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At least 199 records · Page 11

Improving Trustworthiness of Data-Driven Power Grid Contingency Analysis With Bayesian Residual Graph Neural Networks

The evolving energy landscape requires novel tools to efficiently perform contingency analysis and reliability assessment of power grids, potentially in real-time. The high computational cost of traditional power flow solvers limits their applicability in practice. Machine learning (ML) surrogates such as deep neural networks (NNs) accelerate power flow solvers computations, enabling high-order contingency analysis and real-time decision-making by learning highly nonlinear functions and integrating grid topology via graph architectures. However, (graph) NNs lack predictive power away from training data and do not provide predictive confidence estimates. Here, we present a Bayesian residual graph NN that integrates knowledge from low-fidelity data via residual training and embeds granular quantification of uncertainties, improving trustworthiness critical for high-consequence decision-making. Applying Bayesian concepts to NNs is challenging due to the high-dimensionality of both the parameter space, complicating derivation of a meaningful prior, and the output space in large grid systems, requiring enhanced techniques to assess the predicted high-dimensional uncertainties. Our contributions include: (1) Deriving a prior for fully connected and graph NNs that leverages low-fidelity data to guide mean predictions and appropriately control prior predictive uncertainty. (2) Integrating this prior within an ensembling with anchoring scheme for efficient approximate posterior inference. (3) Deriving enhanced metrics to assess accuracy of both the mean and uncertainty predictions in high dimensions, appropriately accounting for correlations propagated through graph layers. The resulting Bayesian residual graph NN is tested on a contingency analysis task for 14-bus and 118-bus grids.

24 - POWER TRANSMISSION AND DISTRIBUTION↗

Application of machine learning and artificial intelligence to extend EFIT equilibrium reconstruction

Recent progress in the application of machine learning (ML)/artificial intelligence (AI) algorithms to improve the Equilibrium Fitting (EFIT) code equilibrium reconstruction for fusion data analysis applications is presented. A device-independent portable core equilibrium solver capable of computing or reconstructing equilibrium for different tokamaks has been created to facilitate adaptation of ML/AI algorithms. A large EFIT database comprising of DIII-D magnetic, motional Stark effect, and kinetic reconstruction data has been generated for developments of EFIT model-order-reduction (MOR) surrogate models to reconstruct approximate equilibrium solutions. Furthermore, a neural-network MOR surrogate model has been successfully trained and tested using the magnetically reconstructed datasets with encouraging results. Other progress includes developments of a Gaussian process Bayesian framework that can adapt its many hyperparameters to improve processing of experimental input data and a 3D perturbed equilibrium database from toroidal full magnetohydrodynamic linear response modeling using the Magnetohydrodynamic Resistive Spectrum - Feedback (MARS-F) code for developments of 3D-MOR surrogate models.

Gaussian process↗

Stochastic reconstructions of spectral functions: Application to lattice QCD

Here, we present a detailed study of the applications of two stochastic approaches, stochastic optimization method (SOM) and stochastic analytical inference (SAI), to extract spectral functions from Euclidean correlation functions. SOM has the advantage that it does not require prior information. On the other hand, SAI is a more generalized method based on Bayesian inference. Under mean field approximation SAI reduces to the often-used maximum entropy method (MEM), and for a specific choice of the prior SAI becomes equivalent to SOM. To test the applicability of these two stochastic methods to lattice QCD, Firstly, we apply these methods to various reasonably chosen model correlation functions, and present detailed comparisons of the reconstructed spectral functions obtained from SOM, SAI and MEM. Next, we present similar studies for charmonia correlation functions obtained from lattice QCD computations using clover-improved Wilson fermions on large, fine, isotropic lattices at 0:75 and 1:5 T c , T c being the deconfinement transition temperature of a pure gluon plasma. We find that SAI and SOM give consistent results to MEM at these two temperatures.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗

Computational Bayesian Methods Applied to Complex Problems in Bio and Astro Statistics

In this dissertation we apply computational Bayesian methods to three distinct problems. In the first chapter, we address the issue of unrealistic covariance matrices used to estimate collision probabilities. We model covariance matrices with a Bayesian Normal-Inverse-Wishart model, which we fit with Gibbs sampling. In the second chapter, we are interested in determining the sample sizes necessary to achieve a particular interval width and establish non-inferiority in the analysis of prevalences using two fallible tests. To this end, we use a third order asymptotic approximation. In the third chapter, we wish to synthesize evidence across multiple domains in measurements taken longitudinally across time, featuring a substantial amount of structurally missing data, and fit the model with Hamiltonian Monte Carlo in a simulation to analyze how estimates of a parameter of interest change across sample sizes.

Elrod, Chris↗

Scalable Statistical Analysis of Gaussian Models for Petascale Spatiotemporal Data (Final Technical Report)

Gaussian process models for spatial and spatiotemporal data are ubiquitous in scientific and engineering applications. Likelihood-based methods for fitting such models, which includes all Bayesian methods, have desirable statistical properties and are thus the methods of choice when feasible. However, calculating the likelihood function even once can be a challenge for N irregularly sited observations from such a process, requiring O(N 2 ) memory and O(N 3 ) complexity. Thus, there is a need for fast and accurate likelihood approximation even for N on the order of 10 5 , not to mention the 10 15 implied by petascale data. The main objective of this research was to develop computational tools for the statistical analysis of massive spatiotemporal datasets based on Gaussian process models. Another important objective was the development of appropriate statistical models for specific spatiotemporal processes arising in the physical sciences.

97 MATHEMATICS AND COMPUTING↗

Elastic and resonance structures of the nucleon from the hadronic tensor in lattice QCD: Implications for neutrino-nucleon scattering and hadron physics

We compute the Euclidean hadronic tensor from charge density operators and extract elastic and resonance structures by employing exponential fits to the four-point function correlator, as well as a Bayesian reconstruction inverse algorithm to obtain the corresponding spectral density for qualitative comparison. We present the determination of the nucleon’s Sachs electric form factor using the hadronic tensor formalism and verify that it is consistent with that from the conventional three-point function calculation. Beyond the elastic peak, we observe a structure located approximately 0.5–0.7 GeV above the nucleon mass in the Bayesian reconstruction. This structure is interpreted as a mixture of the Roper resonance [𝑁⁡(1440)], and states with both positive and negative parities in this mass region, as well as multihadron states. Assuming the observed structure is dominated by 𝐽 𝑃 = 1/2 ± states, we extract the transition electric form factor 𝐺$^*_𝐸$⁡(𝑄 2 ) and the corresponding longitudinal helicity amplitude 𝑆 1/2 ⁡(𝑄 2 ), and compare them with those determined from the CLAS experimental data of nucleon-to-Roper transition. Although fitting to the four-point correlation function or using the inverse algorithm does not resolve individual resonances, it nevertheless enables the determination of total inclusive lepton–nucleon scattering cross sections in appropriate energy bins. This lattice QCD calculation presents the first major step toward studying the inclusive 𝑁 → 𝑋 contributions within the hadronic tensor formalism.

72 PHYSICS OF ELEMENTARY PARTICLES AND FIELDS↗

Kernel learning backward SDE filter for data assimilation

In this paper, we develop a kernel learning backward SDE filter method to estimate the state of a stochastic dynamical system based on its partial noisy observations. A system of forward backward stochastic differential equations is used to propagate the state of the target dynamical model, and Bayesian inference is applied to incorporate the observational information. Further, to characterize the dynamical model in the entire state space, we introduce a kernel learning method to learn a continuous global approximation for the conditional probability density function of the target state by using discrete approximated density values as training data. Numerical experiments demonstrate that the kernel learning backward SDE is highly effective.

97 MATHEMATICS AND COMPUTING↗

Adaptive selection and validation of models of complex systems in the presence of uncertainty

This study describes versions of OPAL, the Occam-Plausibility Algorithm in which the use of Bayesian model plausibilities is replaced with information theoretic methods, such as the Akaike Information Criterion and the Bayes Information Criterion. Applications to complex systems of coarse-grained molecular models approximating atomistic models of polyethylene materials are described. All of these model selection methods take into account uncertainties in the model, the observational data, the model parameters, and the predicted quantities of interest. A comparison of the models chosen by Bayesian model selection criteria and those chosen by the information-theoretic criteria is given.

97 MATHEMATICS AND COMPUTING↗

Characterizing the Uncertainty of Measurement of Traceable Isotope Ratios with Bayesian Statistical Techniques

Analytical techniques such as multicollector—inductively coupled plasma—mass spectrometry (MC-ICP-MS) are routinely employed at SRNL, other National Laboratories, and in academia to determine the precise isotopic composition of diverse natural and anthropogenic samples (e.g., rocks and nuclear materials). Quantifying and reporting uncertainty in such analyses, while regularly performed, have a rigorous statistical foundation. The Guide to the Expression of Uncertainty in Measurement 4 (GUM) outlines conventional techniques used to assess such uncertainty. As the accessibility and speed of statistical computing increase, there is a need to modernize conventional techniques. For example, Supplement 1 to the 3rd to the GUM suggests the use of approximation methods as an updated approach to the GUM.

McLarty, Ellis C.↗

Efficient surrogate modeling methods for large-scale Earth system models based on machine-learning techniques

Abstract. Improving predictive understanding of Earth system variability and change requires data–model integration. Efficient data–model integration for complex models requires surrogate modeling to reduce model evaluation time. However, building a surrogate of a large-scale Earth system model (ESM) with many output variables is computationally intensive because it involves a large number of expensive ESM simulations. In this effort, we propose an efficient surrogate method capable of using a few ESM runs to build an accurate and fast-to-evaluate surrogate system of model outputs over large spatial and temporal domains. We first use singular value decomposition to reduce the output dimensions and then use Bayesian optimization techniques to generate an accurate neural network surrogate model based on limited ESM simulation samples. Our machine-learning-based surrogate methods can build and evaluate a large surrogate system of many variables quickly. Thus, whenever the quantities of interest change, such as a different objective function, a new site, and a longer simulation time, we can simply extract the information of interest from the surrogate system without rebuilding new surrogates, which significantly reduces computational efforts. We apply the proposed method to a regional ecosystem model to approximate the relationship between eight model parameters and 42 660 carbon flux outputs. Results indicate that using only 20 model simulations, we can build an accurate surrogate system of the 42 660 variables, wherein the consistency between the surrogate prediction and actual model simulation is 0.93 and the mean squared error is 0.02. This highly accurate and fast-to-evaluate surrogate system will greatly enhance the computational efficiency of data–model integration to improve predictions and advance our understanding of the Earth system.

58 GEOSCIENCES↗

Stochastic Filtering of Rain Profiles Using Radar, Surface-Referenced Radar, or Combined Radar-Radiometer Measurements

This paper describes a computationally efficient nearly optimal Bayesian algorithm to estimate rain (and drop size distribution) profiles, given a radar reflectivity profile at a single attenuating wavelength. In addition to estimating the averages of all the mutually ambiguous combinations of rain parameters that can produce the data observed, the approach also calculates the n-ns uncertainty in its estimates (this uncertainty thus quantifies "the amount of ambiguity" in the "solution"). The paper also describes a more general approach that can make estimates based on a radar reflectivity profile together with an approximate measurement of the path-integrated attenuation, or a radar reflectivity profile and a set of passive microwave brightness temperatures. This more general "combined" algorithm is currently being adapted for the Tropical Rainfall Measuring Mission.

Haddad, Ziad S.↗

The look-elsewhere effect from a unified Bayesian and frequentist perspective

When searching over a large parameter space for anomalies such as events, peaks, objects, or particles, there is a large probability that spurious signals with seemingly high signi ficance will be found. This is known as the look-elsewhere effect and is prevalent throughout cosmology, (astro)particle physics, and beyond. To avoid making false claims of detection, one must account for this effect when assigning the statistical significance of an anomaly. This is typically accomplished by considering the trials factor, which is generally computed numerically via potentially expensive simulations. In this paper we develop a continuous generalization of the Bonferroni and Sidak corrections by applying the Laplace approximation to evaluate the Bayes factor, and in turn relating the trials factor to the prior-to-posterior volume ratio. Here, we use this to define a test statistic whose frequentist properties have a simple interpretation in terms of the global p-value, or statistical significance. We apply this method to various physics-based examples and show it to work well for the full range of p-values, i.e. in both the asymptotic and non-asymptotic regimes. We also show that this method naturally accounts for other model complexities such as additional degrees of freedom, generalizing Wilks' theorem. This provides a fast way to quantify statistical significance in light of the look-elsewhere effect, without resorting to expensive simulations.

79 ASTRONOMY AND ASTROPHYSICS↗

AutoClass: A Bayesian Approach to Classification

We describe a Bayesian approach to the untutored discovery of classes in a set of cases, sometimes called finite mixture separation or clustering. The main difference between clustering and our approach is that we search for the "best" set of class descriptions rather than grouping the cases themselves. We describe our classes in terms of a probability distribution or density function, and the locally maximal posterior probability valued function parameters. We rate our classifications with an approximate joint probability of the data and functional form, marginalizing over the parameters. Approximation is necessitated by the computational complexity of the joint probability. Thus, we marginalize w.r.t. local maxima in the parameter space. We discuss the rationale behind our approach to classification. We give the mathematical development for the basic mixture model and describe the approximations needed for computational tractability. We instantiate the basic model with the discrete Dirichlet distribution and multivariant Gaussian density likelihoods. Then we show some results for both constructed and actual data.

Stutz, John↗

Breaking Computational Barriers: Real-time Analysis and Optimization with Large-scale Nonlinear Models via Model Reduction

Model reduction for dynamical systems is a promising approach for reducing the computational cost of large-scale physics-based simulations to enable high-fidelity models to be used in many- query (e.g., Bayesian inference) and near-real-time (e.g., fast-turnaround simulation) contexts. While model reduction works well for specialized problems such as linear time-invariant systems, it is much more difficult to obtain accurate, stable, and efficient reduced-order models (ROMs) for systems with general nonlinearities. This report describes several advances that enable nonlinear reduced-order models (ROMs) to be deployed in a variety of time-critical settings. First, we present an error bound for the Gauss-Newton with Approximated Tensors (GNAT) nonlinear model reduction technique. This bound allows the state-space error for the GNAT method to be quantified when applied with the backward Euler time-integration scheme. Second, we present a methodology for preserving classical Lagrangian structure in nonlinear model reduction. This technique guarantees that important properties--such as energy conservation and symplectic time-evolution maps--are preserved when performing model reduction for models described by a Lagrangian formalism (e.g., molecular dynamics, structural dynamics). Third, we present a novel technique for decreasing the temporal complexity --defined as the number of Newton-like iterations performed over the course of the simulation--by exploiting time-domain data. Fourth, we describe a novel method for refining projection-based reduced-order models a posteriori using a goal-oriented framework similar to mesh-adaptive h -refinement in finite elements. The technique allows the ROM to generate arbitrarily accurate solutions, thereby providing the ROM with a 'failsafe' mechanism in the event of insufficient training data. Finally, we present the reduced-order model error surrogate (ROMES) method for statistically quantifying reduced- order-model errors. This enables ROMs to be rigorously incorporated in uncertainty-quantification settings, as the error model can be treated as a source of epistemic uncertainty. This work was completed as part of a Truman Fellowship appointment. We note that much additional work was performed as part of the Fellowship. One salient project is the development of the Trilinos-based model-reduction software module Razor , which is currently bundled with the Albany PDE code and currently allows nonlinear reduced-order models to be constructed for any application supported in Albany. Other important projects include the following: 1. ROMES-equipped ROMs for Bayesian inference: K. Carlberg, M. Drohmann, F. Lu (Lawrence Berkeley National Laboratory), M. Morzfeld (Lawrence Berkeley National Laboratory). 2. ROM-enabled Krylov-subspace recycling: K. Carlberg, V. Forstall (University of Maryland), P. Tsuji, R. Tuminaro. 3. A pseudo balanced POD method using only dual snapshots: K. Carlberg, M. Sarovar. 4. An analysis of discrete v. continuous optimality in nonlinear model reduction: K. Carlberg, M. Barone, H. Antil (George Mason University). Journal articles for these projects are in progress at the time of this writing.

97 MATHEMATICS AND COMPUTING↗

Adaptive Bayesian Inference for Prediction

Performing rigorous predictive simulation necessitates that all available data be incorporated into the modeling process in order to accurately quantify uncertainties in predictions of the model. Statistical Bayesian inference is the most commonly used approach for incorporating data into uncertainty estimates. Statistical Bayesian inference uses data and an assumed error model to inform posterior distributions of model input variables and model discrepancies. An explicit characterization of the posterior distribution is not formed, but rather methods such as Markov chain Monte-Carlo (MCMC) are used to draw samples from the posterior. These samples are then used to evaluate statistics, such as integrals, of predicted quantities of interest (QoI). Recently the authors have developed an alternative reformulation of Bayesian inference based upon a measure-theoretic inversion technique. Unlike traditional statistical Bayesian inference, this reformulation allows us to directly interrogate the posterior distribution and, consequently, to generate samples from the posterior without MCMC. In this work we use forward propagation uncertainty quantification techniques to reduce the cost of approximating the posterior distribution. Specifically we investigate goal-oriented adaptive sparse grid approximation methods. These adaptive methods concentrate high-fidelity model evaluations in regions of the parameter space that both significantly contribute to the uncertainty in specified QoI and are informed by the available data. Numerical results are presented to compare our approach with the standard statistical Bayesian approach and to demonstrate the effectiveness of the goal-oriented adaptivity.

97 MATHEMATICS AND COMPUTING↗

Variational Bayesian strategies for high-dimensional, stochastic design problems

This paper is concerned with a lesser-studied problem in the context of model-based, uncertainty quantification (UQ), that of optimization/design/control under uncertainty. The solution of such problems is hindered not only by the usual difficulties encountered in UQ tasks (e.g. the high computational cost of each forward simulation, the large number of random variables) but also by the need to solve a nonlinear optimization problem involving large numbers of design variables and potentially constraints. We propose a framework that is suitable for a class of such problems and is based on the idea of recasting them as probabilistic inference tasks. To that end, we propose a Variational Bayesian (VB) formulation and an iterative VB–Expectation-Maximization scheme that is capable of identifying a local maximum as well as a low-dimensional set of directions in the design space, along which, the objective exhibits the largest sensitivity. We demonstrate the validity of the proposed approach in the context of two numerical examples involving thousands of random and design variables. In all cases considered the cost of the computations in terms of calls to the forward model was of the order of 100 or less. The accuracy of the approximations provided is assessed by information-theoretic metrics.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Sequential ensemble transform for Bayesian inverse problems

In this work, we present the Sequential Ensemble Transform (SET) method, an approach for generating approximate samples from a Bayesian posterior distribution. The method explores the posterior distribution by solving a sequence of discrete optimal transport problems to produce a series of transport plans which map prior samples to posterior samples. We prove that the sequence of Dirac mixture distributions produced by the SET method converges weakly to the true posterior as the sample size approaches infinity. Furthermore, our numerical results indicate that, when compared to standard Sequential Monte Carlo (SMC) methods, the SET approach is more robust to the choice of Markov mutation kernels and requires less computational efforts to reach a similar accuracy when used to explore complex posterior distributions. Finally, we describe adaptive schemes that allow to completely automate the use of the SET method.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Discovering Planetary Nebula Geometries: Explorations with a Hierarchy of Models

Astronomical objects known as planetary nebulae (PNe) consist of a shell of gas expelled by an aging medium-sized star as it makes its transition from a red giant to a white dwarf. In many cases this gas shell can be approximately described as a prolate ellipsoid. Knowledge of the physics of ionization processes in this gaseous shell enables us to construct a model in three dimensions (3D) called the Ionization-Bounded Prolate Ellipsoidal Shell model (IBPES model). Using this model we can generate synthetic nebular images, which can be used in conjunction with Hubble Space Telescope (HST) images of actual PNe to perform Bayesian model estimation. Since the IBPES model is characterized by thirteen parameters, model estimation requires the search of a 13-dimensional parameter space. The 'curse of dimensionality,' compounded by a computationally intense forward problem, makes forward searches extremely time-consuming and frequently causes them to become trapped in local solutions. We find that both the speed and of the search can be improved by judiciously reducing the dimensionality of the search space. Our basic approach employs a hierarchy of models of increasing complexity that converges to the IBPES model. Earlier studies establish that a hierarchical sequence converges more quickly, and to a better solution, than a search relying only on the most complex model. Here we report results for a hierarchy of five models. The first three models treat the nebula as a 2D image, while the last two models explore its characteristics as a 3D object and enable us to characterize the physics of the nebula. This five-model hierarchy is applied to HST images of ellipsoidal PNe to estimate their geometric properties and gas density profiles.

Huyser, Karen A.↗