estimates of each power spectrum and their minimum-variance combination. These measurements improve upon the previous results of SPTpol across the multipole ranges 300 ≤ ℓ ≤ 1400 for E E and 300 ≤ ℓ ≤ 1700 for T E , resulting in constraints on cosmological parameters comparable to those from other current leading ground-based experiments. We find that the SPT-3G data set is well fit by a Λ CDM cosmological model with parameter constraints consistent with those from Planck and SPTpol data. From SPT-3G data alone, we find H 0 = 68.8 ± 1.5 km s - 1 Mpc - 1 and σ 8 = 0.789 ± 0.016 , with a gravitational lensing amplitude consistent with the Λ CDM prediction ( A L = 0.98 ± 0.12 ). We combine the SPT-3G and the Planck data sets and obtain joint constraints on the Λ CDM model. The volume of the 68% confidence region in six-dimensional Λ CDM parameter space is reduced by a factor of 1.5 compared to Planck-only constraints, with no significant shifts in central values. We note that the results presented here are obtained from data collected during just half of a typical observing season with only part of the focal plane operable, and that the active detector count has since nearly doubled for observations made with SPT-3G after 2018.

79 ASTRONOMY AND ASTROPHYSICS↗
DOE OSTI2024

Geometry of Non-Diffusive Tracer Transport in Gridded Atmospheric Models

A first-order linear and numerically non-diffusive Eulerian transport algorithm, minVAR, was recently developed for preservation of correlations between interrelated tracers during advective transport. The present study extends this work by: (1) providing further investigation of several interesting geometric constructions found in contours of constant minVAR, short for minimum variance, through extension to three coordinate dimensions. These contours capture point-by-point representations of thousands of individual atmospheric aerosol and/or cloud particles as they evolve and are rendered on Eulerian grids at a level of sub-grid resolution limited only by numerical precision; and (2) exploration of geometric similarities between the Arakawa C-grid, used to obtain interpolated values of the wind field at grid scale and minVAR. In particular, we consider interpolation of the u and v horizontal components of wind velocity from grid to sub-grid scales. The last results are motivated by recent applications of the Weather Research and Forecasting (WRF) model applied in the coastal Houston region, where the recent TRacking Aerosol Convection Interactions ExpeRiment (TRACER) field campaign was organized. A unique and fully consistent mapping is obtained between particles moving along meteorological wind trajectories and the non-diffusive, non-dispersive representation of such trajectories on an Eulerian grid.

54 ENVIRONMENTAL SCIENCES↗
DOE OSTI2019

Aperture‐Synthesis Radar Imaging With Compressive Sensing for Ionospheric Research

Abstract Inverse methods involving compressive sensing are tested in the application of two‐dimensional aperture‐synthesis imaging of radar backscatter from field‐aligned plasma density irregularities in the ionosphere. We consider basis pursuit denoising, implemented with the fast iterative shrinkage thresholding algorithm, and orthogonal matching pursuit (OMP) with a wavelet basis in the evaluation. These methods are compared with two more conventional optimization methods rooted in entropy maximization (MaxENT) and adaptive beamforming (linearly constrained minimum variance or often “Capon's Method.”) Synthetic data corresponding to an extended ionospheric radar target are considered. We find that MaxENT outperforms the other methods in terms of its ability to recover imagery of an extended target with broad dynamic range. Fast iterative shrinkage thresholding algorithm performs reasonably well but does not reproduce the full dynamic range of the target. It is also the most computationally expensive of the methods tested. OMP is very fast computationally but prone to a high degree of clutter in this application. We also point out that the formulation of MaxENT used here is very similar to OMP in some respects, the difference being that the former reconstructs the logarithm of the image rather than the image itself from basis vectors extracted from the observation matrix. MaxENT could in that regard be considered a form of compressive sensing.

Hysell, D. L.↗
DOE OSTI2020

Planck 2018 results - VIII. Gravitational lensing

We present measurements of the cosmic microwave background (CMB) lensing potential using the final Planck 2018 temperature and polarization data. Using polarization maps filtered to account for the noise anisotropy, we increase the significance of the detection of lensing in the polarization maps from 5σ to 9σ. Combined with temperature, lensing is detected at 40σ. We present an extensive set of tests of the robustness of the lensing-potential power spectrum, and construct a minimum-variance estimator likelihood over lensing multipoles 8 ≤ L ≤ 400 (extending the range to lower L compared to 2015), which we use to constrain cosmological parameters. We find good consistency between lensing constraints and the results from the Planck CMB power spectra within the ΛCDM model. Combined with baryon density and other weak priors, the lensing analysis alone constrains σ 8 Ωm 0.25 = 0.589 ± 0.020 (1σ errors). Also combining with baryon acoustic oscillation data, we find tight individual parameter constraints, σ8 = 0.811 ± 0.019, H0 = 67.9-1.3+1.2 km s -1 Mpc -1 , and Ω m = 0.303 -0.018 +0.016 . Combining with Planck CMB power spectrum data, we measure σ 8 to better than 1% precision, finding σ 8 = 0.811 ± 0.006. CMB lensing reconstruction data are complementary to galaxy lensing data at lower redshift, having a different degeneracy direction in σ 8 - Ω m space; we find consistency with the lensing results from the Dark Energy Survey, and give combined lensing-only parameter constraints that are tighter than joint results using galaxy clustering. Using the Planck cosmic infrared background (CIB) maps as an additional tracer of high-redshift matter, we make a combined Planck-only estimate of the lensing potential over 60% of the sky with considerably more small-scale signal. We additionally demonstrate delensing of the Planck power spectra using the joint and individual lensing potential estimates, detecting a maximum removal of 40% of the lensing-induced power in all spectra. The improvement in the sharpening of the acoustic peaks by including both CIB and the quadratic lensing reconstruction is detected at high significance.

79 ASTRONOMY AND ASTROPHYSICS↗
DOE OSTI2023

Tensor-to-scalar ratio forecasts for extended LiteBIRD frequency configurations

LiteBIRD is a planned JAXA-led cosmic microwave background (CMB) B-mode satellite experiment aiming for launch in the late 2020s, with a primary goal of detecting the imprint of primordial inflationary gravitational waves. Its current baseline focal-plane configuration includes 15 frequency bands between 40 and 402 GHz, fulfilling the mission requirements to detect the amplitude of gravitational waves with the total uncertainty on the tensor-to-scalar ratio, δr, down to δr < 0.001. A key aspect of this performance is accurate astrophysical component separation, and the ability to remove polarized thermal dust emission is particularly important. In this paper we note that the CMB frequency spectrum falls off nearly exponentially above 300 GHz relative to the thermal dust spectral energy distribution, and a relatively minor high frequency extension can therefore result in even lower uncertainties and better model reconstructions. Specifically, we compared the baseline design with five extended configurations, while varying the underlying dust modeling, in each of which the High-Frequency Telescope (HFT) frequency range was shifted logarithmically toward higher frequencies, with an upper cutoff ranging between 400 and 600 GHz. In each case, we measured the tensor-to-scalar ratio r uncertainty and bias using both parametric and minimum-variance component-separation algorithms. When the thermal dust sky model includes a spatially varying spectral index and temperature, we find that the statistical uncertainty on r after foreground cleaning may be reduced by as much as 30–50% by extending the upper limit of the frequency range from 400 to 600 GHz, with most of the improvement already gained at 500 GHz. We also note that a broader frequency range leads to higher residuals when fitting an incorrect dust model, but also it is easier to discriminate between models through higher χ 2 sensitivity. Even in the case in which the fitting procedure does not correspond to the underlying dust model in the sky, and when the highest frequency data cannot be modeled with sufficient fidelity and must be excluded from the analysis, the uncertainty on r increases by only about 5% for a 500 GHz configuration compared to the baseline.

79 ASTRONOMY AND ASTROPHYSICS↗
DOE OSTI2024

Optimization of foreground moment deprojection for semi-blind CMB polarization reconstruction

Abstract Upcoming Cosmic Microwave Background (CMB) experiments, aimed at measuring primordial CMB polarization B-modes, require exquisite control of instrumental systematics and Galactic foreground contamination. Blind minimum-variance techniques, like the Needlet Internal Linear Combination (NILC), have proven effective in reconstructing the CMB polarization signal and mitigating foregrounds and systematics across diverse sky models without suffering from foreground mismodelling errors. Still, residual foreground contamination from NILC may bias the recovered CMB polarization at large angular scales when confronted with the most complex foreground scenarios.By adding constraints to NILC to deproject statistical moments of the Galactic emission, the Constrained Moment ILC (cMILC) method has been demonstrated to further enhance foreground subtraction, albeit with an associated increase in overall noise variance. Faced with this trade-off between foreground bias reduction and overall variance minimization, there is still no recipe on which moments to deproject and which are better suited for blind variance minimization. To address this, we introduce the optimized cMILC (ocMILC) pipeline, which performs full automated optimization of the required number and set of foreground moments to deproject, pivot parameter values, and deprojection coefficients across the sky and angular scales, depending on the actual sky complexity, available frequency coverage, and experiment sensitivity. The optimal number of moments for deprojection, before paying significant noise penalty, is determined through a data diagnosis inspired by the Generalized NILC (GNILC) method.Validated on B-mode simulations of thePICOspace mission concept with four challenging foreground models, ocMILC exhibits lower Galactic foreground contamination compared to NILC and cMILC at all angular scales, with limited noise penalty. This multi-layer optimization enables the ocMILC pipeline to achieve unbiased posteriors of the tensor-to-scalar ratio, regardless of foreground complexity.

Astronomy & Astrophysics↗
DOE OSTI2025

Requirements on the gain calibration for LiteBIRD polarisation data with blind component separation

The detection of primordial B modes of the cosmic microwave background (CMB) could provide information about the early stages of the Universe's evolution. The faintness of this signal requires exquisite calibration accuracy and control of instrumental systematic effects which otherwise could bias the measurements. In this work, we study the impact of an imperfect relative polarisation gain calibration on the recovered value of the tensor-to-scalar ratio r for the LiteBIRD experiment, through the application of the blind Needlet Internal Linear Combination (NILC) foreground-cleaning method. We derive requirements on the relative calibration accuracy of the overall polarisation gain (Δg ν ) for each LiteBIRD frequency channel. Our results show that minimum variance techniques, as NILC, are less sensitive to systematic gain calibration uncertainties compared to a parametric approach, if the latter is not equipped with a proper modelling of these instrumental effects. In this study, the most stringent requirements are found in the channels where the CMB signal is relatively brighter, with the tightest constraints at 166 GHz (Δg ν ≈ 0.16%). This differs from the outcome of an analogous analysis performed with a parametric method, where the tightest requirements are obtained for the foreground-dominated channels. Gain calibration uncertainties, corresponding to the derived requirements, are then simultaneously propagated into all frequency channels. By doing so, we find that the overall impact on estimated r is lower than the total gain systematic budget for LiteBIRD approximately by a factor 5, due to the correlations of the impacts of gain calibration uncertainties in different frequency channels. In order to decouple the systematic effect from the specific choice of the model, we derive the requirements assuming constant spectral parameters for the foreground emission. To assess the robustness of the obtained results against more realistic scenarios, we repeat the analysis assuming sky models of intermediate and high complexity. In these further cases, we adopt an optimised NILC pipeline, called the Multi-Clustering NILC (MC-NILC). We find that the impact of gain calibration uncertainties on r is lower than the LiteBIRD gain systematics budget for the intermediate-complexity sky model. For the high-complexity case, instead, it would be necessary to tighten the requirements by a factor 1.8.

79 ASTRONOMY AND ASTROPHYSICS↗
DOE OSTI2025

Quantifying bias due to non-Gaussian foregrounds in an optimal reconstruction of CMB lensing and temperature power spectra

We estimate the magnitude of the bias due to non-Gaussian extragalactic foregrounds on the optimal reconstruction of the cosmic microwave background (CMB) lensing potential and temperature power spectra. The reconstruction is performed using a Bayesian inference method known as the marginal unbiased score expansion (MUSE). We apply MUSE to a minimum variance combination of multifrequency maps drawn from the Agora publicly available simulations of the lensed CMB and correlated extragalactic foreground emission. Taking noise levels appropriate to the SPT-3G D1 release, we find non-Gaussian foregrounds may bias the MUSE reconstruction of the lensing potential amplitude at the level of (0.7 ± 0.3)σ when using modes up to ℓ max = 3500. We do not detect a statistically significant bias, finding a value of (-0.4 ± 0.3)σ, when restricted to lower angular multipoles, ℓ max = 3000. This work is a first step toward understanding the impact of extragalactic foregrounds on optimal reconstructions of CMB temperature and lensing potential power spectra.

Statistical sampling techniques↗
DOE OSTI2023

Foreground-immune CMB lensing reconstruction with polarization

Extragalactic foregrounds are known to generate significant biases in temperature based CMB lensing reconstruction. Several techniques, which include "source hardening'" and "shear-only estimators'' have been proposed to mitigate contamination and have been shown to be very effective at reducing foreground-induced biases. Here we extend both techniques to polarization, which will be an essential component of CMB lensing reconstruction for future experiments and investigate the "large lens'' limit analytically to gain insight on the origin and scaling of foreground biases, as well as the sensitivity to their profiles. Furthermore, using simulations of polarized point sources, we estimate the expected bias to both Simons Observatory and CMB-S4 like (polarization-based) lensing reconstruction, finding that biases to the former are minuscule while those to the latter are potentially non-negligible at small scales ($L$ ~ $1000-2000$). In particular, we show that for a CMB-S4 like experiment, an optimal linear combination of point-source hardened estimators can reduce the (point-source induced) bias to the CMB lensing power spectrum by up to two orders of magnitude, at a ~ 4% noise cost relative to the global minimum variance estimator.

79 ASTRONOMY AND ASTROPHYSICS↗
DOE OSTI2023

Measurement of gravitational lensing of the cosmic microwave background using SPT-3G 2018 data

We present a measurement of gravitational lensing over 1500 deg 2 of the Southern sky using SPT-3G temperature data at 95 GHz and 150 GHz taken in 2018. The lensing amplitude relative to a fiducial Planck 2018 Lambda cold dark matter ( Λ CDM ) cosmology is found to be 1.020 ± 0.060 , excluding instrumental and astrophysical systematic uncertainties. We conduct extensive systematic and null tests to check the robustness of the lensing measurements, and report a minimum-variance combined lensing power spectrum over angular multipoles of 50 < L < 2000 , which we use to constrain cosmological models. When analyzed alone and jointly with primary cosmic microwave background (CMB) spectra within the Λ CDM model, our lensing amplitude measurements are consistent with measurements from SPT-SZ, SPTpol, ACT, and Planck. Incorporating loose priors on the baryon density and other parameters including uncertainties on a foreground bias template, we obtain a 1 σ constraint on σ 8 Ω m 0.25 = 0.595 ± 0.026 using the SPT-3G 2018 lensing data alone, where σ 8 is a common measure of the amplitude of structure today and Ω m is the matter density parameter. Combining SPT-3G 2018 lensing measurements with baryon acoustic oscillation (BAO) data, we derive parameter constraints of σ 8 = 0.810 ± 0.033 , S 8 ≡ σ 8 ( Ω m / 0.3 ) 0.5 = 0.836 ± 0.039 , and Hubble constant H 0 = 68.8 - 1.6 + 1.3 km s - 1 Mpc - 1 . Our preferred S 8 value is higher by 1.6 to 1.8 σ compared to cosmic shear measurements from DES-Y3, HSC-Y3, and KiDS-1000 at lower redshift and smaller scales. We combine our lensing data with CMB anisotropy measurements from both SPT-3G and Planck to constrain extensions of Λ CDM . Using CMB anisotropy and lensing measurements from SPT-3G only, we provide independent constraints on the spatial curvature of Ω K = 0.01 4 - 0.026 + 0.023 (95% C.L.) and the dark energy density of Ω Λ = 0.72 2 - 0.026 + 0.031 (68% C.L.). When combining SPT-3G lensing data with SPT-3G CMB anisotropy and BAO data, we find an upper limit on the sum of the neutrino masses of ∑ m ν < 0.30 eV (95% C.L.). Due to the different combination of angular scales and sky area, this lensing analysis provides an independent check on lensing measurements by ACT and Planck.

79 ASTRONOMY AND ASTROPHYSICS↗
DOE OSTI2025

Signal-preserving CMB component separation with machine learning

Analysis of microwave sky signals, such as the cosmic microwave background, often requires component separation using multifrequency methods, whereby different signals are isolated according to their different frequency behaviors. Many so-called blind methods, such as the internal linear combination (ILC), make minimal assumptions about the spatial distribution of the signal or contaminants, and only assume knowledge of the frequency dependence of the signal. The ILC produces a minimum-variance linear combination of the measured frequency maps. In the case of Gaussian, statistically isotropic fields, this is the optimal linear combination, as the variance is the only statistic of interest. However, in many cases the signal we wish to isolate, or the foregrounds we wish to remove, are non-Gaussian and/or statistically anisotropic (in particular for the case of Galactic foregrounds). In such cases, it is possible that machine learning (ML) techniques can be used to exploit the non-Gaussian features of the foregrounds and thereby improve component separation. However, many ML techniques require the use of complex, difficult-to-interpret operations on the data. We propose a hybrid method whereby we train an ML model using only combinations of the data that , and combine the resulting ML-predicted foreground estimate with the ILC solution to reduce the error from the ILC. We demonstrate our methods on simulations of extragalactic temperature and Galactic polarization foregrounds and show that our ML model can exploit non-Gaussian features, such as point sources and spatially varying spectral indices, to produce lower-variance maps than ILC—e.g., reducing the variance of the B-mode residual by factors of up to 5—while preserving the signal of interest in an unbiased manner. Moreover, we often find improved performance even when applying our ML technique to foreground models on which it was not trained. Published by the American Physical Society 2025

McCarthy, Fiona (ORCID:0000000253893565)↗
DOE OSTI2018

Reconstruction of the remote dipole and quadrupole fields from the kinetic Sunyaev Zel’dovich and polarized Sunyaev Zel’dovich effects

The kinetic Sunyaev Zel’dovich (kSZ) and polarized Sunyaev Zel’dovich (pSZ) effects are temperature and polarization anisotropies induced by the scattering of cosmic microwave background (CMB) photons from structure in the post-reionization universe. In the case of the kSZ effect, small angular scale anisotropies in the optical depth are modulated by the CMB dipole field, i.e., the CMB dipole observed at each spacetime point, which is sourced by the primordial dipole and especially the local peculiar velocity. In the case of the pSZ effect, similar small-scale anisotropies are modulated by the CMB quadrupole field, which receives contributions from both scalar and tensor modes. Statistical anisotropies in the cross-correlations of CMB temperature and polarization with tracers of the inhomogeneous distribution of electrons provide a means of isolating and reconstructing the dipole and quadrupole fields. In this paper, we present a set of unbiased minimum variance quadratic estimators for the reconstruction of the dipole and quadrupole fields, and forecast the ability of future CMB experiments and large-scale structure surveys to perform this reconstruction. Furthermore, consistent with previous work, we find that a high fidelity reconstruction of the dipole and quadrupole fields over a variety of scales is indeed possible, and demonstrate the sensitivity of the pSZ effect to primordial tensor modes. Using a principle component analysis, we estimate how many independent modes could be accessed in such a reconstruction. We also comment on a few first applications of a detection of the dipole and quadrupole fields, including a reconstruction of the primordial contribution to our locally observed CMB dipole, a test of statistical homogeneity on large scales from the first modes of the quadrupole field, and a reconstruction technique for the primordial potential on the largest scales.

79 ASTRONOMY AND ASTROPHYSICS↗
DOE OSTI2025

New Probe of Cosmic Birefringence Using Galaxy Polarization and Shapes

We propose a novel statistical method to measure cosmic birefringence and demonstrate its power in probing parity violation due to axions. Exploiting an empirical correlation between the integrated radio polarization direction of a spiral galaxy and its apparent shape, we devise an unbiased minimum-variance estimator for the rotation angle, which should achieve an uncertainty of 5°–15° per galaxy. In conclusion, large galaxy samples from the forthcoming SKA continuum surveys, together with optical shape catalogs, promise a comparable or even lower noise power spectrum for the rotation angle than in the CMB Stage-IV (CMB-S4) experiment, with different systematics.

Axion-like particles↗
DOE OSTI2023

Graph Sparsification by Approximate matrix Multiplication

Graphs arising in statistical problems, signal processing, large networks, combinatorial optimization, and data analysis are often dense, which causes both computational and storage bottlenecks. One way of sparsifying a weighted graph, while sharing the same vertices as the original graph but reducing the number of edges, is through spectral sparsification. We study this problem through the perspective of RandNLA. Specifically, we utilize randomized matrix multiplication to give a clean and simple analysis of how sampling according to edge weights gives a spectral approximation to graph Laplacians, without requiring spectral information. Through the CR–MM algorithm, we attain a simple and computationally efficient sparsifier whose resulting Laplacian estimate is unbiased and of minimum variance. Here, we define a new notion of additive spectral sparsifiers, which has not been considered in the literature.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2021

Quantifying Uncertainty in All-to-All Estimates of Space Object Conjunction Probabilities using U-Statistics

Predicting space object conjunctions is inherently probabilistic due to initial state and orbit model uncertainty. A commonly considered Monte Carlo estimator of the conjunction probability is the ’all-to-all’ estimator. Given independent random samples of the trajectories of both objects, the estimator is the percentage of all pairs of trajectories that result in a conjunction. Intuitively, the all-to-all estimator is the best possible estimator of the conjunction probability since it considers all pairs of Monte Carlo samples. However, its distribution is not available in closed-form, which limits its use in practice and makes this intuition difficult to make rigorous. In this paper, the all-to-all estimator is identified as a U-statistic, which implies that it has several favorable properties. Specifically, the estimator is the minimum variance unbiased estimator of the conjunction probability and is asymptotically Gaussian distributed. An approximate confidence interval for the conjunction probability is obtained from an estimate of the asymptotic Gaussian distribution. We show how to efficiently compute the confidence interval and demonstrate that the interval has the nominal coverage level. The confidence intervals are also seen to be narrower than those based on the commonly-used each-to-each estimator. Furthermore, the all-to-all estimator is shown to allow different Monte Carlo sample sizes, whereas the each-to-each estimator requires equal sample sizes.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗