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Results for “semi-parametric”

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.

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Constrained curve fitting for semi-parametric models with radial basis function networks

Common to many analysis pipelines in lattice gauge theory and the broader scientific discipline is the need to fit a semi-parametric model to data. We propose a fit method that utilizes a radial basis function network to approximate the non-parametric component of such models. The approximate parametric model is fit to data using the basin hopping global optimization algorithm. Parameter constraints are enforced through Gaussian priors. The viability of our method is tested by examining its use in a finite-size scaling analysis of the $q$-state Potts model and $p$-state clock model with $q=2,3$ and $p=4,\infty$.

Peterson, Curtis T.↗

Estimating physics models and quantifying their uncertainty using optimization with a Bayesian objective function

This paper reports a verification study for a method that fits functions to sets of data from several experiments simultaneously. The method finds a maximum a posteriori probability (MAP) estimate of a function subject to constraints (e. g., convexity in the study), uncertainty about the estimate, and a quantitative characterization of how data from each experiment constrains that uncertainty. While the present work focuses on a model of the Equation Of State (EOS) of gasses produced by detonating a high explosive, the method can be applied to a wide range of physics processes with either parametric or semi-parametric models. As a verification exercise, a reference EOS is used and artificial experimental data sets are created using numerical integration of ordinary differential equations and pseudo-random noise. The method yields an estimate of the EOS that is close to the reference, and identifies how each experiment most constrains the result.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Qualitative trend analysis based on a mixed-integer representation

Shape constrained spline fitting is a useful method to impose prior knowledge onto flexible semi-parametric models during parameter estimation. Most typically, the function shape is imposed through order restrictions on the regression coefficients. The intended shape is considered known or selected based on heuristic rules. In this study, we present a method to estimate the optimal set of order restrictions to segment a univariate data series into episodes with distinct shapes. This is also known as the qualitative trend analysis (QTA) problem. The obtained solution uses a trade-off between lack-of-fit and model complexity. Further, our practical implementation takes inspiration from the generalized order restricted information criterion (GORIC) for inequality-constrained model selection. From this, one learns (a) that QTA can be formulated as a mixed-integer quadratic program (MIQP) and (b) that the newly proposed mixed order restricted information criterion (MORIC) enables optimal segmentation. This is illustrated through didactic case studies.

42 ENGINEERING↗

Online Learning for Commercial Buildings

There has been an increased interest in designing optimization based techniques for the control of building heating, ventilation, and air-conditioning (HVAC) systems for either improving the energy efficiency of buildings or providing ancillary services to the electric grid. The performance of such prediction-based control techniques heavily rely on the model of a building’s thermal dynamics. However, the development of high fidelity building thermal dynamic models is challenging given the presence of large uncertainties that affect thermal loads in buildings such as building envelope performance, thermal mass, internal heat gains as well as occupants' behavior. In this paper, we propose a method to identify both a resistive-capacitive parametric model, and non -parametric load uncertainties using measured input-output data. The parametric model is obtained using semi-parametric regression, whereas the non-parametric part is based on Random Forest, where regression trees are used to derive the dependency of non-parametric terms on both building operation parameters and ambient temperature. The effectiveness of the method is evaluated using experimental data collected from an office building at the Pacific Northwest National Laboratory (PNNL) campus. The proposed methodology was observed to provide improved accuracy over appropriate baseline strategies, when predicting indoor air temperatures.

Dong, Jin↗

Advances in statistical methods for cancer surveillance research: an age-period-cohort perspective

Background: Analysis of Lexis diagrams (population-based cancer incidence and mortality rates indexed by age group and calendar period) requires specialized statistical methods. However, existing methods have limitations that can now be overcome using new approaches. Methods: We assembled a “toolbox” of novel methods to identify trends and patterns by age group, calendar period, and birth cohort. We evaluated operating characteristics across 152 cancer incidence Lexis diagrams compiled from United States (US) Surveillance, Epidemiology and End Results Program data for 21 leading cancers in men and women in four race and ethnicity groups (the “cancer incidence panel”). Results: Nonparametric singular values adaptive kernel filtration (SIFT) decreased the estimated root mean squared error by 90% across the cancer incidence panel. A novel method for semi-parametric age-period-cohort analysis (SAGE) provided optimally smoothed estimates of age-period-cohort (APC) estimable functions and stabilized estimates of lack-of-fit (LOF). SAGE identified statistically significant birth cohort effects across the entire cancer panel; LOF had little impact. As illustrated for colon cancer, newly developed methods for comparative age-period-cohort analysis can elucidate cancer heterogeneity that would otherwise be difficult or impossible to discern using standard methods. Conclusions: Cancer surveillance researchers can now identify fine-scale temporal signals with unprecedented accuracy and elucidate cancer heterogeneity with unprecedented specificity. Birth cohort effects are ubiquitous modulators of cancer incidence in the US. The novel methods described here can advance cancer surveillance research.

60 APPLIED LIFE SCIENCES↗

Influence of Coronal Abundance Variations

The PI of this project was Jeff Scargle of NASA/Ames. Co-I's were Alma Connors of Eureka Scientific/Wellesley, and myself. Part of the work was subcontracted to Eureka Scientific via SAO, with Vinay Kashyap as PI. This project was originally assigned grant number NCC2-1206, and was later changed to NCC2-1350 for administrative reasons. The goal of the project was to obtain, derive, and develop statistical and data analysis tools that would be of use in the analyses of high-resolution, high-sensitivity data that are becoming available with new instruments. This is envisioned as a cross-disciplinary effort with a number of "collaborators" including some at SA0 (Aneta Siemiginowska, Peter Freeman) and at the Harvard Statistics department (David van Dyk, Rostislav Protassov, Xiao-li Meng, Epaminondas Sourlas, et al). We have developed a new tool to reliably measure the metallicities of thermal plasma. It is unfeasible to obtain high-resolution grating spectra for most stars, and one must make the best possible determination based on lower-resolution, CCD-type spectra. It has been noticed that most analyses of such spectra have resulted in measured metallicities that were significantly lower than when compared with analyses of high- resolution grating data where available (see, e.g., Brickhouse et al., 2000, ApJ 530,387). Such results have led to the proposal of the existence of so-called Metal Abundance Deficient, or "MAD" stars (e.g., Drake, J.J., 1996, Cool Stars 9, ASP Conf.Ser. 109, 203). We however find that much of these analyses may be systematically underestimating the metallicities, and using a newly developed method to correctly treat the low-counts regime at the high-energy tail of the stellar spectra (van Dyk et al. 2001, ApJ 548,224), have found that the metallicities of these stars are generally comparable to their photospheric values. The results were reported at the AAS (Sourlas, Yu, van Dyk, Kashyap, and Drake, 2000, BAAS 196, v32, #54.02), and at the conference on Statistical Challenges in Modem Astronomy (Sourlas, van Dyk, Kashyap, Drake, and Pease, 2003, SCMA 111, Eds. E.D.Feigelson, G.J.Babu, New York:Springer, p489-490). We also described the limitations of one of the most egregiously misused and misapplied statistical tests in astrophysical literature, the F-test for verifying model components (Protassov, van Dyk, Connors, Kashyap, and Siemiginowska, 2002, ApJ, 571,545). Indeed, a search through the ApJ archives turned up 170 papers in the 5 previous years that used the F-test explicitly in some form or the other, and with the vast majority of them not using it correctly! Indeed, looking at just 4 issues of the ApJ in 2001, we found 13 instances of its use, of which nine were demonstrably incorrect. Clearly, it is difficult to understate the importance of this issue. We also worked on speeding up Bayes Blocks and Sparse Bayes Blocks algorithms to make them more tractable for large searches. We also supported staistics students and postdocs in both explicit physics- model-based (spectra with tens of thousands of atomic lines) and "model-free" -- i.e. non-parametric or semi-parametric -- algorithms. Work on using more of the latter is just beginning; while using multi-scale methods for Poisson imaging has come to hition. In fact, "An Image Restoration Technique with Error Estimates", by D. Esch, A. Connors, M. Karovska, and D. van Dyk, was published by ApJ (Esch et a1.2004, ApJ, 610, 1213). The code has been delivered to M. Karovska for CXC; and is available for beta-testing upon request. The other large project we worked on was on the self-consistent modeling of logN-logs curves in the Poisson limit. logN-logs curves are a fundamental tool in the study of source populations, luminosity functions, and cosmological parameters. However, their determination is hampered by statistical effects such as the Eddington bias, incompleteness due to detection efficiency, faint source flux fluctuations, etc. We have develed a new and powerful method using the full Poisson machinery that allows us to model the logN-logs distribution of X-ray sources in a self-consistent manner. Because we properly account for all the above statistical effects, our modeling is valid over the full range of the data, and not just for strong sources, as is normally done. Using a Bayesian approach and modeling the fluxes with known functional forms such as simple or broken power-laws, and conditioning the expected photon counts on the fluxes, the background contamination, effective area, detector vignetting, and detection probability, we can delve deeply into the low counts regime and extend the usefulness of medium sensitivity surveys such as ChAMP by orders of magnitude. The built-in flexibility of the algorithm also allows a simultaneous analysis of multiple datasets. We have applied this analysis to a set a Chandra observations (Sourlas, Kashyap, Zezas, van Dyk, 2004, HEAD #8, #16.32)

Scargle, Jeffrey D.↗

Architectures of Exoplanetary Systems: Towards a Multi-planet Model for Reproducing the Planet Radius Valley and Intra-system Size Similarity

Multi-planet systems provide crucial insights into the architectures and correlations within planetary systems, which in turn offer clues into their formation and evolution histories. Through the thousands of exoplanet candidates that it discovered, NASA's Kepler mission revealed that systems with multiple transiting planets are common. We describe a new model for inferring the exoplanet population observed by Kepler, which combines a semi-parametric description of planetary systems with a prescription for envelope mass-loss due to photoevaporation. This new model is a"hybrid" of the maximum AMD (angular momentum deficit) model in which the orbital excitations of the planets are drawn by distributing the system's critical AMD (He et al. 2020), and a photoevaporation model for sculpting the observed radius valley (Neil & Rogers 2020). This is an update to the SysSim suite of exoplanet population models derived from forward modeling the Kepler detection pipeline. The hybrid model is constrained by the observed statistics of multi-transiting systems, including additional constraints from the distribution of planet radii and their intra-system size patterns. This model is capable of producing a planet radius valley as well as a preference for planet size similarity. However, we find that the Kepler catalog exhibits features that are even more significant (i.e., it has a deeper observed radius valley and stronger size similarity) than the best-fit model. We use this model to infer the intrinsic planet radius valley as well as the distribution of primordial planet masses and core masses.

kepler↗