Prior information and bias in sequential estimation.
Prior information bias introduction into sequential filtering estimation demonstrated by recursive equations, noting near earth trajectory determination application
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Prior information bias introduction into sequential filtering estimation demonstrated by recursive equations, noting near earth trajectory determination application
Design optimization for fractional factorial experiments by finite decision problem based on prior information
NAMER is used to find Bayes procedure for designing two level, fractional factorial experiments when given partial prior information. Program is written in FORTRAN 4 for IBM 7094 computer.
This paper presents a new methodology for automatic knowledge driven data mining based on the theory of Mercer Kernels, which are highly nonlinear symmetric positive definite mappings from the original image space to a very high, possibly dimensional feature space. we describe a new method called Mixture Density Mercer Kernels to learn kernel function directly from data, rather than using pre-defined kernels. These data adaptive kernels can encode prior knowledge in the kernel using a Bayesian formulation, thus allowing for physical information to be encoded in the model. Specifically, we demonstrate the use of the algorithm in situations with extremely small samples of data. We compare the results with existing algorithms on data from the Sloan Digital Sky Survey (SDSS) and demonstrate the method's superior performance against standard methods. The code for these experiments has been generated with the AUTOBAYES tool, which automatically generates efficient and documented C/C++ code from abstract statistical model specifications. The core of the system is a schema library which contains templates for learning and knowledge discovery algorithms like different versions of EM, or numeric optimization methods like conjugate gradient methods. The template instantiation is supported by symbolic-algebraic computations, which allows AUTOBAYES to find closed-form solutions and, where possible, to integrate them into the code.
Kalman filtering techniques for estimating position and velocity of spacecraft
Development of optimal design procedures by posing experimental design problem as finite decision problem
Optimal design procedure as experimental design finite decision problem, using Bayes and minimax techniques
Under certain specified conditions, the Bayes procedure for designing two-level fractional factorial experiments is that which maximizes the expected utility over all possible choices of parameter-estimator matchings, physical-design variable matchings, defining parameter groups, and sequences of telescoping groups. NAMER computes the utility of all possible matchings of physical variables to design variables and parameters to estimators for a specified choice of defining parameter group or groups. The matching yielding the maximum expected utility is indicated, and detailed information is provided about the optimal matchings and utilities. Complete documentation is given; and an example illustrates input, output, and usage.
The purpose of the grant was to study how prior information about the geomagnetic field can be used to interpret surface and satellite magnetic measurements, to generate quantitative descriptions of prior information that might be so used, and to use this prior information to obtain from satellite data a model of the core field with statistically justifiable error estimates. The need for prior information in geophysical inversion has long been recognized. Data sets are finite, and faithful descriptions of aspects of the earth almost always require infinite-dimensional model spaces. By themselves, the data can confine the correct earth model only to an infinite-dimensional subset of the model space. Earth properties other than direct functions of the observed data cannot be estimated from those data without prior information about the earth. Prior information is based on what the observer already knows before the data become available. Such information can be "hard" or "soft". Hard information is a belief that the real earth must lie in some known region of model space. For example, the total ohmic dissipation in the core is probably less that the total observed geothermal heat flow out of the earth's surface. (In principle, ohmic heat in the core can be recaptured to help drive the dynamo, but this effect is probably small.) "Soft" information is a probability distribution on the model space, a distribution that the observer accepts as a quantitative description of her/his beliefs about the earth. The probability distribution can be a subjective prior in the sense of Bayes or the objective result of a statistical study of previous data or relevant theories.
The critical point of any Bayesian analysis concerns the choice and quantification of the prior information. The effects of prior data on a Bayesian analysis are studied. Comparisons of the maximum likelihood estimator, the Bayesian estimator, and the known failure rate are presented. The results of the many simulated trails are then analyzed to show the region of criticality for prior information being supplied to the Bayesian estimator. In particular, effects of prior mean and variance are determined as a function of the amount of test data available.
In recent years the analysis of crustal deformation measurements has become important as a result of current improvements in geodetic methods and an increasing amount of theoretical and observational data provided by several earth sciences. A first-generation data analysis algorithm which combines a priori information with current geodetic measurements was proposed. Relevant methods which can be used in the algorithm were discussed. Prior information is the unifying feature of this algorithm. Some of the problems which may arise through the use of a priori information in the analysis were indicated and preventive measures were demonstrated. The first step in the algorithm is the optimal design of deformation networks. The second step in the algorithm identifies the descriptive model of the deformation field. The final step in the algorithm is the improved estimation of deformation parameters. Although deformation parameters are estimated in the process of model discrimination, they can further be improved by the use of a priori information about them. According to the proposed algorithm this information must first be tested against the estimates calculated using the sample data only. Null-hypothesis testing procedures were developed for this purpose. Six different estimators which employ a priori information were examined. Emphasis was put on the case when the prior information is wrong and analytical expressions for possible improvements under incompatible prior information were derived.
The systematic storage in neural networks of prior information to be used in the design of various control subsystems is investigated. Assuming that the prior information is available in a certain form (namely, input/output data points and specifications between the data points), a particular neural network and a corresponding parameter design method are introduced. The proposed neural network addresses the issue of effectively using prior information in the areas of dynamical system (plant and controller) modeling, fault detection and identification, information extraction, and control law scheduling.
Both the mass and radius of the millisecond pulsar PSRJ0030+0451 have been inferred via pulse-profile modeling of X-ray data obtained by NASA’s Neutron Star Interior Composition Explorer (NICER) mission. In this Letter we study the implications of the mass–radius inference reported for this source by Riley et al. for the dense matter equation of state (EoS), in the context of prior information from nuclear physics at low densities. Using a Bayesian framework we infer central densities and EoS properties for two choices of high-density extensions: a piecewise-polytropic model and a model based on assumptions of the speed of sound in dense matter. Around nuclear saturation density these extensions are matched to an EoS uncertainty band obtained from calculations based on chiral effective field theory interactions, which provide a realistic description of atomic nuclei as well as empirical nuclear matter properties within uncertainties. We further constrain EoS expectations with input from the current highest measured pulsar mass; together, these constraints offer a narrow Bayesian prior informed by theory as well as laboratory and astrophysical measurements. The NICER mass–radius likelihood function derived by Riley et al. using pulse-profile modeling is consistent with the highest-density region of this prior. The present relatively large uncertainties on mass and radius for PSR J0030+0451 offer, however, only a weak posterior information gain over the prior. We explore the sensitivity to the inferred geometry of the heated regions that give rise to the pulsed emission, and find a small increase in posterior gain for an alternative (but less preferred) model. Lastly, we investigate the hypothetical scenario of increasing the NICER exposure time for PSRJ0030+0451.
In linear inversion of a finite-dimensional data vector y to estimate a finite-dimensional prediction vector z, prior information about X sub E is essential if y is to supply useful limits for z. The one exception occurs when all the prediction functionals are linear combinations of the data functionals. Two forms of prior information are compared: a soft bound on X sub E is a probability distribution p sub x on X which describeds the observer's opinion about where X sub E is likely to be in X; a hard bound on X sub E is an inequality Q sub x(X sub E, X sub E) is equal to or less than 1, where Q sub x is a positive definite quadratic form on X. A hard bound Q sub x can be softened to many different probability distributions p sub x, but all these p sub x's carry much new information about X sub E which is absent from Q sub x, and some information which contradicts Q sub x. Both stochastic inversion (SI) and Bayesian inference (BI) estimate z from y and a soft prior bound p sub x. If that probability distribution was obtained by softening a hard prior bound Q sub x, rather than by objective statistical inference independent of y, then p sub x contains so much unsupported new information absent from Q sub x that conclusions about z obtained with SI or BI would seen to be suspect.
In linear inversion of a finite-dimensional data vector y to estimate a finite-dimensional prediction vector z, prior information about X sub E is essential if y is to supply useful limits for z. The one exception occurs when all the prediction functionals are linear combinations of the data functionals. Two forms of prior information are compared: a soft bound on X sub E is a probability distribution p sub x on X which describes the observer's opinion about where X sub E is likely to be in X; a hard bound on X sub E is an inequality Q sub x(X sub E, X sub E) is equal to or less than 1, where Q sub x is a positive definite quadratic form on X. A hard bound Q sub x can be softened to many different probability distributions p sub x, but all these p sub x's carry much new information about X sub E which is absent from Q sub x, and some information which contradicts Q sub x. Both stochastic inversion (SI) and Bayesian inference (BI) estimate z from y and a soft prior bound p sub x. If that probability distribution was obtained by softening a hard prior bound Q sub x, rather than by objective statistical inference independent of y, then p sub x contains so much unsupported new information absent from Q sub x that conclusions about z obtained with SI or BI would seen to be suspect.
The duality between optimum interpolation and variational objective analysis, is reviewed. This duality is used to set up a variational approach to objective analysis which uses prior information concerning the atmospheric spectral energy distribution, in the variational problem. In the wind analysis example, the wind field is partitioned into divergent and nondivergent parts, and a control parameter governing the relative energy in the two parts is estimated from the observational data being analyzed by generalized cross validation, along with a bandwidth parameter. A variational approach to combining objective analysis and initialization in a single step is proposed. In a simple example of this approach, data, forecast, and prior information concerning atmospheric energy distribution is combined into a single variational problem. This problem has (at least) one bandwidth parameter, one partitioning parameter governing the relative energy in fast slow modes, and one parameter governing the relative weight to be given to observational and forecast data.
Stars like our sun (initial masses between 0.8 to 8 solar masses) end their lives as swollen red giants surrounded by cool extended atmospheres. The nuclear reactions in their cores create carbon, nitrogen and oxygen, which are transported by convection to the outer envelope of the stellar atmosphere. As the star finally collapses to become a white dwarf, this envelope is expelled from the star to form a planetary nebula (PN) rich in organic molecules. The physics, dynamics, and chemistry of these nebulae are poorly understood and have implications not only for our understanding of the stellar life cycle but also for organic astrochemistry and the creation of prebiotic molecules in interstellar space. We are working toward generating three-dimensional models of planetary nebulae (PNe), which include the size, orientation, shape, expansion rate and mass distribution of the nebula. Such a reconstruction of a PN is a challenging problem for several reasons. First, the data consist of images obtained over time from the Hubble Space Telescope (HST) and spectra obtained from Kitt Peak National Observatory (KPNO) and Cerro Tololo Inter-American Observatory (CTIO). These images are of course taken from a single viewpoint in space, which amounts to a very challenging tomographic reconstruction. Second, the fact that we have two disparate and orthogonal data types requires that we utilize a method that allows these data to be used together to obtain a solution. To address these first two challenges we employ Bayesian model estimation using a parameterized physical model that incorporates much prior information about the known physics of the PN. In our previous works we have found that the forward problem of the comprehensive model is extremely time consuming. To address this challenge, we explore the use of a set of hierarchical models, which allow us to estimate increasingly more detailed sets of model parameters. These hierarchical models of increasing complexity are akin to scientific theories of increasing sophistication, with each new model/theory being a refinement of a previous one by either incorporating additional prior information or by introducing a new set of parameters to model an entirely new phenomenon. We apply these models to both a simulated and a real ellipsoidal PN to initially estimate the position, angular size, and orientation of the nebula as a two-dimensional object and use these estimates to later examine its three-dimensional properties. The efficiency/accuracy tradeoffs of the techniques are studied to determine the advantages and disadvantages of employing a set of hierarchical models over a single comprehensive model.
Stars like our sun (initial masses between 0.8 to 8 solar masses) end their lives as swollen red giants surrounded by cool extended atmospheres. The nuclear reactions in their cores create carbon, nitrogen and oxygen, which are transported by convection to the outer envelope of the stellar atmosphere. As the star finally collapses to become a white dwarf, this envelope is expelled from the star to form a planetary nebula (PN) rich in organic molecules. The physics, dynamics, and chemistry of these nebulae are poorly understood and have implications not only for our understanding of the stellar life cycle but also for organic astrochemistry and the creation of prebiotic molecules in interstellar space. We are working toward generating three-dimensional models of planetary nebulae (PNe), which include the size, orientation, shape, expansion rate and mass distribution of the nebula. Such a reconstruction of a PN is a challenging problem for several reasons. First, the data consist of images obtained over time from the Hubble Space Telescope (HST) and spectra obtained from Kitt Peak National Observatory (KPNO) and Cerro Tololo Inter-American Observatory (CTIO). These images are of course taken from a single viewpoint in space, which amounts to a very challenging tomographic reconstruction. Second, the fact that we have two disparate and orthogonal data types requires that we utilize a method that allows these data to be used together to obtain a solution. To address these first two challenges we employ Bayesian model estimation using a parameterized physical model that incorporates much prior information about the known physics of the PN. In our previous works we have found that the forward problem of the comprehensive model is extremely time consuming. To address this challenge, we explore the use of a set of hierarchical models, which allow us to estimate increasingly more detailed sets of model parameters. These hierarchical models of increasing complexity are akin to scientific theories of increasing sophistication, with each new model/theory being a refinement of a previous one by either incorporating additional prior information or by introducing a new set of parameters to model an entirely new phenomenon. We apply these models to both a simulated and a real ellipsoidal PN to initially estimate the position, angular size, and orientation of the nebula as a two-dimensional object and use these estimates to later examine its three-dimensional properties. The efficiency/accuracy tradeoffs of the techniques are studied to determine the advantages and disadvantages of employing a set of hierarchical models over a single comprehensive model.