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DOE OSTI2026

Hierarchical Gaussian Random Field Sampling for Multilevel Markov Chain Monte Carlo: Coupling Stochastic Partial Differential Equation and the Karhunen–Loève Decomposition

This work introduces structure preserving hierarchical decompositions for sampling Gaussian random fields (GRFs) within the context of multilevel Bayesian inference in high-dimensional space. Existing scalable hierarchical sampling methods, such as those based on stochastic partial differential equations (SPDEs), often reduce the dimensionality of the sample space at the cost of accuracy of inference. Other approaches, such that those based on Karhunen-Loève (KL) expansions, offer sample space dimensionality reduction but sacrifice GRF representation accuracy and ergodicity of the Markov chain Monte Carlo (MCMC) sampler and are computationally expensive for high-dimensional problems. The proposed method integrates the dimensionality reduction capabilities of KL expansions with the scalability of SPDE-based sampling, thereby providing a robust, unified framework for high-dimensional uncertainty quantification (UQ) that is scalable and accurate, preserves ergodicity, and offers dimensionality reduction of the sample space. The hierarchy in our multilevel algorithm is derived from the geometric multigrid hierarchy. By constructing a hierarchical decomposition that maintains the covariance structure across the levels in the hierarchy, the approach enables efficient coarse-to-fine sampling while ensuring that all samples are drawn from the desired distribution. The effectiveness of the proposed method is demonstrated on a benchmark subsurface flow problem, demonstrating its effectiveness in improving computational efficiency and statistical accuracy. Furthermore, our proposed technique is more efficient and accurate and displays better convergence properties than existing methods for high-dimensional Bayesian inference problems.

Gaussian random fields↗

DOE OSTI2024

Microcanonical Hamiltonian Monte Carlo

We develop Microcanonical Hamiltonian Monte Carlo (MCHMC), a class of models that follow fixed energy Hamiltonian dynamics, in contrast to Hamiltonian Monte Carlo (HMC), which follows canonical distribution with different energy levels. MCHMC tunes the Hamiltonian function such that the marginal of the uniform distribution on the constant-energy-surface over the momentum variables gives the desired target distribution. We show that MCHMC requires occasional energy-conserving billiard-like momentum bounces for ergodicity, analogous to momentum resampling in HMC. We generalize the concept of bounces to a continuous version with partial direction preserving bounces at every step, which gives energy-conserving underdamped Langevin-like dynamics with non-Gaussian noise (MCLMC). MCHMC and MCLMC exhibit favorable scalings with condition number and dimensionality. We develop an efficient hyperparameter tuning scheme that achieves high performance and consistently outperforms NUTS HMC on several standard benchmark problems, in some cases by orders of magnitude.

97 MATHEMATICS AND COMPUTING↗

DOE OSTI2020

Radiation Source Localization Using Surrogate Models Constructed from 3-D Monte Carlo Transport Physics Simulations

Recent research has focused on the development of surrogate models for radiation source localization in a simulated urban domain. We employ the Monte Carlo N-Particle (MCNP) code to provide high- delity simulations of radiation transport within an urban domain. The model is constructed to employ a source location (x, y, z) as input and return the estimated count rate for a set of speci ed detector locations. Because MCNP simulations are computationally expensive, we develop e cient and accurate surrogate models of the detector responses. We construct surrogate models using Gaussian processes (GP) and neural networks (NN) that we train and verify using the MCNP simulations. The trained surrogate models provide an e cient framework for Bayesian inference and experimental design. We employ Delayed Rejection Adaptive Metropolis (DRAM), a Markov Chain Monte Carlo (MCMC) algorithm, to infer the location and intensity of an unknown source. The DRAM results yield a posterior probability distribution for the source's location conditioned on the observed detector count rates. The posterior distribution exhibits regions of high and low probability within the simulated environment identifying potential source locations. In this manner, we can quantify the source location to within at least one of these regions of high probability in the considered cases. Employing these methods, we are able to reduce the space of potential source locations by at least 60%.

46 INSTRUMENTATION RELATED TO NUCLEAR SCIENCE AND ↗

DOE OSTI2024

Hybrid Parameter Search and Dynamic Model Selection for Mixed-Variable Bayesian Optimization

Herein this article presents a new type of hybrid model for Bayesian optimization (BO) adept at managing mixed variables, encompassing both quantitative (continuous and integer) and qualitative (categorical) types. Our proposed new hybrid models (named hybridM) merge the Monte Carlo Tree Search structure (MCTS) for categorical variables with Gaussian Processes (GP) for continuous ones. hybridM leverages the upper confidence bound tree search (UCTS) for MCTS strategy, showcasing the tree architecture’s integration into Bayesian optimization. Our innovations, including dynamic online kernel selection in the surrogate modeling phase and a unique UCTS search strategy, position our hybrid models as an advancement in mixed-variable surrogate models. Numerical experiments underscore the superiority of hybrid models, highlighting their potential in Bayesian optimization.

97 MATHEMATICS AND COMPUTING↗

DOE OSTI2022

Bayesian optimization to design a novel x-ray shaping device

In radiation therapy, x-ray dose must be precisely sculpted to the tumor, while simultaneously avoiding surrounding organs at risk. This requires modulation of x-ray intensity in space and/or time. Typically, this is achieved using a multi leaf collimator (MLC) - a complex mechatronic device comprising over one hundred individually powered tungsten ‘leaves’ that move in or out of the radiation field as required. Here, an all-electronic x-ray collimation concept with no moving parts is presented, termed “SPHINX”: Scanning Pencil-beam High-speed Intensity-modulated X-ray source. SPHINX utilizes a spatially distributed bremsstrahlung target and collimator array in conjunction with magnetic scanning of a high energy electron beam to generate a plurality of small x-ray “beamlets.” A simulation framework was developed in Topas Monte Carlo incorporating a phase space electron source, transport through user defined magnetic fields, bremsstrahlung x-ray production, transport through a SPHINX collimator, and dose in water. This framework was completely parametric, meaning a simulation could be built and run for any supplied geometric parameters. This functionality was coupled with Bayesian optimization to find the best parameter set based on an objective function which included terms to maximize dose rate for a user defined beamlet width while constraining inter-channel cross talk and electron contamination. Designs for beamlet widths of 5, 7, and 10 mm 2 were generated. Each optimization was run for 300 iterations and took approximately 40 h on a 24-core computer. For the optimized 7-mm model, a simulation of all beamlets in water was carried out including a linear scanning magnet calibration simulation. Finally, a back-of-envelope dose rate formalism was developed and used to estimate dose rate under various conditions. The optimized 5–, 7–, and 10-mm models had beamlet widths of 5.1 , 7.2 , and 10.1 mm 2 and dose rates of 3574, 6351, and 10 015 Gy/C, respectively. The reduction in dose rate for smaller beamlet widths is a result of both increased collimation and source occlusion. For the simulation of all beamlets in water, the scanning magnet calibration reduced the offset between the collimator channels and beam centroids from 2.9 ±1.9 mm to 0.01 ±0.03 mm. A slight reduction in dose rate of approximately 2% per degree of scanning angle was observed. Based on a back-of-envelope dose rate formalism, SPHINX in conjunction with next-generation linear accelerators has the potential to achieve substantially higher dose rates than conventional MLC-based delivery, with delivery of an intensity modulated 100 x 100 mm 2 field achievable in 0.9 to 10.6 s depending on the beamlet widths used. Bayesian optimization was coupled with Monte Carlo modeling to generate SPHINX geometries for various beamlet widths. A complete Monte Carlo simulation for one of these designs was developed, including electron beam transport of all beamlets through scanning magnets, x-ray production and collimation, and dose in water. These results demonstrate that SPHINX is a promising candidate for sculpting radiation dose with no moving parts, and has the potential to vastly improve both the speed and robustness of radiotherapy delivery. A multi-beam SPHINX system may be a candidate for delivering magavoltage FLASH RT in humans.

62 RADIOLOGY AND NUCLEAR MEDICINE↗

DOE OSTI2020

Estimating posterior quantity of interest expectations in a multilevel scalable framework

Scalable approaches for uncertainty quantification are necessary for characterizing prediction confidence in large-scale subsurface flow simulations with uncertain permeability. To this end we explore a multilevel Monte Carlo approach for estimating posterior moments of a particular quantity of interest, where we employ an element-agglomerated algebraic multigrid (AMG) technique to generate the hierarchy of coarse spaces with guaranteed approximation properties for both the generation of spatially correlated random fields and the forward simulation of Darcy's law to model subsurface flow. In both these components (sampling and forward solves), we exploit solvers that rely on state-of-the-art scalable AMG. To illustrate the applicability of this approach, numerical tests are performed on two 3D examples-a unit cube and an egg-shaped domain with an irregular boundary-where the scalability of each simulation as well as the scalability of the overall algorithm are demonstrated.

97 MATHEMATICS AND COMPUTING↗

DOE OSTI2020

An active learning high-throughput microstructure calibration framework for solving inverse structure–process problems in materials informatics

Determining a process–structure–property relationship is the holy grail of materials science, where both computational prediction in the forward direction and materials design in the inverse direction are essential. Problems in materials design are often considered in the context of process–property linkage by bypassing the materials structure, or in the context of structure–property linkage as in microstructure-sensitive design problems. However, there is a lack of research effort in studying materials design problems in the context of process–structure linkage, which has a great implication in reverse engineering. In this paper, given a target microstructure, we propose an active learning high-throughput microstructure calibration framework to derive a set of processing parameters, which can produce an optimal microstructure that is statistically equivalent to the target microstructure. The proposed framework is formulated as a noisy multi-objective optimization problem, where each objective function measures a deterministic or statistical difference of the same microstructure descriptor between a candidate microstructure and a target microstructure. Furthermore, to significantly reduce the physical waiting wall-time, we enable the high-throughput feature of the microstructure calibration framework by adopting an asynchronously parallel Bayesian optimization to exploit high-performance computing resources. Case studies in additive manufacturing and grain growth are used to demonstrate the applicability of the proposed framework, where kinetic Monte Carlo (kMC) simulation is used as a forward predictive model, such that for a given target microstructure, the target processing parameters that produced this microstructure are successfully recovered.

36 MATERIALS SCIENCE↗

NASA NTRS2017

Near Real-Time Probabilistic Damage Diagnosis Using Surrogate Modeling and High Performance Computing

This work investigates novel approaches to probabilistic damage diagnosis that utilize surrogate modeling and high performance computing (HPC) to achieve substantial computational speedup. Motivated by Digital Twin, a structural health management (SHM) paradigm that integrates vehicle-specific characteristics with continual in-situ damage diagnosis and prognosis, the methods studied herein yield near real-time damage assessments that could enable monitoring of a vehicle's health while it is operating (i.e. online SHM). High-fidelity modeling and uncertainty quantification (UQ), both critical to Digital Twin, are incorporated using finite element method simulations and Bayesian inference, respectively. The crux of the proposed Bayesian diagnosis methods, however, is the reformulation of the numerical sampling algorithms (e.g. Markov chain Monte Carlo) used to generate the resulting probabilistic damage estimates. To this end, three distinct methods are demonstrated for rapid sampling that utilize surrogate modeling and exploit various degrees of parallelism for leveraging HPC. The accuracy and computational efficiency of the methods are compared on the problem of strain-based crack identification in thin plates. While each approach has inherent problem-specific strengths and weaknesses, all approaches are shown to provide accurate probabilistic damage diagnoses and several orders of magnitude computational speedup relative to a baseline Bayesian diagnosis implementation.

Warner, James E.↗

DOE OSTI2023

Search for low mass dark matter in DarkSide-50: the bayesian network approach

Abstract We present a novel approach for the search of dark matter in the DarkSide-50 experiment, relying on Bayesian Networks. This method incorporates the detector response model into the likelihood function, explicitly maintaining the connection with the quantity of interest. No assumptions about the linearity of the problem or the shape of the probability distribution functions are required, and there is no need to morph signal and background spectra as a function of nuisance parameters. By expressing the problem in terms of Bayesian Networks, we have developed an inference algorithm based on a Markov Chain Monte Carlo to calculate the posterior probability. A clever description of the detector response model in terms of parametric matrices allows us to study the impact of systematic variations of any parameter on the final results. Our approach not only provides the desired information on the parameter of interest, but also potential constraints on the response model. Our results are consistent with recent published analyses and further refine the parameters of the detector response model.

72 PHYSICS OF ELEMENTARY PARTICLES AND FIELDS↗

NASA NTRS2014

Statistical Symbolic Execution with Informed Sampling

Symbolic execution techniques have been proposed recently for the probabilistic analysis of programs. These techniques seek to quantify the likelihood of reaching program events of interest, e.g., assert violations. They have many promising applications but have scalability issues due to high computational demand. To address this challenge, we propose a statistical symbolic execution technique that performs Monte Carlo sampling of the symbolic program paths and uses the obtained information for Bayesian estimation and hypothesis testing with respect to the probability of reaching the target events. To speed up the convergence of the statistical analysis, we propose Informed Sampling, an iterative symbolic execution that first explores the paths that have high statistical significance, prunes them from the state space and guides the execution towards less likely paths. The technique combines Bayesian estimation with a partial exact analysis for the pruned paths leading to provably improved convergence of the statistical analysis. We have implemented statistical symbolic execution with in- formed sampling in the Symbolic PathFinder tool. We show experimentally that the informed sampling obtains more precise results and converges faster than a purely statistical analysis and may also be more efficient than an exact symbolic analysis. When the latter does not terminate symbolic execution with informed sampling can give meaningful results under the same time and memory limits.

Reliability↗

NASA NTRS2024

Under-Constrained SEE Data: Implications for Estimating and Bounding SEE Rates

Increasingly scarce SEE testing resources and rapid growth of the New Space sector have increased the prevalence of under-constrained SEE data. We develop Monte Carlo tools to assess implications for SEE rate estimation. We also show that Bayesian Priors based on large datasets of SEL susceptible parts can augment under-constrained data and improve bounds on SEL rates. The resulting Bayesian Priors are also useful for bounding system SEL risk.

Single-event effect↗

DOE OSTI2022

Performing Bayesian Analyses With AZURE2 Using BRICK: An Application to the 7 Be System

Phenomenological R-matrix has been a standard framework for the evaluation of resolved resonance cross section data in nuclear physics for many years. It is a powerful method for comparing different types of experimental nuclear data and combining the results of many different experimental measurements in order to gain a better estimation of the true underlying cross sections. Yet a practical challenge has always been the estimation of the uncertainty on both the cross sections at the energies of interest and the fit parameters, which can take the form of standard level parameters. Frequentist (χ 2 -based) estimation has been the norm. In this work, a Markov Chain Monte Carlo sampler, emcee, has been implemented for the R-matrix code AZURE2, creating the Bayesian R-matrix Inference Code Kit (BRICK). Bayesian uncertainty estimation has then been carried out for a simultaneous R-matrix fit of the 3 He (α,γ) 7 Be and 3 He (α,α) 3 He reactions in order to gain further insight into the fitting of capture and scattering data. Both data sets constrain the values of the bound state α-particle asymptotic normalization coefficients in 7 Be. The analysis highlights the need for low-energy scattering data with well-documented uncertainty information and shows how misleading results can be obtained in its absence.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗

DOE OSTI2021

Radar-Based Bayesian Estimation of Ice Crystal Growth Parameters within a Microphysical Model

The potential for polarimetric Doppler radar measurements to improve predictions of ice microphysical processes within an idealized model–observational framework is examined. In an effort to more rigorously constrain ice growth processes (e.g., vapor deposition) with observations of natural clouds, a novel framework is developed to compare simulated and observed radar measurements, coupling a bulk adaptive-habit model of vapor growth to a polarimetric radar forward model. Bayesian inference on key microphysical model parameters is then used, via a Markov chain Monte Carlo sampler, to estimate the probability distribution of the model parameters. The statistical formalism of this method allows for robust estimates of the optimal parameter values, along with (non-Gaussian) estimates of their uncertainty. To demonstrate this framework, observations from Department of Energy radars in the Arctic during a case of pristine ice precipitation are used to constrain vapor deposition parameters in the adaptive habit model. The resulting parameter probability distributions provide physically plausible changes in ice particle density and aspect ratio during growth. A lack of direct constraint on the number concentration produces a range of possible mean particle sizes, with the mean size inversely correlated to number concentration. Consistency is found between the estimated inherent growth ratio and independent laboratory measurements, increasing confidence in the parameter PDFs and demonstrating the effectiveness of the radar measurements in constraining the parameters. Furthermore, the combined Doppler and polarimetric observations produce the highest-confidence estimates of the parameter PDFs, with the Doppler measurements providing a stronger constraint for this case.

54 ENVIRONMENTAL SCIENCES↗

DOE OSTI2023

hIPPYlib-MUQ: A Bayesian Inference Software Framework for Integration of Data with Complex Predictive Models under Uncertainty

Bayesian inference provides a systematic framework for integration of data with mathematical models to quantify the uncertainty in the solution of the inverse problem. However, the solution of Bayesian inverse problems governed by complex forward models described by partial differential equations (PDEs) remains prohibitive with black-box Markov chain Monte Carlo (MCMC) methods. We present hIPPYlib-MUQ, an extensible and scalable software framework that contains implementations of state-of-the art algorithms aimed to overcome the challenges of high-dimensional, PDE-constrained Bayesian inverse problems. These algorithms accelerate MCMC sampling by exploiting the geometry and intrinsic low-dimensionality of parameter space via derivative information and low rank approximation. The software integrates two complementary open-source software packages, hIPPYlib and MUQ. hIPPYlib solves PDE-constrained inverse problems using automatically-generated adjoint-based derivatives, but it lacks full Bayesian capabilities. MUQ provides a spectrum of powerful Bayesian inversion models and algorithms, but expects forward models to come equipped with gradients and Hessians to permit large-scale solution. By combining these two complementary libraries, we created a robust, scalable, and efficient software framework that realizes the benefits of each and allows us to tackle complex large-scale Bayesian inverse problems across a broad spectrum of scientific and engineering disciplines. To illustrate the capabilities of hIPPYlib-MUQ, we present a comparison of a number of MCMC methods available in the integrated software on several high-dimensional Bayesian inverse problems. These include problems characterized by both linear and nonlinear PDEs, various noise models, and different parameter dimensions. The results demonstrate that large (~ 50×) speedups over conventional black box and gradient-based MCMC algorithms can be obtained by exploiting Hessian information (from the log-posterior), underscoring the power of the integrated hIPPYlib-MUQ framework.

97 MATHEMATICS AND COMPUTING↗

DOE OSTI2021

Bayesian Poroelastic Aquifer Characterization From InSAR Surface Deformation Data. 2. Quantifying the Uncertainty

Uncertainty quantification of groundwater (GW) aquifer parameters is critical for efficient management and sustainable extraction of GW resources. These uncertainties are introduced by the data, model, and prior information on the parameters. We develop a Bayesian inversion framework that uses Interferometric Synthetic Aperture Radar (InSAR) surface deformation data to infer the laterally heterogeneous permeability of a transient linear poroelastic model of a confined GW aquifer. The Bayesian solution of this inverse problem takes the form of a posterior probability density of the permeability. Exploring this posterior using classical Markov chain Monte Carlo (MCMC) methods is computationally prohibitive due to the large dimension of the discretized permeability field and the expense of solving the poroelastic forward problem. However, in many partial differential equation (PDE)-based Bayesian inversion problems, the data are only informative in a few directions in parameter space. For the poroelasticity problem, we prove this property theoretically for a one-dimensional problem and demonstrate it numerically for a three-dimensional aquifer model. Here we design a generalized preconditioned Crank-Nicolson (gpCN) MCMC method that exploits this intrinsic low dimensionality by using a low-rank-based Laplace approximation of the posterior as a proposal, which we build scalably. The feasibility of our approach is demonstrated through a real GW aquifer test in Nevada. The inherently two-dimensional nature of InSAR surface deformation data informs a sufficient number of modes of the permeability field to allow detection of major structures within the aquifer, significantly reducing the uncertainty in the pressure and the displacement quantities of interest.

54 ENVIRONMENTAL SCIENCES↗

DOE OSTI2023

Deep Neural Network Informed Markov Chain Monte Carlo Methods

In subsurface flow modeling, quantifying the uncertainty of model parameters and the corresponding uncertainly on output quantities is a crucial task for groundwater management. Markov chain Monte Carlo (MCMC) methods can take advantage of observed data to estimate parameters in a Bayesian setting. However, MCMC can be slow to converge and produce highly correlated samples when the dimensions of the parameters is high. Using gradients for the posterior distribution can help samplers explore the parameter space more efficiently, but obtaining gradients can be computationally challenging.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗

DOE OSTI2026

Using PyBioNetFit to leverage qualitative and quantitative data in biological model parameterization and uncertainty quantification

Data generated in studies of cellular regulatory systems are often qualitative. For example, measurements of signaling readouts in the presence and absence of mutations may reveal a rank ordering of responses across conditions but not the precise extents of mutation-induced differences. Qualitative data are often ignored by mathematical modelers or are considered in an ad hoc manner, as in the study of Kocieniewski and Lipniacki (2013) [Phys Biol 10: 035006], which was focused on the roles of MEK isoforms in ERK activation. In this earlier study, model parameter values were tuned manually to obtain consistency with a combination of qualitative and quantitative data. This approach is not reproducible, nor does it provide insights into parametric or prediction uncertainties. Here, starting from the same data and the same ordinary differential equation (ODE) model structure, we generate formalized statements of qualitative observations, making these observations more reusable, and we improve the model parameterization procedure by applying a systematic and automated approach enabled by the software package PyBioNetFit. We also demonstrate uncertainty quantification (UQ), which was absent in the original study. Our results show that PyBioNetFit enables qualitative data to be leveraged, together with quantitative data, in parameterization of systems biology models and facilitates UQ. These capabilities are important for reliable estimation of model parameters and model analyses in studies of cellular regulatory systems and reproducibility.

59 BASIC BIOLOGICAL SCIENCES↗

NASA NTRS2021

Radar-Based Bayesian Estimation of Ice Crystal Growth Parameters within a Microphysical Model

The potential for polarimetric Doppler radar measurements to improve predictions of ice microphysical processes within an idealized model–observational framework is examined. In an effort to more rigorously constrain ice growth processes (e.g., vapor deposition) with observations of natural clouds, a novel framework is developed to compare simulated and observed radar measurements, coupling a bulk adaptive-habit model of vapor growth to a polarimetric radar forward model. Bayesian inference on key microphysical model parameters is then used, via a Markov chain Monte Carlo sampler, to estimate the probability distribution of the model parameters. The statistical formalism of this method allows for robust estimates of the optimal parameter values, along with (non-Gaussian) estimates of their uncertainty. To demonstrate this framework, observations from Department of Energy radars in the Arctic during a case of pristine ice precipitation are used to constrain vapor deposition parameters in the adaptive habit model. The resulting parameter probability distributions provide physically plausible changes in ice particle density and aspect ratio during growth. A lack of direct constraint on the number concentration produces a range of possible mean particle sizes, with the mean size inversely correlated to number concentration. Consistency is found between the estimated inherent growth ratio and independent laboratory measurements, increasing confidence in the parameter PDFs and demonstrating the effectiveness of the radar measurements in constraining the parameters. The combined Doppler and polarimetric observations produce the highest-confidence estimates of the parameter PDFs, with the Doppler measurements providing a stronger constraint for this case.

Robert S. Schrom↗