Numerical Approaches for Sequential Bayesian Optimal Experimental Design.
Abstract not provided.
Huan, Xun↗
SEARCH · Engineering Papers
Results for “Bayesian approach”
Search indexed NASA NTRS and DOE OSTI research on propulsion, heat transfer, battery materials and energy systems. Follow report and document links to the original sources.
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Interpreting effective hydrologic depth estimates derived from soil moisture remote sensing: A Bayesian non-linear modeling approach
Not provided.
Environmental Sciences & Ecology↗
Bayesian calibration and uncertainty quantification of a rate-dependent cohesive zone model for polymer interfaces
In this work we present a rate-dependent cohesive zone model for the fracture of polymeric interfaces and performs a Bayesian calibration, an uncertainty quantification, and a sensitivity analysis for the model. The proposed cohesive zone model accounts for both reversible elastic and irreversible rate-dependent separation sliding deformation at the interface. The viscous dissipation due to the irreversible opening at the interface is modeled using elastic-viscoplastic kinematics that incorporates the effects of strain rate. Inverse calibration of parameters for such complex models through trial and error is challenging due to the large number of parameters of the model. Moreover, the calibrated parameter values are often non-unique and uncertain when the available experimental data is limited. To tackle this challenge, we employ a Bayesian calibration approach to identify parameters from experimental data, the resulting parameters significantly enhance the accuracy of the model. To quantify the uncertainty associated with the inverse parameter estimation, a modular Bayesian approach is employed to calibrate the unknown model parameters, accounting for the parameter uncertainty of the cohesive zone model. The advantages of the Bayesian calibration over a deterministic parameter fit are demonstrated. Further, to quantify the model uncertainties, such as incorrect assumptions or missing physics, a discrepancy function is introduced, which significantly improves the model’s prediction. Finally, the total uncertainty of the model is quantified in a predictive setting. A sensitivity analysis is performed to assess how changes in the input variables of the model affect the peak load, facilitating the identification of a concise set of highly influential parameters. The present approach can be used for calibration and uncertainty quantification for other complex computational mechanics models. It should also facilitate the designing of interface materials under uncertainty.
42 ENGINEERING↗
Improvement of Drop‐Hammer Impact Testing for Safety Assessment of High Explosives Using 10‐mg Samples
Here, in this study, we established an improved method for drop-hammer impact testing of small quantities of high explosives (10 mg). We performed about seven hundred impact tests under various experimental conditions (e.g., sandpaper vs bare anvil, different sample masses, drop-weights, and striker diameters) to determine an optimal set of conditions and reaction detection methods (e.g., gas analysis, video, and sound recordings) that give the most statistically reliable results with 10 mg samples. We used both Frequentist and Bayesian statistical approaches to compare estimates of the drop height (DH50) that initiates a reaction 50% of the time, and to quantify the associated uncertainty. Gas analysis proved to be the most reliable reaction detection method, showing unambiguous rises in HE decomposition products (e.g., CO 2 ) even when the other indicators (e.g., sound, video) were inconclusive. The impact tests performed with a bare anvil showed much better reproducibility than those conducted with sandpaper, reducing the largest uncertainty observed in the data sets by a factor of 1.7. The DH 50 values obtained from three different sample masses (10, 20, and 35 mg) fell within the uncertainties of the measurements. We demonstrated the improved procedure (i.e., 10-mg samples, gas analysis, bare anvil, and Bayesian approach) on a variety of PETN samples having different surface areas and thermal histories.
PETN↗
Combining Push-Forward Measures and Bayes' Rule to Construct Consistent Solutions to Stochastic Inverse Problems
We formulate, and present a numerical method for solving, an inverse problem for inferring parameters of a deterministic model from stochastic observational data on quantities of interest. The solution, given as a probability measure, is derived using a Bayesian updating approach for measurable maps that finds a posterior probability measure, that when propagated through the deterministic model produces a push-forward measure that exactly matches the observed probability measure on the data. Our approach for finding such posterior measures, which we call consistent Bayesian inference or push-forward based inference, is simple and only requires the computation of the push-forward probability measure induced by the combination of a prior probability measure and the deterministic model. We establish existence and uniqueness of observation-consistent posteriors and present both stability and error analyses. We also discuss the relationships between consistent Bayesian inference, classical/statistical Bayesian inference, and a recently developed measure-theoretic approach for inference. Finally, analytical and numerical results are presented to highlight certain properties of the consistent Bayesian approach and the differences between this approach and the two aforementioned alternatives for inference.
97 MATHEMATICS AND COMPUTING↗
A Bayesian Neural Network Ensemble Approach for Improving Large-Scale Streamflow Predictability
Predictive modeling through the use of AI techniques and AI-derived model components; the use of AI and other tools to design a prediction system comprising of a hierarchy of models (e.g.,AI driven model/component/parameterization selection). We propose a Bayesian neural network ensemble approach for improving large-scale streamflow predictability and understanding in a changing environment that combines multiple Earth system land model predictions by calculating spatiotemporally varying model weights and biases while accounting for various types of observations at multiple scales with uncertainty.
58 GEOSCIENCES↗
On the quantification and efficient propagation of imprecise probabilities with copula dependence
This paper addresses the problem of quantification and propagation of uncertainties associated with dependence modeling when data for characterizing probability models are limited. Practically, the system inputs are often assumed to be mutually independent or correlated by a multivariate Gaussian distribution. However, this subjective assumption may introduce bias in the response estimate if the real dependence structure deviates from this assumption. In this work, we overcome this limitation by introducing a flexible copula dependence model to capture complex dependencies. Here, a hierarchical Bayesian multimodel approach is proposed to quantify uncertainty in dependence model-form and model parameters that result from small data sets. This approach begins by identifying, through Bayesian multimodel inference, a set of candidate marginal models and their corresponding model probabilities, and then estimating the uncertainty in the copula-based dependence structure, which is conditional on the marginals and their parameters. The overall uncertainties integrating marginals and copulas are probabilistically represented by an ensemble of multivariate candidate densities. A novel importance sampling reweighting approach is proposed to efficiently propagate the overall uncertainties through a computational model. Through an example studying the influence of constituent properties on the out-of-plane properties of transversely isotropic E-glass fiber composites, we show that the composite property with copula-based dependence model converges to the true estimate as data set size increases, while an independence or arbitrary Gaussian correlation assumption leads to a biased estimate.
72 PHYSICS OF ELEMENTARY PARTICLES AND FIELDS↗
Final Report, DOE Early Career Award: Predictive modeling of complex physical systems: new tools for statistical inference, uncertainty quantification, and experimental design
Predictive simulation of complex physical systems increasingly rests on the interplay of experimental observations with computational models. Key inputs, parameters, or structural aspects of models may be incomplete or unknown, and must be developed from indirect and limited observations. At the same time, quantified uncertainties are needed to qualify computational predictions in the support of design and decision-making. In this context, Bayesian statistics provides a foundation for inference from noisy and limited data, but at prohibitive computional expense. This project intends to make rigorous predictive modeling *feasible* in complex physical systems, via accelerated and scalable tools for uncertainty quantification, Bayesian inference, and experimental design. Specific objectives are as follows: 1. Develop adaptive posterior approximations and dimensionality reduction approaches for Bayesian inference in high-dimensional nonlinear systems. 2. Extend accelerated Bayesian methodologies to large-scale {\em sequential} data assimilation, fully treating nonlinear models and non-Gaussian state and parameter distributions. 3. Devise efficient surrogate-based methods for Bayesian model selection and the learning of model structure. 4. Develop scalable simulation/optimization approaches to nonlinear Bayesian experimental design, for both parameter inference and model selection. 5. Demonstrate these inferential tools on chemical kinetic models in reacting flow, constructing and refining thermochemical and electrochemical models from limited data. Demonstrate Bayesian filtering on canonical stochastic PDEs and in the dynamic estimation of inhomogeneous subsurface properties and flow fields.
97 MATHEMATICS AND COMPUTING↗
Inverse Modeling of Hydrologic Parameters Using Surface Flux and Runoff Observations in the Community Land Model
This study demonstrates the possibility of inverting hydrologic parameters using surface flux and runoff observations in version 4 of the Community Land Model (CLM4). Previous studies showed that surface flux and runoff calculations are sensitive to major hydrologic parameters in CLM4 over different watersheds, and illustrated the necessity and possibility of parameter calibration. Two inversion strategies, the deterministic least-square fitting and stochastic Markov-Chain Monte-Carlo (MCMC) - Bayesian inversion approaches, are evaluated by applying them to CLM4 at selected sites. The unknowns to be estimated include surface and subsurface runoff generation parameters and vadose zone soil water parameters. We find that using model parameters calibrated by the least-square fitting provides little improvements in the model simulations but the sampling-based stochastic inversion approaches are consistent - as more information comes in, the predictive intervals of the calibrated parameters become narrower and the misfits between the calculated and observed responses decrease. In general, parameters that are identified to be significant through sensitivity analyses and statistical tests are better calibrated than those with weak or nonlinear impacts on flux or runoff observations. Temporal resolution of observations has larger impacts on the results of inverse modeling using heat flux data than runoff data. Soil and vegetation cover have important impacts on parameter sensitivities, leading to the different patterns of posterior distributions of parameters at different sites. Overall, the MCMC-Bayesian inversion approach effectively and reliably improves the simulation of CLM under different climates and environmental conditions. Bayesian model averaging of the posterior estimates with different reference acceptance probabilities can smooth the posterior distribution and provide more reliable parameter estimates, but at the expense of wider uncertainty bounds.
inverse, modeling, hydrologic, parameters, flux, r↗
Direct Comparison between Bayesian and Frequentist Uncertainty Quantification for Nuclear Reactions
Until recently, uncertainty quantification in low energy nuclear theory was typically performed using frequentist approaches. However in the last few years, the field has shifted toward Bayesian statistics for evaluating confidence intervals. Although there are statistical arguments to prefer the Bayesian approach, no direct comparison is available. In this work, we compare, directly and systematically, the frequentist and Bayesian approaches to quantifying uncertainties in direct nuclear reactions. Starting from identical initial assumptions, we determine confidence intervals associated with the elastic and the transfer process for both methods, which are evaluated against data via a comparison of the empirical coverage probabilities. Expectedly, the frequentist approach is not as flexible as the Bayesian approach in exploring parameter space and often ends up in a different minimum. We also show that the two methods produce significantly different correlations. In the end, the frequentist approach produces significantly narrower uncertainties on the considered observables than the Bayesian. Lastly, our study demonstrates that the uncertainties on the reaction observables considered here within the Bayesian approach represent reality more accurately than the much narrower uncertainties obtained using the standard frequentist approach.
73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗
Accounting for uncertainty in complex alluvial aquifer modeling by Bayesian multi-model approach
Alluvial aquifers by nature are complex caused by varied depositional environments. Developing a reliable groundwater model to represent an alluvial aquifer is non-trivial. Also, relying on a single best calibrated model may not be sufficient because of an inadequate choice of model parameter values. To better understand groundwater dynamics and improve model prediction reliability, this study presents a Bayesian multi-model uncertainty quantification (BMMUQ) framework to account for model parameter uncertainty in complex alluvial groundwater modeling. The methodology was applied to the agriculturally intensive Mississippi River alluvial aquifer (MRAA), Northeast Louisiana. An aquifer architecture was first constructed using 7,259 well logs in the MRAA area which covers three fluvial deposits (alluvium, braided-stream terrace, and braided-stream terrace-loess). A 12-layer MODFLOW model was then developed to address the alluvial aquifer complexity and well calibrated through a genetic algorithm. This study quantified model parameter uncertainty in hydraulic conductivity and specific storage of sand facies. Bayesian model averaging (BMA) with the Expectation Maximization (EM) algorithm was adopted to derive posterior model weights and head variances of 50 alternative conceptual groundwater flow models, and thereby obtains BMA ensemble model predictions instead of only relying on the best calibrated conceptual model. Overall, results show that an estimated around 950 million m3 of groundwater storage loss occurs in 2015 with respect to the beginning of 2004, due to high groundwater demand for irrigation in the MRAA area. Explicitly quantifying model uncertainty can produce more reliable groundwater level predictions from BMA ensemble model. The presented groundwater modeling framework improves our understanding of the MRAA and provides a valuable tool to assist agricultural water management.
54 ENVIRONMENTAL SCIENCES↗
Mapping Soil Cation‐Exchange Capacity using Bayesian Modeling and Proximal Sensors at the Field Scale
Core Ideas A Bayesian inference approach (INLA‐SPDE) was used to map topsoil and subsoil CEC. DEM, gamma‐ray spectrometer and EM induction data were combined to map CEC. Posterior marginal distributions of the model parameters and responses were estimated. Gamma‐ray data performed best in the topsoil, followed by DUALEM421S and elevation. Elevation data performed best in the subsoil, followed by gamma‐ray and DUALEM421S. Cation exchange capacity (CEC) affects soil fertility, acidity, and structural resilience. This is particularly the case in sugarcane growing areas of Australia because the soil there is sandy (>60%), strongly acidic (pH < 5.5), and strongly sodic (exchangeable sodium percentage [ESP] > 15%). Unfortunately, obtaining information on CEC at the field extent is time‐consuming and expensive. Here, we used a digital soil mapping approach to add value to limited (40) topsoil (0–0.3 m) and subsoil (0.6–0.9 m) CEC information. We first collected proximally sensed ancillary data from three sources, including a digital elevation model (DEM), γ‐ray (γ‐ray) spectrometer (RS700) and electromagnetic (EM) induction instruments. We then use a Bayesian inference approach (Integrated Nested Laplace Approximation with Stochastic Partial Differential Equation, INLA‐SPDE) implemented in R software to model the CEC and ancillary data. Accuracy (RMSE), bias (ME), and concordance (Lin's) of models were also generated from the different sources of ancillary data, either in combination or alone. We concluded, overall, that the INLA–SPDE approach could provide estimations of the posterior marginal distributions of the model parameters as well as the model responses as reported by other researchers. We also concluded that using the ancillary data sources in combination was most accurate (e.g., RMSE = 0.72) to predict CEC, least biased (e.g., ME = 0.07) and had the highest concordance (e.g., Lin's = 0.69) in both the topsoil and subsoil than using the ancillary data alone. The best ancillary data, when used alone for mapping CEC in the topsoil, was γ‐ray spectrometry, followed by EM data and elevation. For subsoil CEC, it was elevation, followed by γ‐ray spectrometry and then soil electrical conductivity (EC a ) data. The maps of the credibility interval (CI) indicated that better predictions were achieved in the topsoil and indicated where improvements in prediction could be achieved in the subsoil.
Li, Nan↗
Bayesian event categorization matrix approach for explosion monitoring
Current efforts to correctly categorize natural events from suspected explosion sources with data that is collected by ground- or space-based sensors presents historical challenges that remain unaddressed by the Event Categorization Matrix (ECM) model. Smaller historical events (lower yield explosions) may have data available from fewer measurement techniques than are available today, and therefore, a historical event record can lack a complete set of discriminants. The covariance structures can also differ between such observations of event (source-type) categories. Both obstacles are problematic for the classic ECM model. Our work addresses this gap and presents a Bayesian update to the previous ECM model, termed the Bayesian Event Categorization Matrix model, which can be trained on partial observations and does not rely on a pooled covariance structure. We further augment the ECM model with Bayesian Decision Theory so that false negative or false positive rates of an event categorization can be reduced in an intuitive manner. To demonstrate improved categorization rates for the Bayesian Event Categorization Matrix model, we compare an array of Bayesian and classic models with multiple performance metrics using Monte Carlo experiments. We use both synthetic and real data. Our Bayesian models show consistent gains in overall accuracy and lower false negative rates relative to the classic ECM model. Here, we propose future avenues to improve Bayesian Event Categorization Matrix models’ decision making and predictive capability.
58 GEOSCIENCES↗
Maximized Information Gain of Next Generation Pulsed Power Using Optimized Design of Z-Machine Experiments
This project develops a Bayesian optimization approach to extracting insights from Z Machine experimental data to determine if and how these insights can be used to extrapolate to a larger facility. The primary goal is to address the scientific challenge of informing how confidently experimental conditions can be predicted on a next generation facility, the design of which requires the reliable extrapolation of current high energy density technologies to regimes yet unobserved, except by costly high-fidelity computational models. Maximizing the use of presently available data and understanding how it informs future endeavors is critically important to enable transformative pulsed power and the science of extreme conditions. We explore a Bayesian optimization approach to experimental design which combines information theory, experimental data, and computational modeling to explore how information gain can be maximized.
97 MATHEMATICS AND COMPUTING↗
A Portfolio Approach to Massively Parallel Bayesian Optimization
One way to reduce the time of conducting optimization studies is to evaluate designs in parallel rather than just one-at-a-time. For expensive-to-evaluate black-boxes, batch versions of Bayesian optimization have been proposed. They work by building a surrogate model of the black-box to simultaneously select multiple designs via an infill criterion. Still, despite the increased availability of computing resources that enable large-scale parallelism, the strategies that work for selecting a few tens of parallel designs for evaluations become limiting due to the complexity of selecting more designs. It is even more crucial when the black-box is noisy, necessitating more evaluations as well as repeating experiments. Here we propose a scalable strategy that can keep up with massive batching natively, focused on the exploration/exploitation trade-off and a portfolio allocation. We compare the approach with related methods on noisy functions, for mono and multi-objective optimization tasks. These experiments show orders of magnitude speed improvements over existing methods with similar or better performance.
97 MATHEMATICS AND COMPUTING↗
CLASH: JOINT ANALYSIS OF STRONG-LENSING, WEAK-LENSING SHEAR, AND MAGNIFICATION DATA FOR 20 GALAXY CLUSTERS
We present a comprehensive analysis of strong-lensing, weak-lensing shear and magnification data for a sample of 16 X-ray-regular and 4 high-magnification galaxy clusters at 0.19≲z≲0.69 selected from Cluster Lensing And Supernova survey with Hubble (CLASH). Our analysis combines constraints from 16-band Hubble Space Telescope observations and wide-field multi-color imaging taken primarily with Suprime-Cam on the Subaru Telescope, spanning a wide range of cluster radii (10″–16′). We reconstruct surface mass density profiles of individual clusters from a joint analysis of the full lensing constraints, and determine masses and concentrations for all of the clusters. We find the internal consistency of the ensemble mass calibration to be ≤5% ± 6% in the one-halo regime (200–2000 kpc h{sup −1}) compared to the CLASH weak-lensing-only measurements of Umetsu et al. For the X-ray-selected subsample of 16 clusters, we examine the concentration–mass (c–M) relation and its intrinsic scatter using a Bayesian regression approach. Our model yields a mean concentration of c|{sub z=0.34}=3.95±0.35 at M{sub 200c} ≃ 14 × 10{sup 14} M{sub ⊙} and an intrinsic scatter of σ(lnc{sub 200c})=0.13±0.06, which is in excellent agreement with Λ cold dark matter predictions when the CLASH selection function based on X-ray morphological regularity and the projection effects are taken into account. We also derive an ensemble-averaged surface mass density profile for the X-ray-selected subsample by stacking their individual profiles. The stacked lensing signal is detected at 33σ significance over the entire radial range ≤4000 kpc h{sup −1}, accounting for the effects of intrinsic profile variations and uncorrelated large-scale structure along the line of sight. The stacked mass profile is well described by a family of density profiles predicted for cuspy dark-matter-dominated halos in gravitational equilibrium, namely, the Navarro–Frenk–White (NFW), Einasto, and DARKexp models, whereas the single power-law, cored isothermal and Burkert density profiles are disfavored by the data. We show that cuspy halo models that include the large-scale two-halo term provide improved agreement with the data. For the NFW halo model, we measure a mean concentration of c{sub 200c}=3.79{sub −0.28}{sup +0.30} at M{sub 200c}=14.1{sub −1.0}{sup +1.0}×10{sup 14} M{sub ⊙}, demonstrating consistency between the complementary analysis methods.
79 ASTRONOMY AND ASTROPHYSICS↗
Accurate and Accelerated Neuromorphic Network Design Leveraging A Bayesian Hyperparameter Pareto Optimization Approach
Neuromorphic systems allow for extremely efficient hardware implementations for neural networks (NNs). In recent years, several algorithms have been presented to train spiking NNs (SNNs) for neuromorphic hardware. However, SNNs often provide lower accuracy than their artificial NNs (ANNs) counterparts or require computationally expensive and slow training/inference methods. To close this gap, designers typically rely on reconfiguring SNNs through adjustments in the neuron/synapse model or training algorithm itself. Nevertheless, these steps incur significant design time, while still lacking the desired improvement in terms of training/inference times (latency). Designing SNNs that can mimic the accuracy of ANNs with reasonable training times is an exigent challenge in neuromorphic computing. In this work, we present an alternative approach that looks at such designs as an optimization problem rather than algorithm or architecture redesign. We develop a versatile multiobjective hyperparameter optimization (HPO) for automatically tuning HPs of two state-of-the-art SNN training algorithms, SLAYER and HYBRID. We emphasize that, to the best of our knowledge, this is the first work trying to improve SNNs’ computational efficiency, accuracy, and training time using an efficient HPO. We demonstrate significant performance improvements for SNNs on several datasets without the need to redesign or invent new training algorithms/architectures. Our approach results in more accurate networks with lower latency and, in turn, higher energy efficiency than previous implementations. In particular, we demonstrate improvement in accuracy and more than 5× reduction in the training/inference time for the SLAYER algorithm on the DVS Gesture dataset. In the case of HYBRID, we demonstrate 30% reduction in timesteps while surpassing the accuracy of the state-of-the-art networks on CIFAR10. Further, our analysis suggests that even a seemingly minor change in HPs could change the accuracy by 5 - 6×.
Parsa, Maryam↗
An approachable problem for the Bayesian analysis of a variety of uncertainties in hierarchical physical models
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Validation/Uncertainty-Quantification↗