Error probabilities for maximum likelihood detection of M-ary Poisson processes in Poisson noise
Error probabilities for maximum signal detection in presence of Poisson noise
Gagliardi, R. M.↗
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Spatial Correlations of the Poisson Model for Radiation Transport
Characterizing the relationship between bulk physical properties and mixing in randomly heterogeneous media is a central challenge across many areas of science and engineering. A benchmark model for such studies is the Poisson model, a random tessellation of space by a Poisson process of hyperplanes. In radiation transport studies, the lack of exact expressions for the Poisson model’s spatial multipoint functions has led to approximate methods being used, introducing unquantified sources of error. Here, we recently introduced an exact solution for the Poisson model’s multipoint functions and closely related conditional probability functions (CPFs), providing a new opportunity to understand and reduce these sources of error. In this paper, we enable a more rigorous investigation of radiation transport in stochastic media by applying the recently introduced exact solution for the Poisson model’s CPFs. This paper consists of three main contributions. First, we introduce a unified framework for CPFs of the Poisson model, encompassing the recently introduced exact CPFs as well as the previously introduced atomic mix, nearest-neighbor, and combination CPFs. This framework also includes existing pruning techniques for the approximate CPFs, such as angular exclusion, as well as a novel form of angular exclusion suitable for the exact CPFs. Second, we use the exact CPFs to characterize the spatial regions where each approximate three-point CPF is most accurate, thereby explaining the observed hierarchy of accuracy among the approximate models. Finally, we evaluate material transmittance, reflectance, and flux in a three-dimensional test problem using conditional point sampling, demonstrating the relationship between CPF accuracy and transport simulation accuracy.
Poisson model↗
The Poisson tensor completion non-parametric differential entropy estimator
We introduce the Poisson tensor completion (PTC) estimator, a non-parametric differential entropy estimator. The PTC estimator leverages inter-sample relationships to compute a low-rank Poisson tensor decomposition of the frequency histogram. Our crucial observation is that the histogram bins are an instance of a space partitioning of counts and thus can be identified with a spatial Poisson process. The Poisson tensor decomposition leads to a completion of the intensity measure over all bins—including those containing few to no samples—and leads to our proposed PTC differential entropy estimator. A Poisson tensor decomposition models the underlying distribution of the count data and guarantees non-negative estimated values and so can be safely used directly in entropy estimation. Our estimator is the first tensor-based estimator that exploits the underlying spatial Poisson process related to the histogram explicitly when estimating the probability density with low-rank tensor decompositions for the purpose of tensor completion. Furthermore, we demonstrate that our PTC estimator is a substantial improvement over standard histogram-based estimators for sub-Gaussian probability distributions because of the concentration of norm phenomenon.
42 ENGINEERING↗
Saint-Venant end effects for materials with negative Poisson's ratios
Results are presented from an analysis of Saint-Venant end effects for materials with negative Poisson's ratio. Examples are presented showing that slow decay of end stress occurs in circular cylinders of negative Poisson's ratio, whereas a sandwich panel containing rigid face sheets and a compliant core exhibits no anomalous effects for negative Poisson's ratio (but exhibits slow stress decay for core Poisson's ratios approaching 0.5). In sand panels with stiff but not perfectly rigid face sheets, a negative Poisson's ratio results in end stress decay, which is faster than it would be otherwise. It is suggested that the slow decay previously predicted for sandwich strips in plane deformation as a result of the geometry can be mitigated by the use of a negative Poisson's ratio material for the core.
Lakes, R. S.↗
On the Determination of Poisson Statistics for Haystack Radar Observations of Orbital Debris
A convenient and powerful method is used to determine if radar detections of orbital debris are observed according to Poisson statistics. This is done by analyzing the time interval between detection events. For Poisson statistics, the probability distribution of the time interval between events is shown to be an exponential distribution. This distribution is a special case of the Erlang distribution that is used in estimating traffic loads on telecommunication networks. Poisson statistics form the basis of many orbital debris models but the statistical basis of these models has not been clearly demonstrated empirically until now. Interestingly, during the fiscal year 2003 observations with the Haystack radar in a fixed staring mode, there are no statistically significant deviations observed from that expected with Poisson statistics, either independent or dependent of altitude or inclination. One would potentially expect some significant clustering of events in time as a result of satellite breakups, but the presence of Poisson statistics indicates that such debris disperse rapidly with respect to Haystack's very narrow radar beam. An exception to Poisson statistics is observed in the months following the intentional breakup of the Fengyun satellite in January 2007.
Stokely, Christopher L.↗
The Poisson tensor completion parametric estimator
We introduce the Poisson tensor completion (PTC) estimator that exploits inter-sample relationships to compute a low-rank Poisson tensor decomposition of the frequency histogram for samples of a multivariate distribution. Our crucial observation is that the histogram bins are an instance of a space partitioning of counts and thus can be identified with a spatial non-homogeneous Poisson process. The Poisson tensor decomposition leads to a completion of the mean measure over all bins—including those containing few to no samples—and leads to our proposed estimator. A Poisson tensor decomposition models the underlying distribution of the count data and guarantees non-negative estimated values obviating the need for additional constraints to ensure non-negativity. Furthermore, we demonstrate that our PTC estimator is a substantial improvement over standard histogram-based estimators for sub-Gaussian probability distributions because of the concentration of norm phenomenon.
97 MATHEMATICS AND COMPUTING↗
Deformation mechanisms in negative Poisson's ratio materials - Structural aspects
Poisson's ratio in materials is governed by the following aspects of the microstructure: the presence of rotational degrees of freedom, non-affine deformation kinematics, or anisotropic structure. Several structural models are examined. The non-affine kinematics are seen to be essential for the production of negative Poisson's ratios for isotropic materials containing central force linkages of positive stiffness. Non-central forces combined with pre-load can also give rise to a negative Poisson's ratio in isotropic materials. A chiral microstructure with non-central force interaction or non-affine deformation can also exhibit a negative Poisson's ratio. Toughness and damage resistance in these materials may be affected by the Poisson's ratio itself, as well as by generalized continuum aspects associated with the microstructure.
Lakes, R.↗
Modeling laser velocimeter signals as triply stochastic Poisson processes
Previous models of laser Doppler velocimeter (LDV) systems have not adequately described dual-scatter signals in a manner useful for analysis and simulation of low-level photon-limited signals. At low photon rates, an LDV signal at the output of a photomultiplier tube is a compound nonhomogeneous filtered Poisson process, whose intensity function is another (slower) Poisson process with the nonstationary rate and frequency parameters controlled by a random flow (slowest) process. In the present paper, generalized Poisson shot noise models are developed for low-level LDV signals. Theoretical results useful in detection error analysis and simulation are presented, along with measurements of burst amplitude statistics. Computer generated simulations illustrate the difference between Gaussian and Poisson models of low-level signals.
Mayo, W. T., Jr.↗
Non-linear properties of metallic cellular materials with a negative Poisson's ratio
Negative Poisson's ratio copper foam was prepared and characterized experimentally. The transformation into re-entrant foam was accomplished by applying sequential permanent compressions above the yield point to achieve a triaxial compression. The Poisson's ratio of the re-entrant foam depended on strain and attained a relative minimum at strains near zero. Poisson's ratio as small as -0.8 was achieved. The strain dependence of properties occurred over a narrower range of strain than in the polymer foams studied earlier. Annealing of the foam resulted in a slightly greater magnitude of negative Poisson's ratio and greater toughness at the expense of a decrease in the Young's modulus.
Choi, J. B.↗
Multiparameter linear least-squares fitting to Poisson data one count at a time
A standard problem in gamma-ray astronomy data analysis is the decomposition of a set of observed counts, described by Poisson statistics, according to a given multicomponent linear model, with underlying physical count rates or fluxes which are to be estimated from the data. Despite its conceptual simplicity, the linear least-squares (LLSQ) method for solving this problem has generally been limited to situations in which the number n(sub i) of counts in each bin i is not too small, conventionally more than 5-30. It seems to be widely believed that the failure of the LLSQ method for small counts is due to the failure of the Poisson distribution to be even approximately normal for small numbers. The cause is more accurately the strong anticorrelation between the data and the wieghts w(sub i) in the weighted LLSQ method when square root of n(sub i) instead of square root of bar-n(sub i) is used to approximate the uncertainties, sigma(sub i), in the data, where bar-n(sub i) = E(n(sub i)), the expected value of N(sub i). We show in an appendix that, avoiding this approximation, the correct equations for the Poisson LLSQ (PLLSQ) problems are actually identical to those for the maximum likelihood estimate using the exact Poisson distribution. We apply the method to solve a problem in high-resolution gamma-ray spectroscopy for the JPL High-Resolution Gamma-Ray Spectrometer flown on HEAO 3. Systematic error in subtracting the strong, highly variable background encountered in the low-energy gamma-ray region can be significantly reduced by closely pairing source and background data in short segments. Significant results can be built up by weighted averaging of the net fluxes obtained from the subtraction of many individual source/background pairs. Extension of the approach to complex situations, with multiple cosmic sources and realistic background parameterizations, requires a means of efficiently fitting to data from single scans in the narrow (approximately = 1.2 keV, HEAO 3) energy channels of a Ge spectrometer, where the expected number of counts obtained per scan may be very low. Such an analysis system is discussed and compared to the method previously used.
Wheaton, Wm. A.↗
Parameter Estimation in Astronomy with Poisson-Distributed Data: The (CHI)2(gamma) Statistic - 1
Applying the standard weighted mean formula, [Sigma (sub i)n(sub i)ssigma(sub i, sup -2)], to determine the weighted mean of data, n(sub i), drawn from a Poisson distribution, will, on average, underestimate the true mean by approx. 1 for all true mean values larger than approx.3 when the common assumption is made that the error of the i th observation is sigma(sub i) = max square root of n(sub i), 1).This small, but statistically significant offset, explains the long-known observation that chi-square minimization techniques which use the modified Neyman'chi(sub 2) statistic, chi(sup 2, sub N) equivalent Sigma(sub i)((n(sub i) - y(sub i)(exp 2)) / max(n(sub i), 1), to compare Poisson - distributed data with model values, y(sub i), will typically predict a total number of counts that underestimates the true total by about 1 count per bin. Based on my finding that weighted mean of data drawn from a Poisson distribution can be determined using the formula [Sigma(sub i)[n(sub i) + min(n(sub i), 1)](n(sub i) + 1)(exp -1)] / [Sigma(sub i)(n(sub i) + 1)(exp -1))], I propose that a new chi(sub 2) statistic, chi(sup 2, sub gamma) equivalent, should always be used to analyze Poisson- distributed data in preference to the modified Neyman's chi(exp 2) statistic. I demonstrated the power and usefulness of,chi(sub gamma, sup 2) minimization by using two statistical fitting techniques and five chi(exp 2) statistics to analyze simulated X-ray power - low 15 - channel spectra with large and small counts per bin. I show that chi(sub gamma, sup 2) minimization with the Levenberg - Marquardt or Powell's method can produce excellent results (mean slope errors approx. less than 3%) with spectra having as few as 25 total counts.
Mighell, Kenneth J.↗
Poisson-response Tensor-on-Tensor Regression and Applications
We introduce Poisson-response tensor-on-tensor regression (PToTR), a novel regression framework designed to handle tensor responses composed element-wise of random Poisson-distributed counts. Tensors, or multi-dimensional arrays, composed of counts are common data in fields such as inter national relations, social networks, epidemiology, and medical imaging, where events occur across multiple dimensions like time, location, and dyads. PToTR accommodates such tensor responses alongside tensor covariates, providing a versatile tool for multi dimensional data analysis. We propose algorithms for maximum likelihood estimation under a canonical polyadic (CP) structure on the regression coefficient tensor that satisfy the positivity of Poisson parameters and then provide an initial theoretical error analysis for PToTR estimators. We also demonstrate the utility of PToTR through three concrete applications: longitudinal data analysis of the Integrated Crisis Early Warning System database, positron emission tomography (PET) image reconstruction, and change-point detection of communication patterns in longitudinal dyadic data. These applications highlight the versatility of PToTR in addressing complex, structured count data across various domains.
97 MATHEMATICS AND COMPUTING↗
Structure preservation using discrete gradients in the Vlasov-Poisson-Landau system
We present a novel structure-preserving framework for solving the Vlasov-Poisson-Landau system of equations using a particle in cell (PIC) discretization combined with discrete gradient time integrators. The Vlasov-Poisson-Landau system is an accurate model for studying hot plasma dynamics at a kinetic scale where small-angle Coulomb collisions dominate. Our scheme guarantees conservation of mass, momentum and energy as well as preservation of the monotonicity of entropy production in both the time-continuous and discrete systems. We employ the conservative integrator for both the Hamiltonian Vlasov-Poisson equations and the dissipative Landau equation using the PETSc library (www.mcs.anl.gov/petsc) to showcase structure-preserving properties.
Discrete gradients↗
Computation of solar perturbations with Poisson series
Description of a project for computing first-order perturbations of natural or artificial satellites by integrating the equations of motion on a computer with automatic Poisson series expansions. A basic feature of the method of solution is that the classical variation-of-parameters formulation is used rather than rectangular coordinates. However, the variation-of-parameters formulation uses the three rectangular components of the disturbing force rather than the classical disturbing function, so that there is no problem in expanding the disturbing function in series. Another characteristic of the variation-of-parameters formulation employed is that six rather unusual variables are used in order to avoid singularities at the zero eccentricity and zero (or 90 deg) inclination. The integration process starts by assuming that all the orbit elements present on the right-hand sides of the equations of motion are constants. These right-hand sides are then simple Poisson series which can be obtained with the use of the Bessel expansions of the two-body problem in conjunction with certain interation methods. These Poisson series can then be integrated term by term, and a first-order solution is obtained.
Broucke, R.↗
Cumulative Poisson Distribution Program
Overflow and underflow in sums prevented. Cumulative Poisson Distribution Program, CUMPOIS, one of two computer programs that make calculations involving cumulative Poisson distributions. Both programs, CUMPOIS (NPO-17714) and NEWTPOIS (NPO-17715), used independently of one another. CUMPOIS determines cumulative Poisson distribution, used to evaluate cumulative distribution function (cdf) for gamma distributions with integer shape parameters and cdf for X (sup2) distributions with even degrees of freedom. Used by statisticians and others concerned with probabilities of independent events occurring over specific units of time, area, or volume. Written in C.
Bowerman, Paul N.↗
Calculation of the Poisson cumulative distribution function
A method for calculating the Poisson cdf (cumulative distribution function) is presented. The method avoids computer underflow and overflow during the process. The computer program uses this technique to calculate the Poisson cdf for arbitrary inputs. An algorithm that determines the Poisson parameter required to yield a specified value of the cdf is presented.
Bowerman, Paul N.↗
Holographic study of conventional and negative Poisson's ratio metallic foams - Elasticity, yield and micro-deformation
An experimental study by holographic interferometry is reported of the following material properties of conventional and negative Poisson's ratio copper foams: Young's moduli, Poisson's ratios, yield strengths and characteristic lengths associated with inhomogeneous deformation. The Young's modulus and yield strength of the conventional copper foam were comparable to those predicted by microstructural modeling on the basis of cellular rib bending. The reentrant copper foam exhibited a negative Poisson's ratio, as indicated by the elliptical contour fringes on the specimen surface in the bending tests. Inhomogeneous, non-affine deformation was observed holographically in both foam materials.
Chen, C. P.↗
Poisson's Ratios and Volume Changes for Plastically Orthotropic Material
Measurements of Poisson's ratios have been made in three orthogonal directions on aluminum alloy blocks in compression and on stainless-steel sheet in both tension and compression. These measurements, as well as those obtained by density determinations, show that there is no permanent plastic change in volume within the accuracy of observation. A method is suggested whereby a correlation may be effected between the measured individual values of the Poisson's ratios and the stress-strain curves for the material. Allowance must be made for the difference in the stress-strain in tension and compression; this difference, wherever it appears, is accompanied by significant changes in the Poisson's ratios.
Stowell, Elbridge Z↗