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At least 343 records · Page 19

Generalized Bayesian MARS: Tools for Stochastic Computer Model Emulation

The multivariate adaptive regression spline (MARS) approach of Friedman and its Bayesian counterpart are effective approaches for the emulation of computer models. The traditional assumption of Gaussian errors limits the usefulness of MARS, and many popular alternatives, when dealing with stochastic computer models. Here, we propose a generalized Bayesian MARS (GBMARS) framework which admits the broad class of generalized hyperbolic distributions as the induced likelihood function. This allows us to develop tools for the emulation of stochastic simulators which are parsimonious, scalable, and interpretable and require minimal tuning, while providing powerful predictive and uncertainty quantification capabilities. GBMARS is capable of robust regression with t distributions, quantile regression with asymmetric Laplace distributions, and a general form of “Normal-Wald” regression in which the shape of the error distribution and the structure of the mean function are learned simultaneously. We demonstrate the effectiveness of GBMARS on various stochastic computer models, and we show that it compares favorably to several popular alternatives.

97 MATHEMATICS AND COMPUTING↗

Monte Carlo Bayesian Inference on a Statistical Model of Sub-gridcolumn Moisture Variability Using High-resolution Cloud Observations : Sensitivity Tests and Results - Part II

Part I presented a Monte Carlo Bayesian method for constraining a complex statistical model of GCM sub-gridcolumn moisture variability using high-resolution MODIS cloud data, thereby permitting large-scale model parameter estimation and cloud data assimilation. This part performs some basic testing of this new approach, verifying that it does indeed significantly reduce mean and standard deviation biases with respect to the assimilated MODIS cloud optical depth, brightness temperature and cloud top pressure, and that it also improves the simulated rotational-Ramman scattering cloud optical centroid pressure (OCP) against independent (non-assimilated) retrievals from the OMI instrument. Of particular interest, the Monte Carlo method does show skill in the especially difficult case where the background state is clear but cloudy observations exist. In traditional linearized data assimilation methods, a subsaturated background cannot produce clouds via any infinitesimal equilibrium perturbation, but the Monte Carlo approach allows finite jumps into regions of non-zero cloud probability. In the example provided, the method is able to restore marine stratocumulus near the Californian coast where the background state has a clear swath. This paper also examines a number of algorithmic and physical sensitivities of the new method and provides guidance for its cost-effective implementation. One obvious difficulty for the method, and other cloud data assimilation methods as well, is the lack of information content in the cloud observables on cloud vertical structure, beyond cloud top pressure and optical thickness, thus necessitating strong dependence on the background vertical moisture structure. It is found that a simple flow-dependent correlation modification due to Riishojgaard (1998) provides some help in this respect, by better honoring inversion structures in the background state.

Monte Carlo Bayesian inference↗

Estimation of pollen productivity and dispersal: How pollen assemblages in small lakes represent vegetation

Abstract Quantitative understanding of vegetation dynamics over timespans beyond a century remains limited. In this regard, the pollen‐based reconstruction of past vegetation enables unique research opportunities by quantifying changes in plant community compositions during hundreds to thousands of years. Critically, the methodological basis for most reconstruction approaches rests upon estimates of pollen productivity and dispersal. Previous studies, however, have reached contrasting conclusions concerning these estimates, which may be perceived to challenge the applicability and reliability of pollen‐based reconstruction. Here we show that conflicting estimates of pollen production and dispersal are, at least in part, artifacts of fixed assumptions of pollen dispersal and insufficient spatial resolution of vegetation data surrounding the pollen‐collecting lake. We implemented a Bayesian statistical model that related pollen assemblages in surface sediments of 33 small lakes (<2 ha) in the northeastern United States, with surrounding vegetation ranging from 10 1 to >10 5 m from the lake margin. Our analysis revealed three key insights. First, pollen productivity is largely conserved within taxa and across forest types. Second, when local (within a 1‐km radius) vegetation abundances are not considered, pollen‐source areas may be overestimated for some common taxa (Cupressaceae, Pinus , Quercus , and Tsuga ). Third, pollen dispersal mechanisms may differ between local and regional scales; this is missed by pollen‐dispersal models used in previous studies. These findings highlight the complex interactions between vegetation heterogeneity on the landscape and pollen dispersal. We suggest that, when estimating pollen productivity and dispersal, both detailed local and extended regional vegetation must be taken into account. Also, both deductive (mechanistic models) and inductive (statistical models) approaches are needed to better understand the emergent properties of pollen dispersal in heterogeneous landscapes.

54 ENVIRONMENTAL SCIENCES↗

Reno

Reno is a tool for creating, visualizing, and analyzing system dynamics models in Python. It additionally has the ability to convert models to PyMC, allowing Bayesian inference on models with variables that include prior probability distributions.

Martindale, Nathan [Oak Ridge National Laboratory ↗

Development of a Bayesian Belief Network Runway Incursion Model

In a previous paper, a statistical analysis of runway incursion (RI) events was conducted to ascertain their relevance to the top ten Technical Challenges (TC) of the National Aeronautics and Space Administration (NASA) Aviation Safety Program (AvSP). The study revealed connections to perhaps several of the AvSP top ten TC. That data also identified several primary causes and contributing factors for RI events that served as the basis for developing a system-level Bayesian Belief Network (BBN) model for RI events. The system-level BBN model will allow NASA to generically model the causes of RI events and to assess the effectiveness of technology products being developed under NASA funding. These products are intended to reduce the frequency of RI events in particular, and to improve runway safety in general. The development, structure and assessment of that BBN for RI events by a Subject Matter Expert panel are documented in this paper.

Green, Lawrence L.↗

CCUS 2024, Interpreting the strain tensor Larry Murdoch Interpreting strain tensor data to characterize and monitor reservoirs for CO2 storage and other applications

Recent advances in instrumentation have made it feasible to measure the transient strain tensor caused by small changes in fluid volume or pressure in the subsurface and this has opened the door to new opportunities for characterization and monitoring during CCUS. We have demonstrated this method by deploying strainmeters at shallow depths (30 to 40m) and then conducting injection well tests in an underlying reservoir at 530m depth. The resulting data indicated that the horizontal strain at shallow strainmeters was tensile and the vertical strain was compressive. The radial strain was less than the horizontal strain, and the strain rates decreased from 100 nanostrain/day to roughly 10 ne/d over a few days (1 nanostrain = 1 part per billion strain). We then used the strain data to estimate reservoir properties, geometry and pressure through inversion of poroelastic forward models using both numerical and novel analytical methods. The average horizontal strain in the caprock resembles the transient pressure in the underlying reservoir and classic type-curve methods from transient well testing can be used for preliminary interpretations of strain data. We have developed fast, closed-form analytical solutions to a pressurized poroelastic inclusion and inhomogeneity in a half-space. Numerical models developed using finite element methods allow more details of the subsurface to be included in the inversion, but they require much longer run times and this makes inversion cumbersome using standard methods. We have developed an inversion approach that uses a proxy model created using machine learning to do most of the forward calculations. This approach markedly reduces the computational requirements and makes it feasible to use Bayesian inversion with large numerical models. Bayesian inversion is important because it provides predictions with uncertainties, which makes the results useful for decision making. We have shown with field tests and simulations that the strain tensor in the caprock is sensitive to pressure in the reservoir, reservoir properties and boundaries, and pressure in the caprock caused by leaks. These results indicate that measuring and interpreting the shallow strain tensor could be a valuable tool for both initial reservoir characterization efforts and long-term monitoring during CCUS. Recent advances in instrumentation have made it feasible to measure the transient strain tensor caused by small changes in fluid volume or pressure in the subsurface and our objective was to evaluate opportunities for strain monitoring during characterization and monitoring for CCUS. Our approach was to deploy strainmeters at shallow depths (30 to 40m) and then conduct injection well tests in an underlying reservoir at 530m depth. The results indicate that the horizontal strain at shallow strainmeters was tensile and the vertical strain was compressive. The radial strain was less than the horizontal strain, and the strain rates decreased from 100 nanostrain/day to roughly 10 ne/d over a few days (1 nanostrain = 1 part per billion strain). We then used the strain data to estimate reservoir properties, geometry and pressure through inversion of poroelastic forward models using both numerical and novel analytical methods. The average horizontal strain in the caprock resembles the transient pressure in the underlying reservoir and classic type-curve methods from transient well testing can be used for preliminary interpretations of strain data. We have developed fast, closed-form analytical solutions to a pressurized poroelastic inclusion and inhomogeneity in a half-space. Numerical models developed using finite element methods allow more details of the subsurface to be included in the inversion, but they require much longer run times and this makes inversion cumbersome using standard methods. We have developed an inversion approach that uses a proxy model created using machine learning to do most of the forward calculations. This approach markedly reduces the computational requirements and makes it feasible to use Bayesian inversion with large numerical models. Bayesian inversion is important because it provides predictions with uncertainties, which makes the results useful for decision making. In conclusion, we have shown with field tests and simulations that the strain tensor in the caprock is sensitive to pressure in the reservoir, reservoir properties and boundaries, and pressure in the caprock caused by leaks. These results indicate that measuring and interpreting the shallow strain tensor could be a valuable tool for both initial reservoir characterization efforts and long-term monitoring during CCUS.

Murdoch, Larry↗

Surface and subsurface oceanographic features drive forage fish distributions and aggregations: Implications for prey availability to top predators in the US Northeast Shelf ecosystem

Abstract Forage fishes are a critical food web link in marine ecosystems, aggregating in a hierarchical patch structure over multiple spatial and temporal scales. Surface‐level forage fish aggregations (FFAs) represent a concentrated source of prey available to surface‐ and shallow‐foraging marine predators. Existing survey and analysis methods are often imperfect for studying forage fishes at scales appropriate to foraging predators, making it difficult to quantify predator–prey interactions. In many cases, general distributions of forage fish species are known; however, these may not represent surface‐level prey availability to predators. Likewise, we lack an understanding of the oceanographic drivers of spatial patterns of prey aggregation and availability or forage fish community patterns. Specifically, we applied Bayesian joint species distribution models to bottom trawl survey data to assess species‐ and community‐level forage fish distribution patterns across the US Northeast Continental Shelf (NES) ecosystem. Aerial digital surveys gathered data on surface FFAs at two project sites within the NES, which we used in a spatially explicit hierarchical Bayesian model to estimate the abundance and size of surface FFAs. We used these models to examine the oceanographic drivers of forage fish distributions and aggregations. Our results suggest that, in the NES, regions of high community species richness are spatially consistent with regions of high surface FFA abundance. Bathymetric depth drove both patterns, while subsurface features, such as mixed layer depth, primarily influenced aggregation behavior and surface features, such as sea surface temperature, sub‐mesoscale eddies, and fronts influenced forage fish diversity. In combination, these models help quantify the availability of forage fishes to marine predators and represent a novel application of spatial models to aerial digital survey data.

54 ENVIRONMENTAL SCIENCES↗

The DESI PRObabilistic Value-added Bright Galaxy Survey (PROVABGS) Mock Challenge

The PRObabilistic Value-added Bright Galaxy Survey (PROVABGS) catalog will provide measurements of galaxy properties, such as stellar mass ($M*$), star formation rate (SFR), stellar metallicity (Z), and stellar age ($t_{age}$), for >10 million galaxies of the Dark Energy Spectroscopic Instrument (DESI) Bright Galaxy Survey. Full posterior distributions of the galaxy properties will be inferred using state-of-the-art Bayesian spectral energy distribution (SED) modeling of DESI spectroscopy and Legacy Surveys photometry. In this work, we present the SED model, the neural emulator for the model, and the Bayesian inference framework of PROVABGS. Furthermore, we apply the PROVABGS SED modeling on realistic synthetic DESI spectra and photometry, constructed using the L-Galaxies semi-analytic model. We compare the inferred galaxy properties to the true values of the simulation using a hierarchical Bayesian framework to quantify accuracy and precision. Overall, we accurately infer the true $M*$, SFR, Z, and $t_{age}$ of the simulated galaxies. However, the priors on galaxy properties induced by the SED model have a significant impact on the posteriors, which we characterize in detail. This work also demonstrates that a joint analysis of spectra and photometry significantly improves the constraints on galaxy properties over photometry alone and is necessary to mitigate the impact of the priors. With the methodology presented and validated in this work, PROVABGS will maximize information extracted from DESI observations and extend current galaxy studies to new regimes and unlock cutting-edge probabilistic analyses. https://github.com/changhoonhahn/provabgs/

79 ASTRONOMY AND ASTROPHYSICS↗

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↗

Multifidelity multiobjective optimization for wake-steering strategies

Abstract. Wake steering is an emerging wind power plant control strategy where upstream turbines are intentionally yawed out of perpendicular alignment with the incoming wind, thereby “steering” wakes away from downstream turbines. However, trade-offs between the gains in power production and fatigue loads induced by this control strategy are the subject of continuing investigation. In this study, we present a multifidelity multiobjective optimization approach for exploring the Pareto front of trade-offs between power and loading during wake steering. A large eddy simulation is used as the high-fidelity model, where an actuator line representation is used to model wind turbine blades and a rainflow-counting algorithm is used to compute damage equivalent loads. A coarser simulation with a simpler loads model is employed as a supplementary low-fidelity model. Multifidelity Bayesian optimization is performed to iteratively learn both a surrogate of the low-fidelity model and an additive discrepancy function, which maps the low-fidelity model to the high-fidelity model. Each optimization uses the expected hypervolume improvement acquisition function, weighted by the total cost of a proposed model evaluation in the multifidelity case. The multifidelity approach is able to capture the logit function shape of the Pareto frontier at a computational cost only 30 % that of the single-fidelity approach. Additionally, we provide physical insights into the vortical structures in the wake that contribute to the Pareto front shape.

17 WIND ENERGY↗

Operations for Learning with Graphical Models

This paper is a multidisciplinary review of empirical, statistical learning from a graphical model perspective. Well-known examples of graphical models include Bayesian net- works, directed graphs representing a Markov chain, and undirected networks representing a Markov field. These graphical models are extended to model data analysis and empirical learning using the notation of plates. Graphical operations for simplifying and manipulating a problem are provided including decomposition, differentiation, and the manipulation of probability models from the exponential family. These operations adapt existing techniques from statistics and automatic differentiation to graphs. Two standard algorithm schemes for learning are reviewed in a graphical framework: Gibbs sampling and the expectation maximization algorithm. Some algorithms are developed in this graphical framework including a generalized version of linear regression, techniques for feed-forward networks, and learning Gaussian and discrete Bayesian networks from data. The paper concludes by sketching some implications for data analysis and summarizing some popular algorithms that fall within the framework presented. The main original contributions here are the decomposition techniques and the demonstration that graphical models provide a framework for understanding and developing complex learning algorithms.

Buntine, Wray L.↗

Fast increased fidelity samplers for approximate Bayesian Gaussian process regression

Gaussian processes (GPs) are common components in Bayesian non-parametric models having a rich methodological literature and strong theoretical grounding. The use of exact GPs in Bayesian models is limited to problems containing several thousand observations due to their prohibitive computational demands. We develop a posterior sampling algorithm using H-matrix approximations that scales at O(n log 2 n). We show that this approximation’s Kullback-Leibler divergence to the true posterior can be made arbitrarily small. Though multidimensional GPs could be used with our algorithm, d-dimensional surfaces are modeled as tensor products of univariate GPs to minimize the cost of matrix construction and maximize computational efficiency. We illustrate the performance of this fast increased fidelity approximate GP, FIFA-GP, using both simulated and non-synthetic data sets

97 MATHEMATICS AND COMPUTING↗

Bayesian Calibration of Nuclear Graphite Property Models Accounting for Model Inadequacy and Impacts on Component Performance

Nuclear-grade structural graphite is extensively utilized in the core designs of various advanced nuclear reactors. In the reactor environment, graphite is subjected to prolonged exposure to extreme conditions, including high temperatures, radiation, and potentially molten salt and oxygen. Such exposure can induce several degradation mechanisms in graphite, including nonuniform volumetric strains caused by irradiation and thermal expansion, leading to stresses that may compromise the performance of graphite components. Assessing component integrity requires accurate models of graphite's thermomechanical response. This report documents the Bayesian calibration of thermomechanical properties for nuclear-grade graphite and their application to graphite component modeling and simulation using the Grizzly code. As part of this work, uncertainty-quantified models were developed for the elastic modulus, coefficient of thermal expansion, irradiation-induced dimensional change, and irradiation-induced creep for graphite grades IG-110, NBG-18, NBG-17, PCEA, and 2114. Using a hierarchical Bayesian approach, multiple experimental data sources were combined to develop Gaussian process models for the properties. Using the Kennedy O'Hagan framework, the uncertainties due to inadequacies in the model and the inherent spread in the experimental data were quantified for three different models. These uncertainty-quantified models, with a model-form correction, were subsequently applied to a coupled-physics simulation of representative graphite components, revealing that the uncertainties have a large impact on the components' deformation.

36 - MATERIALS SCIENCE↗

A Bayesian Approach to the Eagar–Tsai Model for Melt Pool Geometry Prediction with Implications in Additive Manufacturing of Metals

Here, this paper focuses on improving the melt pool geometry predictions and quantifying uncertainties using an adapted version of the Eagar–Tsai (E–T) model that incorporates temperature-dependent properties of the material as well as powder conditions. Additionally, Bayesian inference is employed to predict distributions for the E–T model input parameters of laser absorptivity and powder bed porosity by incorporating experimental results into the analysis. Monte Carlo uncertainty propagation is then used with these parameter distributions to estimate the melt pool depth and associated uncertainty. Our results for the 316L stainless steel suggest that both the absorptivity and powder bed porosity are strongly influenced by the laser power. In contrast, the scanning speed has only a marginal effect on both the absorptivity and powder bed porosity. We constructed a printability map using the Bayesian E–T model based on power-dependent input parameter values to demonstrate the merit of the approach. The Bayesian approach improved the accuracy in predicting the keyhole regions in the laser power-scan speed parameter space for the 316L stainless steel. Although applied to a specific adaptation of the E–T model, the method put forth can be extended to quantify uncertainties in other numerical models as well as in the estimation of unknown parameters.

316L Stainless Steel (SS).↗

Reliability modeling in a predictive maintenance context: A margin-based approach

Current system reliability methods (typically based on fault trees or reliability block diagrams) can effectively propagate reliability data from the asset to the system level in order to identify system critical points. However, employed asset reliability data are an approximated integral representation of the past industrywide operational experience, and they neglect the present asset health status (available, for example, from online monitoring data and diagnostic assessments) and forecasted health projection (when available from prognostic models). Asset health should be informed solely by that specific asset’s current and historical performance data and should not be an approximated integral representation of the past industrywide operational experience (as currently performed by system reliability models through Bayesian updating processes). Sensor data, diagnostic assessments, and prognostic assessments are in fact not considered in plant reliability models used to inform system engineers on the most critical assets. In addition, the propagation of quantitative health data from the asset to the system level is a challenge given the diverse nature and structure of health data elements (e.g., vibration spectra, temperature readings, expected failure time). Ideally, in a predictive maintenance context, system reliability models should support decision making by propagating available health information from the asset to the system level in order to provide a quantitative snapshot of system health and identify the most critical assets. Here, this paper is directly addressing these two goals by proposing a different approach for reliability modeling that relies on asset diagnostic and prognostic assessments, along with monitoring data to measure asset health. The propagation of health data from the asset to the system level is performed through fault tree models not in probability terms, but in terms of margin where margin is the “distance” between the present status and an undesired event (e.g., failure or unacceptable performance). Through a cause-effect lens, while classical reliability models target the effect associated with asset performance, a margin-based approach focuses on the cause of an undesired asset performance (i.e., its health). Hence, thinking of reliability in terms of margins implies decision-making based on causal reasoning. We will show how fault tree models can be solved using a margin language and how this process can effectively assist system engineers to identify the most critical assets.

97 - MATHEMATICS AND COMPUTING↗

Bayesian calibration of irradiated graphite property models under high temperatures

Graphite under high temperatures and irradiation is central to advanced reactors. We develop a Bayesian calibration framework for graphite property models that explicitly represents model-data mismatch via a Gaussian-process discrepancy. The approach propagates uncertainty from parameters, experimental noise, and model form, with a hierarchical variance structure to capture group and cross-group noise. Using two predictive models across five grades (IG-110, NBG-18, PCEA, NBG-17, 2114) and four properties-irradiation-induced dimension change, creep, Young’s modulus change ratio, and coefficient of thermal expansion change ratio-we obtain average predictive-error reductions of 54%, 65%, 17%, and 17% when discrepancy is included. We illustrate engineering impact with a multiphysics model of a very-high-temperature reactor prismatic reflector brick, analyzing stresses under high fluence and temperature. Accounting for model discrepancy markedly improves predictive accuracy and provides a robust basis for reliable graphite component design in advanced reactors.

36 - MATERIALS SCIENCE↗

Trending in Probability of Collision Measurements via a Bayesian Zero-Inflated Beta Mixed Model

We investigate the performance of a generalized linear mixed model in predicting the Probabilities of Collision (Pc) for conjunction events. Specifically, we apply this model to the log(sub 10) transformation of these probabilities and argue that this transformation yields values that can be considered bounded in practice. Additionally, this bounded random variable, after scaling, is zero-inflated. Consequently, we model these values using the zero-inflated Beta distribution, and utilize the Bayesian paradigm and the mixed model framework to borrow information from past and current events. This provides a natural way to model the data and provides a basis for answering questions of interest, such as what is the likelihood of observing a probability of collision equal to the effective value of zero on a subsequent observation.

Conjuction Assessment↗

Bayesian time-varying occupancy model for West Nile virus in Ontario, Canada

Occupancy models determine the true presence or absence of a species by adjusting for imperfect detection in surveys. They often assume that species presences can be detected only if sites are occupied during a sampling season. We extended these models to estimate occupancy rates that vary throughout a sampling season as well as account for spatial dependence among sites. For these methods, we constructed a fast Gibbs sampler with the Pólya-Gamma augmentation strategy to conduct inference on covariate effects. We applied these methods to evaluate how environmental conditions and surveillance practices are associated with the presence of West Nile virus in mosquito traps across Ontario, Canada from 2002 to 2017. We found that urban land cover and warm temperatures drove viral occupancy, whereas viral testing on pools with higher proportions of Culex mosquitoes was more likely to result in a positive test for West Nile virus. Models with time-varying occupancy effects achieved much lower Watanabe-Akaike information criteria than models without such effects. Our final model had strong predictive performance on test data that included some of the most extreme seasons, demonstrating the promise of these methods in the study of pathogens spread by mosquito vectors.

60 APPLIED LIFE SCIENCES↗