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At least 379 records · Page 21

Hierarchical Gaussian Random Field Sampling for Multilevel Markov Chain Monte Carlo: Coupling Stochastic Partial Differential Equation and the Karhunen–Loève Decomposition

This work introduces structure preserving hierarchical decompositions for sampling Gaussian random fields (GRFs) within the context of multilevel Bayesian inference in high-dimensional space. Existing scalable hierarchical sampling methods, such as those based on stochastic partial differential equations (SPDEs), often reduce the dimensionality of the sample space at the cost of accuracy of inference. Other approaches, such that those based on Karhunen-Loève (KL) expansions, offer sample space dimensionality reduction but sacrifice GRF representation accuracy and ergodicity of the Markov chain Monte Carlo (MCMC) sampler and are computationally expensive for high-dimensional problems. The proposed method integrates the dimensionality reduction capabilities of KL expansions with the scalability of SPDE-based sampling, thereby providing a robust, unified framework for high-dimensional uncertainty quantification (UQ) that is scalable and accurate, preserves ergodicity, and offers dimensionality reduction of the sample space. The hierarchy in our multilevel algorithm is derived from the geometric multigrid hierarchy. By constructing a hierarchical decomposition that maintains the covariance structure across the levels in the hierarchy, the approach enables efficient coarse-to-fine sampling while ensuring that all samples are drawn from the desired distribution. The effectiveness of the proposed method is demonstrated on a benchmark subsurface flow problem, demonstrating its effectiveness in improving computational efficiency and statistical accuracy. Furthermore, our proposed technique is more efficient and accurate and displays better convergence properties than existing methods for high-dimensional Bayesian inference problems.

Gaussian random fields↗

How data science methods can improve the quality and efficiency of ICF and HEDP research

Data Science methods (many that are Bayesian based) are widely used in the physical sciences to estimate model parameters from experimental data, synthesize heterogeneous data, calibrate models, design experiments, and determine statistical significance of data. These methods provide a wealth of advantages over traditional analysis techniques because: 1) uncertainties are rigorously defined and propagated naturally through complex systems including covariance, 2) prior information is captured within the analysis framework (including rad-MHD and rad-hydro simulations), 3) competing models can be selected and/or ruled out using quantitative criteria, and 4) complex, heterogeneous data can be incorporated simultaneously. While these methods have been widely adopted as the gold standard in fields such as particle physics, astronomy, and biology, they have been slow to catch on in Inertial Confinement Fusion (ICF) and High Energy Density Physics (HEDP) research. Recently, several teams at LLNL, SNL, LANL, and the LLE have been exploring the use of these tools in their research and have found success. Here we propose that a concerted effort to consolidate these independent research efforts by developing and deploying common tools for use across the complex can revolutionize the way we approach data analysis, assimilation of theory and experiment, and decision making. The Bayesian formalism provides a means to accomplish this, but we are lacking certain infrastructure to make it happen on a large scale. Furthermore, once adopted, these techniques can be used to develop standards by which discoveries can be judged, similar to the so-called 5σ rule in high energy particle physics. Such standards may be used in the future to address the issue of unknown reproducibility in ICF and HED experiments caused by low shot rate and high cost per experiment. Our goals as a group are to advance the state of the art in HED measurement science by enabling: 1) better inferences from data with well-defined uncertainties, 2) better use of the data we have and continue to collect, 3) intelligent synthesis of data, 4) evaluation of the statistical significance of our data, and 5) informed decision making regarding the design of new experiments and instruments.

72 PHYSICS OF ELEMENTARY PARTICLES AND FIELDS↗

A Bayesian Framework for Spectral Reprojection

Abstract Fourier partial sum approximations yield exponential accuracy for smooth and periodic functions, but produce the infamous Gibbs phenomenon for non-periodic ones. Spectral reprojection resolves the Gibbs phenomenon by projecting the Fourier partial sum onto a Gibbs complementary basis, often prescribed as the Gegenbauer polynomials. Noise in the Fourier data and the Runge phenomenon both degrade the quality of the Gegenbauer reconstruction solution, however. Motivated by its theoretical convergence properties, this paper proposes a new Bayesian framework for spectral reprojection, which allows a greater understanding of the impact of noise on the reprojection method from a statistical point of view. We are also able to improve the robustness with respect to the Gegenbauer polynomials parameters. Finally, the framework provides a mechanism to quantify the uncertainty of the solution estimate.

Li, Tongtong (ORCID:0000000276644764)↗

Visible core spectroscopy at Wendelstein 7-X

This paper presents an overview of recent hardware extensions and data analysis developments to the Wendelstein 7-X visible core spectroscopy systems. These include upgrades to prepare the in-vessel components for long-pulse operation, nine additional spectrometers, a new line of sight array for passive spectroscopy, and a coherence imaging charge exchange spectroscopy diagnostic. Progress in data analysis includes ion temperatures and densities from multiple impurity species, a statistical comparison with x-ray crystal spectrometer measurements, neutral density measurements from thermal passive Balmer-alpha emission, and a Bayesian analysis of active hydrogen emission, which is able to infer electron density and main ion temperature profiles.

46 INSTRUMENTATION RELATED TO NUCLEAR SCIENCE AND ↗

Non-Intrusive Appliance Identification with Appliance-Specific Networks

The problem of noninstrusive load monitoring (NILM) is usually formulated as a single-channel blind source separation task, whose successful solution enable fast and convenient load identification and energy disaggregation. When applied at test time, NILM algorithms aim to identify the operating characteristics of individual appliances from an aggregate power measurement of the entire house. Recent advances in deep learning gave rise to many methods that mostly focus on learning a direct mapping from aggregate measurement to individual appliance power. However, these methods are not only computationally expensive, but they often suffer from overfitting and do not generalize very well. In this article, we propose a novel NILM method that leverages advances in statistical learning that have not been properly applied in this domain before. The proposed method consists of three stages: first, a Bayesian nonparametric learning-based approach for appliance state extraction; second, synthetic minority oversampling technique for data augmentation and mitigating the heavy imbalance in switching events; and third, appliance-specific lightweight long short-term memory networks for status classification for each appliance. Here, we adopt a “differential” input (the difference before and after the switching event) to reduce the complexity of network training and make the proposed method robust to multiappliance switching events. Experiments are conducted to demonstrate the effectiveness of the proposed method, achieving superior performance when compared to recent methods. An ablation study is conducted to demonstrate the effectiveness of each module of our method. Finally, we investigate the quality of generated synthetic samples.

42 ENGINEERING↗

Uncertainty Management for Diagnostics and Prognostics of Batteries using Bayesian Techniques

Uncertainty management has always been the key hurdle faced by diagnostics and prognostics algorithms. A Bayesian treatment of this problem provides an elegant and theoretically sound approach to the modern Condition- Based Maintenance (CBM)/Prognostic Health Management (PHM) paradigm. The application of the Bayesian techniques to regression and classification in the form of Relevance Vector Machine (RVM), and to state estimation as in Particle Filters (PF), provides a powerful tool to integrate the diagnosis and prognosis of battery health. The RVM, which is a Bayesian treatment of the Support Vector Machine (SVM), is used for model identification, while the PF framework uses the learnt model, statistical estimates of noise and anticipated operational conditions to provide estimates of remaining useful life (RUL) in the form of a probability density function (PDF). This type of prognostics generates a significant value addition to the management of any operation involving electrical systems.

Saha, Bhaskar↗

Uncertainty Estimates of Psychoacoustic Thresholds Obtained from Group Tests

Adaptive psychoacoustic test methods, in which the next signal level depends on the response to the previous signal, are the most efficient for determining psychoacoustic thresholds of individual subjects. In many tests conducted in the NASA psychoacoustic labs, the goal is to determine thresholds representative of the general population. To do this economically, non-adaptive testing methods are used in which three or four subjects are tested at the same time with predetermined signal levels. This approach requires us to identify techniques for assessing the uncertainty in resulting group-average psychoacoustic thresholds. In this presentation we examine the Delta Method of frequentist statistics, the Generalized Linear Model (GLM), the Nonparametric Bootstrap, a frequentist method, and Markov Chain Monte Carlo Posterior Estimation and a Bayesian approach. Each technique is exercised on a manufactured, theoretical dataset and then on datasets from two psychoacoustics facilities at NASA. The Delta Method is the simplest to implement and accurate for the cases studied. The GLM is found to be the least robust, and the Bootstrap takes the longest to calculate. The Bayesian Posterior Estimate is the most versatile technique examined because it allows the inclusion of prior information.

Rathsam, Jonathan↗

Confidence Intervals for Laboratory Sonic Boom Annoyance Tests

Commercial supersonic flight is currently forbidden over land because sonic booms have historically caused unacceptable annoyance levels in overflown communities. NASA is providing data and expertise to noise regulators as they consider relaxing the ban for future quiet supersonic aircraft. One deliverable NASA will provide is a predictive model for indoor annoyance to aid in setting an acceptable quiet sonic boom threshold. A laboratory study was conducted to determine how indoor vibrations caused by sonic booms affect annoyance judgments. The test method required finding the point of subjective equality (PSE) between sonic boom signals that cause vibrations and signals not causing vibrations played at various amplitudes. This presentation focuses on a few statistical techniques for estimating the interval around the PSE. The techniques examined are the Delta Method, Parametric and Nonparametric Bootstrapping, and Bayesian Posterior Estimation.

Rathsam, Jonathan↗

MFNets: Multifidelity data-driven networks for Bayesian learning and prediction

This paper presents a multifidelity uncertainty quantification framework called MFNets. We seek to address three existing challenges that arise when experimental and simulation data from different sources are used to enhance statistical estimation and prediction with quantified uncertainty. Specifically, we demonstrate that MFNets can (1) fuse heterogeneous data sources arising from simulations with different parameterizations, e.g simulation models with different uncertain parameters or data sets collected under different environmental conditions; (2) encode known relationships among data sources to reduce data requirements; and (3) improve the robustness of existing multi-fidelity approaches to corrupted data. MFNets construct a network of latent variables (LVs) to facilitate the fusion of data from an ensemble of sources of varying credibility and cost. These LVs are posited as explanatory variables that provide the source of correlation in the observed data. Furthermore, MFNets provide a way to encode prior physical knowledge to enable efficient estimation of statistics and/or construction of surrogates via conditional independence relations on the LVs. We highlight the utility of our framework with a number of theoretical results which assess the quality of the posterior mean as a frequentist estimator and compare it to standard sampling approaches that use single fidelity, multilevel, and control variate Monte Carlo estimators. We also use the proposed framework to derive the Monte Carlo-based control variate estimator entirely from the use of Bayes rule and linear-Gaussian models -- to our knowledge the first such derivation. Finally, we demonstrate the ability to work with different uncertain parameters across different models.

97 MATHEMATICS AND COMPUTING↗

Quantifying uncertainty in physics-based predictions of rare-isotope production cross sections via Bayesian-inspired model averaging across nuclear mass tables

Accurate prediction of fragmentation cross sections is essential for rare-isotope beam production, planning new-isotope searches, and designing experiments to study the most exotic regions of the nuclear chart. However, existing reaction models and phenomenological cross-section parametrizations often exhibit significant deviations over broad regions of mass and charge. In this work, a Bayesian-inspired model-averaging framework is developed to combine abrasion-ablation (AA) calculations based on multiple nuclear mass tables into a single statistically weighted estimate. For the calibrated systems, the model weights are assigned empirically according to the relative quality of fit to measured cross sections, thereby reducing systematic model bias while preserving the underlying physics content of the AA description. The weights are constrained using proton-rich fragmentation data for the 78 Kr and 124 Xe projectiles. The resulting parameter trends are then propagated to the 92 Mo and 144 Sm systems through a controlled scaling procedure. In the present implementation, the excitation-energy prescription is fixed, while the averaging is performed across nuclear-mass inputs; the framework provides both weighted cross sections and associated uncertainty estimates. Applied to proton-rich fragmentation, the present approach provides a practical basis for interpolation and limited extrapolation in regions relevant to rare-isotope production. The resulting predictions are used to assess the production of very proton-rich nuclei, and candidate new isotopes are discussed.

Bayesian methods↗

A review of computing-based automated fault detection and diagnosis of heating, ventilation and air conditioning systems

We report faults in Heating, Ventilation, and Air Conditioning (HVAC) systems of buildings result in significant energy waste in building operation. With fast-growing sensing data availability and advancement in computing, computational modeling has demonstrated strong capability to detect and diagnose HVAC system faults, hence, ensuring efficient building operation. This paper comprehensively reviews the state-of-the-art computing-based fault detection and diagnosis (FDD) for HVAC systems. Overall, the reviewed computing-based FDD methods are classified as two major approaches: knowledge-based and data-driven approaches. We then identify multiple important topics, including data availability, training data size, data quality, approach generality, capability, interpretability, and required modeling efforts, along with corresponding metrics to summarize the most updated FDD development. Generally, the knowledge-based approaches are further divided as physics-based modeling, Diagnostic Bayesian Network, and performance indicator-based methods while data-driven approaches include supervised learning, unsupervised learning, and regression and statistics-based methods. State-of-the-art FDD development, remaining challenges, and future research directions are further discussed to push forward FDD in practice. Availability of fault data, capability of existing methods to deal with complex fault situations (such as simultaneous faults), modeling interpretability for data-driven methods, and required engineering efforts for physics-based methods are identified as remaining challenges in FDD development. Improving modeling fidelity and reducing modeling efforts are essential for applying physics-based methods in real buildings. Meanwhile, addressing fault data availability, increasing algorithm adaptability, and handling multiple faults are essential to further enhance the applicability of data-driven FDD approaches.

32 ENERGY CONSERVATION, CONSUMPTION, AND UTILIZATI↗

Daily Forecasting of Regional Epidemics of Coronavirus Disease with Bayesian Uncertainty Quantification, United States

To increase situational awareness and support evidence-based policymaking, we formulated a mathematical model for coronavirus disease transmission within a regional population. This compartmental model accounts for quarantine, self-isolation, social distancing, a nonexponentially distributed incubation period, asymptomatic persons, and mild and severe forms of symptomatic disease. We used Bayesian inference to calibrate region-specific models for consistency with daily reports of confirmed cases in the 15 most populous metropolitan statistical areas in the United States. We also quantified uncertainty in parameter estimates and forecasts. This online learning approach enables early identification of new trends despite considerable variability in case reporting.

59 BASIC BIOLOGICAL SCIENCES↗

Cosmic Inference: Constraining Parameters with Observations and a Highly Limited Number of Simulations

We look at cosmological probes that pose an inverse problem where the measurement result is obtained through observations, and the objective is to infer values of model parameters that characterize the underlying physical system-our universe, from these observations and theoretical forward-modeling. The only way to accurately forward-model physical behavior on small scales is via expensive numerical simulations, which are further “emulated” due to their high cost. Emulators are commonly built with a set of simulations covering the parameter space with Latin hypercube sampling and an interpolation procedure; the aim is to establish an approximately constant prediction error across the hypercube. In this paper, we provide a description of a novel statistical framework for obtaining accurate parameter constraints. The proposed framework uses multi-output Gaussian process emulators that are adaptively constructed using Bayesian optimization methods with the goal of maintaining a low emulation error in the region of the hypercube preferred by the observational data. In this paper, we compare several approaches for constructing multi-output emulators that enable us to take possible inter-output correlations into account while maintaining the efficiency needed for inference. Using a Lyα forest flux power spectrum, we demonstrate that our adaptive approach requires considerably fewer-by a factor of a few in the Lyα P(k) case considered here-simulations compared to the emulation based on Latin hypercube sampling, and that the method is more robust in reconstructing parameters and their Bayesian credible intervals.

79 ASTRONOMY AND ASTROPHYSICS↗

Expert‐in‐the‐loop design of integral nuclear data experiments

Abstract Nuclear data are fundamental inputs to radiation transport codes used for reactor design and criticality safety. The design of experiments to reduce nuclear data uncertainty has been a challenge for many years, but advances in the sensitivity calculations of radiation transport codes within the last two decades have made optimal experimental design possible. The design of integral nuclear experiments poses numerous challenges not emphasized in classical optimal design, in particular, constrained design spaces (in both a statistical and engineering sense), severely under‐determined systems, and optimality uncertainty. We present a design pipeline to optimize critical experiments that uses constrained Bayesian optimization within an iterative expert‐in‐the‐loop framework. We show a successfully completed experiment campaign designed with this framework that involved two critical configurations and multiple measurements that targeted compensating errors in 239 Pu nuclear data.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗

Optimal experimental design: Formulations and computations

Questions of ‘how best to acquire data’ are essential to modelling and prediction in the natural and social sciences, engineering applications, and beyond. Optimal experimental design (OED) formalizes these questions and creates computational methods to answer them. This article presents a systematic survey of modern OED, from its foundations in classical design theory to current research involving OED for complex models. We begin by reviewing criteria used to formulate an OED problem and thus to encode the goal of performing an experiment. We emphasize the flexibility of the Bayesian and decision-theoretic approach, which encompasses information-based criteria that are well-suited to nonlinear and non-Gaussian statistical models. We then discuss methods for estimating or bounding the values of these design criteria; this endeavour can be quite challenging due to strong nonlinearities, high parameter dimension, large per-sample costs, or settings where the model is implicit. A complementary set of computational issues involves optimization methods used to find a design; we discuss such methods in the discrete (combinatorial) setting of observation selection and in settings where an exact design can be continuously parametrized. Finally we present emerging methods for sequential OED that build non-myopic design policies, rather than explicit designs; these methods naturally adapt to the outcomes of past experiments in proposing new experiments, while seeking coordination among all experiments to be performed. Throughout, we highlight important open questions and challenges.

97 MATHEMATICS AND COMPUTING↗

Conservative Estimation of Tail Probabilities from Limited Sample Data

Several sparse-sample uncertainty quantification (UQ) methods are compared for conservative but not overly conservative estimation of small tail probabilities involving responses that lay beyond specified thresholds in the tails of probability distributions. Sixteen very differently shaped distributions (or probability density functions, PDFs) and tail probability magnitudes ranging from 10 -5 to 10 -1 are considered in order for the study to be relevant to a wide range of risk analysis and quantification of margins and uncertainty (QMU) problems. The emphasis of the study is on limited data regimes ranging from N = 2 to 20 samples, reflective of most experimental and some expensive computational situations. Relatively simple sparse-sample UQ methods tested for this regime involve statistical tolerance interval "Equivalent Normal and related "Ensemble of Normals" and "Superdistribution (SD) approaches. (The independently derived SD is effectively equivalent to the Bayesian posterior predictive distribution given the assumptions of the derivation.) The performance of the methods was generally improved for N ≥ 5 samples with a generalized Jackknife resampling technique, which determines a tail probability estimate by averaging estimates from smaller sub-samples. Several quantitative metrics for method conservatism and accuracy of tail probability estimation are used to assess and rank the methods' performance over many random trials for each test PDF and probability magnitude. A variant of Bootstrap resampling was also tried, but did not significantly improve tail probability estimates in most cases. Detailed results are presented from over 100-million tests over the above factors that provide useful granular information on which methods or combination of methods perform best in various areas of the factor space.

97 MATHEMATICS AND COMPUTING↗