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Results for “Stochastic Sampling”

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All sources NASA NTRS DOE OSTI

DOE OSTI2021

Surrogate Modeling For Efficiently Accurately and Conservatively Estimating Measures of Risk

We present a surrogate modeling framework for conservatively estimating measures of risk from limited realizations of an expensive physical experiment or computational simulation. We adopt a probabilistic description of risk that assigns probabilities to consequences associated with an event and use risk measures, which combine objective evidence with the subjective values of decision makers, to quantify anticipated outcomes. Given a set of samples, we construct a surrogate model that produces estimates of risk measures that are always greater than their empirical estimates obtained from the training data. These surrogate models not only limit over-confidence in reliability and safety assessments, but produce estimates of risk measures that converge much faster to the true value than purely sample-based estimates. We first detail the construction of conservative surrogate models that can be tailored to the specific risk preferences of the stakeholder and then present an approach, based upon stochastic orders, for constructing surrogate models that are conservative with respect to families of risk measures. The surrogate models introduce a bias that allows them to conservatively estimate the target risk measures. We provide theoretical results that show that this bias decays at the same rate as the L 2 error in the surrogate model. Our numerical examples confirm that risk-aware surrogate models do indeed over-estimate the target risk measures while converging at the expected rate.

97 MATHEMATICS AND COMPUTING↗

NASA NTRS1992

Identification of linear stochastic systems through projection filters

A novel method is presented for identifying a state-space model and a state estimator for linear stochastic systems from input and output data. The method is primarily based on the relationship between the state-space model and the finite-difference model of linear stochastic systems derived through projection filters. It is proved that least-squares identification of a finite difference model converges to the model derived from the projection filters. System pulse response samples are computed from the coefficients of the finite difference model.

Chen, Chung-Wen↗

NASA NTRS2003

Evaluation of Improved Pushback Forecasts Derived from Airline Ground Operations Data

Accurate and timely predictions of airline pushbacks can potentially lead to improved performance of automated decision-support tools for airport surface traffic, thus reducing the variability and average duration of costly airline delays. One factor which affects the realization of these benefits is the level of uncertainty inherent in the turn processes. To characterize this inherent uncertainty, three techniques are developed for predicting time-to-go until pushback as a function of available ground-time; elapsed ground-time; and the status (not-started/in-progress/completed) of individual turn processes (cleaning, fueling, etc.). These techniques are tested against a large and detailed dataset covering approximately l0(exp 4) real-world turn operations obtained through collaboration with Deutsche Lufthansa AG. Even after the dataset is filtered to obtain a sample of turn operations with minimal uncertainty, the standard deviation of forecast error for all three techniques is lower-bounded away from zero, indicating that turn operations have a significant stochastic component. This lower-bound result shows that decision-support tools must be designed to incorporate robust mechanisms for coping with pushback demand stochasticity, rather than treating the pushback demand process as a known deterministic input.

Carr, Francis↗

DOE OSTI2020

Dynamical Mass Estimates of the β Pictoris Planetary System through Gaussian Process Stellar Activity Modeling

Nearly 15 yr of radial velocity (RV) monitoring and direct imaging enabled the detection of two giant planets orbiting the young, nearby star β Pictoris. The δ Scuti pulsations of the star, which overwhelm planetary signals, need to be carefully suppressed. In this work, we independently revisit the analysis of the RV data following a different approach than available in the literature to model the activity of the star. We show that a Gaussian process (GP) with a stochastically driven damped harmonic oscillator kernel can model the δ Scuti pulsations. It provides similar results to parametric models but with a simpler framework, using only three hyperparameters. It also enables us to model poorly sampled RV data that were excluded from previous analyses, hence extending the RV baseline by nearly five years. Altogether, the orbit and mass of both planets can be constrained from RV only, which was not possible with the parametric modeling. To characterize the system more accurately, we also perform a joint fit of all available relative astrometry and RV data. Our orbital solutions for β Pic b favor a low eccentricity of 0.029$_{−0.024}^{+0.061}$ and a relatively short period of 21.1$_{−0.8}^{+2.0}$ yr. The orbit of β Pic c is eccentric with 0.206$_{−0.063}^{+0.074}$ with a period of 3.36 ± 0.03 yr. We find model-independent masses of 11.7 ± 1.4 and 8.5 ± 0.5 M Jup for β Pic b and c, respectively, assuming coplanarity. The mass of β Pic b is consistent with the hottest start evolutionary models, at an age of 25 ± 3 Myr. A direct detection of β Pic c would provide a second calibration measurement in a coeval system.

79 ASTRONOMY AND ASTROPHYSICS↗

NASA NTRS2019

Cellular Statistical Models of Broken Cloud Fields. Part IV: Effects of Pixel Size on Idealized Satellite Observations

In the fourth part of our “Cellular Statistical Models of Broken Cloud Fields” series we use the binary Markov processes framework for quantitative investigation of the effects of low resolution of idealized satellite observations on the statistics of the retrieved cloud masks. We assume that the cloud fields are Markovian and are characterized by the “actual” cloud fraction (CF) and scale length. We use two different models of observations: a simple discrete-point sampling and a more realistic “pixel” protocol. The latter is characterized by a state attribution function (SAF) which has the meaning of the probability that the pixel with a certain CF is declared cloudy in the observed cloud mask. The stochasticity of the SAF means that the cloud/clear attribution is not ideal and can be affected by external or unknown factors. We show that the observed cloud masks can be accurately described as Markov chains of pixels and use the master-matrix formalism (introduced in Part III of the series) for analytical computation of their parameters: the “observed” CF and scale length. This procedure allows us to establish a quantitative relationship (which is pixel-size dependent) between the actual and the observed cloud-field statistics. The feasibility of restoring the former from the latter is considered. The adequacy of our analytical approach to idealized observations is evaluated using numerical simulations. Comparison of the observed parameters of the simulated datasets with their theoretical expectations showed an agreement within 0.005 for the CF, while for the scale length it is within 1% in the sampling case and within 4% in the pixel case.

Mikhail D. Alexandrov↗

DOE OSTI2023

Efficient Bayesian inference with latent Hamiltonian neural networks in No-U-Turn Sampling

When sampling for Bayesian inference, one popular approach in the computational field is to use Hamiltonian Monte Carlo (HMC) and specifically the No-U-Turn Sampler (NUTS), which automatically decides the end time of the Hamiltonian trajectory. However, HMC and NUTS can require numerous numerical gradients of the target density and can prove slow in practice when relying on computationally expensive forward models. We propose Latent Hamiltonian neural networks (L-HNNs) with HMC and NUTS for solving Bayesian inference problems. Once trained, L-HNNs do not require numerical gradients of the target density during sampling, and hence numerous evaluations of the forward computational model. Moreover, L-HNNs satisfy important properties such as perfect time reversibility and Hamiltonian conservation, making them well-suited for use within HMC and NUTS because stationarity can be shown. We also propose the integration of L-HNNs in an online error monitoring scheme, in which numerical gradients of the target density are used for a few samples whenever the L-HNNs prediction errors are large. This online error monitor scheme prevents sample degeneracy in regions of low probability density and ensures robust uncertainty quantification. We demonstrate L-HNNs in NUTS with online error monitoring on several analytical examples involving complex, heavy-tailed, and high-local-curvature probability densities. We then demonstrate the applicability of L-HNNs in NUTS to two computational case studies, namely the Allen-Cahn stochastic partial differential equation and an elliptic partial differential equation with 25 and 50 inference parameters, respectively. Overall, the L-HNNs in NUTS with online error monitoring satisfactorily inferred these probability densities. In conclusion, compared to traditional NUTS, L-HNNs in NUTS with online error monitoring required 1–2 orders of magnitude fewer numerical gradients of the target density and improved the effective sample size (ESS) per gradient (which is a measure of both the sampling quality and the computational expense) by an order of magnitude.

97 MATHEMATICS AND COMPUTING↗

DOE OSTI2024

S-OPT: A Points Selection Algorithm for Hyper-Reduction in Reduced Order Models

While projection-based reduced order models can reduce the dimension of full order solutions, the resulting reduced models may still contain terms that scale with the full order dimension. Hyper-reduction techniques are sampling-based methods that further reduce this computational complexity by approximating such terms with a much smaller dimension. The goal of this work is to introduce the points selection algorithm developed by Shin and Xiu as a hyper-reduction method. The selection algorithm was originally proposed as a stochastic collocation method for uncertainty quantification. Since the algorithm aims at maximizing a quantity $\mathcal{S}$ that measures both the column orthogonality and the determinant, we refer to the algorithm as S-OPT. Numerical examples are provided to demonstrate the performance of S-OPT and to compare its performance with a gappy proper orthogonal decomposition (POD) algorithm. Here, we found that using the S-OPT algorithm is shown to predict the full order solutions with higher accuracy than gappy POD especially when the number of sampling points is small, although we note that S-OPT shows slow asymptotic convergence with respect to the number of samples for some applications, e.g., Lagrangian hydrodynamics.

97 MATHEMATICS AND COMPUTING↗

DOE OSTI2021

Assembly of the Populus Microbiome Is Temporally Dynamic and Determined by Selective and Stochastic Factors

Recent work shows that the plant microbiome, particularly the initial assembly of this microbiome, influences plant health, survival, and fitness. Here, we characterize the initial assembly of the Populus microbiome across ten genotypes belonging to two poplar species in a common garden using 16S rRNA gene and ITS2 region amplicon sequencing of the leaf endosphere, leaf surface, root endosphere, and rhizosphere. We sampled these microbiomes three times throughout the first growing season and found that the composition of the microbiome changed dramatically over time across all plant-associated habitats and host genotypes. For archaea and bacteria, these changes were dominated by strong homogenizing selection (accounting for 29 to 62% of pairwise comparisons). However, fungal assembly was generally characterized by multiple ecological assembly processes (i.e., a mix of weak selective and dispersal processes). Interestingly, genotype, while a significant moderator of microbiome composition, generally explained less variation than sample date across plant-associated habitats. We defined a set of core genera that accounted for, on average, 36% of the microbiome. The relative abundance of this core community was consistent over time. Additionally, using source tracking modeling, we determined that new microbial taxa colonize from both aboveground and belowground sources, and combined with our ecological assembly null models, we found that both selective and dispersal processes explained the differences between exo- (i.e., leaf surface and rhizosphere) and endospheric microbiomes. Taken together, our results suggest that the initial assembly of the Populus microbiome is time-, genotype-, and habitat-dependent and is moderated by both selective and stochastic factors.

16S rRNA↗

DOE OSTI2022

Physics-Informed Sparse Gaussian Process for Probabilistic Stability Analysis of Large-Scale Power System with Dynamic PVs and Loads

This work proposes a physics-informed sparse Gaussian process (SGP) for probabilistic stability assessment of large-scale power systems in the presence of uncertain dynamic PVs and loads. The differential and algebraic equations considering uncertainties from dynamic PVs and loads are reformulated to a nonlinear mapping relationship that allows the application of SGP. Thanks to the nonparametric characteristic of Gaussian process, the proposed framework does not require distributions of uncertain inputs and this distinguishes it from existing approaches. As the original Gaussian process is not scalable to large-scale systems with high dimensional uncertain inputs, this paper develops the SGP with a stochastic variational inference technique. It leads to approximately two orders of complex reduction. A data pre-processing step is also introduced to tackle the coexistence of stable and unstable cases by sample clustering and constructing separate SGPs. The probabilistic transient stability index is analyzed to assess system stability under different uncertain dynamics loads and PVs. Comparisons are performed with the sampling-based, the polynomial chaos expansion-based, and traditional Gaussian process-based methods on the modified IEEE 118-bus and Texas 2000-bus systems under various scenarios, including different levels of uncertainties and the existence of nonlinear correlations among dynamic PVs. The impacts of data quality and quantity issues are also investigated. It is shown that the proposed SGP achieves significantly improved computational efficiency while maintaining high accuracy with a limited number of data.

24 POWER TRANSMISSION AND DISTRIBUTION↗

NASA NTRS1991

An information theory approach for evaluating earth radiation budget (ERB) measurements - Nonuniform sampling of diurnal longwave flux variations

Satellite measurements are subject to a wide range of uncertainties due to their temporal, spatial, and directional sampling characteristics. An information-theory approach is suggested to examine the nonuniform temporal sampling of ERB measurements. The information (i.e., its entropy or uncertainty) before and after the measurements is determined, and information gain (IG) is defined as a reduction in the uncertainties involved. A stochastic model for the diurnal outgoing flux variations that affect the ERB is developed. Using Gaussian distributions for the a priori and measured radiant exitance fields, the IG is obtained by computing the a posteriori covariance. The IG for the monthly outgoing flux measurements is examined for different orbital parameters and orbital tracks, using the Earth Observing System orbital parameters as specific examples. Variations in IG due to changes in the orbit's inclination angle and the initial ascending node local time are investigated.

Halyo, Nesim↗

DOE OSTI2023

Growth phase estimation for abundant bacterial populations sampled longitudinally from human stool metagenomes

Longitudinal sampling of the stool has yielded important insights into the ecological dynamics of the human gut microbiome. However, human stool samples are available approximately once per day, while commensal population doubling times are likely on the order of minutes-to-hours. Despite this mismatch in timescales, much of the prior work on human gut microbiome time series modeling has assumed that day-to-day fluctuations in taxon abundances are related to population growth or death rates, which is likely not the case. Here, we propose an alternative model of the human gut as a stationary system, where population dynamics occur internally and the bacterial population sizes measured in a bolus of stool represent a steady-state endpoint of these dynamics. We formalize this idea as stochastic logistic growth. We show how this model provides a path toward estimating the growth phases of gut bacterial populations in situ. We validate our model predictions using an in vitro Escherichia coli growth experiment. Finally, we show how this method can be applied to densely-sampled human stool metagenomic time series data. We discuss how these growth phase estimates may be used to better inform metabolic modeling in flow-through ecosystems, like animal guts or industrial bioreactors.

59 BASIC BIOLOGICAL SCIENCES↗

DOE OSTI2021

Mapping Stochastic Devices to Probabilistic Algorithms

Probabilistic and Bayesian neural networks have long been proposed as a method to incorporate uncertainty about the world (both in training data and operation) into artificial intelligence applications. One approach to making a neural network probabilistic is to leverage a Monte Carlo sampling approach that samples a trained network while incorporating noise. Such sampling approaches for neural networks have not been extensively studied due to the prohibitive requirement of many computationally expensive samples. While the development of future microelectronics platforms that make this sampling more efficient is an attractive option, it has not been immediately clear how to sample a neural network and what the quality of random number generation should be. This research aimed to start addressing these two fundamental questions by examining basic “off the shelf” neural networks can be sampled through a few different mechanisms (including synapse “dropout” and neuron “dropout”) and examine how these sampling approaches can be evaluated both in terms of evaluating algorithm effectiveness and the required quality of random numbers.

97 MATHEMATICS AND COMPUTING↗

DOE OSTI2020

Nuclear data uncertainty propagation and modeling uncertainty impact evaluation in neutronics core simulation

Uncertainty analysis is a critical requirement in reactor simulation as it is used to quantify the reliability of best-estimate calculation. A comprehensive uncertainty analysis should characterize all sources of uncertainties in a computationally-feasible and scientifically-defendable manner. Here we employ a well-established reduced order modeling (ROM) based uncertainty quantification methodology to propagate uncertainties throughout neutronic calculations. ROM relies on recent advances in randomized data mining techniques applied to large data streams. In our proposed implementation, the nuclear data uncertainties are first propagated from multi-group level through lattice physics calculation to generate few-group parameter uncertainties, described using a vector of mean values and a covariance matrix. Employing an ROM-based compression of the covariance matrix, the few-group uncertainties are then propagated through downstream core simulation in a computationally efficient manner. This straightforward approach, albeit efficient as compared to brute force forward and/or adjoint-based methods, often employs a number of assumptions that have been unquestioned in the literature of neutronic uncertainty analysis. This manuscript argues that these assumptions could introduce another source of uncertainty referred to as modeling uncertainties, whose magnitude needs to be quantified in tandem with nuclear data uncertainties. Thus, our primary goal is to explore the interactions between these two uncertainty sources in order to assess whether modeling uncertainties have an impact on parameter uncertainties. To explore this endeavor, the impact of a number of modeling assumptions on core attributes uncertainties is quantified. The study employs a CANDU reactor model, with Serpent and NEWT as lattice physics solvers and NESTLE-C as core simulator. The modeling assumptions investigated include those related with the uncertainty propagation method employed, e.g., deterministic vs. stochastic, the few-group energy structure employed to represent the cross-sections, the resonance treatment in lattice physics calculation, the reference values for the cross-section, and the number of samples employed to render ROM compression. Results indicate that some of the modeling assumptions could have a non-negligible impact on the core responses propagated uncertainties, highlighting the need for a more comprehensive approach to combine parameter and modeling uncertainties.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗

DOE OSTI2023

Strongly intermittent far scrape-off layer fluctuations in Alcator C-Mod plasmas close to the empirical discharge density limit

Abstract Intermittent plasma fluctuations in the boundary region of the Alcator C-Mod device were comprehensively investigated using data time-series from gas puff imaging and mirror Langmuir probe diagnostics. Fluctuations were sampled during stationary plasma conditions in ohmically heated, lower single null diverted configurations with scans in both line-averaged density and plasma current, with Greenwald density fractions up to 0.85. Utilizing a stochastic model, we describe the plasma fluctuations as a super-position of uncorrelated pulses, with large-amplitude events corresponding to blob-like filaments moving through the scrape-off layer (SOL). A deconvolution method is used to estimate the pulse arrival times and amplitudes. The analysis reveals a significant increase of pulse amplitudes and waiting times as the line-averaged density approaches the empirical discharge density limit. Broadened and flattened average radial profiles are thus accompanied by strongly intermittent and large-amplitude fluctuations. Although these filaments are arriving less frequently at high line-averaged densities, we show that there are significant increases in radial far-SOL particle and heat fluxes which will further enhance plasma–wall interactions. The stochastic model has been used as a framework for study of the scalings in the intermittency parameter, flux and mean amplitude and waiting times, and is being used to inform predictive capability for the effects of filamentary transport as a function of Greenwald fraction.

Physics↗

DOE OSTI2025

Logical error rates for the surface code under a mixed coherent and stochastic circuit-level noise model inspired by trapped ions

With fault-tolerant quantum computing (FTQC) on the horizon, it is critical to understand sources of logical errors in plausible hardware implementations of quantum error-correcting codes. Detailed error modeling of computational instructions on particular FTQC architectures will enable the better prediction of error propagation in FT-encoded quantum circuits while revealing where greater attention is needed in hardware design. In this work, we consider logical error rates for the surface code implemented on a hypothetical grid-based trapped-ion quantum charge-coupled device architecture. Specifically, we construct logical channels for the idling surface code and examine its diamond error under a mixed coherent and stochastic circuit-level noise model inspired by trapped ions. We include the coherent dephasing noise that is known to accumulate during physical qubit idling and transport in these systems, determining idling and transport durations using the time-resolved output of an open-source trapped-ion surface code compiler. To estimate expectation values of logical Pauli observables following hardware circuits containing non-Clifford sources of noise, we utilize a Monte Carlo technique to sample from an underlying quasiprobability distribution of Clifford circuits that we independently simulate in a phase-sensitive fashion. We verify error suppression up to code distance 𝑑 = 11 at coherent dephasing rates near and below those of current-generation trapped-ion quantum computers and find that logical error rates align with those of analogous fully stochastic simulations in this regime. Exploring higher dephasing rates at 𝑑 = 3−5, we find evidence for growing coherent rotations about all three logical Pauli axes, increased diagonal logical error process matrix elements relative to those of stochastic simulations, and a reduced dephasing rate threshold. Overall, our work paves a way toward realistic hardware emulation of small fault-tolerant quantum processes, e.g., members of an FTQC instruction set.

Quantum benchmarking↗

DOE OSTI2025

Data-Driven Compositional Optimization in Misspecified Regimes

With a manifold growth in the scale and intricacy of systems, the challenges of parametric misspecification become pronounced. These concerns are further exacerbated in compositional settings, which emerge in problems complicated by modeling risk and robustness. In “Data-Driven Compositional Optimization in Misspecified Regimes,” the authors consider the resolution of compositional stochastic optimization problems, plagued by parametric misspecification. In considering settings where such misspecification may be resolved via a parallel learning process, the authors develop schemes that can contend with diverse forms of risk, dynamics, and nonconvexity. They provide asymptotic and rate guarantees for unaccelerated and accelerated schemes for convex, strongly convex, and nonconvex problems in a two-level regime with extensions to the multilevel setting. Surprisingly, the nonasymptotic rate guarantees show no degradation from the rate statements obtained in a correctly specified regime and the schemes achieve optimal (or near-optimal) sample complexities for general T-level strongly convex and nonconvex compositional problems.

Business & Economics↗

DOE OSTI2025

A generative modeling approach to reconstructing 21 cm tomographic data

Abstract Analyses of the cosmic 21 cm signal are hampered by astrophysical foregrounds that are far stronger than the signal itself. These foregrounds, typically confined to a wedge-shaped region in Fourier space, often necessitate the removal of a vast majority of modes, thereby degrading the quality of the data anisotropically. To address this challenge, we introduce a novel deep generative model based on stochastic interpolants to reconstruct the 21 cm data lost to wedge filtering. Our method leverages the non-Gaussian nature of the 21 cm signal to effectively map wedge-filtered 3D lightcones to samples from the conditional distribution of wedge-recovered lightcones. We demonstrate how our method is able to restore spatial information effectively, considering both varying cosmological initial conditions and astrophysics. Furthermore, we discuss a number of future avenues where this approach could be applied in analyses of the 21 cm signal, potentially offering new opportunities to improve our understanding of the Universe during the epochs of cosmic dawn and reionization. Code, pre-trained models, and scripts for making plots in this paper can be found here .

Sabti, Nashwan (ORCID:000000027924546X)↗

DOE OSTI2022

Realistic simulations of spin squeezing and cooperative coupling effects in large ensembles of interacting two-level systems

We describe an efficient numerical method for simulating the dynamics of interacting spin ensembles in the presence of dephasing and decay. The method builds on the discrete truncated Wigner approximation for isolated systems, which combines the mean-field dynamics of a spin ensemble with a Monte Carlo sampling of discrete initial spin values to account for quantum correlations. Here we show how this approach can be generalized for dissipative spin systems by replacing the deterministic mean-field evolution by a stochastic process, which describes the decay of coherences and populations while preserving the length of each spin. We demonstrate the application of this technique for simulating nonclassical spin-squeezing effects or the dynamics and steady states of cavity QED models with 10 5 interacting two-level systems. This opens up the possibility to perform accurate real-scale simulations of a diverse range of experiments in quantum optics or with solid-state spin ensembles under realistic laboratory conditions.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗