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At least 415 records · Page 23

sMF-BO-2CoGP: A sequential multi-fidelity constrained Bayesian optimization framework for design applications

Bayesian optimization (BO) is an effective surrogate-based method that has been widely used to optimize simulation-based applications. While the traditional Bayesian optimization approach only applies to single-fidelity models, many realistic applications provide multiple levels of fidelity with various levels of computational complexity and predictive capability. In this work, we propose a multi-fidelity Bayesian optimization method for design applications with both known and unknown constraints. The proposed framework, called sMF-BO-2CoGP, is built on a multi-level CoKriging method to predict the objective function. An external binary classifier, which we approximate using a separate CoKriging model, is used to distinguish between feasible and infeasible regions. Finally, the sMF-BO-2CoGP method is demonstrated using a series of analytical examples and a flip-chip application for design optimization to minimize the deformation due to warping under thermal loading conditions.

42 ENGINEERING↗

PYOED: AN ETENSIBLE SUITE FOR DATA ASSIMILATION AND MODEL-CONSTRAINED OPTIMAL DESIGN OF EXPERIMENTS

SF-23-005 PyOED is a highly extensible scientific package that enables developing and testing model-constrained optimal experimental design (OED) for inverse problems. Specifically, PyOED aims to be a comprehensive Python toolkit for model-constrained OED. The package targets scientists and researchers interested in understanding the details of OED formulations and approaches. It is also meant to enable researchers to experiment with standard and innovative OED technologies with a wide range of test problems (e.g., simulation models). OED, inverse problems (e.g., Bayesian inversion), and data assimilation (DA) are closely related research fields, and their formulations overlap significantly. Thus, PyOED is continuously being expanded with a plethora of Bayesian inversion, DA, and OED methods as well as new scientific simulation models, observation error models, and observation operators. These pieces are added such that they can be permuted to enable testing OED methods in various settings of varying complexities. The PyOED core is completely written in Python and utilizes the inherent object-oriented capabilities; however, PyOED is meant to be extensible rather than scalable. Specifically, PyOED is developed to ``enable rapid development and benchmarking of OED methods with minimal coding effort and to maximize code reutilization.'' PyOED will be continuously expanded with a plethora of Bayesian inversion, DA, and OED methods as well as new scientific simulation models, observation error models, and observation operators.

ATTIA, AHMEDMOHAMED↗

Sequential Monte Carlo for Cut-Bayesian Posterior Computation

We propose a sequential Monte Carlo (SMC) method to efficiently and accurately compute cut-Bayesian posterior quantities of interest, variations of standard Bayesian approaches constructed primarily to account for model misspecification. We prove finite sample concentration bounds for estimators derived from the proposed method along with a linear tempering extension and apply these results to a realistic setting where a computer model is misspecified. We then illustrate the SMC method for inference in a modular chemical reactor example that includes submodels for reaction kinetics, turbulence, mass transfer, and diffusion. The samples obtained are commensurate with a direct-sampling approach that consists of running multiple Markov chains, with computational efficiency gains using the SMC method. Overall, the SMC method presented yields a novel, rigorous approach to computing with cut-Bayesian posterior distributions.

97 MATHEMATICS AND COMPUTING↗

Bayesian Analysis of TRISO Fuel: Quantifying Model Inadequacy, Incorporating Lower-Length-Scale Effects, and Developing Parallel Active Learning Capabilities

The U.S. Department of Energy (DOE)’s Nuclear Energy Advanced Modeling and Simulation (NEAMS) program aims to develop predictive capabilities by applying computational methods to the analysis and design of advanced reactor and fuel-cycle systems. This program has been providing engineering-scale support for the continued development of BISON, a high-fidelity, high-resolution fuel performance tool. Fuel behavior in nuclear reactors is governed by a complex network of mechanisms that interact with various other physics aspects in the reactor system. Any model developed to represent fuel behavior will likely be idealized, resulting in uncertainties when comparing their predictions against the observed data. In Fiscal Year (FY)-23, we initiated the Uncertainty Quantification (UQ) work by using Bayesian methods to establish a level of model trustworthiness and further improve it, with a particular emphasis on TRI-Structural isOtropic (TRISO) nuclear fuel. This year, we further expanded on that UQ work by investigating an approach to quantifying model inadequacy and accounting for lower-length scale (LLS) effects in TRISO silver (Ag) release modeling. Furthermore, we are implementing parallel active learning capabilities to reduce the computational cost (i.e., required computational resources and elapsed time) of performing UQ. Specifically, we utilized The Kennedy O’Hagan framework for Bayesian uncertainty quantification (KOH) to account for model inadequacy in TRISO Ag release predictions made by BISON. The KOH framework represents an improvement over the standard Bayesian framework used in FY-23. Explicitly accounting for model inadequacy in the Bayesian framework helps establish the level of experimental noise uncertainty in the Advanced Gas Reactor (AGR) data. We compared the inverse UQ results obtained from both the standard Bayesian and KOH frameworks in light of the AGR-2/3/4 data, and also compared the predictive UQ results obtained from these two frameworks in light of the AGR-1 data. Next, we investigated the impact of considering LLS effects in the Ag release simulations. We developed an expanded database of LLS simulated effective diffusivities for Ag, covering a wide range of microstructures and temperatures. Using this database, we developed a framework for incorporating LLS effects into the engineering-scale Ag release UQ. We developed both parametric and non-parametric approaches for bridging the length scales. We then investigated the inverse UQ results in light of the AGR-2/3/4 data and the predictive UQ results in light of the AGR-1 data, and compared the LLS-informed approach and the Arrhenius equation, which does not include microstructure information. Finally, we discussed implementing parallel active learning capabilities in the Multiphysics Object Oriented Simulation Environment (MOOSE)/BISON to reduce the computational cost (i.e., computational resources and elapsed time) of Bayesian UQ. For verification purposes, we first tested these new capabil ities on a species interaction problem. We then demonstrated them on the TRISO Ag release application, showing that parallel active learning capabilities can enhance the accuracy of UQ while also substantially reducing the computational cost in comparison to the reference methods developed in FY-23.

11 NUCLEAR FUEL CYCLE AND FUEL MATERIALS↗

Sequential ensemble transform for Bayesian inverse problems

In this work, we present the Sequential Ensemble Transform (SET) method, an approach for generating approximate samples from a Bayesian posterior distribution. The method explores the posterior distribution by solving a sequence of discrete optimal transport problems to produce a series of transport plans which map prior samples to posterior samples. We prove that the sequence of Dirac mixture distributions produced by the SET method converges weakly to the true posterior as the sample size approaches infinity. Furthermore, our numerical results indicate that, when compared to standard Sequential Monte Carlo (SMC) methods, the SET approach is more robust to the choice of Markov mutation kernels and requires less computational efforts to reach a similar accuracy when used to explore complex posterior distributions. Finally, we describe adaptive schemes that allow to completely automate the use of the SET method.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Sequential Image Recovery Using Joint Hierarchical Bayesian Learning

Abstract Recovering temporal image sequences (videos) based on indirect, noisy, or incomplete data is an essential yet challenging task. We specifically consider the case where each data set is missing vital information, which prevents the accurate recovery of the individual images. Although some recent (variational) methods have demonstrated high-resolution image recovery based on jointly recovering sequential images, there remain robustness issues due to parameter tuning and restrictions on the type of sequential images. Here, we present a method based on hierarchical Bayesian learning for the joint recovery of sequential images that incorporates prior intra- and inter-image information. Our method restores the missing information in each image by “borrowing” it from the other images. More precisely, we couple sequential images by penalizing their pixel-wise difference. The corresponding penalty terms (one for each pixel and pair of subsequent images) are treated as weakly-informative random variables that favor small pixel-wise differences but allow occasional outliers. As a result, all of the individual reconstructions yield improved accuracy. Our method can be used for various data acquisitions and allows for uncertainty quantification. Some preliminary results indicate its potential use for sequential deblurring and magnetic resonance imaging.

Xiao, Yao↗

Demonstration of machine-learning-enhanced Bayesian quantum state estimation

Machine learning (ML) has found broad applicability in quantum information science in topics as diverse as experimental design, state classification, and even studies on quantum foundations. Here, we experimentally realize an approach for defining custom prior distributions that are automatically tuned using ML for Bayesian quantum state estimation methods that generally better conform to the physical properties of the underlying system than standard fixed prior distributions. Previously, researchers have looked to Bayesian quantum state tomography for advantages like uncertainty quantification, the return of reliable estimates under any measurement condition, and minimal mean-squared error. However, practical challenges related to long computation times and conceptual issues concerning how to incorporate prior knowledge most suitably can overshadow these benefits. Using both simulated and experimental measurement results, we demonstrate that ML-defined prior distributions reduce net convergence times and provide a natural way to incorporate both implicit and explicit information directly into the prior distribution. These results constitute a promising path toward practical implementations of Bayesian quantum state tomography.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

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↗

mvBayes

SAND2026-16980O mvBayes implements multivariate Bayesian regression using MATLAB and decomposes a multivariate or functional response into components based on a user-specified orthogonal basis. This allows for independent modeling of each component with any chosen univariate Bayesian regression model. This tool includes methods for prediction and visualization, facilitating the evaluation of Bayesian surrogate models through the application of Bayesian theory and Markov Chain Monte Carlo (MCMC) sampling techniques. Sandia National Laboratories is a multimission laboratory managed and operated by National Technology & Engineering Solutions of Sandia, LLC, a wholly owned subsidiary of Honeywell International Inc., for the U.S. Department of Energy’s National Nuclear Security Administration under contract DE-NA0003525.

Tucker, J. Derek [Sandia National Lab. (SNL-CA), L↗

Sequential Kalman tuning of the t -preconditioned Crank-Nicolson algorithm: efficient, adaptive and gradient-free inference for Bayesian inverse problems

Ensemble Kalman Inversion (EKI) has been proposed as an efficient method for the approximate solution of Bayesian inverse problems with expensive forward models. However, when applied to the Bayesian inverse problem EKI is only exact in the regime of Gaussian target measures and linear forward models. Here, in this work we propose embedding EKI and Flow Annealed Kalman Inversion, its normalizing flow (NF) preconditioned variant, within a Bayesian annealing scheme as part of an adaptive implementation of the t-preconditioned Crank-Nicolson (tpCN) sampler. The tpCN sampler differs from standard pCN in that its proposal is reversible with respect to the multivariate t-distribution. The more flexible tail behaviour allows for better adaptation to sampling from non-Gaussian targets. Within our Sequential Kalman Tuning (SKT) adaptation scheme, EKI is used to initialize and precondition the tpCN sampler for each annealed target. The subsequent tpCN iterations ensure particles are correctly distributed according to each annealed target, avoiding the accumulation of errors that would otherwise impact EKI. We demonstrate the performance of SKT for tpCN on three challenging numerical benchmarks, showing significant improvements in the rate of convergence compared to adaptation within standard SMC with importance weighted resampling at each temperature level, and compared to similar adaptive implementations of standard pCN. The SKT scheme applied to tpCN offers an efficient, practical solution for solving the Bayesian inverse problem when gradients of the forward model are not available. Code implementing the SKT schemes for tpCN is available at https://github.com/RichardGrumitt/KalmanMC.

97 MATHEMATICS AND COMPUTING↗

An analysis of Bayesian estimates for missing higher orders in perturbative calculations

With current high precision collider data, the reliable estimation of theoretical uncertainties due to missing higher orders (MHOs) in perturbation theory has become a pressing issue for collider phenomenology. Traditionally, the size of the MHOs is estimated through scale variation, a simple but ad hoc method without probabilistic interpretation. Bayesian approaches provide a compelling alternative to estimate the size of the MHOs, but it is not clear how to interpret the perturbative scales, like the factorisation and renormalisation scales, in a Bayesian framework. Recently, it was proposed that the scales can be incorporated as hidden parameters into a Bayesian model. In this paper, we thoroughly scrutinise Bayesian approaches to MHO estimation and systematically study the performance of different models on an extensive set of high-order calculations. We extend the framework in two significant ways. First, we define a new model that allows for asymmetric probability distributions. Second, we introduce a prescription to incorporate information on perturbative scales without interpreting them as hidden model parameters. We clarify how the two scale prescriptions bias the result towards specific scale choice, and we discuss and compare different Bayesian MHO estimates among themselves and to the traditional scale variation approach. Finally, we provide a practical prescription of how existing perturbative results at the standard scale variation points can be converted to 68%/95% credibility intervals in the Bayesian approach using the new public code MiHO.

72 PHYSICS OF ELEMENTARY PARTICLES AND FIELDS↗

Consequential improvement acquisition function for efficient multi-fidelity Bayesian optimization

Abstract Surrogate-based Bayesian optimization has been widely applied in design optimization to increase sampling efficiency. However, the cost for each evaluation of the objective function can still be very high when physical experiments or large-scale simulations are involved. Multi-fidelity Bayesian optimization is the new approach to further improve the sampling efficiency by reducing the number of expensive samples at the highest fidelity level and supplementing them with less expensive ones at low-fidelity levels. In this paper, a new consequential improvement (CI) acquisition function is proposed to allow for the simultaneous selection of the solution and the fidelity level in problems with a known hierarchy of fidelity levels. The new CI acquisition function incorporates the consequential effectiveness of objective improvement with the considerations of cost, accuracy, and validity differences between high- and low-fidelity samples in engineering practice. The new method of multi-fidelity Bayesian optimization based on the CI is demonstrated with several analytical and simulation-based design examples. In the simulation-based design optimization example, the results show that the CI acquisition function has a decisive advantage in the sampling efficiency over the other methods of multi-fidelity Bayesian optimization with simultaneous selection. The results indicate that the proposed method is particularly advantageous in solving high-dimensional problems and when large cost ratios between high- and low-fidelity evaluations exist and high-fidelity validation is mandatory. Furthermore, the method robustly avoids the prevalent issue of over sampling at low-fidelity levels.

Aydogdu, Ibrahim [Georgia Institute of Technology,↗

Automating Bayesian inference and design to quantify acoustic particle levitation

Self-propulsion of micro- and nanoparticles powered by ultrasound provides an attractive strategy for the remote manipulation of colloidal matter using biocompatible energy inputs. Quantitative understanding of particle motion and its dependence on size, shape, and composition requires accurate characterization of the acoustic field, which depends sensitively on the experimental setup. Here, we show how automated experiments based on Bayesian inference and design can accurately and efficiently characterize the acoustic field within resonant chambers used to propel acoustic nanomotors. Repeated cycles of observation, inference, and design (OID) are guided by a physical model that describes the rate at which levitating particles approach the nodal plane. Using video microscopy, we observe the relaxation of tracer particles to this plane following the application of the acoustic field. We use sequential Monte Carlo methods to infer model parameters such as the amplitude and frequency of the resonant chamber while accounting for particle-level measurement noise and population-level heterogeneity in the field. Guided by simulated outcomes, we select the optimal design for the next experiment as to maximize the information gain in the relevant parameters. We show how this iterative process serves to discriminate between competing hypotheses and efficiently converges to accurate parameter estimates using only few automated experiments. We discuss the need for model criticism to ensure the validity of the guiding model throughout automated cycles of observation, inference, and design. Furthermore, this work demonstrates how Bayesian methods can learn the parameters of nonlinear, hierarchical models used to describe video microscopy data of active colloids.

42 ENGINEERING↗

Attributes of GRB Pulses: Analysis of BATSE TTE Data

Our extensive program of modeling GRB profiles is aimed at elucidating the physical processes responsible for the burst itself, as well as possible extrinsic phenomena (e.g. time dilation) as discussed in another paper in this Symposium (Norris et al., "GRB PROFILES AS COSMIC PROBES"). We have developed special methods to extract the wealth of short time-scale information contained in the BATSE time-tag event (TTE) data. Our algorithm yields a piecewise-constant representation of the light curve -- using only the raw photon arrival times, and based on Bayesian change-point methods. This representation in effect lets the data determine the bin size and location, and avoids unwanted effects due to arbitrary choices of the bin parameters. We have determined widths, separations, and amplitudes of pulses contained in the bursts, without invoking a specific pulse model. The effect of cosmic time dilation can be easily seen in a direct plot of amplitude vs. time scale for individual pulses, without the need to lump the data into a small number of brightness classes. We are also performing noise equalization on these data (to reduce a well-known bias of pulse width as a function of signal-to-noise ratio), as well as fits of parametric pulse-shape models -- including explicit energy dependence of the pulse parameters. Such refinements are expected to improve the quality and physical significance of these results.

Norris, J. P.↗

Lunar Terrain and Albedo Reconstruction from Apollo Imagery

Generating accurate three dimensional planetary models and albedo maps is becoming increasingly more important as NASA plans more robotics missions to the Moon in the coming years. This paper describes a novel approach for separation of topography and albedo maps from orbital Lunar images. Our method uses an optimal Bayesian correlator to refine the stereo disparity map and generate a set of accurate digital elevation models (DEM). The albedo maps are obtained using a multi-image formation model that relies on the derived DEMs and the Lunar- Lambert reflectance model. The method is demonstrated on a set of high resolution scanned images from the Apollo era missions.

Nefian, Ara V.↗

Using discrete Bayesian networks for diagnosing and isolating cross-level faults in HVAC systems

Fault detection and diagnosis (FDD) technologies are critical to ensure satisfactory building performance, such as reducing energy wastes and negative impacts on occupant comfort and productivity. Existing FDD technologies mainly focus on component-level FDD solutions, which could lead to mis-diagnosis of cross-level faults in heating, ventilating, and air-conditioning (HVAC) systems. Cross-level faults are those faults that occur in one component or subsystem, but cause operational abnormalities in other components or subsystems, and result in a building level performance degradation. How to effectively diagnose the root cause of a cross-level fault is the focus of this study. Here, this paper presents a novel discrete Bayesian Network (DisBN)-based method for diagnosing cross-level faults in an HVAC system commonly used in commercial buildings. A two-level DisBN structure model is developed in this study. The parameters used in the DisBN model are obtained either from expert knowledge or through machine-learning strategies from normal system operation data. Meanwhile, the probability parameters are discretized to incorporate the uncertainties associated with typical expert knowledge. Thus, the developed DisBN method addresses the challenges many other BN based FDD methods face, i.e., the lack of fault data for BN parameter training. The developed DisBN represents causal relationships between a fault and its cross-level system impacts (i.e., fault symptoms or fault indicators) by considering how fault impacts propagate across different levels in an HVAC system. A weather and schedule information-based Pattern Matching (WPM) method is employed to automatically create WPM baseline data sets for each incoming real time snapshot data from the building systems. Consequently, BN inference and real-time diagnostics are achieved by comparing incoming snapshot data and the WPM baseline data set. The proposed method is evaluated using experimental fault data collected in a campus building. Fault diagnosis results demonstrate that the WPM-DisBN method is effective at locating the root causes of cross-level faults in an HVAC system.

32 ENERGY CONSERVATION, CONSUMPTION, AND UTILIZATI↗