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At least 757 records · Page 42

Revealing Decision Conservativeness Through Inverse Distributionally Robust Optimization

This paper introduces Inverse Distributionally Robust Optimization (I-DRO) as a method to infer the conservativeness level of a decision-maker, represented by the size of a Wasserstein metric-based ambiguity set, from the optimal decisions made using Forward Distributionally Robust Optimization (F-DRO). By leveraging the Karush-Kuhn-Tucker (KKT) conditions of the convex F-DRO model, we formulate I-DRO as a bi-linear program, which can be solved using off-the-shelf optimization solvers. Additionally, this formulation exhibits several advantageous properties. We demonstrate that I-DRO not only guarantees the existence and uniqueness of an optimal solution but also establishes the necessary and sufficient conditions for this optimal solution to accurately match the actual conservativeness level in F-DRO. Furthermore, we identify three extreme scenarios that may impact I-DRO effectiveness. Our case study applies F-DRO for power system scheduling under uncertainty and employs I-DRO to recover the conservativeness level of system operators. Numerical experiments based on an IEEE 5-bus system and a realistic NYISO 11-zone system demonstrate I-DRO performance in both normal and extreme scenarios. An extended version of this paper with additional analyses is available at li2024revealing.

distributionally robust optimization↗

Making Invisible Visible: Data-Driven Seismic Inversion With Spatio-Temporally Constrained Data Augmentation

Deep learning and data-driven approaches have shown great potential in scientific domains. The promise of data-driven techniques relies on the availability of a large volume of high-quality training datasets. Due to the high cost of obtaining data through expensive physical experiments, instruments, and simulations, data augmentation techniques for scientific applications have emerged as a new direction for obtaining scientific data recently. However, existing data augmentation techniques originating from computer vision yield physically unacceptable data samples that are not helpful for the domain problems that we are interested in. In this article, we develop new data augmentation techniques based on convolutional neural networks. Specifically, our generative models leverage different physics knowledge (such as governing equations, observable perception, and physics phenomena) to improve the quality of the synthetic data. To validate the effectiveness of our data augmentation techniques, we apply them to solve a subsurface seismic full-waveform inversion using simulated CO 2 leakage data. Our interest is to invert for subsurface velocity models associated with very small CO 2 leakage. We validate the performance of our methods using comprehensive numerical tests. Here via comparison and analysis, we show that data-driven seismic imaging can be significantly enhanced by using our data augmentation techniques. Particularly, the imaging quality has been improved by 15% in test scenarios of general-sized leakage and 17% in small-sized leakage when using an augmented training set obtained with our techniques.

58 GEOSCIENCES↗

Probing for the Trace Estimation of a Permuted Matrix Inverse Corresponding to a Lattice Displacement

We report thatpProbing is a general technique that is used to reduce the variance of the Hutchinson stochastic estimator for the trace of the inverse of a large, sparse matrix A. The variance of the estimator is the sum of the squares of the off-diagonal elements of A -1 . Therefore, this technique computes probing vectors that when used in the estimator annihilate the largest off-diagonal elements. For matrices that display decay of the magnitude of |A$^{-1}_{ij}$| with the graph distance between nodes i and j, this is achieved through graph coloring of increasing powers A k . Equivalently, when a matrix stems from a lattice discretization, it is computationally beneficial to find a distance-k coloring of the lattice. Previously, a hierarchical coloring was proposed so that k can be increased at runtime as needed without discarding previous work. In this work, we study probing for the more general problem of computing the trace of a permutation of A -1 , say PA -1 . The motivation comes from lattice quantum chromodynamics (QCD), where we need to construct “disconnected diagrams” to extract flavor-separated generalized parton functions. In lattice QCD, where the matrix has a four-dimensional toroidal lattice structure, these nonlocal operators correspond to a PA -1 , where P is the permutation relating to some displacement $\vec{p}$ in one or more dimensions. We focus on a single dimension displacement (p), but our methods are general. We show that probing on A k or (PA) k does not annihilate the largest magnitude elements. To resolve this issue, our displacement-based probing works on PA k using a new coloring scheme that works directly on appropriately displaced neighborhoods on the lattice. We prove lower bounds on the number of colors needed and study the effect of this scheme on variance reduction, both theoretically and experimentally on a real-world lattice QCD calculation. We achieve orders of magnitude speedup over the unprobed or the naively probed methods.

97 MATHEMATICS AND COMPUTING↗

Hierarchical Bayesian Inverse Problems: A High-Dimensional Statistics Viewpoint

This paper analyzes hierarchical Bayesian inverse problems using techniques from highdimensional statistics. Furthermore, our analysis leverages a property of hierarchical Bayesian regularizers that we call approximate decomposability to obtain non-asymptotic bounds on the reconstruction error attained by maximum a posteriori estimators. The new theory explains how hierarchical Bayesian models that exploit sparsity, group sparsity, and sparse representations of the unknown parameter can achieve accurate reconstructions in high-dimensional settings.

MAP estimation↗

A Bayesian Approach for Quantifying Data Scarcity when Modeling Human Behavior via Inverse Reinforcement Learning

Computational models that formalize complex human behaviors enable study and understanding of such behaviors. However, collecting behavior data required to estimate the parameters of such models is often tedious and resource intensive. Thus, estimating dataset size as part of data collection planning (also known as Sample Size Determination) is important to reduce the time and effort of behavior data collection while maintaining an accurate estimate of model parameters. In this paper, we present a sample size determination method based on Uncertainty Quantification (UQ) for a specific Inverse Reinforcement Learning (IRL) model of human behavior, in two cases: 1) pre-hoc experiment design—conducted in the planning stage before any data is collected, to guide the estimation of how many samples to collect; and 2) post-hoc dataset analysis—performed after data is collected, to decide if the existing dataset has sufficient samples and whether more data is needed. Here, we validate our approach in experiments with a realistic model of behaviors of people with Multiple Sclerosis (MS) and illustrate how to pick a reasonable sample size target. Our work enables model designers to perform a deeper, principled investigation of effects of dataset size on IRL.

97 MATHEMATICS AND COMPUTING↗

Preliminary Results on Bayesian Inverse UQ for OECD/NEA WPNCS Subgroup 14 Benchmark Exercise for Error Recovery and Experimental Coverage

The Organization for Economic Cooperation and Development (OECD) Working Party on Nucelar Criticality Safety (WPNCS) has proposed a benchmark exercise representative of neutronic behavior in criticality experiments. Here, the goal is to develop confidence in data assimilation techniques used to adjust nuclear data. Participants are given synthetic experimental models with associated measured data and asked to estimate the model parameters given the model and measurements as well as provide predictions for separate application models. In this work, we performed data assimilation using Bayesian inverse Uncertainty Quantification (UQ) with machine learning surrogate models to produce posterior parameter distributions for the requested parameters and posterior predictive distributions for the requested responses. Several experimental models are shown to insufficiently inform the posterior parameter distributions for the applications involved. However, given sufficient experimental data, posterior parameter estimates yielded reduced uncertainty in the response predictions of interest while covering the experimental data.

Bayesian Inference↗

Fabrication-conscious neural network based inverse design of single-material variable-index multilayer films

Multilayer films with continuously varying indices for each layer have attracted great deal of attention due to their superior optical, mechanical, and thermal properties. However, difficulties in fabrication have limited their application and study in scientific literature compared to multilayer films with fixed index layers. In this work we propose a neural network based inverse design technique enabled by a differentiable analytical solver for realistic design and fabrication of single material variable-index multilayer films. This approach generates multilayer films with excellent performance under ideal conditions. We furthermore address the issue of how to translate these ideal designs into practical useful devices which will naturally suffer from growth imperfections. By integrating simulated systematic and random errors just as a deposition tool would into the optimization process, we demonstrated that the same neural network that produced the ideal device can be retrained to produce designs compensating for systematic deposition errors. Furthermore, the proposed approach corrects for systematic errors even in the presence of random fabrication imperfections. The results outlined in this paper provide a practical and experimentally viable approach for the design of single material multilayer film stacks for an extremely wide variety of practical applications with high performance.

36 MATERIALS SCIENCE↗

Prestack Waveform Inversion at GC 955: Trials and sensitivity of PWI to high-resolution seismic data (Data Report)

Understanding the spatial extent and variability of hydrate deposits has important implications for potential economic production, climate change, and assessing natural hazards risks. Seismic reflection techniques are capable of determining the extent of gas hydrate deposits and can shed light on hydrate concentrations and properties. Using high resolution prestack time migrated seismic data collected during a 2013 US Geological Survey expedition and prestack waveform inversion (PWI) techniques, we produce highly resolved velocity models and compare them to co-located well logs. Coupling our PWI results with velocity-porosity relationships and nearby well control, we compare hydrate properties at site 955 in the Green Canyon and site 313 at Walker Ridge.

03 NATURAL GAS↗

A laser inverse Compton scattering diagnostic to study runaway electron dynamics during tokamak disruptions

The goal is to design a new diagnostic based on laser inverse Compton scattering (LICS) to study the dynamics of runaway electron formation and their subsequent loss during triggered disruptions in DIII-D. It is known that better measurements of the runaway electron population, throughout the evolution of a disruption, is critical for mitigating the impact of energetic electron beams especially in high plasma current discharges such as those in reactor relevant burning plasmas. The goal of the LICS approach being designed for DIII-D is to measure the timeresolved spatial profile and energy distribution of the runaway electrons while they are in the core of the tokamak plasma. During the last year, a code was developed to simulate the signals from a new laser scattering diagnostic for DIII-D, which will measure the relativistic electron population expected in DIII-D after disruptions triggered by argon pellet injection.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗

Short-range inverse-square law experiment in space

Newton's inverse-square law is a cornerstone of General Relativity. Its validity has been demonstrated to better than one part in thousand in ranges greater than 1 cm. The range below 1 mm has been left largely unexplored, due to the difficulties associated with designing sensitive short-range experiments. However, the theoretical rationale for testing Newton's law at ranges below 1 mm has become very strong recently.

inverse square law general relativity short range ↗

Short-range inverse-square law experiment in space

The objective of ISLES (Inverse-Square Law Experiment in Space) is to perform a null test ofNewton's law on the ISS with a resolution of one part in lo5 at ranges from 100 pm to 1 mm. ISLES will be sensitive enough to detect axions with the strongest allowed coupling and to test the string-theory prediction with R z 5 pm.

Gravity inverse-square law general relativity phys↗