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All sourcesNASA NTRSDOE OSTI
DOE OSTI2023

Model Agnostic Bayesian Framework for Online Anomaly/Event Detection in PMU Data

Phasor measurement units (PMU) are integral to the modernization and automation plan of the electric power industry. A PMU data signature contains system-level events (e.g., faults, generation/load change, etc.) and any measurement/device-related errors. Therefore, the reliable and resilient operation of power systems is equivalent to the quality of the PMU data and the situation awareness provided by its data signature. Despite recent progress, current state-of-the-art methods are not fool-proof and have certain limitations tracing an error/abnormality to sensor sub-components and grid systems. This is because of technical challenges imposed by the scarcity of the labeled information, loss of data quality, and non-stationarity of data. In this paper, we consider the online PMU data stream as an output of a stochastic process and pose the anomaly/event detection as a changepoint detection problem dealing with detecting parameter changes in the underlying stochastic processes. The proposed model-agnostic framework relies on: (a) feature extraction utilizing the minimum volume enclosing ellipsoids (MVEE) method from raw PMU observations and (b) a Bayesian framework of changepoint detection. The validity of the proposed methodology is discussed through numerical experiments on real-world utility-scale PMU data.

Hossain, Ramij Raja↗
DOE OSTI2022

Materials Design using an Active Subspace-based Batch Bayesian Optimization Approach

Integrated computational materials engineering (ICME) calls for integrating simulation tools and/or experiments to develop new materials and materials systems. However, implementation of ICME approaches is challenging mainly due to the considerable computational expense of such frameworks and large dimensionality of the design space. Addressing these challenges is thus critical to the success of ICME initiatives. We present here a specific Bayesian optimization framework designed to address these two challenges. In particular, we propose an active subspace batch Bayesian optimization framework. The framework makes use of dimension reduction via the active subspace method and makes use of the ability to query in parallel via the batch Bayesian optimization approach. Here, the integration of these techniques leads to significant efficiency improvements while maintaining accuracy.

36 MATERIALS SCIENCE↗
NASA NTRS1992

Hurricane risk assessment to rollback or ride out a cost versus loss decision making approach

The potential exists that a hurricane striking the Kennedy Space Center while a Space Shuttle is on the pad. Winds in excess of 74.5 knots could cause the failure of the holddown bolts bringing about the catastrophic loss of the entire vehicle. Current plans call for the rollback of the shuttle when winds of that magnitude are forecast to strike the center. As this is costly, a new objective method for making rollback/rideout decisions based upon Bayesian Analysis and economic cost versus loss is presented.

Wohlman, Richard A.↗
NASA NTRS1994

A Guide to the Literature on Learning Graphical Models

This literature review discusses different methods under the general rubric of learning Bayesian networks from data, and more generally, learning probabilistic graphical models. Because many problems in artificial intelligence, statistics and neural networks can be represented as a probabilistic graphical model, this area provides a unifying perspective on learning. This paper organizes the research in this area along methodological lines of increasing complexity.

Buntine, Wray L.↗
DOE OSTI2026

Optimizing Optical Searches for Supermassive Black Hole Binaries in Active Galactic Nuclei Light Curves: Fourier versus Bayesian Periodicity Detection

Simulations predict that supermassive black hole binaries (SMBHBs) will exhibit periodic brightness variations that may exceed the stochastic variability intrinsic to active galactic nuclei (AGN). In this paper, we simulate SMBHBs with damped random walk (DRW) AGN variability and an added sinusoidal signal from the orbital motion, and test three methods—a generalized Lomb–Scargle periodogram (GLSP), a nested Bayesian sampler (NBS), and a weighted wavelet z-transform (or WWZ)—to determine which is best at recovering the periodicity. Our simulated light curves follow the properties of the Catalina Real-Time Transient Survey (or CRTS), Legacy Survey of Space and Time (LSST), and Zwicky Transient Facility (ZTF) to best inform current and future SMBHB searches. We map a broad range of parameter space and identify which DRW-only light curves best mimic periodicity and pass each method’s model selection. The NBS performs best at detecting periodicity and filtering out DRW-only light curves. Combined candidate selection with both the NBS and GLSP significantly reduces false-positive rates (FPRs) with marginal impact on true-positive rates (TPRs). With this joint model selection pipeline, we find the lowest FPRs in ZTF-like simulations and the highest detection rates in LSST-like simulations. Using a modified computation of the false-alarm probability with GLSP, we efficiently triage LSST AGN light curves (∼10 7 light curves in ∼10–30 hr) and achieve TPRs and FPRs of ∼40% and ∼0.5%, respectively.

Banaszak, Sebastian M. [Vanderbilt Univ., Nashvill↗
DOE OSTI2020

A novel CMB component separation method: hierarchical generalized morphological component analysis

ABSTRACT We present a novel technique for cosmic microwave background (CMB) foreground subtraction based on the framework of blind source separation. Inspired by previous work incorporating local variation to generalized morphological component analysis (GMCA), we introduce hierarchical GMCA (HGMCA), a Bayesian hierarchical graphical model for source separation. We test our method on Nside = 256 simulated sky maps that include dust, synchrotron, free–free, and anomalous microwave emission, and show that HGMCA reduces foreground contamination by $25{{\ \rm per\ cent}}$ over GMCA in both the regions included and excluded by the Planck UT78 mask, decreases the error in the measurement of the CMB temperature power spectrum to the 0.02–0.03 per cent level at ℓ > 200 (and $\lt 0.26{{\ \rm per\ cent}}$ for all ℓ), and reduces correlation to all the foregrounds. We find equivalent or improved performance when compared to state-of-the-art internal linear combination type algorithms on these simulations, suggesting that HGMCA may be a competitive alternative to foreground separation techniques previously applied to observed CMB data. Additionally, we show that our performance does not suffer when we perturb model parameters or alter the CMB realization, which suggests that our algorithm generalizes well beyond our simplified simulations. Our results open a new avenue for constructing CMB maps through Bayesian hierarchical analysis.

79 ASTRONOMY AND ASTROPHYSICS↗
DOE OSTI2023

Quantifying uncertainties due to optical potentials in one-neutron knockout reactions

One-neutron knockout reactions have been widely used to extract information about the single-particle structure of nuclei from the valley of stability to the drip lines. The interpretation of knockout data relies on reaction models, where the uncertainties are typically not accounted for. In this work, we quantify uncertainties of optical potentials used in these reaction models and propagate them, for the first time, to knockout observables using a Bayesian analysis. We study two reactions in the present paper, the first of which involves a loosely bound halo projectile, 11 Be, and the second a tightly bound projectile, 12 C. We first quantify the parametric uncertainties associated with phenomenological optical potentials. Complementing this approach, we also quantify the model uncertainties associated with the chiral forces that can be used to construct microscopic optical potentials. For the phenomenological study, we investigate the impact of the imaginary terms of the optical potential on the breakup and stripping components of the knockout cross sections as well as the impact of the angular range. For the 11 Be case, the theoretical uncertainty from the phenomenological method is on the order of the experimental uncertainty of the knockout observables; however, for the 12 C case, the theoretical uncertainty is significantly larger. Additionally, the widths of the uncertainty bands for the knockout observables obtained for the microscopic study and the phenomenological approach are of similar orders of magnitude. Based on this work we conclude that structure information inferred from the ratio of the knockout cross sections will carry a theoretical uncertainty of at least 20% for halo nuclei and at least 40% for tightly bound nuclei.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗
DOE OSTI2023

Bayesian projection pursuit regression

In projection pursuit regression (PPR), a univariate response variable is approximated by the sum of $M$ “ridge functions,” which are flexible functions of one-dimensional projections of a multivariate input variable. Traditionally, optimization routines are used to choose the projection directions and ridge functions via a sequential algorithm, and $M$ is typically chosen via cross-validation. Here, we introduce a novel Bayesian version of PPR, which has the benefit of accurate uncertainty quantification. To infer appropriate projection directions and ridge functions, we apply novel adaptations of methods used for the single ridge function case ($M$=1), called the Bayesian Single Index Model; and use a Reversible Jump Markov chain Monte Carlo algorithm to infer the number of ridge functions $M$. We evaluate the predictive ability of our model in 20 simulated scenarios and for 23 real datasets, in a bake-off against an array of state-of-the-art regression methods. Finally, we generalize this methodology and demonstrate the ability to accurately model multivariate response variables. Its effective performance indicates that Bayesian Projection Pursuit Regression is a valuable addition to the existing regression toolbox.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2020

Monte Carlo control loops for cosmic shear cosmology with DES Year 1 data

Weak lensing by large-scale structure is a powerful probe of cosmology and of the dark universe. This cosmic shear technique relies on the accurate measurement of the shapes and redshifts of background galaxies and requires precise control of systematic errors. Monte Carlo control loops (MCCL) is a forward modeling method designed to tackle this problem. It relies on the ultra fast image generator (UFig) to produce simulated images tuned to match the target data statistically, followed by calibrations and tolerance loops. Here, we present the first end-to-end application of this method, on the Dark Energy Survey (DES) Year 1 wide field imaging data. We simultaneously measure the shear power spectrum $C_ℓ$ and the redshift distribution $n(z)$ of the background galaxy sample. The method includes maps of the systematic sources, point spread function (PSF), an approximate Bayesian computation (ABC) inference of the simulation model parameters, a shear calibration scheme, and a fast method to estimate the covariance matrix. We find a close statistical agreement between the simulations and the DES Y1 data using an array of diagnostics. In a nontomographic setting, we derive a set of $C_ℓ$ and $n(z)$ curves that encode the cosmic shear measurement, as well as the systematic uncertainty. Following a blinding scheme, we measure the combination of $Ω_m$, $σ_8$, and intrinsic alignment amplitude $A_{IA}$, defined as $S_8D_{IA}=σ_8(Ω_m/0.3)^{0.5}D_{IA}$, where $D_{IA}=1-0.11(A_{IA}-1)$. We find $S_8D_{IA}=0.8954_{-0.039}^{+0.054}$, where systematics are at the level of roughly 60% of the statistical errors. We discuss these results in the context of earlier cosmic shear analyses of the DES Y1 data. Our findings indicate that this method and its fast runtime offer good prospects for cosmic shear measurements with future wide-field surveys.

79 ASTRONOMY AND ASTROPHYSICS↗
DOE OSTI2023

Neural network ensembles and uncertainty estimation for predictions of inelastic mechanical deformation using a finite element method-neural network approach

The finite element method (FEM) is widely used to simulate a variety of physics phenomena. Approaches that integrate FEM with neural networks (NNs) are typically leveraged as an alternative to conducting expensive FEM simulations in order to reduce the computational cost without significantly sacrificing accuracy. However, these methods can produce biased predictions that deviate from those obtained with FEM, since these hybrid FEM-NN approaches rely on approximations trained using physically relevant quantities. In this work, an uncertainty estimation framework is introduced that leverages ensembles of Bayesian neural networks to produce diverse sets of predictions using a hybrid FEM-NN approach that approximates internal forces on a deforming solid body. The uncertainty estimator developed herein reliably infers upper bounds of bias/variance in the predictions for a wide range of interpolation and extrapolation cases using a three-element FEM-NN model of a bar undergoing plastic deformation. This proposed framework offers a powerful tool for assessing the reliability of physics-based surrogate models by establishing uncertainty estimates for predictions spanning a wide range of possible load cases.

42 ENGINEERING↗
DOE OSTI2024

Methods for Incorporating Model Uncertainty into Exoplanet Atmospheric Analysis

A key goal of exoplanet spectroscopy is to measure atmospheric properties, such as abundances of chemical species, in order to connect them to our understanding of atmospheric physics and planet formation. In this new era of high-quality JWST data, it is paramount that these measurement methods are robust. When comparing atmospheric models to observations, multiple candidate models may produce reasonable fits to the data. Typically, conclusions are reached by selecting the best-performing model according to some metric. This ignores model uncertainty in favor of specific model assumptions, potentially leading to measured atmospheric properties that are overconfident and/or incorrect. In this paper, we compare three ensemble methods for addressing model uncertainty by combining posterior distributions from multiple analyses: Bayesian model averaging, a variant of Bayesian model averaging using leave-one-out predictive densities, and stacking of predictive distributions. We demonstrate these methods by fitting the Hubble Space Telescope (HST) + Spitzer transmission spectrum of the hot Jupiter HD 209458b using models with different cloud and haze prescriptions. All of our ensemble methods lead to uncertainties on retrieved parameters that are larger but more realistic and consistent with physical and chemical expectations. Since they have not typically accounted for model uncertainty, uncertainties of retrieved parameters from HST spectra have likely been underreported. We recommend stacking as the most robust model combination method. Our methods can be used to combine results from independent retrieval codes and from different models within one code. They are also widely applicable to other exoplanet analysis processes, such as combining results from different data reductions.

79 ASTRONOMY AND ASTROPHYSICS↗
DOE OSTI2020

Revisiting Bayesian constraints on the transport coefficients of QCD

Multistage models based on relativistic viscous hydrodynamics have proven successful in describing hadron measurements from relativistic nuclear collisions. These measurements are sensitive to the shear and the bulk viscosities of QCD and provide a unique opportunity to constrain these transport coefficients. Bayesian analyses can be used to obtain systematic constraints on the viscosities of QCD, through methodical model-to-data comparisons. In this manuscript, we discuss recent developments in Bayesian analyses of heavy ion collision data. Furthermore, we highlight the essential role of closure tests in validating a Bayesian analysis before comparison with measurements. We discuss the role of the emulator that is used as proxy for the multistage theoretical model. We use an ongoing Bayesian analysis of soft hadron measurements by the JETSCAPE Collaboration as context for the discussion.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2023

Robust scalable initialization for Bayesian variational inference with multi-modal Laplace approximations

Predictive modeling typically relies on Bayesian model calibration to provide uncertainty quantification. Variational inference utilizing fully independent (“mean-field”) Gaussian distributions are often used as approximate probability density functions. This simplification is attractive since the number of variational parameters grows only linearly with the number of unknown model parameters. However, the resulting diagonal covariance structure and unimodal behavior can be too restrictive to provide useful approximations of intractable Bayesian posteriors that exhibit highly non-Gaussian behavior, including multimodality. High-fidelity surrogate posteriors for these problems can be obtained by considering the family of Gaussian mixtures. Gaussian mixtures are capable of capturing multiple modes and approximating any distribution to an arbitrary degree of accuracy, while maintaining some analytical tractability. Unfortunately, variational inference using Gaussian mixtures with full-covariance structures suffers from a quadratic growth in variational parameters with the number of model parameters. The existence of multiple local minima due to strong nonconvex trends in the loss functions often associated with variational inference present additional complications, These challenges motivate the need for robust initialization procedures to improve the performance and computational scalability of variational inference with mixture models. In this work, we propose a method for constructing an initial Gaussian mixture model approximation that can be used to warm-start the iterative solvers for variational inference. The procedure begins with a global optimization stage in model parameter space. In this step, local gradient-based optimization, globalized through multistart, is used to determine a set of local maxima, which we take to approximate the mixture component centers. Around each mode, a local Gaussian approximation is constructed via the Laplace approximation. Finally, the mixture weights are determined through constrained least squares regression. The robustness and scalability of the proposed methodology is demonstrated through application to an ensemble of synthetic tests using high-dimensional, multimodal probability density functions. Here, the practical aspects of the approach are demonstrated with inversion problems in structural dynamics.

97 MATHEMATICS AND COMPUTING↗
NASA NTRS2004

On Bayesian Inductive Inference & Predictive Estimation

We investigate Bayesian inference and the Principle of Maximum Entropy (PME) as methods for doing inference under uncertainty. This investigation is primarily through concrete examples that have been previously investigated in the literature. We find that it is possible to do Bayesian inference and PME inference using the same information, despite claims to the contrary, but that the results are not directly comparable. This is because Bayesian inference yields a probability density function (pdf) over the unknown model parameters, whereas PME yields point estimates. If mean estimates are extracted from the Bayesian pdfs, the resulting parameter estimates can differ radically from the PME values and also from the Maximum Likelihood values. We conclude that these differences are due to the Bayesian inference not assuming anything beyond the given prior probabilities and the data, whereas PME implicitly assumes that the given constraints are the only constraints that are operating. Since this assumption can be wrong, PME values may have to be revised when subsequent data shows evidence for more constraints. The entropy concentration previously "proved" by E. T. Jaynes is shown to be in error. Further, we show that PME is a generalized form of independence assumption, and so can be a very powerful method of inference when the variables being investigated are largely independent of each other.

Cheeseman, Peter↗
DOE OSTI2024

Bayesian Conavigation: Dynamic Designing of the Material Digital Twins via Active Learning

Scientific advancement is universally based on the dynamic interplay between theoretical insights, modeling, and experimental discoveries. However, this feedback loop is often slow, including delayed community interactions and the gradual integration of experimental data into theoretical frameworks. This challenge is particularly exacerbated in domains dealing with high-dimensional object spaces, such as molecules and complex microstructures. Hence, the integration of theory within automated and autonomous experimental setups, or theory in the loop-automated experiment, is emerging as a crucial objective for accelerating scientific research. The critical aspect is to use not only theory but also on-the-fly theory updates during the experiment. Furthermore, we introduce a method for integrating theory into the loop through Bayesian conavigation of theoretical model space and experimentation. Our approach leverages the concurrent development of surrogate models for both simulation and experimental domains at the rates determined by latencies and costs of experiments and computation, alongside the adjustment of control parameters within theoretical models to minimize epistemic uncertainty over the experimental object spaces. This methodology facilitates the creation of digital twins of material structures, encompassing both the surrogate model of behavior that includes the correlative part and the theoretical model itself. While being demonstrated here within the context of functional responses in ferroelectric materials, our approach holds promise for broader applications, such as the exploration of optical properties in nanoclusters, microstructure-dependent properties in complex materials, and properties of molecular systems.

Microscopy↗
DOE OSTI2021

High-energy-density-physics measurements in implosions using Bayesian inference

Convergent high-energy-density (HED) experimental platforms are used to study matter under some of the most extreme conditions that can be produced on Earth, comparable to the interior of stars. There are many challenges in using these systems for fundamental measurements currently being addressed by new analysis methods, such as the combination of a reduced physics model and Bayesian inference, allowing a self-consistent inference of physical quantities with a robust error analysis. These methods in combination with simple (as compared to inertial confinement fusion implosions) implosion platforms, which can be modified to show sensitivity to different physical mechanisms of interest, are used to study the physical properties of matter under extreme conditions. This work discusses a subset of implosion targets for studying opacity effects, electron-ion equilibration, and thermal conductivity and, as an example, a system consisting of a thick-shelled, gas-filled laser-direct-drive implosion is used to show how a reduced model and Bayesian inference can help inform experimental design decisions such as diagnostic choice. It is shown that for this system that a combination of neutron and x-ray self-emission diagnostics is critical for constraining the details of the thermodynamic states in the system and that the conductivity exponent in a Spitzer like framework can be constrained to the 30% level in deuterium at gigabar conditions. Furthermore, this process can be applied to many HED systems to make underlying model assumptions explicit and facilitate experimental design and analysis.

72 PHYSICS OF ELEMENTARY PARTICLES AND FIELDS↗
DOE OSTI2023

Adaptive sampling for accelerating neutron diffraction-based strain mapping *

Abstract Neutron diffraction is a useful technique for mapping residual strains in dense metal objects. The technique works by placing an object in the path of a neutron beam, measuring the diffracted signals and inferring the local lattice strain values from the measurement. In order to map the strains across the entire object, the object is stepped one position at a time in the path of the neutron beam, typically in raster order, and at each position a strain value is estimated. Typical dwell times at neutron diffraction instruments result in an overall measurement that can take several hours to map an object that is several tens of centimeters in each dimension at a resolution of a few millimeters, during which the end users do not have an estimate of the global strain features and are at risk of incomplete information in case of instruments outages. In this paper, we propose an object adaptive sampling strategy to measure the significant points first. We start with a small initial uniform set of measurement points across the object to be mapped, compute the strain in those positions and use a machine learning technique to predict the next position to measure in the object. Specifically, we use a Bayesian optimization based on a Gaussian process regression method to infer the underlying strain field from a sparse set of measurements and predict the next most informative positions to measure based on estimates of the mean and variance in the strain fields estimated from the previously measured points. We demonstrate our real-time measure-infer-predict workflow on additively manufactured steel parts—demonstrating that we can get an accurate strain estimate even with 30%–40% of the typical number of measurements—leading the path to faster strain mapping with useful real-time feedback. We emphasize that the proposed method is general and can be used for fast mapping of other material properties such as phase fractions from time-consuming point-wise neutron measurements.

72 PHYSICS OF ELEMENTARY PARTICLES AND FIELDS↗