A bound on the probability that a Gaussian process exceeds a given function.
Upper bound obtained for probability of zero Gaussian random process remaining above specified signal throughout prescribed interval of time
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Upper bound obtained for probability of zero Gaussian random process remaining above specified signal throughout prescribed interval of time
It is necessary to predict volcanic ash deposition since falling ash is harmful to human activities. Because simulators built for this purpose are computationally expensive, it is popular to use statistical emulators for geophysical hazard analyses, where a large number of simulations are required. Gaussian stochastic process emulators are able to approximate expensive simulations in an accurate and efficient way. Using a relatively small number of simulation runs, a well-trained emulator can accurately predict simulation outputs at massive new input points in a few seconds. Under different explosive eruption conditions, we constructed Gaussian stochastic process emulators for Tephra2, a simulation tool for estimating the accumulation of volcanic ash over a region. Historical wind records are used as input wind data, without assuming a Gaussian wind speed profile or common wind direction among elevations. While there are several inputs for Tephra2, we use no more than three physically motivated variables as emulator inputs to reduce the computational cost of emulations. The emulator outputs predict the mass of tephra per unit area at 50281 grid points around a predetermined vent location.
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Data-driven tools for finding structure–property (S–P) relations, such as the Materials Knowledge System (MKS) framework, can accelerate materials design, once the costly and technical calibration process has been completed. In this paper, a three-model method is proposed to reduce the expense of S–P relation model calibration: (1) direct simulations are performed as per (2) a Gaussian process-based data collection model, to calibrate (3) an MKS homogenization model in an application to α-Ti. The new methods are compared favorably with expert texture selection on the performance of the so-calibrated MKS models. Benefits for the development of new and improved materials are discussed.
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This article is concerned with the approximation of high-dimensional functions by kernel-based methods. Motivated by uncertainty quantification, which often necessitates the construction of approximations that are accurate with respect to a probability density function of random variables, we aim at minimizing the approximation error with respect to a weighted $L^p$-norm. We present a greedy procedure for designing computer experiments based upon a weighted modification of the pivoted Cholesky factorization. The method successively generates nested samples with the goal of minimizing error in regions of high probability. Numerical experiments validate that this new importance sampling strategy is superior to other sampling approaches, especially when used with non-product probability density functions. We also show how to use the proposed algorithm to efficiently generate surrogates for inferring unknown model parameters from data.
From the lightest Hydrogen isotopes up to the recently synthesized Oganesson (Z = 118), it is estimated that as many as about 8,000 atomic nuclei could exist in nature. Most of these nuclei are too short-lived to be occurring on Earth, but they play an essential role in astrophysical events such as supernova explosions or neutron star mergers that are presumed to be at the origin of most heavy elements in the Universe. Understanding the structure, reactions, and decays of nuclei across the entire chart of nuclides is an enormous challenge because of the experimental difficulties in measuring properties of interest in such fleeting objects and the theoretical and computational issues of simulating strongly-interacting quantum many-body systems. Nuclear density functional theory (DFT) is a fully microscopic theoretical framework which has the potential of providing such a quantitatively accurate description of nuclear properties for every nucleus in the chart of nuclides. Thanks to high-performance computing facilities, it has already been successfully applied to predict nuclear masses, global patterns of radioactive decay like β or γ decay, and several aspects of the nuclear fission process such as, e.g., spontaneous fission half-lives. Yet, predictive simulations of nuclear spectroscopy—the low-lying excited states and transitions between them—or of nuclear fission, or the quantification of theoretical uncertainties and their propagation to basic or applied nuclear science applications, would require several orders of magnitude more calculations than currently possible. However, most of this computational effort would be spent into generating a suitable basis of DFT wavefunctions. Such a task could potentially be considerably accelerated by borrowing tools from the field of machine learning and artificial intelligence. In this paper, we review different approaches to applying supervised and unsupervised learning techniques to nuclear DFT.
The effect of NPFM (Neural Pulse Frequency Modulation) on a stationary Gaussian input, namely an exponentially correlated Gaussian input, is investigated with special emphasis on the determination of the average number of pulses in unit time, known also as the average frequency of pulse occurrence. For some classes of stationary input processes where the formulation of the appropriate multidimensional Markov diffusion model of the input-plus-NPFM system is possible, the average impulse frequency may be obtained by a generalization of the approach adopted. The results are approximate and numerical, but are in close agreement with Monte Carlo computer simulation results.
In many complex engineered systems, the ability to give an alarm prior to impending critical events is of great importance. These critical events may have varying degrees of severity, and in fact they may occur during normal system operation. In this article, we investigate approximations to theoretically optimal methods of designing alarm systems for the prediction of level-crossings by a zero-mean stationary linear dynamic system driven by Gaussian noise. An optimal alarm system is designed to elicit the fewest false alarms for a fixed detection probability. This work introduces the use of Kalman filtering in tandem with the optimal level-crossing problem. It is shown that there is a negligible loss in overall accuracy when using approximations to the theoretically optimal predictor, at the advantage of greatly reduced computational complexity. I
Traditionally the power grid has been a one-way street with power flowing from large transmission-connected generators through the distribution network to consumers. This paradigm is changing with the introduction of distributed renewable energy resources (DERs), and with it, the way the grid is managed. There is currently a dearth of high fidelity solar irradiance datasets available to help grid researchers understand how expansion of DERs could affect future power system operations. Realistic simulations of by-the-second solar irradiances are needed to study how DER variability affects the grid. Irradiance data are highly non-stationary and non-Gaussian, and even modern time series models are challenged by their distributional properties. We develop a subordinated non-Gaussian stochastic model whose simulations realistically capture the distribution and dependence structure in measured irradiance. We illustrate our approach on a fine resolution dataset from Hawaii, where our approach outperforms standard nonlinear time series models.
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