SEARCH · Engineering Papers

Results for “variance estimation”

Search indexed NASA NTRS and DOE OSTI research on propulsion, heat transfer, battery materials and energy systems. Follow report and document links to the original sources.

SourceResearch connectionFrom yearThrough year

Quote a phrase for an exact phrase match. Source license links do not imply unrestricted reuse.

At least 271 records · Page 15

All sources NASA NTRS DOE OSTI

DOE OSTI2022

Ensemble approximate control variate estimators: Applications to multi-fidelity importance sampling.

The recent growth in multifidelity uncertainty quantification has given rise to a large set of variance reduction techniques that leverage information from model ensembles to provide variance reduction for estimates of the statistics of a high-fidelity model. In this paper we provide two contributions: (1) we utilize an ensemble estimator to account for uncertainties in the optimal weights of approximate control variate (ACV) approaches and derive lower bounds on the number of samples required to guarantee variance reduction; and (2) we extend an existing multifidelity importance sampling (MFIS) scheme to leverage control variates. Our approach directly addresses a limitation of many multifidelity sampling strategies that require the usage of pilot samples to estimate covariances. As such we make significant progress towards both increasing the practicality of approximate control variates—for instance, by accounting for the effect of pilot samples—and using multifidelity approaches more effectively for estimating low-probability events. The numerical results indicate our hybrid MFIS-ACV estimator achieves up to 50% improvement in variance reduction over the existing state-of-the-art MFIS estimator, which had already shown an outstanding convergence rate compared to the Monte Carlo method, on several problems of computational mechanics.

97 MATHEMATICS AND COMPUTING↗

NASA NTRS1998

Stratospheric Assimilation of Chemical Tracer Observations Using a Kalman Filter: Chi-Square Validated Results and Analysis of Variance and Correlation Dynamics - Pt. 2

A Kalman filter system designed for the assimilation of limb-sounding observations of stratospheric chemical tracers, which has four tunable covariance parameters, was developed in Part I (Menard et al. 1998) The assimilation results of CH4 observations from the Cryogenic Limb Array Etalon Sounder instrument (CLAES) and the Halogen Observation Experiment instrument (HALOE) on board of the Upper Atmosphere Research Satellite are described in this paper. A robust (chi)(sup 2) criterion, which provides a statistical validation of the forecast and observational error covariances, was used to estimate the tunable variance parameters of the system. In particular, an estimate of the model error variance was obtained. The effect of model error on the forecast error variance became critical after only three days of assimilation of CLAES observations, although it took 14 days of forecast to double the initial error variance. We further found that the model error due to numerical discretization as arising in the standard Kalman filter algorithm, is comparable in size to the physical model error due to wind and transport modeling errors together. Separate assimilations of CLAES and HALOE observations were compared to validate the state estimate away from the observed locations. A wave-breaking event that took place several thousands of kilometers away from the HALOE observation locations was well captured by the Kalman filter due to highly anisotropic forecast error correlations. The forecast error correlation in the assimilation of the CLAES observations was found to have a structure similar to that in pure forecast mode except for smaller length scales. Finally, we have conducted an analysis of the variance and correlation dynamics to determine their relative importance in chemical tracer assimilation problems. Results show that the optimality of a tracer assimilation system depends, for the most part, on having flow-dependent error correlation rather than on evolving the error variance.

Menard, Richard↗

NASA NTRS1986

On the design of classifiers for crop inventories

Crop proportion estimators that use classifications of satellite data to correct, in an additive way, a given estimate acquired from ground observations are discussed. A linear version of these estimators is optimal, in terms of minimum variance, when the regression of the ground observations onto the satellite observations in linear. When this regression is not linear, but the reverse regression (satellite observations onto ground observations) is linear, the estimator is suboptimal but still has certain appealing variance properties. In this paper expressions are derived for those regressions which relate the intercepts and slopes to conditional classification probabilities. These expressions are then used to discuss the question of classifier designs that can lead to low-variance crop proportion estimates. Variance expressions for these estimates in terms of classifier omission and commission errors are also derived.

Heydorn, R. P.↗

DOE OSTI2022

GANISP: A GAN-Assisted Importance Splitting Probability Estimator

Designing manufacturing processes with high yield and strong reliability relies on effective methods for rare event estimation. Genealogical importance splitting reduces the variance of rare event probability estimators by iteratively selecting and replicating realizations that are headed towards a rare event. The replication step is difficult when applied to deterministic systems where the initial conditions of the offspring realizations need to be modified. Typically, a random perturbation is applied to the offspring to differentiate their trajectory from the parent realization. However, this random perturbation strategy may be effective for some systems while failing for others, preventing variance reduction in the probability estimate. This work seeks to address this limitation using a generative model such as a Generative Adversarial Network (GAN) to generate perturbations that are consistent with the attractor of the dynamical system. The proposed GAN-assisted Importance SPlitting method (GANISP) improves the variance reduction for the system targeted. An implementation of the method is available in a companion repository (https://github.com/NREL/GANISP).

generative adversarial network↗

DOE OSTI2017

A Comparison of the FW-CADIS and MR-CADIS Variance Reduction Methods

The Consistent Adjoint Driven Importance Sampling (CADIS) method, which uses an adjoint deterministic estimate for making variance reduction parameters that optimize Monte Carlo (MC) shielding calculations, was introduced in 1998. This method was designed to optimize a single tally, typically an integrated response such as a detector count rate or a dose rate. Because both deterministic and stochastic methods are employed, CADIS is referred to as a hybrid method. In 2007, the forward-weighted CADIS (FW-CADIS) method was introduced to optimize several tallies at once, giving more uniform relative uncertainties among the tallies for both high-flux and low-flux areas of the problem. This method can be used for several small detectors, for semi-global problems (mesh tally over a large fraction of the problem), or for global problems (mesh tally over the entire problem). Optimization can be done for an integrated response such as a dose rate D(r) as a function of position, the total flux {phi}(r) as a function of position, or the space/energy flux {phi}(r,E). Both the CADIS and FW-CADIS methods have been in the MAVRIC sequence of SCALE for three versions (6.0 in 2009, 6.1 in 2011, and 6.2 in 2016). The ADVANTG package released in 2015 uses the CADIS and FW-CADIS methods to accelerate MCNP neutron/photon shielding calculations. In 2014, the multi-response CADIS (MR-CADIS) method was presented as a way to obtain even more uniform relative uncertainties for problems with multiple tallies than those obtained with FW-CADIS. The method does not use a forward deterministic calculation but instead uses one adjoint calculation for every tally to be optimized in the Monte Carlo calculation. This work compares the above methods.

42 ENGINEERING↗

DOE OSTI2017

Girsanov's transformation based variance reduced Monte Carlo simulation schemes for reliability estimation in nonlinear stochastic dynamics

The study considers the problem of simulation based time variant reliability analysis of nonlinear randomly excited dynamical systems. Attention is focused on importance sampling strategies based on the application of Girsanov's transformation method. Controls which minimize the distance function, as in the first order reliability method (FORM), are shown to minimize a bound on the sampling variance of the estimator for the probability of failure. Two schemes based on the application of calculus of variations for selecting control signals are proposed: the first obtains the control force as the solution of a two-point nonlinear boundary value problem, and, the second explores the application of the Volterra series in characterizing the controls. The relative merits of these schemes, vis-à-vis the method based on ideas from the FORM, are discussed. Illustrative examples, involving archetypal single degree of freedom (dof) nonlinear oscillators, and a multi-degree of freedom nonlinear dynamical system, are presented. The credentials of the proposed procedures are established by comparing the solutions with pertinent results from direct Monte Carlo simulations. - Highlights: • The distance minimizing control forces minimize a bound on the sampling variance. • Establishing Girsanov controls via solution of a two-point boundary value problem. • Girsanov controls via Volterra's series representation for the transfer functions.

97 MATHEMATICS AND COMPUTING↗

DOE OSTI2014

A fully Bayesian method for jointly fitting instrumental calibration and X-ray spectral models

Owing to a lack of robust principled methods, systematic instrumental uncertainties have generally been ignored in astrophysical data analysis despite wide recognition of the importance of including them. Ignoring calibration uncertainty can cause bias in the estimation of source model parameters and can lead to underestimation of the variance of these estimates. We previously introduced a pragmatic Bayesian method to address this problem. The method is 'pragmatic' in that it introduced an ad hoc technique that simplified computation by neglecting the potential information in the data for narrowing the uncertainty for the calibration product. Following that work, we use a principal component analysis to efficiently represent the uncertainty of the effective area of an X-ray (or γ-ray) telescope. Here, however, we leverage this representation to enable a principled, fully Bayesian method that coherently accounts for the calibration uncertainty in high-energy spectral analysis. In this setting, the method is compared with standard analysis techniques and the pragmatic Bayesian method. The advantage of the fully Bayesian method is that it allows the data to provide information not only for estimation of the source parameters but also for the calibration product—here the effective area, conditional on the adopted spectral model. In this way, it can yield more accurate and efficient estimates of the source parameters along with valid estimates of their uncertainty. Provided that the source spectrum can be accurately described by a parameterized model, this method allows rigorous inference about the effective area by quantifying which possible curves are most consistent with the data.

79 ASTRONOMY AND ASTROPHYSICS↗

NASA NTRS2001

Bias Correction and Random Error Characterization for the Assimilation of HRDI Line-of-Sight Wind Measurements

A new approach to the analysis of systematic and random observation errors is presented in which the error statistics are obtained using forecast data rather than observations from a different instrument type. The analysis is carried out at an intermediate retrieval level, instead of the more typical state variable space. This method is carried out on measurements made by the High Resolution Doppler Imager (HRDI) on board the Upper Atmosphere Research Satellite (UARS). HRDI, a limb sounder, is the only satellite instrument measuring winds in the stratosphere, and the only instrument of any kind making global wind measurements in the upper atmosphere. HRDI measures doppler shifts in the two different O2 absorption bands (alpha and B) and the retrieved products are tangent point Line-of-Sight wind component (level 2 retrieval) and UV winds (level 3 retrieval). This analysis is carried out on a level 1.9 retrieval, in which the contributions from different points along the line-of-sight have not been removed. Biases are calculated from O-F (observed minus forecast) LOS wind components and are separated into a measurement parameter space consisting of 16 different values. The bias dependence on these parameters (plus an altitude dependence) is used to create a bias correction scheme carried out on the level 1.9 retrieval. The random error component is analyzed by separating the gamma and B band observations and locating observation pairs where both bands are very nearly looking at the same location at the same time. It is shown that the two observation streams are uncorrelated and that this allows the forecast error variance to be estimated. The bias correction is found to cut the effective observation error variance in half.

Tangborn, Andrew↗

DOE OSTI2021

Extreme metrics from large ensembles: investigating the effects of ensemble size on their estimates

Abstract. We consider the problem of estimating the ensemble sizes required to characterize the forced component and the internal variability of a number of extreme metrics. While we exploit existing large ensembles, our perspective is that of a modeling center wanting to estimate a priori such sizes on the basis of an existing small ensemble (we assume the availability of only five members here). We therefore ask if such a small-size ensemble is sufficient to estimate accurately the population variance (i.e., the ensemble internal variability) and then apply a well-established formula that quantifies the expected error in the estimation of the population mean (i.e., the forced component) as a function of the sample size n, here taken to mean the ensemble size. We find that indeed we can anticipate errors in the estimation of the forced component for temperature and precipitation extremes as a function of n by plugging into the formula an estimate of the population variance derived on the basis of five members. For a range of spatial and temporal scales, forcing levels (we use simulations under Representative Concentration Pathway 8.5) and two models considered here as our proof of concept, it appears that an ensemble size of 20 or 25 members can provide estimates of the forced component for the extreme metrics considered that remain within small absolute and percentage errors. Additional members beyond 20 or 25 add only marginal precision to the estimate, and this remains true when statistical inference through extreme value analysis is used. We then ask about the ensemble size required to estimate the ensemble variance (a measure of internal variability) along the length of the simulation and – importantly – about the ensemble size required to detect significant changes in such variance along the simulation with increased external forcings. Using the F test, we find that estimates on the basis of only 5 or 10 ensemble members accurately represent the full ensemble variance even when the analysis is conducted at the grid-point scale. The detection of changes in the variance when comparing different times along the simulation, especially for the precipitation-based metrics, requires larger sizes but not larger than 15 or 20 members. While we recognize that there will always exist applications and metric definitions requiring larger statistical power and therefore ensemble sizes, our results suggest that for a wide range of analysis targets and scales an effective estimate of both forced component and internal variability can be achieved with sizes below 30 members. This invites consideration of the possibility of exploring additional sources of uncertainty, such as physics parameter settings, when designing ensemble simulations.

54 ENVIRONMENTAL SCIENCES↗

NASA NTRS1988

Development of a technique for estimating noise covariances using multiple observers

Friedland's technique for estimating the unknown noise variances of a linear system using multiple observers has been extended by developing a general solution for the estimates of the variances, developing the statistics (mean and standard deviation) of these estimates, and demonstrating the solution on two examples.

Bundick, W. Thomas↗

NASA NTRS1983

On the error in crop acreage estimation using satellite (LANDSAT) data

The problem of crop acreage estimation using satellite data is discussed. Bias and variance of a crop proportion estimate in an area segment obtained from the classification of its multispectral sensor data are derived as functions of the means, variances, and covariance of error rates. The linear discriminant analysis and the class proportion estimation for the two class case are extended to include a third class of measurement units, where these units are mixed on ground. Special attention is given to the investigation of mislabeling in training samples and its effect on crop proportion estimation. It is shown that the bias and variance of the estimate of a specific crop acreage proportion increase as the disparity in mislabeling rates between two classes increases. Some interaction is shown to take place, causing the bias and the variance to decrease at first and then to increase, as the mixed unit class varies in size from 0 to 50 percent of the total area segment.

Chhikara, R.↗

DOE OSTI2023

Optimal adjustment sets for causal query estimation in partially observed biomolecular networks

Abstract Causal query estimation in biomolecular networks commonly selects a ‘valid adjustment set’, i.e. a subset of network variables that eliminates the bias of the estimator. A same query may have multiple valid adjustment sets, each with a different variance. When networks are partially observed, current methods use graph-based criteria to find an adjustment set that minimizes asymptotic variance. Unfortunately, many models that share the same graph topology, and therefore same functional dependencies, may differ in the processes that generate the observational data. In these cases, the topology-based criteria fail to distinguish the variances of the adjustment sets. This deficiency can lead to sub-optimal adjustment sets, and to miss-characterization of the effect of the intervention. We propose an approach for deriving ‘optimal adjustment sets’ that takes into account the nature of the data, bias and finite-sample variance of the estimator, and cost. It empirically learns the data generating processes from historical experimental data, and characterizes the properties of the estimators by simulation. We demonstrate the utility of the proposed approach in four biomolecular Case studies with different topologies and different data generation processes. The implementation and reproducible Case studies are at https://github.com/srtaheri/OptimalAdjustmentSet.

59 BASIC BIOLOGICAL SCIENCES↗

NASA NTRS2006

Diurnal Variability of Vertical Structure from a TRMM Passive Microwave "Virtual Radar" Retrieval

Robust description of the diurnal cycle from TRMM observations is complicated by the limitations of Low Earth Orbit (LEO) sampling; from a 'climatological' perspective, sufficient sampling must exist to control for both spatial and seasonal variability, before tackling an additional diurnal component (e.g., with 8 additional 3-hourly or 24 1-hourly bins). For documentation of vertical structure, the narrow sample swath of the TRMM Precipitation Radar limits the resolution of any of these components. A neural-network based 'virtual radar" retrieval has been trained and internally validated, using multifrequency / multipolarization passive microwave(TM1) brightness temperatures and textures parameters and lightning (LIS) observations, as inputs, and PR volumetric reflectivity as targets (outputs). By training the algorithms (essentially highly multivariate, nonlinear regressions) on a very large sample of high-quality co-located data from the center of the TRMM swath, 3D radar reflectivity and derived parameters (VIL, IWC, Echo Tops, etc.) can be retrieved across the entire TMI swath, good to 8-9% over the dynamic range of parameters. As a step in the retrieval (and as an output of the process), each TMI multifrequency pixel (at 85 GHz resolution) is classified into one of the 25 archetypal radar profile vertical structure "types", previously identified using cluster analysis. The dynamic range of retrieved vertical structure appears to have higher fidelity than the current (Version 6) experimental GPROF hydrometeor vertical structure retrievals. This is attributable to correct representation of the prior probabilities of vertical structure variability in the neural network training data, unlike the GPROF cloud-resolving model training dataset used in the V6 algorithms. The LIS lightning inputs are supplementary inputs, and a separate offline neural network has been trained to impute (predict) LIS lightning from passive-microwave-only data. The virtual radar retrieval is thus, in principle, extensible to Aqua/AMSR-E and NPOESS/CMIS passive microwave instruments. The virtual radar approach yields a threefold increase in effective sampling from the mission, albeit of lower-quality "retrieved" data, reducing the variance of local estimates by one third (or the standard deviation by-0.57). In this talk, the variance reduction is leveraged to more finely resolve global diurnal variability in both space and time (local hour).

Boccippio, Dennis J.↗

NASA NTRS2009

Evaluation of TRMM Ground-Validation Radar-Rain Errors Using Rain Gauge Measurements

Ground-validation (GV) radar-rain products are often utilized for validation of the Tropical Rainfall Measuring Mission (TRMM) spaced-based rain estimates, and hence, quantitative evaluation of the GV radar-rain product error characteristics is vital. This study uses quality-controlled gauge data to compare with TRMM GV radar rain rates in an effort to provide such error characteristics. The results show that significant differences of concurrent radar-gauge rain rates exist at various time scales ranging from 5 min to 1 day, despite lower overall long-term bias. However, the differences between the radar area-averaged rain rates and gauge point rain rates cannot be explained as due to radar error only. The error variance separation method is adapted to partition the variance of radar-gauge differences into the gauge area-point error variance and radar rain estimation error variance. The results provide relatively reliable quantitative uncertainty evaluation of TRMM GV radar rain estimates at various times scales, and are helpful to better understand the differences between measured radar and gauge rain rates. It is envisaged that this study will contribute to better utilization of GV radar rain products to validate versatile spaced-based rain estimates from TRMM, as well as the proposed Global Precipitation Measurement, and other satellites.

Wang, Jianxin↗

DOE OSTI2023

Adaptive sampling for accelerating neutron diffraction-based strain mapping *

Abstract Neutron diffraction is a useful technique for mapping residual strains in dense metal objects. The technique works by placing an object in the path of a neutron beam, measuring the diffracted signals and inferring the local lattice strain values from the measurement. In order to map the strains across the entire object, the object is stepped one position at a time in the path of the neutron beam, typically in raster order, and at each position a strain value is estimated. Typical dwell times at neutron diffraction instruments result in an overall measurement that can take several hours to map an object that is several tens of centimeters in each dimension at a resolution of a few millimeters, during which the end users do not have an estimate of the global strain features and are at risk of incomplete information in case of instruments outages. In this paper, we propose an object adaptive sampling strategy to measure the significant points first. We start with a small initial uniform set of measurement points across the object to be mapped, compute the strain in those positions and use a machine learning technique to predict the next position to measure in the object. Specifically, we use a Bayesian optimization based on a Gaussian process regression method to infer the underlying strain field from a sparse set of measurements and predict the next most informative positions to measure based on estimates of the mean and variance in the strain fields estimated from the previously measured points. We demonstrate our real-time measure-infer-predict workflow on additively manufactured steel parts—demonstrating that we can get an accurate strain estimate even with 30%–40% of the typical number of measurements—leading the path to faster strain mapping with useful real-time feedback. We emphasize that the proposed method is general and can be used for fast mapping of other material properties such as phase fractions from time-consuming point-wise neutron measurements.

72 PHYSICS OF ELEMENTARY PARTICLES AND FIELDS↗

NASA NTRS1972

The estimation of nonstationary spectra from moving acoustic source distributions.

It is shown that the Blackman-Tukey estimation procedure provides a natural estimate of a nonstationary spectrum defined in terms of the acoustic sources. The pressure field from the moving source distribution is discussed together with the estimation procedure. The spectrum can be considered as a time-dependent partition of the variance of the pressure field over a Doppler shifted continuum of frequencies. It is found that the effect of nonstationarity on the bias and variance of the estimate is small in cases of practical interest, provided sources directionality is excluded.

Mcdaid, E.↗

NASA NTRS1990

Exact closed-form expressions for the performance of the split-symbol moments estimator of signal-to-noise ratio

Previously, the performance of the split-symbol moments estimator (SSME) of signal-to-noise ratio (SNR) has been evaluated by means of approximate expressions for the estimator mean and variance. These are asymptotic formulas in the sense that they become accurate as the number of estimator samples gets large. Here, exact closed-form expressions are obtained for the same quantities. These expressions confirm the accuracy of the previously derived asymptotic results, and, unlike the asymptotic formulas, they are useful even when the number of samples is small. It is also shown that the conventional split-symbol estimator can be trivially scaled to form a signal-to-noise ratio estimator which is precisely unbiased (as long as the estimate is based on more than two split-symbols).

Dolinar, S.↗

NASA NTRS1993

Estimation of the global average temperature with optimally weighted point gauges

This paper considers the minimum mean squared error (MSE) incurred in estimating an idealized Earth's global average temperature with a finite network of point gauges located over the globe. We follow the spectral MSE formalism given by North et al. (1992) and derive the optimal weights for N gauges in the problem of estimating the Earth's global average temperature. Our results suggest that for commonly used configurations the variance of the estimate due to sampling error can be reduced by as much as 50%.

Hardin, James W.↗