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Hund, Lauren

Publications and source records attributed to Hund, Lauren.

5 records
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DOE OSTI2020

Dealing with Measurement Uncertainties as Nuisance Parameters in Bayesian Model Calibration

In the presence of model discrepancy, the calibration of physics-based models for physical parameter inference is a challenging problem. Lack of identifiability between calibration parameters and model discrepancy requires additional identifiability constraints to be placed on the model discrepancy to obtain unique physical parameter estimates. If these assumptions are violated, the inference for the calibration parameters can be systematically biased. In many applications, such as in dynamic material property experiments, many of the calibration inputs refer to measurement uncertainties. Here, we develop a metric for identifying overfitting of these measurement uncertainties, propose a prior capable of reducing this overfitting, and show how this leads to a diagnostic tool for validation of physical parameter inference. The approach is demonstrated for a benchmark example and applied for a material property application to perform inference on the equation of state parameters of tantalum.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2019

A causal perspective on reliability assessment

Causality in an engineered system pertains to how a system output changes due to a controlled change or intervention on the system or system environment. Engineered systems designs reflect a causal theory regarding how a system will work, and predicting the reliability of such systems typically requires knowledge of this underlying causal structure. The aim of this work is to introduce causal modeling tools that inform reliability predictions based on biased data sources. We present a novel application of the popular structural causal modeling (SCM) framework to reliability estimation in an engineering application, illustrating how this framework can inform whether reliability is estimable and how to estimate reliability given a set of data and assumptions about the subject matter and data generating mechanism. When data are insufficient for estimation, sensitivity studies based on problem-specific knowledge can inform how much reliability estimates can change due to biases in the data and what information should be collected next to provide the most additional information. We apply the approach to a pedagogical example related to a real, but proprietary, engineering application, considering how two types of biases in data can influence a reliability calculation.

42 ENGINEERING↗
DOE OSTI2019

Statistically Rigorous Uncertainty Quantification for Physical Parameter Model Calibration with Functional Output

In experiments conducted on the Z-machine at Sandia National Laboratories, dynamic material properties cannot be analyzed using traditional analytic methods, necessitating solving an inverse problem. Bayesian model calibration is a statistical framework for solving an inverse problem to estimate parameters input into a computational model in the presence of multiple uncertainties. Disentangling input parameter uncertainty and model misspecification is often poorly identified problem. When using computational models for physical parameter estimation, the issue of parameter identifiability must be carefully considered to obtain accurate and precise estimates of physical parameters. Additionally, in dynamic material properties applications, the experimental output is a function, velocity over time. While we can sample an arbitrarily large number of points from the measured velocity, these curves only contain a finite amount of information about the calibration parameters. In this report, we propose modifications to the Bayesian model calibration framework to simplify and improve the estimation of physical parameters with functional outputs. Specifically, we propose scaling the likelihood function by an effective sample size rather than modeling the discrepancy function; and modularizing input nuisance parameters with weakly identified parameters. We evaluate the performance of these proposed methods using a statistical simulation study and then apply these methods to estimate parameters of the tantalum equation of state. We conclude that these proposed methods can provide simple, fast, and statistically valid alternatives to the full Bayesian model calibration procedure; and that these methods can be used to estimate parameters of the equation of state for tantalum.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2019

Bayesian Model Calibration for Extrapolative Prediction via Gibbs Posteriors

The current standard Bayesian approach to model calibration, which assigns a Gaussian process prior to the discrepancy term, often suffers from issues of unidentifiability and computational complexity and instability. When the goal is to quantify uncertainty in physical parameters for extrapolative prediction, then there is no need to perform inference on the discrepancy term. With this in mind, we introduce Gibbs posteriors as an alternative Bayesian method for model calibration, which updates the prior with a loss function connecting the data to the parameter. The target of inference is the physical parameter value which minimizes the expected loss. We propose to tune the loss scale of the Gibbs posterior to maintain nominal frequentist coverage under assumptions of the form of model discrepancy, and present a bootstrap implementation for approximating coverage rates. Our approach is highly modular, allowing an analyst to easily encode a wide variety of such assumptions. Furthermore, we provide a principled method of combining posteriors calculated from data subsets. We apply our methods to data from an experiment measuring the material properties of tantalum.

36 MATERIALS SCIENCE↗