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At least 37 records · Page 2
All sourcesNASA NTRSDOE OSTI
DOE OSTI2025

Flow annealed importance sampling bootstrap meets differentiable particle physics

High-energy physics requires the generation of large numbers of simulated data samples from complex but analytically tractable distributions called matrix elements. Surrogate models, such as normalizing flows, are gaining popularity for this task due to their computational efficiency. We adopt an approach based on flow annealed importance sampling bootstrap (FAB) that evaluates the differentiable target density during training and helps avoid the costly generation of training data in advance. We show that FAB reaches higher sampling efficiency with fewer target evaluations in high dimensions in comparison to other methods.

72 PHYSICS OF ELEMENTARY PARTICLES AND FIELDS↗
DOE OSTI2020

Wind Turbine Rotor Design Optimization Using Importance Sampling: Preprint

Probabilistic methods are commonly adopted to estimate both ultimate and fatigue loads in wind turbines, and multiple papers have presented a variety of approaches. In contrast, system-level, integrated design optimization methods for wind turbines have so far relied on deterministic methods to estimate loads and deflections. This work aims at addressing this gap by adopting importance sampling to estimate ultimate blade deflection for use within a rotor design optimization. A comparison between the results of this approach against traditional approaches using deterministic load evaluations show that the probabilistic approach is more conservative and that the solutions found with deterministic approaches violate the probabilistic constraint on tip deflection between 13% and 17%. This highlights the importance of accurate load and deflection estimates and demonstrates that probabilistic approaches can be successfully integrated within a wind turbine design process despite the higher computational costs.

17 WIND ENERGY↗
DOE OSTI2025

Covariance-Free Bifidelity Control Variates Importance Sampling for Rare Event Reliability Analysis

Multifidelity modeling has been steadily gaining attention as a tool to address the problem of exorbitant model evaluation costs that makes the estimation of failure probabilities a significant computational challenge for complex real-world problems, particularly when failure is a rare event. To implement multifidelity modeling, estimators that efficiently combine information from multiple models/sources are necessary. In past works, the variance reduction techniques of control variates (CV) and importance sampling (IS) have been leveraged for this task. In this paper, we present the CVIS framework—a creative take on a coupled CV and IS estimator for bifidelity reliability analysis. The framework addresses some of the practical challenges of the CV method by using an estimator for the control variate mean and sidestepping the need to estimate the covariance between the original estimator and the control variate through a clever choice for the tuning constant. Furthermore, the task of selecting an efficient IS distribution is also considered, with a view towards maximally leveraging the bifidelity structure and maintaining expressivity. Additionally, a diagnostic is provided that indicates both the efficiency of the algorithm as well as the relative predictive quality of the models utilized. Finally, the behavior and performance of the framework is explored through analytical and numerical examples.

Markov chain Monte Carlo↗
DOE OSTI2021

An Adaptive-Importance-Sampling-Enhanced Bayesian Approach for Topology Estimation in an Unbalanced Power Distribution System

The reliable operation of a power distribution system relies on a good prior knowledge of its topology and its system state. Although crucial, due to the lack of direct monitoring devices on the switch statuses, the topology information is often unavailable or outdated for the distribution system operators for real-time applications. Apart from the limited observability of the power distribution system, other challenges are the nonlinearity of the model, the complicated, unbalanced structure of the distribution system, and the scale of the system. To overcome the above challenges, we, in this paper, propose a Bayesian-inference framework that allows us to simultaneously estimate the topology and the state of a three-phase, unbalanced power distribution system. Specifically, by using the very limited number of measurements available that are associated with the forecast load data, we efficiently recover the full Bayesian posterior distributions of the system topology under both normal and outage operation conditions. This is performed through an adaptive importance sampling procedure that greatly alleviates the computational burden of the traditional Monte-Carlo (MC)-sampling-based approach while maintaining a good estimation accuracy. The simulations conducted on the IEEE 123-bus test system and an unbalanced 1282-bus system reveal the excellent performances of the proposed method.

24 POWER TRANSMISSION AND DISTRIBUTION↗
DOE OSTI2023

MadNIS - Neural multi-channel importance sampling

Theory predictions for the LHC require precise numerical phase-space integration and generation of unweighted events. We combine machine-learned multi-channel weights with a normalizing flow for importance sampling, to improve classical methods for numerical integration. We develop an efficient bi-directional setup based on an invertible network, combining online and buffered training for potentially expensive integrands. We illustrate our method for the Drell-Yan process with an additional narrow resonance.

72 PHYSICS OF ELEMENTARY PARTICLES AND FIELDS↗
DOE OSTI2021

Machine-learning-based dynamic-importance sampling for adaptive multiscale simulations

Multiscale simulations are a well-accepted way to bridge the length and time scales required for scientific studies with the solution accuracy achievable through available computational resources. Traditional approaches either solve a coarse model with selective refinement or coerce a detailed model into faster sampling, both of which have limitations. Here, we present a paradigm of adaptive, multiscale simulations that couple different scales using a dynamic-importance sampling approach. Our method uses machine learning to dynamically and exhaustively sample the phase space explored by a macro model using microscale simulations and enables an automatic feedback from the micro to the macro scale, leading to a self-healing multiscale simulation. As a result, our approach delivers macro length and time scales, but with the effective precision of the micro scale. Our approach is arbitrarily scalable as well as transferable to many different types of simulations. Overall, our method made possible a multiscale scientific campaign of unprecedented scale to understand the interactions of RAS proteins with a plasma membrane in the context of cancer research running over several days on Sierra, which is currently the second-most-powerful supercomputer in the world.

59 BASIC BIOLOGICAL SCIENCES↗
DOE OSTI2019

Temporal Coherence Importance Sampling for Wind Turbine Extreme Loads Estimation

Estimating long return period extreme wind turbine loads is made especially difficult by the large response variability for 'the same' environmental conditions. To alleviate this, we have 'opened up the black box' of the turbulent wind generation stage of the simulations. Exploiting the notion of 'temporal coherence' allows us to manipulate the turbulent inflow to target extreme wind conditions, while at the same time quantifying 'how probable these are.' The resulting importance sampling load estimates achieve a significantly lower exceedance probability (i.e., they represent much longer return periods) than estimates using the same number of samples (i.e., the same computational resources) but only a standard Monte Carlo estimate.

17 WIND ENERGY↗
DOE OSTI2023

Identification of novel organic polar materials: A machine learning study with importance sampling

Recent advances in the synthesis of polar molecular materials have produced practical alternatives to ferroelectric ceramics, opening up exciting new avenues for their incorporation into modern electronic devices. However, in order to realize the full potential of polar polymer and molecular crystals for modern technological applications, it is paramount to assemble and evaluate all the available data for such compounds, identifying descriptors that could be associated with an emergence of ferroelectricity. In this paper, we utilized data-driven approaches to judiciously shortlist candidate materials from a wide chemical space that could possess ferroelectric functionalities. A machine learning study with importance sampling was employed to address the challenge of having a limited amount of available data on already-known organic ferroelectrics. Sets of molecular- and crystal-level descriptors were combined with a Random Forest Regression algorithm in order to predict the spontaneous polarization of the shortlisted compounds. First-principles simulations were performed to further validate the predictions obtained from the machine learning model.

36 MATERIALS SCIENCE↗
DOE OSTI2018

Convergence and Efficiency of Adaptive Importance Sampling Techniques with Partial Biasing

We propose a new Monte Carlo method to efficiently sample a multimodal distribution (known up to a normalization constant). We consider a generalization of the discrete-time Self Healing Umbrella Sampling method, which can also be seen as a generalization of well-tempered metadynamics. The dynamics is based on an adaptive importance technique. The importance function relies on the weights (namely the relative probabilities) of disjoint sets which form a partition of the space. These weights are unknown but are learnt on the fly yielding an adaptive algorithm. In the context of computational statistical physics, the logarithm of these weights is, up to an additive constant, the free-energy, and the discrete valued function defining the partition is called the collective variable. The algorithm falls into the general class of Wang–Landau type methods, and is a generalization of the original Self Healing Umbrella Sampling method in two ways: (i) the updating strategy leads to a larger penalization strength of already visited sets in order to escape more quickly from metastable states, and (ii) the target distribution is biased using only a fraction of the free-energy, in order to increase the effective sample size and reduce the variance of importance sampling estimators. We prove the convergence of the algorithm and analyze numerically its efficiency on a toy example.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2018

Importance sampling large deviations in nonequilibrium steady states. I

Large deviation functions hold information on the stability and response of systems driven into nonequilibrium steady states and in such a way are similar to free energies for systems at equilibrium. As with equilibrium free energies, evaluating large deviation functions numerically for all but the simplest systems is difficult because by construction they depend on exponentially rare events. In this first paper of a series, we assess different trajectory-based sampling methods capable of computing large deviation functions of time integrated observables within nonequilibrium steady states. We highlight some convergence criteria and best practices using a number of different models, including a biased Brownian walker, a driven lattice gas, and a model of self-assembly. We show how two popular methods for sampling trajectory ensembles, transition path sampling and diffusion Monte Carlo, suffer from exponentially diverging correlations in trajectory space as a function of the bias parameter when estimating large deviation functions. Improving the efficiencies of these algorithms requires introducing guiding functions for the trajectories.

74 ATOMIC AND MOLECULAR PHYSICS↗
NASA NTRS1998

Aerospace Applications of Weibull and Monte Carlo Simulation with Importance Sampling

Recent developments in reliability modeling and computer technology have made it practical to use the Weibull time to failure distribution to model the system reliability of complex fault-tolerant computer-based systems. These system models are becoming increasingly popular in space systems applications as a result of mounting data that support the decreasing Weibull failure distribution and the expectation of increased system reliability. This presentation introduces the new reliability modeling developments and demonstrates their application to a novel space system application. The application is a proposed guidance, navigation, and control (GN&C) system for use in a long duration manned spacecraft for a possible Mars mission. Comparisons to the constant failure rate model are presented and the ramifications of doing so are discussed.

Bavuso, Salvatore J.↗
NASA NTRSDate not supplied

Using Importance Sampling Monte Carlo to Analyze Aircraft Takeoff and Landing

Aircraft have achieved high levels of reliability, so the probability of undesirable dynamics is very low. The low probability of a bad takeoff or landing challenges nondeterministic methods to quantify the uncertainty of these improbable events. In the present work, a Monte Carlo method is defined to more effectively quantify these unlikely events that is suitable for uncertainty analysis of a mature design with many uncertainty parameters. The proposed Monte Carlo method has been applied to the takeoff and landing of the X-59 Quiet SuperSonic Technology (QueSST). Takeoff and landing simulation profiles were defined using a combination of industry standards and piloted simulation experience. The proposed method is shown to be able to quantify events with significantly fewer samples than would be required with conventional Monte Carlo. These results improve understanding of the sensitivity of the takeoff and landing dynamics to inform further studies and test planning.

Jeffrey Ouellette↗
NASA NTRSDate not supplied

Using Importance Sampling Monte Carlo to Analyze Aircraft Takeoff and Landing

Aircraft have achieved high levels of reliability, so the probability of undesirable dynamics is very low. The low probability of a bad takeoff or landing challenges nondeterministic methods to quantify the uncertainty of these improbable events. In the present work, a Monte Carlo method is defined to more effectively quantify these unlikely events that is suitable for uncertainty analysis of a mature design with many uncertainty parameters. The proposed Monte Carlo method has been applied to the takeoff and landing of the X-59 Quiet SuperSonic Technology (QueSST). Takeoff and landing simulation profiles were defined using a combination of industry standards and piloted simulation experience. The proposed method is shown to be able to quantify events with significantly fewer samples than would be required with conventional Monte Carlo. These results improve understanding of the sensitivity of the takeoff and landing dynamics to inform further studies and test planning.

Jeffrey Ouellette↗
DOE OSTI2023

nautilus : boosting Bayesian importance nested sampling with deep learning

ABSTRACT We introduce a novel approach to boost the efficiency of the importance nested sampling (INS) technique for Bayesian posterior and evidence estimation using deep learning. Unlike rejection-based sampling methods such as vanilla nested sampling (NS) or Markov chain Monte Carlo (MCMC) algorithms, importance sampling techniques can use all likelihood evaluations for posterior and evidence estimation. However, for efficient importance sampling, one needs proposal distributions that closely mimic the posterior distributions. We show how to combine INS with deep learning via neural network regression to accomplish this task. We also introduce nautilus, a reference open-source python implementation of this technique for Bayesian posterior and evidence estimation. We compare nautilus against popular NS and MCMC packages, including emcee, dynesty, ultranest, and pocomc, on a variety of challenging synthetic problems and real-world applications in exoplanet detection, galaxy SED fitting and cosmology. In all applications, the sampling efficiency of nautilus is substantially higher than that of all other samplers, often by more than an order of magnitude. Simultaneously, nautilus delivers highly accurate results and needs fewer likelihood evaluations than all other samplers tested. We also show that nautilus has good scaling with the dimensionality of the likelihood and is easily parallelizable to many CPUs.

97 MATHEMATICS AND COMPUTING↗