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At least 19 records

Understanding Peelle’s Pertinent Puzzle bias in generalized least squares regression through eigenspectrum analysis

Certain correlation structures in the data covariance matrix (DCM) used for generalized least squares (GLS) regression can result in biased estimates, commonly known in the field of nuclear data evaluation as Peele’s Pertinent Puzzle (PPP). This article introduces a generative, forward modeling framework within which the PPP bias is characterized through an eigenspectrum analysis of the DCM. This analysis highlights the root cause of the bias, generalizes the problem beyond the nuclear data field, and provides insight to the problem regimes where it can occur. What follows is an understanding that the bias can show up for any experimental neutron time-of-flight data for which systematic uncertainties have been quantified. Lastly, a discussion of the adaptation of cross validation approaches that require pre-whitening to incorporate the known ‘fix’ to the PPP bias in the GLS estimator.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗

Evaluation of a generalized least squares algorithm for infrasound beamforming with coherent background noise

Infrasonic signals of interest can occur during periods with persistent, coherent, background noise, which may be natural or anthropogenic. For high signal-to-noise (SNR) ratio transient signals, an ‘overprinting’ of the coherent background may occur, and the signal may still be detected. However, this approach fails for low SNR signals of interest, which may be obscured by coherent noise. An infrasound beamforming method based on generalized least squares (GLS) is investigated for detecting transient signals of interest in the presence of coherent and incoherent background noise. This approach relies on an estimate of the noise covariance, captured in a covariance matrix, to effectively null contributions to the array response from noisy directions of arrival. Synthetic array data is used to investigate the performance of the GLS beamformer compared to the Bartlett beamformer when coherent and incoherent backgrounds are present. Additionally, the effects of array element number and relative strength of the interfering signal on the GLS estimates is investigated. GLS empirical area under the curve estimates suggest that the beamformer can recover coherent power for a signal of interest lower in amplitude than the coherent background, but this effectiveness degrades more quickly with SNR for a four element array compared to a six or eight element infrasound array. Finally, infrasound from the Forensic Surface Experiment, a bolide signal observed at IMS array I37NO, and a volcanic signal recorded at the Alaska Volcano Observatory array ADKI are used to evaluate GLS performance on recorded data. A ten minute window was used to capture the background noise, and the coherent background signal was nulled in all three examples.

58 GEOSCIENCES↗

Improvement of structural models using covariance analysis and nonlinear generalized least squares

The next generation of large, flexible space structures will be too light to support their own weight, requiring a system of structural supports for ground testing. The authors have proposed multiple boundary-condition testing (MBCT), using more than one support condition to reduce uncertainties associated with the supports. MBCT would revise the mass and stiffness matrix, analytically qualifying the structure for operation in space. The same procedure is applicable to other common test conditions, such as empty/loaded tanks and subsystem/system level tests. This paper examines three techniques for constructing the covariance matrix required by nonlinear generalized least squares (NGLS) to update structural models based on modal test data. The methods range from a complicated approach used to generate the simulation data (i.e., the correct answer) to a diagonal matrix based on only two constants. The results show that NGLS is very insensitive to assumptions about the covariance matrix, suggesting that a workable NGLS procedure is possible. The examples also indicate that the multiple boundary condition procedure more accurately reduces errors than individual boundary condition tests alone.

Glaser, R. J.↗

Meshfree methods on manifolds for hydrodynamic flows on curved surfaces: A Generalized Moving Least-Squares (GMLS) approach

We utilize generalized moving least squares (GMLS) to develop meshfree techniques for discretizing hydrodynamic flow problems on manifolds. We use exterior calculus to formulate incompressible hydrodynamic equations in the Stokesian regime and handle the divergence-free constraints via a generalized vector potential. This provides less coordinate-centric descriptions and enables the development of efficient numerical methods and splitting schemes for the fourth-order governing equations in terms of a system of second-order elliptic operators. Using a Hodge decomposition, we develop methods for manifolds having spherical topology. We show the methods exhibit high-order convergence rates for solving hydrodynamic flows on curved surfaces. The methods also provide general high-order approximations for the metric, curvature, and other geometric quantities of the manifold and associated exterior calculus operators. The approaches also can be utilized to develop high-order solvers for other scalar-valued and vector-valued problems on manifolds.

97 MATHEMATICS AND COMPUTING↗

First-passage time statistics on surfaces of general shape: Surface PDE solvers using Generalized Moving Least Squares (GMLS)

Here, we develop numerical methods for computing statistics of stochastic processes on surfaces of general shape with drift-diffusion dynamics d X t = a (X t ) dt + b(X t ) d W t . We formulate descriptions of Brownian motion and general drift-diffusion processes on surfaces. We consider statistics of the form u (x) = E x [$∫^{τ}_{0}$ g (X t ) dt ] + E x [ f (X τ )] for a domain Ω and the exit stopping time τ = inf t { t >0 | X i Ω}, where f , g are general smooth functions. For computing these statistics, we develop high-order Generalized Moving Least Squares (GMLS) solvers for associated surface PDE boundary-value problems based on Backward- Kolmogorov equations. We focus particularly on the mean First Passage Times (FPTs) given by the case f = 0, g = 1 where u (x) = E x [τ]. We perform studies for a variety of shapes showing our methods converge with high-order accuracy both in capturing the geometry and the surface PDE solutions. We then perform studies showing how statistics are influenced by the surface geometry, drift dynamics, and spatially dependent diffusivities.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Generalized moving least squares vs. radial basis function finite difference methods for approximating surface derivatives

Approximating differential operators defined on two-dimensional surfaces is an important problem that arises in many areas of science and engineering. Over the past ten years, localized meshfree methods based on generalized moving least squares (GMLS) and radial basis function finite differences (RBF-FD) have been shown to be effective for this task as they can give high orders of accuracy at low computational cost, and they can be applied to surfaces defined only by point clouds. However, there have yet to be any studies that perform a direct comparison of these methods for approximating surface differential operators (SDOs). The first purpose of this work is to fill that gap. For this comparison, we focus on an RBF-FD method based on polyharmonic spline kernels and polynomials (PHS+Poly) since they are most closely related to the GMLS method. Additionally, we use a relatively new technique for approximating SDOs with RBF-FD called the tangent plane method since it is simpler than previous techniques and natural to use with PHS+Poly RBF-FD. Further, the second purpose of this work is to relate the tangent plane formulation of SDOs to the local coordinate formulation used in GMLS and to show that they are equivalent when the tangent space to the surface is known exactly. The final purpose is to use ideas from the GMLS SDO formulation to derive a new RBF-FD method for approximating the tangent space for a point cloud surface when it is unknown. For the numerical comparisons of the methods, we examine their convergence rates for approximating the surface gradient, divergence, and Laplacian as the point clouds are refined for various parameter choices. We also compare their efficiency in terms of accuracy per computational cost, both when including and excluding setup costs.

97 MATHEMATICS AND COMPUTING↗

A discontinuous piecewise polynomial generalized moving least squares scheme for robust finite element analysis on arbitrary grids

A variational approach is developed with a meshless discretization to enable accurate and robust numerical simulation of partial differential equations for meshes that are of poor quality. Traditional finite element methods use the mesh to both discretize the geometric domain and to define the finite element shape functions. The latter creates a dependence between the quality of the mesh and the properties of the finite element basis that may adversely affect the accuracy of the discretized problem. Here, we propose a new approach for defining finite element shape functions that breaks this dependence and separates mesh quality from the discretization quality, which we call discontinuous piecewise polynomial generalized moving least squares (DPP-GMLS). At the core of the approach is a meshless definition of the shape functions, which limits the purpose of the mesh to representing the geometric domain and integrating the basis functions without having any role in their approximation quality. The resulting non-conforming space can be utilized within a standard discontinuous Galerkin framework, providing a rigorous foundation for solving partial differential equations on low-quality meshes. We present a collection of numerical experiments demonstrating our approach in a wide range of settings: strongly coercive elliptic problems, linear elasticity in the compressible regime, and the stationary Stokes problem. We demonstrate convergence for all problems and stability for element pairs for problems which usually require inf-sup compatibility for conforming methods, also referring to a minor modification possible through the symmetric interior penalty Galerkin framework for stabilizing element pairs that would otherwise be traditionally unstable. Mesh robustness is particularly critical for elasticity, and we provide an example that our approach provides a greater than 5 x improvement in accuracy and allows for taking an 8 x larger stable timestep for a highly deformed mesh, compared to the continuous Galerkin finite element method.

97 MATHEMATICS AND COMPUTING↗

Classes of Split-Plot Response Surface Designs for Equivalent Estimation

When planning an experimental investigation, we are frequently faced with factors that are difficult or time consuming to manipulate, thereby making complete randomization impractical. A split-plot structure differentiates between the experimental units associated with these hard-to-change factors and others that are relatively easy-to-change and provides an efficient strategy that integrates the restrictions imposed by the experimental apparatus. Several industrial and scientific examples are presented to illustrate design considerations encountered in the restricted randomization context. In this paper, we propose classes of split-plot response designs that provide an intuitive and natural extension from the completely randomized context. For these designs, the ordinary least squares estimates of the model are equivalent to the generalized least squares estimates. This property provides best linear unbiased estimators and simplifies model estimation. The design conditions that allow for equivalent estimation are presented enabling design construction strategies to transform completely randomized Box-Behnken, equiradial, and small composite designs into a split-plot structure.

Parker, Peter A.↗

Selection of a Pair of Experiments to Optimally Reduce Uncertainty in Targeted Nuclear Data

We propose a novel process to select a pair of differential and integral experiments that best reduce uncertainties in targeted 239 ⁢Pu nuclear data while compressing the current nuclear data pipeline from 20 to 3 years. 239⁢ Pu nuclear data are poorly understood for neutrons in the intermediate energy range due to sparsity and uncertainty in historical experiments. New experiments targeting this range will enable better understanding of these nuclear data, but choosing the ideal experiments to conduct is challenging. Beginning with a prior distribution represented by samples of nuclear data generated from theory, generalized least squares adjustments are made to incorporate data from historical experiments. To quantify potential uncertainty reduction obtainable from a pair of candidate experiments, we compute the D-optimality criterion of the posterior covariance of intermediate energy range nuclear data compared to the equivalent covariance after additional adjustment to the pair of candidate experiments. Repeating the process for each of many candidate pairs facilitates the final selection. Results support 63⁢ Cu total cross section measurements for differential experiments and alumina and alumina/graphite configurations for integral experiments. This analysis enables choosing differential and integral experiments to be executed concurrently while shortening decision times relative to the current nuclear data pipeline.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗

Joint effects of climate, tree size, and year on annual tree growth derived from tree–ring records of ten globally distributed forests

Tree rings provide an invaluable long-term record for understanding how climate and other drivers shape tree growth and forest productivity. However, conventional tree-ring analysis methods were not designed to simultaneously test effects of climate, tree size, and other drivers on individual growth. This has limited the potential to test ecologically relevant hypotheses on tree growth sensitivity to environmental drivers and their interactions with tree size. Here, we develop and apply a new method to simultaneously model nonlinear effects of primary climate drivers, reconstructed tree diameter at breast height (DBH), and calendar year in generalized least squares models that account for the temporal autocorrelation inherent to each individual tree's growth. We analyze data from 3811 trees representing 40 species at 10 globally distributed sites, showing that precipitation, temperature, DBH, and calendar year have additively, and often interactively, influenced annual growth over the past 120 years. Growth responses were predominantly positive to precipitation (usually over ≥3-month seasonal windows) and negative to temperature (usually maximum temperature, over ≤3-month seasonal windows), with concave-down responses in 63% of relationships. Climate sensitivity commonly varied with DBH (45% of cases tested), with larger trees usually more sensitive. Trends in ring width at small DBH were linked to the light environment under which trees established, but basal area or biomass increments consistently reached maxima at intermediate DBH. Accounting for climate and DBH, growth rate declined over time for 92% of species in secondary or disturbed stands, whereas growth trends were mixed in older forests. These trends were largely attributable to stand dynamics as cohorts and stands age, which remain challenging to disentangle from global change drivers. By providing a parsimonious approach for characterizing multiple interacting drivers of tree growth, our method reveals a more complete picture of the factors influencing growth than has previously been possible.

generalized least squares (GLS)↗

Statistical assessment of a unique time series analysis technique

Empirical tests of a particular least squares multiple prediction program were studied, as well as the relationship of this particular program to general least squares multiple prediction theory. Empirical evaluation and test of the program involved: (1) conversion of the program to run on an IBM 360/44 with replication of test results obtained on a Univac 1108; and (2) generation and analysis of Monte Carlo simulated data with the objective of comparison against results theoretically obtainable from spectrum analysis routines.

Benignus, V. A.↗

Linear Least Squares for Correlated Data

Throughout the literature authors have consistently discussed the suspicion that regression results were less than satisfactory when the independent variables were correlated. Camm, Gulledge, and Womer, and Womer and Marcotte provide excellent applied examples of these concerns. Many authors have obtained partial solutions for this problem as discussed by Womer and Marcotte and Wonnacott and Wonnacott, which result in generalized least squares algorithms to solve restrictive cases. This paper presents a simple but relatively general multivariate method for obtaining linear least squares coefficients which are free of the statistical distortion created by correlated independent variables.

Dean, Edwin B.↗

The significance of the Skylab altimeter experiment results and potential applications

The Skylab Altimeter Experiment has proven the capability of the altimeter for measurement of sea surface topography. The geometric determination of the geoid/mean sea level from satellite altimetry is a new approach having significant applications in many disciplines including geodesy and oceanography. A Generalized Least Squares Collocation Technique was developed for determination of the geoid from altimetry data. The technique solves for the altimetry geoid and determines one bias term for the combined effect of sea state, orbit, tides, geoid, and instrument error using sparse ground truth data. The influence of errors in orbit and a priori geoid values are discussed. Although the Skylab altimeter instrument accuracy is about + or - 1 m, significant results were obtained in identification of large geoidal features such as over the Puerto Rico trench. Comparison of the results of several passes shows that good agreement exists between the general slopes of the altimeter geoid and the ground truth, and that the altimeter appears to be capable of providing more details than are now available with best known geoids. The altimetry geoidal profiles show excellent correlations with bathymetry and gravity. Potential applications of altimetry results to geodesy, oceanography, and geophysics are discussed.

Mourad, A. G.↗