Results for “quantile bounds”

DOE OSTI2020

Scenario Grouping and Decomposition Algorithms for Chance-Constrained Programs

A lower bound for a finite-scenario-based chance-constrained program is the quantile value corresponding to the sorted optimal objective values of scenario subproblems. This quantile bound can be improved by grouping subsets of scenarios at the expense of solving larger subproblems. The quality of the bound depends on how the scenarios are grouped. In this paper, we formulate a mixed-integer bilevel program that optimally groups scenarios to tighten the quantile bounds. For general chance-constrained programs, we propose a branch-and-cut algorithm to optimize the bilevel program, and for chance-constrained linear programs, a mixed-integer linear-programming reformulation is derived. Here, we also propose several heuristics for grouping similar or dissimilar scenarios. Our computational results demonstrate that optimal grouping bounds are much tighter than heuristic bounds, resulting in smaller root-node gaps and better performance of scenario decomposition for solving chance-constrained 0-1 programs. Also, the optimal grouping bounds can be greatly strengthened using larger group size.

97 MATHEMATICS AND COMPUTING↗

DOE OSTI2021

A NICER View of the Massive Pulsar PSR J0740+6620 Informed by Radio Timing and XMM-Newton Spectroscopy

We report on Bayesian estimation of the radius, mass, and hot surface regions of the massive millisecond pulsar PSR J0740+6620, conditional on pulse-profile modeling of Neutron Star Interior Composition Explorer X-ray Timing Instrument event data. We condition on informative pulsar mass, distance, and orbital inclination priors derived from the joint North American Nanohertz Observatory for Gravitational Waves and Canadian Hydrogen Intensity Mapping Experiment/Pulsar wideband radio timing measurements of Fonseca et al. We use XMM-Newton European Photon Imaging Camera spectroscopic event data to inform our X-ray likelihood function. The prior support of the pulsar radius is truncated at 16 km to ensure coverage of current dense matter models. We assume conservative priors on instrument calibration uncertainty. We constrain the equatorial radius and mass of PSR J0740+6620 to be ${12.39}_{-0.98}^{+1.30}$ km and ${2.072}_{-0.066}^{+0.067}$ M ⊙ respectively, each reported as the posterior credible interval bounded by the 16% and 84% quantiles, conditional on surface hot regions that are non-overlapping spherical caps of fully ionized hydrogen atmosphere with uniform effective temperature; a posteriori, the temperature is ${\mathrm{log}}_{10}(T\,[{\rm{K}}])={5.99}_{-0.06}^{+0.05}$ for each hot region. All software for the X-ray modeling framework is open-source and all data, model, and sample information is publicly available, including analysis notebooks and model modules in the Python language. Furthermore, our marginal likelihood function of mass and equatorial radius is proportional to the marginal joint posterior density of those parameters (within the prior support) and can thus be computed from the posterior samples.

79 ASTRONOMY AND ASTROPHYSICS↗