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At least 415 records · Page 23

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NASA NTRS1975

On the effect of timing errors in run length codes

Many redundancy removal algorithms employ some sort of run length code. Blocks of timing words are coded with synchronization words inserted between blocks. The probability of incorrectly reconstructing a sample because of a channel error in the timing data is a monotonically nondecreasing function of time since the last synchronization word. In this paper we compute the 'probability that the accumulated magnitude of timing errors equal zero' as a function of time since the last synchronization word for a zero-order predictor (ZOP). The result is valid for any data source that can be modeled by a first-order Markov chain and any digital channel that can be modeled by a channel transition matrix. An example is presented.

Wilkins, L. C.↗

NASA NTRS1989

Coverage modeling for dependability analysis of fault-tolerant systems

Several different models for predicting coverage in a fault-tolerant system, including models for permanent, intermittent, and transient errors, are discussed. Markov, semi-Markov, nonhomogeneous Markov, and extended stochastic Petri net models for computing coverage are developed. Two types of events that interfere with recovery are examined; and methods for modeling such events, whether they are deterministic or random, are given. The sensitivity of system reliability/availability to the coverage parameter and the sensitivity of the coverage parameter to various error-handling strategies are investigated. It is found that a policy of attempting transient recovery upon detection of an error can actually increase the unreliability of the system. This result is true if the error detectability is not nearly perfect, so that the risk of producing an undetectable error is greater than the benefit gained by not discarding the component.

Dugan, Joanne Bechta↗

DOE OSTI2025

Reliability Analysis of Power Grids Considering Component Failures of Variable Energy Resources

This paper proposes an improved model for the reliability assessment of power systems considering component failures of variable energy resources (VER). The inherent intermittency of VER such as solar photovoltaic (PV) and wind farms, along with their susceptibility to component failures, present significant challenges to reliable system operation. These issues, combined with power grid operation and network constraints, complicate the reliable operation of VER-integrated power systems. Here, to address these concerns, this paper introduces a reliability assessment framework that considers VER input variability, its impact on component availability, and their resulting impact on overall system reliability. Stochastic models based on discrete Markov processes are developed to incorporate variable irradiance, wind speeds, and their effects on PV and wind component failure rates. A next-event and state transition-based approach is then developed to integrate the stochastic models into a mixed-timing sequential Monte Carlo simulation framework for composite reliability assessment. Case studies on the RTS-GMLC system demonstrate the effectiveness of the proposed model in evaluating the reliability of VER-integrated systems.

Pandit, Dilip [Sandia National Laboratories (SNL-N↗

NASA NTRS1990

Fault trees and sequence dependencies

One of the frequently cited shortcomings of fault-tree models, their inability to model so-called sequence dependencies, is discussed. Several sources of such sequence dependencies are discussed, and new fault-tree gates to capture this behavior are defined. These complex behaviors can be included in present fault-tree models because they utilize a Markov solution. The utility of the new gates is demonstrated by presenting several models of the fault-tolerant parallel processor, which include both hot and cold spares.

Dugan, Joanne Bechta↗

DOE OSTI2022

Abundance matching analysis of the emission-line galaxy sample in the extended Baryon Oscillation Spectroscopic Survey

We present the measurements of the small-scale clustering for the emission-line galaxy (ELG) sample from the extended Baryon Oscillation Spectroscopic Survey (eBOSS) in the Sloan Digital Sky Survey IV (SDSS-IV). We use conditional abundance matching method to interpret the clustering measurements from 0.34 to 70 h -1 Mpc. In order to account for the correlation between properties of ELGs and their environment, we add a secondary connection between star formation rate of ELGs and halo accretion rate. Three parameters are introduced to model the ELG [O II ] luminosity and to mimic the target selection of eBOSS ELGs. The parameters in our models are optimized using Markov Chain Monte Carlo (MCMC) method. We find that by conditionally matching star formation rate of galaxies and the halo accretion rate, we are able to reproduce the eBOSS ELG small-scale clustering within 1σ error level. Our best-fitting model shows that the eBOSS ELG sample only consists of ~ 12 per cent of all star-forming galaxies, and the satellite fraction of eBOSS ELG sample is 19.3 per cent. We show that the effect of assembly bias is ~ 20 per cent on the two-point correlation function and ~ 5 per cent on the void probability function at scale of r ~ 20 h -1 Mpc.

79 ASTRONOMY AND ASTROPHYSICS↗

NASA NTRS1994

Data Analysis with Graphical Models: Software Tools

Probabilistic graphical models (directed and undirected Markov fields, and combined in chain graphs) are used widely in expert systems, image processing and other areas as a framework for representing and reasoning with probabilities. They come with corresponding algorithms for performing probabilistic inference. This paper discusses an extension to these models by Spiegelhalter and Gilks, plates, used to graphically model the notion of a sample. This offers a graphical specification language for representing data analysis problems. When combined with general methods for statistical inference, this also offers a unifying framework for prototyping and/or generating data analysis algorithms from graphical specifications. This paper outlines the framework and then presents some basic tools for the task: a graphical version of the Pitman-Koopman Theorem for the exponential family, problem decomposition, and the calculation of exact Bayes factors. Other tools already developed, such as automatic differentiation, Gibbs sampling, and use of the EM algorithm, make this a broad basis for the generation of data analysis software.

Buntine, Wray L.↗

DOE OSTI2025

Personalized and uncertainty-aware coronary hemodynamics simulations: From Bayesian estimation to improved multi-fidelity uncertainty quantification

Non-invasive simulations of coronary hemodynamics have improved clinical risk stratification and treatment outcomes for coronary artery disease, compared to relying on anatomical imaging alone. However, simulations typically use empirical approaches to distribute total coronary flow amongst the arteries in the coronary tree, which ignores patient variability, the presence of disease, and other clinical factors. Further, uncertainty in the clinical data often remains unaccounted for in the modeling pipeline. We present an end-to-end uncertainty-aware pipeline to (1) personalize coronary flow simulations by incorporating vessel-specific coronary flows as well as cardiac function; and (2) predict clinical and biomechanical quantities of interest with improved precision, while accounting for uncertainty in the clinical data. We assimilate patient-specific measurements of myocardial blood flow from clinical CT myocardial perfusion imaging to estimate branch-specific coronary artery flows. Simulated noise in the clinical data is used to estimate the joint posterior distributions of the model parameters using adaptive Markov Chain Monte Carlo sampling. Additionally, the posterior predictive distribution for the relevant quantities of interest is determined using a new approach combining multi-fidelity Monte Carlo estimation with non-linear, data-driven dimensionality reduction. This leads to improved correlations between high- and low-fidelity model outputs. Our framework accurately recapitulates clinically measured cardiac function as well as branch-specific coronary flows under measurement noise uncertainty. We observe substantial reductions in confidence intervals for estimated quantities of interest compared to single-fidelity Monte Carlo estimation and state-of-the-art multi-fidelity Monte Carlo methods. This holds especially true for quantities of interest that showed limited correlation between the low- and high-fidelity model predictions. In addition, the proposed multi-fidelity Monte Carlo estimators are significantly cheaper to compute than traditional estimators, under a specified confidence level or variance. The proposed pipeline for personalized and uncertainty-aware predictions of coronary hemodynamics is based on routine clinical measurements and recently developed techniques for CT myocardial perfusion imaging. The proposed pipeline offers significant improvements in precision and reduction in computational cost.

Bayesian parameter estimation↗

NASA NTRS1992

Linear system identification via backward-time observer models

Presented here is an algorithm to compute the Markov parameters of a backward-time observer for a backward-time model from experimental input and output data. The backward-time observer Markov parameters are decomposed to obtain the backward-time system Markov parameters (backward-time pulse response samples) for the backward-time system identification. The identified backward-time system Markov parameters are used in the Eigensystem Realization Algorithm to identify a backward-time state-space model, which can be easily converted to the usual forward-time representation. If one reverses time in the model to be identified, what were damped true system modes become modes with negative damping, growing as the reversed time increases. On the other hand, the noise modes in the identification still maintain the property that they are stable. The shift from positive damping to negative damping of the true system modes allows one to distinguish these modes from noise modes. Experimental results are given to illustrate when and to what extent this concept works.

Juang, Jer-Nan↗

DOE OSTI2025

GenAI4UQ: A software for forward and inverse uncertainty quantification using conditional generative AI

We introduce GenAI4UQ, a software package for forward and inverse uncertainty quantification in model calibration, parameter estimation, and ensemble forecasting. GenAI4UQ leverages a generative AI-based conditional modeling framework to address limitations of traditional inverse modeling techniques, such as Markov Chain Monte Carlo (MCMC) methods. By replacing computationally intensive iterative processes with a direct, learned mapping, GenAI4UQ enables efficient calibration of input parameters and generation of predictions directly from observations. The software supports rapid ensemble forecasting with robust uncertainty quantification while maintaining computational and storage efficiency. Built-in auto-tuning of hyperparameters simplifies model training, ensuring accessibility for users with varying expertise. Its versatile conditional generative framework is applicable across diverse scientific domains. While GenAI4UQ offers significant advantages in flexibility and efficiency, users should interpret its uncertainty estimates with caution in data-sparse scenarios, as the model may overestimate uncertainty—an effect common to all surrogate-based approaches including MCMC with surrogate models. Despite this, GenAI4UQ transforms inverse modeling by providing a fast, reliable, and user-friendly solution. It empowers researchers and practitioners to quickly estimate parameter distributions and generate model predictions for new observations, facilitating efficient decision-making and advancing the state of uncertainty quantification in computational modeling.

97 MATHEMATICS AND COMPUTING↗

DOE OSTI2025

pnnl/MCRASTA

McRasta (Markov Chain Rate and State Analysis) was developed to estimate parameter uncertainty in constitutive friction models via Bayesian inverse and Markov Chain Monte Carlo (MCMC) methods.

Fichera, Marissa [Pacific Northwest National Labor↗

NASA NTRS1988

Range data description based on multiple characteristics

An algorithm for describing range images based on Mean curvature (H) and Gaussian curvature (K) is presented. Range images are unique in that they directly approximate the physical surfaces of a real world 3-D scene. The curvature parameters are derived from the fundamental theorems of differential geometry and provides visible invariant pixel labels that can be used to characterize the scene. The sign of H and K can be used to classify each pixel into one of eight possible surface types. Due to the sensitivity of these parameters to noise the resulting HK-sing map does not directly identify surfaces in the range images and must be further processed. A region growing algorithm based on modeling the scene points with a Markov Random Field (MRF) of variable neighborhood size and edge models is suggested. This approach allows the integration of information from multiple characteristics in an efficient way. The performance of the proposed algorithm on a number of synthetic and real range images is discussed.

Al-Hujazi, Ezzet↗

NASA NTRS1988

Performance evaluation of fault-tolerant systems with application to the IUS

A new method for quantitatively evaluating the performance of fault-tolerant systems is developed and applied to an example. The method assumes that the random failure and diagnostic decision behavior of the system can be modeled by a finite state Markov process. A performance value must be assigned to each of the states of the model. The method then generates the moments of the probability mass function of the cumulative performance and uses these to generate a maximum entropy approximation to the performance PMF. Some computational considerations are discussed. The method is applied to a typical mission for the Inertial Upper Stage to examine the attitude accuracy performance of the inertial system.

Missana, J.-O.↗

NASA NTRS1972

An Adaptive Technique for a Redundant-Sensor Navigation System

An on-line adaptive technique is developed to provide a self-contained redundant-sensor navigation system with a capability to utilize its full potentiality in reliability and performance. The gyro navigation system is modeled as a Gauss-Markov process, with degradation modes defined as changes in characteristics specified by parameters associated with the model. The adaptive system is formulated as a multistage stochastic process: (1) a detection system, (2) an identification system and (3) a compensation system. It is shown that the sufficient statistics for the partially observable process in the detection and identification system is the posterior measure of the state of degradation, conditioned on the measurement history.

Chien, T. T.↗

DOE OSTI2022

Determining the bubble nucleation efficiency of low-energy nuclear recoils in superheated C 3 F 8 dark matter detectors

The bubble nucleation efficiency of low-energy nuclear recoils in superheated liquids plays a crucial role in interpreting results from direct searches for weakly interacting massive particle (WIMP) dark matter. Here, the PICO collaboration presents the results of the efficiencies for bubble nucleation from carbon and fluorine recoils in superheated C 3 F 8 from calibration data taken with five distinct neutron spectra at various thermodynamic thresholds ranging from 2.1 to 3.9 keV. Instead of assuming any particular functional forms for the nuclear recoil efficiency, a generalized piecewise linear model is proposed with systematic errors included as nuisance parameters to minimize model-introduced uncertainties. A Markov chain Monte Carlo routine is applied to sample the nuclear recoil efficiency for fluorine and carbon at 2.45 and 3.29 keV thermodynamic thresholds simultaneously. The nucleation efficiency for fluorine was found to be ≥ 50% for nuclear recoils of 3.3 keV (3.7 keV) at a thermodynamic Seitz threshold of 2.45 keV (3.29 keV), and for carbon the efficiency was found to be ≥ 50% for recoils of 10.6 keV (11.1 keV) at a threshold of 2.45 keV (3.29 keV). Simulated datasets are used to calculate a p value for the fit, confirming that the model used is compatible with the data. The fit paradigm is also assessed for potential systematic biases, which although small, are corrected for. Additional steps are performed to calculate the expected interaction rates of WIMPs in the PICO-60 detector, a requirement for calculating WIMP exclusion limits.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗

DOE OSTI2022

Intra-Specific Variability in Plant Hydraulic Parameters Inferred From Model Inversion of Sap Flux Data

Understanding plant hydraulic regulation is critical for predicting plant and ecosystem responses to projected increases in drought stress. Plant hydraulic regulation is controlled by observable, diverse plant hydraulic traits that can vary as much across individuals of the same species as they do across different species. Direct measurements of plant hydraulic traits from a range of ecosystems remain limited in comparison to other, more readily measured traits (e.g., specific leaf area). Furthermore, plant hydraulic trait measurements, often made at leaf or branch levels, are not easily scaled to whole-plant values that are typically used to predict plant and ecosystem fluxes. In this study, multiple whole-plant hydraulic parameters are inferred from observations of plant water use (i.e., sap flow), soil properties, and meteorological data. We use a Markov Chain Monte Carlo model inversion approach to obtain the best estimates and uncertainty of plant hydraulic parameters that capture whole-plant effective embolism resistance and stomatal sensitivity to decreasing plant water potential. We then use the inferred values in the model to estimate whole-tree water use and isohydricity. This approach reliably infers whole-plant parameter values with enough specificity to resolve inter- and intra-specific differences, and thus supplements time- and labor-intensive direct measurements of traits.

54 ENVIRONMENTAL SCIENCES↗

NASA NTRS1992

Modular techniques for dynamic fault-tree analysis

It is noted that current approaches used to assess the dependability of complex systems such as Space Station Freedom and the Air Traffic Control System are incapable of handling the size and complexity of these highly integrated designs. A novel technique for modeling such systems which is built upon current techniques in Markov theory and combinatorial analysis is described. It enables the development of a hierarchical representation of system behavior which is more flexible than either technique alone. A solution strategy which is based on an object-oriented approach to model representation and evaluation is discussed. The technique is virtually transparent to the user since the fault tree models can be built graphically and the objects defined automatically. The tree modularization procedure allows the two model types, Markov and combinatoric, to coexist and does not require that the entire fault tree be translated to a Markov chain for evaluation. This effectively reduces the size of the Markov chain required and enables solutions with less truncation, making analysis of longer mission times possible. Using the fault-tolerant parallel processor as an example, a model is built and solved for a specific mission scenario and the solution approach is illustrated in detail.

Patterson-Hine, F. A.↗

NASA NTRS1983

Design of the hybrid automated reliability predictor

The design of the Hybrid Automated Reliability Predictor (HARP), now under development at Duke University, is presented. The HARP approach to reliability prediction is characterized by a decomposition of the overall model into fault-occurrence and fault-handling sub-models. The fault-occurrence model is a non-homogeneous Markov chain which is solved analytically, while the fault-handling model is a Petri Net which is simulated. HARP provides automated analysis of sensitivity to uncertainties in the input parameters and in the initial state specifications. It then produces a predicted reliability band as a function of mission time, as well as estimates of the improvement (narrowing of the band) to be gained by a specified amount of reduction in uncertainty.

Geist, R.↗

DOE OSTI2024

Probabilistic Context Neighborhood model for lattices

Here we present the Probabilistic Context Neighborhood model designed for two-dimensional lattices as a variation of a Markov random field assuming discrete values. In this model, the neighborhood structure has a fixed geometry but a variable order, depending on the neighbors’ values. Our model extends the Probabilistic Context Tree model, originally applicable to one-dimensional space. It retains advantageous properties, such as representing the dependence neighborhood structure as a graph in a tree format, facilitating an understanding of model complexity. Furthermore, we adapt the algorithm used to estimate the Probabilistic Context Tree to estimate the parameters of the proposed model. We illustrate the accuracy of our estimation methodology through simulation studies. Additionally, we apply the Probabilistic Context Neighborhood model to spatial real-world data, showcasing its practical utility.

97 MATHEMATICS AND COMPUTING↗