Search NASA⌕ Search

SEARCH · Search NASA

Results for “Probabilities Mathematics”

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

Visualisation and outlier detection for probability density function ensembles

Abstract Exploratory data analysis (EDA) for functional data—data objects where observations are entire functions—is a difficult problem that has seen significant attention in recent literature. This surge in interest is motivated by the ubiquitous nature of functional data, which are prevalent in applications across fields such as meteorology, biology, medicine and engineering. Empirical probability density functions (PDFs) can be viewed as constrained functional data objects that must integrate to one and be nonnegative. They show up in contexts such as yearly income distributions, zooplankton size structure in oceanography and in connectivity patterns in the brain, among others. While PDF data are certainly common in modern research, little attention has been given to EDA specifically for PDFs. In this paper, we extend several methods for EDA on functional data for PDFs and compare them on simulated data that exhibit different types of variation, designed to mimic that seen in real‐world applications. We then use our new methods to perform EDA on the breakthrough curves observed in gas transport simulations for underground fracture networks.

97 MATHEMATICS AND COMPUTING↗

Research Trends and Applications of PMUs

This work is a survey of current trends in applications of PMUs. PMUs have the potential to solve major problems in the areas of power system estimation, protection, and stability. A variety of methods are being used for these purposes, including statistical techniques, mathematical transformations, probability, and AI. The results produced by the techniques reviewed in this work are promising, but there is work to be performed in the context of implementation and standardization. As the smart grid initiative continues to advance, the number of intelligent devices monitoring the power grid continues to increase. PMUs are at the center of this initiative, and as a result, each year more PMUs are deployed across the grid. Since their introduction, myriad solutions based on PMU-technology have been suggested. The high sampling rates and synchronized measurements provided by PMUs are expected to drive significant advancements across multiple fields, such as the protection, estimation, and control of the power grid. This work offers a review of contemporary research trends and applications of PMU technology. Most solutions presented in this work were published in the last five years, and techniques showing potential for significant impact are highlighted in greater detail. Being a relatively new technology, there are several issues that must be addressed before PMU-based solutions can be successfully implemented. This survey found that key areas where improvements are needed include the establishment of PMU-observability, data processing algorithms, the handling of heterogeneous sampling rates, and the minimization of the investment in infrastructure for PMU communication. Solutions based on Bayesian estimation, as well as those having a distributed architectures, show great promise. The material presented in this document is tailored to both new researchers entering this field and experienced researchers wishing to become acquainted with emerging trends.

42 ENGINEERING↗

Case studies in bias reduction and inference for electronic health record data with selection bias and phenotype misclassification

Electronic health records (EHR) are not designed for population‐based research, but they provide easy and quick access to longitudinal health information for a large number of individuals. Many statistical methods have been proposed to account for selection bias, missing data, phenotyping errors, or other problems that arise in EHR data analysis. However, addressing multiple sources of bias simultaneously is challenging. We developed a methodological framework (R package, SAMBA ) for jointly handling both selection bias and phenotype misclassification in the EHR setting that leverages external data sources. These methods assume factors related to selection and misclassification are fully observed, but these factors may be poorly understood and partially observed in practice. As a follow‐up to the methodological work, we demonstrate how to apply these methods for two real‐world case studies, and we evaluate their performance. In both examples, we use individual patient‐level data collected through the University of Michigan Health System and various external population‐based data sources. In case study (a), we explore the impact of these methods on estimated associations between gender and cancer diagnosis. In case study (b), we compare corrected associations between previously identified genetic loci and age‐related macular degeneration with gold standard external summary estimates. These case studies illustrate how to utilize diverse auxiliary information to achieve less biased inference in EHR‐based research.

60 APPLIED LIFE SCIENCES↗

Multivariate Analogs of Classical Univariate Discrete Distributions and Their Properties

Some discrete distributions such as Bernoulli, binomial, geometric, negative binomial, Poisson, Polya–Aeppli, and others play an important role in applied problems of probability theory and mathematical statistics. We propose a variant of a multivariate distribution whose components have a given univariate discrete distribution. In fact we consider some very general variant of the so-called reduction method. We find the explicit form of the mass function and generating function of such distribution and study their properties. We prove that our construction is unique in natural exponential families of distributions. Our results are the generalization and unification of many results of other authors.

97 MATHEMATICS AND COMPUTING↗

Trust-Enhancing Probabilistic Transfer Learning for Sparse and Noisy Data Environments

There is an increasing aspiration to utilize machine learning (ML) for various tasks of relevance to national security. ML models have thus far been mostly applied to tasks and domains that, while impactful, have sufficient volume of data. For predictive tasks of national security relevance, ML models of great capacity (ability to approximate nonlinear trends in input-output maps) are often needed to capture the complex underlying physics. However, scientific problems of relevance to national security are often accompanied by various sources of sparse and/or incomplete data, including experiments and simulations, across different regimes of operation, of varying degrees of fidelity, and include noise with different characteristics and/or intensity. State-of-the-art ML models, despite exhibiting superior performance on the task and domain they were trained on, may suffer detrimental loss in performance in such sparse data environments. This report summarizes the results of the Laboratory Directed Research and Development project entitled Trust-Enhancing Probabilistic Transfer Learning for Sparse and Noisy Data Environments. The objective of the project was to develop a new transfer learning (TL) framework that aims to adaptively blend the data across different sources in tackling one task of interest, resulting in enhanced trustworthiness of ML models for mission- and safety-critical systems. The proposed framework determines when it is worth applying TL and how much knowledge is to be transferred, despite uncontrollable uncertainties. The framework accomplishes this by leveraging concepts and techniques from the fields of Bayesian inverse modeling and uncertainty quantification, relying on strong mathematical foundations of probability and measure theories to devise new uncertainty-aware TL workflows.

97 MATHEMATICS AND COMPUTING↗

Exponential Escape Rate of Filamentary Incubation in Mott Spiking Neurons

Mott materials such as vanadium oxides, when subject to a strong applied voltage, present an inhomogeneous insulator-to-metal transition with formation of metallic filaments within the insulating bulk. This property is enabling the development of compact and power-efficient neuromorphic devices known as Mott neurons. However, the nature of the transition has not been fully understood yet, as it may be attributed to different effects, including Joule self-heating and hot-carrier injection. Moreover, the experimental determination of the threshold voltage needed to induce the transition has proven to be challenging, as the transition becomes increasingly unpredictable when the threshold is approached. The physical understanding of these issues would not only deepen our understanding of Mott insulators, but would also be an important step toward the realization of neuromorphic devices based on such materials. In this work we use numerical simulations based on the Mott resistor network model to study the nature of the filament incubation and formation process. Here, we show that both electronic and thermal effects, in the form of current density focusing and Joule self-heating, respectively, contribute to the filamentary incubation and growth. Remarkably, we find that the percolation of the metallic filaments near the threshold is intrinsically stochastic, qualitatively similar to the familiar Arrhenius activated behavior and to the stochastic firing of biological neurons. More precisely, we characterize the filament percolation as a Poisson point process, which has the same probability distribution as mathematical models of neuronal firing with an exponential escape rate. Finally, we support the numerical simulation results by performing experiments in VO 2 that are in agreement with the exponential escape rate behavior. Thus, we establish a functionality of Mott insulators that opens a path toward implementing neuromorphic hardware with quantum materials.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Practical Probabilistic Programming

Recent advances in probabilistic programming languages (PPLs) have provided the capability for exact inference: computing a closed-form probability distribution for a given probabilistic program. In particular, the new language Roulette uses a language oriented programming (LOP) approach, wherein analysts build new programming languages on top of a set of primitives provided by Roulette, which then translates these structures into a weighted model counting problem which can be solved by automated reasoning tools. However, because Roulette provides few convenience features, developing these new languages is challenging even for expert users. We developed a standard library of common probability functions for Roulette with the goal of improved usability. This included approximation of continuous probability density functions using discrete probability mass functions. We demonstrated this approach by modeling a cosmic ray striking a RAM controller. We found that Roulette provides a powerful interface for highly expressive probabilistic programs to be generated. In collaboration with the NNSA Advanced Simulation and Computing program, which resulted in development of a tool called Circulette, we were able to model complex circuits expressed in Verilog using probabilistic programs with an expressivity not previously possible. Our research question that motivated the development of a Roulette standard library was to determine whether non-experts could use a PPL to model relevant problems regarding radiation effects on microelectronics. This standard library improved the expressivity of Roulette by implementing common probability density functions, mathematical operators on distributions, and support for empirical distributions. While Roulette is a powerful modeling language, the untyped, LOP approach makes error messages difficult to understand and requires expert aid. We recommend further research on Roulette, especially with its error messages, to enable improved usability. At the same time, this project demonstrated that for users familiar with Roulette and the LOP approach, Roulette provides powerful new capabilities that can be integrated with other Sandia modeling capabilities.

97 MATHEMATICS AND COMPUTING↗

Stochastic Perturbations of Stable Dynamical Systems: Trajectory-Wise Approach

We study stochastic perturbations of a dynamical system with a locally stable fixed point. The perturbed system has the form of Ito stochastic differential equations. We assume that perturbations do not vanish at the equilibrium of the deterministic system. Using the approach based on consideration of trajectories to the analysis of stochastic differential equations, we find restrictions for perturbations under which the stability of the equilibrium is preserved with probability 1.

97 MATHEMATICS AND COMPUTING↗

Random Knotting in Fractal Ring Polymers

Many ring polymer systems of physical and biological interest exhibit both pronounced topological effects and nontrivial self-similarity, but the relationship between these two phenomena has not yet been clearly established. Here, we use theory and simulation to formulate such a connection by studying a fundamental topological property—the random knotting probability—for ring polymers with varying fractal dimension, d f . Using straightforward scaling arguments, we generalize a classic mathematical result, showing that the probability of a trivial knot decays exponentially with chain size, N, for all fractal dimensions: P 0 (N) ∝ exp(–N/N 0 ). However, no such simple considerations can account for the dependence of the knotting length, N 0 , on d f , necessitating a more involved analytical calculation. This analysis reveals a complicated double-exponential dependence, which is well supported by numerical data. By contrast, functional forms typical of simple scaling theories fail to adequately describe the observations. These findings are equally valid for two-dimensional ring polymer systems, where “knotting” is defined as the intersection of any two segments.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗

Stationary Solutions of the Second-Order Equation for Fermions in Kerr–Newman Space-Time

When using the quantum mechanical second-order equation with the effective potential of the Kerr–Newman (KN) field for fermions, results were obtained that qualitatively differ from the results obtained when using the Dirac equation. In the presence of two event horizons, existence of degenerate stationary bound states was proved for charged and uncharged fermions with square integrable wavefunctions vanishing on event horizons. The fermions in such states are localized near the event horizons with the maxima of probability densities away from the event horizons by fractions of the Compton wavelength of fermions versus the values of coupling constants, the values of angular and orbital momenta j, l, and the value of the azimuthal quantum number m{sub φ}. In the case of extreme KN fields, absence of stationary bound states of fermions was shown for any values of coupling constants. Existence of discrete energy spectra was shown for charged and uncharged fermions in the field of KN naked singularity at definite values of physical parameters. The KN naked singularity poses no threat to cosmic censorship because of the regular behavior of the effective potentials of the KN field in quantum mechanics with the second-order equation.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Social network structure and the spread of complex contagions from a population genetics perspective

Ideas, behaviors, and opinions spread through social networks. If the probability of spreading to a new individual is a non-linear function of the fraction of the individuals’ affected neighbors, such a spreading process becomes a “complex contagion”. This non-linearity does not typically appear with physically spreading infections, but instead can emerge when the concept that is spreading is subject to game theoretical considerations (e.g. for choices of strategy or behavior) or psychological effects such as social reinforcement and other forms of peer influence (e.g. for ideas, preferences, or opinions). Here we study how the stochastic dynamics of such complex contagions are affected by the underlying network structure. Motivated by simulations of complex contagions on real social networks, we present a framework for analyzing the statistics of contagions with arbitrary non-linear adoption probabilities based on the mathematical tools of population genetics. The central idea is to use an effective lower-dimensional diffusion process to approximate the statistics of the contagion. This leads to a tradeoff between the effects of ”selection” (microscopic tendencies for an idea to spread or die out), random drift, and network structure. Our framework illustrates intuitively several key properties of complex contagions: stronger community structure and network sparsity can significantly enhance the spread, while broad degree distributions dampen the effect of selection compared to random drift. Finally, we show that some structural features can exhibit critical values that demarcate regimes where global contagions become possible for networks of arbitrary size. Our results draw parallels between the competition of genes in a population and memes in a world of minds and ideas. Our tools provide insight into the spread of information, behaviors, and ideas via social influence, and highlight the role of macroscopic network structure in determining their fate.

59 BASIC BIOLOGICAL SCIENCES↗

Model certainty in cellular network-driven processes with missing data

Mathematical models are often used to explore network-driven cellular processes from a systems perspective. However, a dearth of quantitative data suitable for model calibration leads to models with parameter unidentifiability and questionable predictive power. Here we introduce a combined Bayesian and Machine Learning Measurement Model approach to explore how quantitative and non-quantitative data constrain models of apoptosis execution within a missing data context. We find model prediction accuracy and certainty strongly depend on rigorous data-driven formulations of the measurement, and the size and make-up of the datasets. For instance, two orders of magnitude more ordinal (e.g., immunoblot) data are necessary to achieve accuracy comparable to quantitative (e.g., fluorescence) data for calibration of an apoptosis execution model. Notably, ordinal and nominal (e.g., cell fate observations) non-quantitative data synergize to reduce model uncertainty and improve accuracy. Finally, we demonstrate the potential of a data-driven Measurement Model approach to identify model features that could lead to informative experimental measurements and improve model predictive power.

59 BASIC BIOLOGICAL SCIENCES↗

Grid Cyber-Security Strategy in an Attacker-Defender Model

The progression of cyber-attacks on the cyber-physical system is analyzed by the Probabilistic, Learning Attacker, and Dynamic Defender (PLADD) model. Although our research does apply to all cyber-physical systems, we focus on power grid infrastructure. The PLADD model evaluates the effectiveness of moving target defense (MTD) techniques. We consider the power grid attack scenarios in the AND configurations and OR configurations. In addition, we consider, for the first time ever, power grid attack scenarios involving both AND configurations and OR configurations simultaneously. Cyber-security managers can use the strategy introduced in this manuscript to optimize their defense strategies. Specifically, our research provides insight into when to reset access controls (such as passwords, internet protocol addresses, and session keys), to minimize the probability of a successful attack. Our mathematical proof for the OR configuration of multiple PLADD games shows that it is best if all access controls are reset simultaneously. For the AND configuration, our mathematical proof shows that it is best (in terms of minimizing the attacker's average probability of success) that the resets are equally spaced apart. We introduce a novel concept called hierarchical parallel PLADD system to cover additional attack scenarios that require combinations of AND and OR configurations.

97 MATHEMATICS AND COMPUTING↗

Scale Mixtures of Frechet Distributions as Asymptotic Approximations of Extreme Precipitation

This paper is a further development of the results of [20] where, based on the negative binomial model for the duration of wet periods measured in days [16], an asymptotic approximation was proposed for the distribution of the maximum daily precipitation volume within a wet period. This approximation has the form of a scale mixture of the Fr´echet distribution with the gamma mixing distribution and coincides with the distribution of a positive power of a random variable having the Snedecor–Fisher distribution. Here we extend this result to the mth extremes, m ∈ ℕ, and sample quantiles. The proof of this result is based on the representation of the negative binomial distribution as a mixed geometric (and hence, mixed Poisson) distribution [17] and limit theorems for extreme order statistics in samples with random sizes having mixed Poisson distributions [10]. Some analytic properties of the obtained limit distribution are described. In particular, it is demonstrated that under certain conditions the limit distribution of the maximum precipitation is mixed exponential and hence, is infinitely divisible. It is shown that under the same conditions this limit distribution can be represented as a scale mixture of stable or Weibull or Pareto or folded normal laws. The corresponding product representations for the limit random variable can be used for its computer simulation. The results of fitting this distribution to real data are presented illustrating high adequacy of the proposed model. It is also shown that the limit distribution of sample quantiles is the well-known Student distribution. Several methods are proposed for the estimation of the parameters of the asymptotic distributions. The obtained mixture representations for the limit laws and the corresponding asymptotic approximations provide better insight into the nature of mixed probability (“Bayesian”) models.

97 MATHEMATICS AND COMPUTING↗

Survival probabilities in the Sisyphus random walk model with absorbing traps

We analyze the dynamics of the Sisyphus random walk model, a discrete Markov chain in which the walkers may randomly return to their initial position x{sub 0}. In particular, we present a remarkably compact derivation of the time-dependent survival probability function S(t;x{sub 0}) which characterizes the random walkers in the presence of an absorbing trap at the origin. The survival probabilities are expressed in a compact mathematical form in terms of the x{sub 0}-generalized Fibonacci-like numbers G{sub t}{sup (x{sub 0})}. Interestingly, it is proved that, as opposed to the standard random walk model in which the survival probabilities depend linearly on the initial distance x{sub 0} of the walkers from the trap and decay asymptotically as an inverse power of the time, in the Sisyphus random walk model the asymptotic survival probabilities decay exponentially in time and are characterized by a non-trivial (non-linear) dependence on the initial gap x{sub 0} from the absorbing trap. We use the analytically derived results in order to analyze the underlying dynamics of the ‘survival-game’, a highly risky investment strategy in which non-absorbed agents receive a reward P(t) which gradually increases in time.

97 MATHEMATICS AND COMPUTING↗

Review, Evaluation, and Directions for Gene-Targeted Assembly for Ecological Analyses of Metagenomes

Shotgun metagenomics has greatly advanced our understanding of microbial communities over the last decade. Metagenomic analyses often include assembly and genome binning, computationally daunting tasks especially for big data from complex environments such as soil and sediments. In many studies, however, only a subset of genes and pathways involved in specific functions are of interest; thus, it is not necessary to attempt global assembly. In addition, methods that target genes can be computationally more efficient and produce more accurate assembly by leveraging rich databases, especially for those genes that are of broad interest such as those involved in biogeochemical cycles, biodegradation, and antibiotic resistance or used as phylogenetic markers. Here, we review six gene-targeted assemblers with unique algorithms for extracting and/or assembling targeted genes: Xander, MegaGTA, SAT-Assembler, HMM-GRASPx, GenSeed-HMM, and MEGAN. We tested these tools using two datasets with known genomes, a synthetic community of artificial reads derived from the genomes of 17 bacteria, shotgun sequence data from a mock community with 48 bacteria and 16 archaea genomes, and a large soil shotgun metagenomic dataset. We compared assemblies of a universal single copy gene (rplB) and two N cycle genes (nifH and nirK). We measured their computational efficiency, sensitivity, specificity, and chimera rate and found Xander and MegaGTA, which both use a probabilistic graph structure to model the genes, have the best overall performance with all three datasets, although MEGAN, a reference matching assembler, had better sensitivity with synthetic and mock community members chosen from its reference collection. Also, Xander and MegaGTA are the only tools that include post-assembly scripts tuned for common molecular ecology and diversity analyses. Additionally, we provide a mathematical model for estimating the probability of assembling targeted genes in a metagenome for estimating required sequencing depth.

59 BASIC BIOLOGICAL SCIENCES↗

Transforming Energy through Computational Excellence. Exascale Computing: Combustion; Deep Learning for Presumed Probability Density Function (PDF) Models

NREL researchers use advanced machine learning techniques to define improved methods using deep learning models to resolve reacting flows in turbulent combustion flows, reducing the computational burden, increasing computational speed, and improving accuracy. These advancements reduce cost and improve fidelity of rapid-turn-around engineering calculations.

combustion↗

The Small-Mass Limit and White-Noise Limit of an Infinite Dimensional Generalized Langevin Equation

We study asymptotic properties of the Generalized Langevin Equation (GLE) in the presence of a wide class of external potential wells with a power-law decay memory kernel. When the memory can be expressed as a sum of exponentials, a class of Markovian systems in infinite-dimensional spaces is used to represent the GLE. The solutions are shown to converge in probability in the small-mass limit and the white-noise limit to appropriate systems under minimal assumptions, of which no global Lipschitz condition is required on the potentials. With further assumptions about space regularity and potentials, we obtain L{sup 1} convergence in the white-noise limit.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗