Engineering Papers⌕ Search

SEARCH · Engineering Papers

Results for “uncertainty Quantification”

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.

Quote a phrase for an exact phrase match. Source license links do not imply unrestricted reuse.

At least 469 records · Page 26

A Sheaf Theoretical Approach to Uncertainty Quantification of Heterogeneous Geolocation Information

Integration of multiple, heterogeneous sensors is a challenging problem across a range of applications. Prominent among these are multi-target tracking, where one must combine observations from different sensor types in a meaningful and efficient way to track multiple targets. Because different sensors have differing error models, we seek a theoretically justified quantification of the agreement among ensembles of sensors, both overall for a sensor collection, and also at a fine-grained level specifying pairwise and multi-way interactions among sensors. We demonstrate that the theory of mathematical sheaves provides a unified answer to this need, supporting both quantitative and qualitative data. Furthermore, the theory provides algorithms to globalize data across the network of deployed sensors, and to diagnose issues when the data do not globalize cleanly. We demonstrate and illustrate the utility of sheaf-based tracking models based on experimental data of a wild population of black bears in Asheville, North Carolina. A measurement model involving four sensors deployed among the bears and the team of scientists charged with tracking their location is deployed. This provides a sheaf-based integration model which is small enough to fully interpret, but of sufficient complexity to demonstrate the sheaf’s ability to recover a holistic picture of the locations and behaviors of both individual bears and the bear-human tracking system. A statistical approach was developed in parallel for comparison, a dynamic linear model which was estimated using a Kalman filter. This approach also recovered bear and human locations and sensor accuracies. When the observations are normalized into a common coordinate system, the structure of the dynamic linear observation model recapitulates the structure of the sheaf model, demonstrating the canonicity of the sheaf-based approach. However, when the observations are not so normalized, the sheaf model still remains valid.

97 MATHEMATICS AND COMPUTING↗

A backward SDE method for uncertainty quantification in deep learning

Here, we develop a backward stochastic differential equation based probabilistic machine learning method, which formulates a class of stochastic neural networks as a stochastic optimal control problem. An efficient stochastic gradient descent algorithm is introduced with the gradient computed through a backward stochastic differential equation. Convergence analysis for stochastic gradient descent optimization and numerical experiments for applications of stochastic neural networks are carried out to validate our methodology in both theory and performance.

97 MATHEMATICS AND COMPUTING↗