A Probabilistic Approach to Robust Optimal Experiment Design with Chance Constraints

Accurate estimation of parameters is paramount in developing high-fidelity models for complex dynamical systems. Model-based optimal experiment design (OED) approaches enable systematic design of dynamic experiments to generate input-output data sets with high information content for parameter estimation. Standard OED approaches however face two challenges: (i) experiment design under incomplete system information due to unknown true parameters, which usually requires many iterations of OED; (ii) incapability of systematically accounting for the inherent uncertainties of complex systems, which can lead to diminished effectiveness of the designed optimal excitation signal as well as violation of system constraints. This paper presents a robust OED approach for nonlinear systems with arbitrarily-shaped time-invariant probabilistic uncertainties. Polynomial chaos is used for efficient uncertainty propagation. The distinct feature of the robust OED approach is the inclusion of chance constraints to ensure constraint satisfaction in a stochastic setting. The presented approach is demonstrated by optimal experimental design for the JAK-STAT5 signaling pathway that regulates various cellular processes in a biological cell.Comment: Submitted to ADCHEM 201

The IPAC Image Subtraction and Discovery Pipeline for the intermediate Palomar Transient Factory

We describe the near real-time transient-source discovery engine for the intermediate Palomar Transient Factory (iPTF), currently in operations at the Infrared Processing and Analysis Center (IPAC), Caltech. We coin this system the IPAC/iPTF Discovery Engine (or IDE). We review the algorithms used for PSF-matching, image subtraction, detection, photometry, and machine-learned (ML) vetting of extracted transient candidates. We also review the performance of our ML classifier. For a limiting signal-to-noise ratio of 4 in relatively unconfused regions, "bogus" candidates from processing artifacts and imperfect image subtractions outnumber real transients by ~ 10:1. This can be considerably higher for image data with inaccurate astrometric and/or PSF-matching solutions. Despite this occasionally high contamination rate, the ML classifier is able to identify real transients with an efficiency (or completeness) of ~ 97% for a maximum tolerable false-positive rate of 1% when classifying raw candidates. All subtraction-image metrics, source features, ML probability-based real-bogus scores, contextual metadata from other surveys, and possible associations with known Solar System objects are stored in a relational database for retrieval by the various science working groups. We review our efforts in mitigating false-positives and our experience in optimizing the overall system in response to the multitude of science projects underway with iPTF.Comment: 66 pages, 21 figures, 7 tables, accepted by PAS

Rejoinder: Classifier Technology and the Illusion of Progress

Rejoinder: Classifier Technology and the Illusion of Progress [math.ST/0606441]Comment: Published at http://dx.doi.org/10.1214/088342306000000079 in the Statistical Science (http://www.imstat.org/sts/) by the Institute of Mathematical Statistics (http://www.imstat.org