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At least 19 records

Near-Efficient and Non-Asymptotic Multiway Inference

We establish non-asymptotic efficiency guarantees for tensor decomposition–based inference in count data models. Under a Poisson framework, we consider two related goals: (i) parametric inference , the estimation of the full distributional parameter tensor, and (ii) multiway analysis , the recovery of its canonical polyadic (CP) decomposition factors. Our main result shows that in the rank-one setting, a rank-constrained maximum-likelihood estimator achieves multiway analysis with variance matching the Cramér–Rao Lower Bound (CRLB) up to absolute constants and logarithmic factors. This provides a general framework for studying “near-efficient” multiway estimators in finite-sample settings. For higher ranks, we illustrate that our multiway estimator may not attain the CRLB; nevertheless, CP-based parametric inference remains nearly minimax optimal, with error bounds that improve on prior work by offering more favorable dependence on the CP rank. Numerical experiments corroborate near-efficiency in the rank-one case and highlight the efficiency gap in higher-rank scenarios.

97 MATHEMATICS AND COMPUTING

An Empirical Quantile Estimation Approach for Chance-Constrained Nonlinear Optimization Problems

We investigate an empirical quantile estimation approach to solve chance-constrained nonlinear optimization problems. Our approach is based on the reformulation of the chance constraint as an equivalent quantile constraint to provide stronger signals on the gradient. In this approach, the value of the quantile function is estimated empirically from samples drawn from the random parameters, and the gradient of the quantile function is estimated via a finite-difference approximation on top of the quantile-function-value estimation. We establish a convergence theory of this approach within the framework of an augmented Lagrangian method for solving general nonlinear constrained optimization problems. The foundation of the convergence analysis is a concentration property of the empirical quantile process, and the analysis is divided based on whether or not the quantile function is differentiable. In contrast to the sampling-and-smoothing approach used in the literature, the method developed in this paper does not involve any smoothing function and hence the quantile-function gradient approximation is easier to implement and there are less accuracy-control parameters to tune. Furthermore, we demonstrate the effectiveness of this approach and compare it with a smoothing method for the quantile-gradient estimation. Numerical investigation shows that the two approaches are competitive for certain problem instances.

Applied Probability

Testing T2K’s Bayesian constraints with priors in alternate parameterisations

Bayesian analysis results require a choice of prior distribution. In long-baseline neutrino oscillation physics, the usual parameterisation of the mixing matrix induces a prior that privileges certain neutrino mass and flavour state symmetries. Here we study the effect of privileging alternate symmetries on the results of the T2K experiment. We find that constraints on the level of CP violation (as given by the Jarlskog invariant) are robust under the choices of prior considered in the analysis. On the other hand, the degree of octant preference for the atmospheric angle depends on which symmetry has been privileged.

Bayesian Inference

TWT design requirements for 30/20 GHz digital communications' satellite

The rapid growth of communication traffic (voice, data, and video) requires the development of additional frequency bands before the 1990's. The frequencies currently in use for satellite communications at 6/4 GHz are crowded and demands for 14/12 GHz systems are increasing. Projections are that these bands will be filled to capacity by the late 1980's. The next higher frequency band allocated for satellite communications is at 30/20 GHz. For interrelated reasons of efficiency, power level, and system reliability criteria, a candidate for the downlink amplifier in a 30/20 GHz communications' satellite is a dual mode traveling wave tube (TWT) equipped with a highly efficient depressed collector. A summary is given of the analyses which determine the TWT design requirements. The overall efficiency of such a tube is then inferred from a parametric study and from experimental data on multistaged depressed collectors. The expected TWT efficiency at 4 dB below output saturation is 24 percent in the high mode and 22 percent in the low mode.

Stankiewicz, N.

Theoretical and methodological challenges in hierarchical Bayesian inference for model-form uncertainty

This report describes challenges associated with the hierarchical Bayesian approach to inform model-form uncertainty (MFU) representations, which are parameterized modifications to a mathematical models’ governing equations to express uncertainty in form of the equations. To inform model-form uncertainties, hierarchical Bayesian inference is often employed. Here, the MFU parameters are distributed parametrically, and the hyperparameters of the parametric distribution are informed through Bayesian inference, with the aim of determining the MFU parameter distribution that best agrees with calibration data. In practice, however, we have found the hierarchical Bayesian approach falls short of this aim. We discuss theoretical and methodological challenges of the approach, and we present several numerical demonstrations of these challenges. To conclude, we suggest promising alternative approaches for future investigation.

97 MATHEMATICS AND COMPUTING

Parameters Inference and Model Reduction for the Single-Particle Model of Li Ion Cells

The Single-Particle Model (SPM) of Li ion cell is a computationally efficient model for simulating Li ion cell for weak to moderate currents. The model depends n a number of parameters describing the geometry and material properties of a cell components. In order to apply the model to simulating a cell, the best-fit parametric values have to be inferred from a constant discharge data. We report our efforts to determine the best-fit set for 18650 LP batteries. We found that rather than being best-fit by a particular point in the parametric space the data is fit equally well by an ensemble of points clustering about an effective multidimensional manifold in the parametric space. This property of the SPM is known to be shared by a multitude of the so-called "sloppy models" of complex systems, characterized by a few stiff directions in the parametric space, in which the predicted behavior varies significantly, and a number of sloppy directions in which the behavior doesn't change appreciably. Only the stiff parameters combinations are identifiable. Geometrical features of the BFM give insights to possible reduction of the SPM to a model having fewer sloppy parameters. We have constructed a hierarchy of such models. The fully reduced model depends on only stiff effective parameters which are identifiable and can be used for characterization of the battery's state of health.

Khasin, Michael

Bayesian Inference and the Effects of Varying Uncertainty Models in Charring Ablator Calibration and Uncertainty Quantification Problems

The Mars Science Laboratory (MSL) vehicle utilized a heat shield constructed from NASA’s Phenolic-Impregnated Carbon Ablator (PICA) material to protect the main structure from the high enthalpy environment encountered during hypersonic atmospheric entry. During the vehicle’s descent through Martian atmosphere, multiple thermocouples embedded within the heat shield captured in-depth material temperature data that allow for studies to be conducted on current material response reconstruction tools. In the present work, material temperature data obtained from thermocouples within the MISP-4 plug (MEDLI (Mars Science Laboratory Entry, Descent, and Landing Instrument) Integrated Sensor Plug) are utilized in the calibration of Theoretical Ablative Composite for Open Testing (TACOT) model parameters in conjunction with NASA’s Porous material Analysis Toolbox (PATO) through Bayesian inference where uncertainty due to parametric, modeling, and experimental sources is simultaneously quantified. Prior to the study, a sensitivity analysis is performed through computation of the robust Sobol indices in an effort to study the relationship between input space and model response and to reduce the dimensionality of the statistical inverse problem. The Bayesian inference methodology necessitates an a-priori choice to be made for the uncertainty model for which numerous possibilities are available. Across most works, however, only basic additive or multiplicative models are utilized with pre-defined magnitudes of uncertainty based on a-priori knowledge or to-be-calibrated multipliers of static covariance matrix structures. The present effort explores the effects of informed uncertainty models, ones with temporal dependence that are simultaneously calibrated through Bayesian inference, on calibrated results for parameters that make up the uncertain input space.

Sensitivity Analysis

Certifying Auto-Generated Flight Code

Model-based design and automated code generation are being used increasingly at NASA. Many NASA projects now use MathWorks Simulink and Real-Time Workshop for at least some of their modeling and code development. However, there are substantial obstacles to more widespread adoption of code generators in safety-critical domains. Since code generators are typically not qualified, there is no guarantee that their output is correct, and consequently the generated code still needs to be fully tested and certified. Moreover, the regeneration of code can require complete recertification, which offsets many of the advantages of using a generator. Indeed, manual review of autocode can be more challenging than for hand-written code. Since the direct V&V of code generators is too laborious and complicated due to their complex (and often proprietary) nature, we have developed a generator plug-in to support the certification of the auto-generated code. Specifically, the AutoCert tool supports certification by formally verifying that the generated code is free of different safety violations, by constructing an independently verifiable certificate, and by explaining its analysis in a textual form suitable for code reviews. The generated documentation also contains substantial tracing information, allowing users to trace between model, code, documentation, and V&V artifacts. This enables missions to obtain assurance about the safety and reliability of the code without excessive manual V&V effort and, as a consequence, eases the acceptance of code generators in safety-critical contexts. The generation of explicit certificates and textual reports is particularly well-suited to supporting independent V&V. The primary contribution of this approach is the combination of human-friendly documentation with formal analysis. The key technical idea is to exploit the idiomatic nature of auto-generated code in order to automatically infer logical annotations. The annotation inference algorithm itself is generic, and parametrized with respect to a library of coding patterns that depend on the safety policies and the code generator. The patterns characterize the notions of definitions and uses that are specific to the given safety property. For example, for initialization safety, definitions correspond to variable initializations while uses are statements which read a variable, whereas for array bounds safety, definitions are the array declarations, while uses are statements which access an array variable. The inferred annotations are thus highly dependent on the actual program and the properties being proven. The annotations, themselves, need not be trusted, but are crucial to obtain the automatic formal verification of the safety properties without requiring access to the internals of the code generator. The approach has been applied to both in-house and commercial code generators, but is independent of the particular generator used. It is currently being adapted to flight code generated using MathWorks Real-Time Workshop, an automatic code generator that translates from Simulink/Stateflow models into embedded C code.

Denney, Ewen

Parametric 3D Atmospheric Reconstruction in Highly Variable Terrain with Recycled Monte Carlo Paths and an Adapted Bayesian Inference Engine

We describe a method for accelerating a 3D Monte Carlo forward radiative transfer model to the point where it can be used in a new kind of Bayesian retrieval framework. The remote sensing challenge is to detect and quantify a chemical effluent of a known absorbing gas produced by an industrial facility in a deep valley. The available data is a single low resolution noisy image of the scene in the near IR at an absorbing wavelength for the gas of interest. The detected sunlight has been multiply reflected by the variable terrain and/or scattered by an aerosol that is assumed partially known and partially unknown. We thus introduce a new class of remote sensing algorithms best described as "multi-pixel" techniques that call necessarily for a 3D radaitive transfer model (but demonstrated here in 2D); they can be added to conventional ones that exploit typically multi- or hyper-spectral data, sometimes with multi-angle capability, with or without information about polarization. The novel Bayesian inference methodology uses adaptively, with efficiency in mind, the fact that a Monte Carlo forward model has a known and controllable uncertainty depending on the number of sun-to-detector paths used.

Monte Carlo

Nitric oxide formation in gas turbine engines: A theoretical and experimental study

A modified Zeldovich kinetic scheme was used to predict nitric oxide formation in the burned gases. Nonuniformities in fuel-air ratio in the primary zone were accounted for by a distribution of fuel-air ratios. This was followed by one or more dilution zones in which a Monte Carlo calculation was employed to follow the mixing and dilution processes. Predictions of NOX emissions were compared with various available experimental data, and satisfactory agreement was achieved. In particular, the model is applied to the NASA swirl-can modular combustor. The operating characteristics of this combustor which can be inferred from the modeling predictions are described. Parametric studies are presented which examine the influence of the modeling parameters on the NOX emission level. A series of flow visualization experiments demonstrates the fuel droplet breakup and turbulent recirculation processes. A tracer experiment quantitatively follows the jets from the swirler as they move downstream and entrain surrounding gases. Techniques were developed for calculating both fuel-air ratio and degree of nonuniformity from measurements of CO2, CO, O2, and hydrocarbons. A burning experiment made use of these techniques to map out the flow field in terms of local equivalence ratio and mixture nonuniformity.

Mikus, T.

Development of Corrections for Biomass Burning Effects in Version 2 of GEWEX/SRB Algorithm

The objectives of this project were: (1) To incorporate into an existing version of the University of Maryland Surface Radiation Budget (SRB) model, optical parameters of forest fire aerosols, using best available information, as well as optical properties of other aerosols, identified as significant. (2) To run the model on regional scales with the new parametrization and information on forest fire occurrence and plume advection, as available from NASA LARC, and test improvements in inferring surface fluxes against daily values of measured fluxes. (3) Develop strategy how to incorporate the new parametrization on global scale and how to transfer modified model to NASA LARC.

Pinker, Rachel T.

Quantiles, parametric-select density estimation, and bi-information parameter estimators

A quantile-based approach to statistical analysis and probability modeling of data is presented which formulates statistical inference problems as functional inference problems in which the parameters to be estimated are density functions. Density estimators can be non-parametric (computed independently of model identified) or parametric-select (approximated by finite parametric models that can provide standard models whose fit can be tested). Exponential models and autoregressive models are approximating densities which can be justified as maximum entropy for respectively the entropy of a probability density and the entropy of a quantile density. Applications of these ideas are outlined to the problems of modeling: (1) univariate data; (2) bivariate data and tests for independence; and (3) two samples and likelihood ratios. It is proposed that bi-information estimation of a density function can be developed by analogy to the problem of identification of regression models.

Parzen, E.

Discriminative versus generative approaches to simulation-based inference

Most of the fundamental, emergent, and phenomenological parameters of particle and nuclear physics are determined through parametric template fits. Simulations are used to populate histograms which are then matched to data. This approach is inherently lossy, since histograms are binned and low-dimensional. Deep learning has enabled unbinned and high-dimensional parameter estimation through neural likelihood(-ratio) estimation. We compare two approaches for neural simulation-based inference (NSBI): one based on discriminative learning (classification) and one based on generative modeling. These two approaches are directly evaluated on the same datasets, with a similar level of hyperparameter optimization in both cases. In addition to a Gaussian dataset, we study NSBI using a Higgs boson dataset from the FAIR Universe Challenge. We find that both the direct likelihood and likelihood ratio estimation are able to effectively extract parameters with reasonable uncertainties. For the numerical examples and within the set of hyperparameters studied, we found that the likelihood ratio method is more accurate and/or precise. Both methods have a significant spread from the network training and would require ensembling or other mitigation strategies in practice.

high energy physics

A Nonparametric Method for the Inference of Halo Occupation Distributions

The galaxy–halo connection traces processes by which galaxies form and evolve. The halo occupation distribution (HOD) describes the relationship between galaxies and their host dark matter haloes. Measurements of the galaxy two-point correlation function (2PCF) allow us to extract information about the HODs of observed galaxy samples. Several parametric HOD models have been proposed in the literature, but the choice of parameterization restricts the space of possible HODs. To resolve this issue, we introduce a nonparametric HOD fitting method in which we train an emulator to learn the mappings among the galaxy 2PCF, physical properties used to select galaxy samples, and the HOD, all obtained from simulated past light cones constructed with the Santa Cruz semianalytic model. Implementing this emulator within a likelihood analysis framework, we derive constraints on the HOD of a galaxy sample when provided with a measurement of its 2PCF. Using the emulator to accelerate likelihood evaluations, we test the nonparametric HOD approach on a set of 2PCFs for mock galaxy samples drawn from the TNG100-1 simulation and selected above threshold values of stellar mass and star formation rate. Our framework is able to recover TNG100-1 HODs within 0.2 dex. We use the TNG100-1 mocks to tune the reported uncertainties to estimate those expected in the analysis of observations. Comparing to parametric HOD modelling routines applied to the same mock galaxy samples, our approach consistently infers the HOD with comparable or greater precision and accuracy.

Kennedy, Jacob [Rutgers Univ., Piscataway, NJ (Uni

Architectures of Exoplanetary Systems: Towards a Multi-planet Model for Reproducing the Planet Radius Valley and Intra-system Size Similarity

Multi-planet systems provide crucial insights into the architectures and correlations within planetary systems, which in turn offer clues into their formation and evolution histories. Through the thousands of exoplanet candidates that it discovered, NASA's Kepler mission revealed that systems with multiple transiting planets are common. We describe a new model for inferring the exoplanet population observed by Kepler, which combines a semi-parametric description of planetary systems with a prescription for envelope mass-loss due to photoevaporation. This new model is a"hybrid" of the maximum AMD (angular momentum deficit) model in which the orbital excitations of the planets are drawn by distributing the system's critical AMD (He et al. 2020), and a photoevaporation model for sculpting the observed radius valley (Neil & Rogers 2020). This is an update to the SysSim suite of exoplanet population models derived from forward modeling the Kepler detection pipeline. The hybrid model is constrained by the observed statistics of multi-transiting systems, including additional constraints from the distribution of planet radii and their intra-system size patterns. This model is capable of producing a planet radius valley as well as a preference for planet size similarity. However, we find that the Kepler catalog exhibits features that are even more significant (i.e., it has a deeper observed radius valley and stronger size similarity) than the best-fit model. We use this model to infer the intrinsic planet radius valley as well as the distribution of primordial planet masses and core masses.

kepler

Shuttle Damage/Repair from the Perspective of Hypersonic Boundary Layer Transition - Experimental Results

An overview is provided of the experimental wind tunnel program conducted at the NASA Langley Research Center Aerothermodynamics Laboratory in support of an agency-wide effort to prepare the Shuttle Orbiter for Return-to-Flight. The effect of an isolated protuberance and an isolated rectangular cavity on hypersonic boundary layer transition onset on the windward surface of the Shuttle Orbiter has been experimentally characterized. These experimental studies were initiated to provide a protuberance and cavity effects database for developing hypersonic transition criteria to support on-orbit disposition of thermal protection system damage or repair. In addition, a synergistic experimental investigation was undertaken to assess the impact of an isolated mass-flow entrainment source (simulating pyrolysis/outgassing from a proposed tile repair material) on boundary layer transition. A brief review of the relevant literature regarding hypersonic boundary layer transition induced from cavities and localized mass addition from ablation is presented. Boundary layer transition results were obtained using 0.0075-scale Orbiter models with simulated tile damage (rectangular cavities) of varying length, width, and depth and simulated tile damage or repair (protuberances) of varying height. Cavity and mass addition effects were assessed at a fixed location (x/L = 0.3) along the model centerline in a region of near zero pressure gradient. Cavity length-to-depth ratio was systematically varied from 2.5 to 17.7 and length-to-width ratio of 1 to 8.5. Cavity depth-to-local boundary layer thickness ranged from 0.5 to 4.8. Protuberances were located at several sites along the centerline and port/starboard attachment lines along the chine and wing leading edge. Protuberance height-to-boundary layer thickness was varied from approximately 0.2 to 1.1. Global heat transfer images and heating distributions of the Orbiter windward surface using phosphor thermography were used to infer the state of the boundary layer (laminar, transitional, or turbulent). Test parametrics include angles-of-attack of 30 deg and 40 deg, sideslip angle of 0 deg, freestream Reynolds numbers from 0.02x106 to 7.3x106 per foot, edge-to-wall temperature ratio from 0.4 to 0.8, and normal shock density ratios of approximately 5.3, 6.0, and 12 in Mach 6 air, Mach 10 air, and Mach 6 CF4, respectively. Testing to simulate the effects of ablation from a proposed tile repair concept indicated that transition was not a concern. The experimental protuberance and cavity databases highlighted in this report were used to formulate boundary layer transition correlations that were an integral part of an analytical process to disposition observed Orbiter TPS damage during STS- 114.

Horvath, Thomas J.