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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.

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At least 919 records · Page 51
All sourcesNASA NTRSDOE OSTI
DOE OSTI2015

Qualitative and quantitative validation of the SINBAD code on complex HPGe gamma-ray spectra

Radionuclides identification and quantification is a serious concern for many applications as safety or security of nuclear power plant or fuel cycle facility, CBRN risk identification, environmental radioprotection and waste measurements. High resolution gamma-ray spectrometry based on HPGe detectors is a performing solution for all these topics. During last decades, a great number of software has been developed to improve gamma spectra analysis. However, some difficulties remain in the analysis when photoelectric peaks are folded together with a high ratio between theirs amplitudes, when the Compton background is much larger compared to the signal of a single peak and when spectra are composed of a great number of peaks. This study deals with the comparison between conventional methods in radionuclides identification and quantification and the code called SINBAD ('Spectrometrie par Inference Non parametrique Bayesienne Deconvolutive'). For many years, SINBAD has been developed by CEA LIST for unfolding complex spectra from HPGe detectors. Contrary to conventional methods using fitting procedures, SINBAD uses a probabilistic approach with Bayesian inference to describe spectrum data. This conventional fitting method founded for example in Genie 2000 is compared with the nonparametric SINBAD approach regarding some key figures of merit as the peak centroid evaluation (identification) and peak surface evaluation (quantification). Unfriendly cases are studied for nuclides detection with closed gamma-rays energies and high photoelectric peak intensity differences. Tests are performed with spectra from the International Atomic Energy Agency (IAEA) for gamma spectra analysis software benchmark and with spectra acquired at the laboratory. Results show that SINBAD and Genie 2000 performances are quite similar with sometimes best results for SINBAD with the important difference that to achieve same performances the nonparametric method is user-friendly compared to the conventional method which need an expert parameters adjustment. (authors)

21 SPECIFIC NUCLEAR REACTORS AND ASSOCIATED PLANTS↗
DOE OSTI2017

Bayesian and variational Bayesian approaches for flows in heterogeneous random media

In this paper, we study porous media flows in heterogeneous stochastic media. We propose an efficient forward simulation technique that is tailored for variational Bayesian inversion. As a starting point, the proposed forward simulation technique decomposes the solution into the sum of separable functions (with respect to randomness and the space), where each term is calculated based on a variational approach. This is similar to Proper Generalized Decomposition (PGD). Next, we apply a multiscale technique to solve for each term (as in ) and, further, decompose the random function into 1D fields. As a result, our proposed method provides an approximation hierarchy for the solution as we increase the number of terms in the expansion and, also, increase the spatial resolution of each term. We use the hierarchical solution distributions in a variational Bayesian approximation to perform uncertainty quantification in the inverse problem. We conduct a detailed numerical study to explore the performance of the proposed uncertainty quantification technique and show the theoretical posterior concentration.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2021

Sensitivity Analysis of Particle-In-Cell Modeling Parameters in Settling Bed, Bubbling Fluidized Bed and Circulating Fluidized Bed

The objective of the work presented is to perform a preliminary sensitivity analysis of particle-in-cell (PIC) model parameters when applied to settling bed, bubbling fluidized bed, and circulating fluidized bed simulations. These examples correspond to widely different flow conditions commonly seen in chemical engineering applications. Simulations were performed using the PIC method in the open-source software Multiphase Flow with Interphase eXchanges (MFiX) developed by the National Energy Technology Laboratory (NETL). As part of the non-intrusive uncertainty quantification (UQ) analysis, simulation campaigns were generated using Nodeworks. Sampling locations or settings for PIC model parameters were determined using the Latin Hypercube method. Response surfaces were created using radial basis functions (RBF), and Sobol’ indices were estimated to quantify the influence of model parameters on the quantities of interest (QoI). This study marks a first step towards systematically determining optimal ranges for model parameters used in MFiX-PIC. Based on limited experience, it is expected that these values would depend strongly on flow conditions. Given the complexity of the multiphase flow systems under analysis, a non-intrusive UQ based approach is used to identify the most influential parameters in each case. This prior knowledge will help in proposing an effective design of experiments (DoE) and determine optimal parameters through techniques such as deterministic or Bayesian calibration, which will be pursued in the future.

42 ENGINEERING↗
DOE OSTI2021

Calibration of the Diffusivity Predictions of Centipede Using Approximate Bayesian Computation and Applications in Nyx (Engineering Scale) and Xolotl-MARMOT (Meso-Scale) Simulations

Fission gas evolution and release in UO 2 nuclear fuel are important fuel performance metrics and occur in several distinct stages: 1) nucleation, growth and resolution of intra-granular bubbles, 2) diffusion to grain boundaries and 3) nucleation and growth of bubbles at grain boundaries, which eventually form a connected network (percolation) enabling release of gas from grain boundaries through connections to triple junctions, grain edges or free surfaces. The NE-SciDAC project is developing several computational tools to model this problem, which are connected in a hierarchical multi-scale framework. The information transfer in the multi-scale framework is a critical step that, in addition to best-estimates, should include uncertainty quantification. Despite taking a first-principles multi-scale approach, there is a need to perform parameter calibration to ensure consistency with available experimental data. In the present study, uncertainty quantification (UQ) and parameter calibration is demonstrated for one of the lower length scale codes in the multi-scale framework (Centipede) and then the results, including instances of the propagated uncertainties, are used in other codes within the framework, specifically Nyx and Xolotl-MARMOT. We calibrated the model parameters in Centipede, a computer code used to predict diffusivities of uranium (U) and xenon (Xe) in the context of the simulation of fission gas in uranium oxide (UO 2 ) nuclear fuel. The Centipede code depends on 183 parameters, all of which are subject to uncertainty. The three data sets used in our calibration effort are taken from the literature. This data is available as a set of measurements, including measurement errors. Our goal is to calibrate a statistical model that predicts both the value of the measurement and the uncertainty associated with the measurement. We perform a Bayesian calibration of the model parameters using a dedicated approximate Bayesian computation (ABC) likelihood function. To avoid excessive computational costs, we replace the expensive Centipede simulation code by a higher-order surrogate model, constructed using only the 9 most important parameters. These important parameters are identified by a preliminary global sensitivity analysis (GSA) study. Among the important parameters are T0 (the temperature at which UO 2 is perfectly stoichiometric) and Hf_pO2 (the temperature dependence of the oxygen (O) partial pressure) that should be considered as operating conditions to be estimated along with the other parameters. We consider two different cases: one where we define one set of these operating conditions for all data sets, and one where we define distinct operating condition parameters for each data set. The Xe diffusivities predicted by the latter case show distinct features that could not be observed in the former. Next, we use the diffusivity predictions by Centipede as input to Nyx, a reduced order fuel performance code focused on gas behavior alone, in order to estimate quantities associated with inter-granular bubble formation at conditions specified by the experiments. Finally, the diffusivities obtained from the calibrated Centipede runs were used in coupled Xolotl-MARMOT simulations of intra- and inter-granular gas evolution. The results are compared to simulations using the baseline diffusivities from Turnbull et al.

11 NUCLEAR FUEL CYCLE AND FUEL MATERIALS↗
DOE OSTI2017

Modeling the Radio Foreground for Detection of CMB Spectral Distortions from the Cosmic Dawn and the Epoch of Reionization

Cosmic baryon evolution during the Cosmic Dawn and Reionization results in redshifted 21-cm spectral distortions in the cosmic microwave background (CMB). These encode information about the nature and timing of first sources over redshifts 30–6 and appear at meter wavelengths as a tiny CMB distortion along with the Galactic and extragalactic radio sky, which is orders of magnitude brighter. Therefore, detection requires precise methods to model foregrounds. We present a method of foreground fitting using maximally smooth (MS) functions. We demonstrate the usefulness of MS functions over traditionally used polynomials to separate foregrounds from the Epoch of Reionization (EoR) signal. We also examine the level of spectral complexity in plausible foregrounds using GMOSS, a physically motivated model of the radio sky, and find that they are indeed smooth and can be modeled by MS functions to levels sufficient to discern the vanilla model of the EoR signal. We show that MS functions are loss resistant and robustly preserve EoR signal strength and turning points in the residuals. Finally, we demonstrate that in using a well-calibrated spectral radiometer and modeling foregrounds with MS functions, the global EoR signal can be detected with a Bayesian approach with 90% confidence in 10 minutes’ integration.

79 ASTRONOMY AND ASTROPHYSICS↗
DOE OSTI2017

Partitioning assimilatory nitrogen uptake in streams: an analysis of stable isotope tracer additions across continents

Headwater streams remove, transform, and store inorganic nitrogen (N) delivered from surrounding watersheds, but excessive N inputs from human activity can saturate removal capacity. Most research has focused on quantifying N removal from the water column over short periods and in individual reaches, and these ecosystem-scale measurements suggest that assimilatory N uptake accounts for most N removal. However, cross-system comparisons addressing the relative role of particular biota responsible for incorporating inorganic N into biomass are lacking. In this paper, we assess the importance of different primary uptake compartments on reach-scale ammonium (NH 4 + -N) uptake and storage across a wide range of streams varying in abundance of biota and local environmental factors. We analyzed data from 17 15 N-NH 4 + tracer addition experiments globally, and found that assimilatory N uptake by autotrophic compartments (i.e., epilithic biofilm, filamentous algae, bryophytes/macrophytes) was higher but more variable than for heterotrophic microorganisms colonizing detrital organic matter (i.e., leaves, small wood, and fine particles). Autotrophic compartments played a disproportionate role in N uptake relative to their biomass, although uptake rates were similar when we rescaled heterotrophic assimilatory N uptake associated only with live microbial biomass. Assimilatory NH 4 + -N uptake, either estimated as removal from the water column or from the sum uptake of all individual compartments, was four times higher in open- than in closed-canopy streams. Using Bayesian Model Averaging, we found that canopy cover and gross primary production (GPP) controlled autotrophic assimilatory N uptake while ecosystem respiration (ER) was more important for the heterotrophic contribution. The ratio of autotrophic to heterotrophic N storage was positively correlated with metabolism (GPP: ER), which was also higher in open- than in closed-canopy streams. Our analysis shows riparian canopy cover influences the relative abundance of different biotic uptake compartments and thus GPP:ER. As such, the simple categorical variable of canopy cover explained differences in assimilatory N uptake among streams at the reach scale, as well as the relative roles of autotrophs and heterotrophs in N storage. In conclusion, this synthesis links cumulative N uptake by stream biota to reach-scale N demand and provides a mechanistic and predictive framework for estimating and modeling N cycling in other streams.

15N↗
DOE OSTI2014

Quantifying the evidence for dark matter in CoGeNT data

We perform an independent analysis of data from the CoGeNT direct detection experiment to quantify the evidence for dark matter recoils. We critically re-examine the assumptions that enter the analysis, focusing specifically on the separation of bulk and surface events, the latter of which constitute a large background. This separation is performed using the event rise-time, with the surface events being slower on average. We fit the rise-time distributions for the bulk and surface events with a log-normal and Pareto distribution (which gives a better fit to the tail in the bulk population at high rise-times) and account for the energy-dependence of the bulk fraction using a cubic spline. Using Bayesian and frequentist techniques and additionally investigating the effect of varying the rise-time cut, the bulk background spectrum and bin-sizes, we conclude that the CoGeNT data show a preference for light dark matter recoils at less than 1σ.

79 ASTRONOMY AND ASTROPHYSICS↗
DOE OSTI2021

Which Combinations of Environmental Conditions and Microphysical Parameter Values Produce a Given Orographic Precipitation Distribution?

This study applies an idealized modeling framework, alongside a Bayesian Markov chain Monte Carlo (MCMC) algorithm, to explore which combinations of upstream environmental conditions and cloud microphysical parameter values can produce a particular precipitation distribution over an idealized two-dimensional, bell-shaped mountain. Simulations focus on orographic precipitation produced when an atmospheric river interacts with topography. MCMC-based analysis reveals that different combinations of parameter values produce a similar precipitation distribution, with the most influential parameters being relative humidity (RH), horizontal wind speed (U), surface potential temperature (θ sfc ), and the snow fall speed coefficient (A s ). RH, U, and A s exhibit interdependence: changes in one or more of these factors can be mitigated by compensating changes in the other(s) to produce similar orographic precipitation rates. The results also indicate that the parameter sensitivities and relationships can vary for spatial subregions and given different environmental conditions. In particular, high θ sfc values are more likely to produce the target precipitation rate and spatial distribution, and thus the ensemble of simulations shows a preference for liquid precipitation at the surface. The results presented here highlight the complexity of orographic precipitation controls, and have implications for flood and water management, observational efforts, and climate change.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗
DOE OSTI2015

Exploring soybean metabolic pathways based on probabilistic graphical model and knowledge-based methods

Soybean (Glycine max) is a major source of vegetable oil and protein for both animal and human consumption. The completion of soybean genome sequence led to a number of transcriptomic studies (RNA-seq), which provide a resource for gene discovery and functional analysis. Several data-driven (e.g., based on gene expression data) and knowledge-based (e.g., predictions of molecular interactions) methods have been proposed and implemented. In order to better understand gene relationships and protein interactions, we applied probabilistic graphical methods, based on Bayesian network and knowledgebase constraints using gene expression data to reconstruct soybean metabolic pathways. The results show that this method can predict new relationships between genes, improving on traditional reference pathway maps.

54 ENVIRONMENTAL SCIENCES↗
DOE OSTI2017

A Framework for Quantifying Measurement Uncertainties and Uncertainty Propagation in HCCI/LTGC Engine Experiments

In this study, a framework for estimating experimental measurement uncertainties for a Homogenous Charge Compression Ignition (HCCI)/Low-Temperature Gasoline Combustion (LTGC) engine testing facility is presented. Detailed uncertainty quantification is first carried out for the measurement of the in-cylinder pressure, whose variations during the cycle provide most of the information for performance evaluation. Standard uncertainties of other measured quantities, such as the engine geometry and speed, the air and fuel flow rate and the intake/exhaust dry molar fractions are also estimated. Propagating those uncertainties using a Monte Carlo simulation and Bayesian inference methods then allows for estimation of uncertainties of the mass-average temperature and composition at IVC and throughout the cycle; and also of the engine performances such as gross Integrated Mean Effective Pressure, Heat Release and Ringing Intensity. Throughout the analysis, nominal values for uncertainty inputs were taken from a well-characterized engine test facility. However, the analysis did not take into account the calibration practice of experiments run in that facility and the resulting uncertainty values are therefore not indicative of the expected accuracy of those experimental results. A future study will employ the methodology developed here to explore the effects of different calibration methods on the different uncertainty values in order to evaluate best practices for accurate engine measurements.

02 PETROLEUM↗
DOE OSTI2016

Modeling the Swift BAT trigger algorithm with machine learning

To draw inferences about gamma-ray burst (GRB) source populations based on Swift observations, it is essential to understand the detection efficiency of the Swift burst alert telescope (BAT). This study considers the problem of modeling the Swift/BAT triggering algorithm for long GRBs, a computationally expensive procedure, and models it using machine learning algorithms. A large sample of simulated GRBs from Lien et al. is used to train various models: random forests, boosted decision trees (with AdaBoost), support vector machines, and artificial neural networks. The best models have accuracies of ≳97% (≲3% error), which is a significant improvement on a cut in GRB flux, which has an accuracy of 89.6% (10.4% error). These models are then used to measure the detection efficiency of Swift as a function of redshift z, which is used to perform Bayesian parameter estimation on the GRB rate distribution. We find a local GRB rate density of n{sub 0}∼0.48{sub −0.23}{sup +0.41} Gpc{sup −3} yr{sup −1} with power-law indices of n{sub 1}∼1.7{sub −0.5}{sup +0.6} and n{sub 2}∼−5.9{sub −0.1}{sup +5.7} for GRBs above and below a break point of z{sub 1}∼6.8{sub −3.2}{sup +2.8}. This methodology is able to improve upon earlier studies by more accurately modeling Swift detection and using this for fully Bayesian model fitting.

79 ASTRONOMY AND ASTROPHYSICS↗
DOE OSTI2023

Modeling the Effect of Surface Platinum–Tin Alloys on Propane Dehydrogenation on Platinum–Tin Catalysts

Uncertainty analysis, reported experimental literature data, and density functional theory were synthesized to model the effect of surface tin coverage on platinum-based catalysts for nonoxidative propane dehydrogenation to propylene. Here, this study tests four different platinum–tin skin surface models as potential catalytic sites, Pt 3 Sn/Pt(100), PtSn/Pt(100), Pt 3 Sn/Pt(111), and Pt 2 Sn/Pt(211), and compares them to the corresponding pure Pt surface sites using an uncertainty analysis methodology that uses BEEF-vdW with its ensembles (BMwE) to generate the uncertainty for the energies of the intermediates and transition states. One experimental data set with two experimental observations, selectivity to propylene and turnover frequency of propylene, was used as a calibration data set to evaluate the impact of the experimental data on informing the models. This study finds that the prior model for Pt 3 Sn/Pt(100) is the most active and Pt 2 Sn/Pt(211) is the most selective toward propylene. Active sites on the (100) facet have the highest probability of being responsible for C 1 and C 2 product formations (C–C bond cleavage). Increasing the Sn coverage on the (100) surface facet to a PtSn/Pt(100) active site leads to a significantly reduced rate and might explain the experimentally observed higher selectivity of Sn-doped catalysts relative to pure Pt catalysts. Next, this study finds that for all surfaces, except PtSn/Pt(100), the rate-controlling steps are the initial dehydrogenation steps alongside some partially rate-controlling second dehydrogenation steps. For PtSn/Pt(100), only the initial terminal dehydrogenation step to CH 3 CH 2 CH 2 * and second dehydrogenation steps are rate-controlling. Next, the calibrated models for all surfaces were found to be selective toward propylene production and model the reported turnover frequency successfully. Nevertheless, Pt 2 Sn/Pt(211) emerges as the active site with some (minor) evidence as the main active site based on Jeffreys’ scale interpretation of Bayes factors. This observation agrees with prior studies that also found step sites to be most likely the most relevant active sites for pure Pt catalysts. Overall, the results indicate that tin, in addition to affecting the binding strength of the adsorbed species, prevents deeper dehydrogenation (reducing coking) and cracking reactions through increasing activation barriers for unwanted side reactions.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗
DOE OSTI2021

Development of a framework for sequential Bayesian design of experiments: Application to a pilot-scale solvent-based CO 2 capture process

In this paper, a methodology is developed for sequential design of experiments (SDoE) for process systems and applied to a solvent-based CO 2 capture system. In this approach, the prior knowledge of the system is used to prioritize process data collection at specific operating conditions. These data are then incorporated into a Bayesian inference methodology for updating a stochastic model by refining estimations of its underlying parameters, and the updated model is then used to generate the next set of test runs. Thus, the new knowledge obtained from the data is used to guide subsequent iterations of the experimental runs, ensuring that the overall data collection is maximally informative given that most experimental campaigns, especially at pilot or higher-scale plants, are costly, time-consuming, and resource-limited. The test run objective for this work was to minimize the maximum model prediction uncertainty for key output variables, but the methodology is generic and can be readily applied to other test run objectives. This methodology is applied to an aqueous monoethanolamine (MEA) pilot plant campaign at the National Carbon Capture Center (NCCC) in Wilsonville, Alabama, USA. The SDoE framework was utilized for two iterations, while collecting 18 sets of data representing different process conditions, and this resulted in an overall average reduction in uncertainty of approximately 50% in the prediction of CO 2 capture percentage. Moreover, 11 additional data sets were obtained with variation of absorber packing height for further model validation. This work shows the capability of the SDoE framework to maximize learning given limited resources, allowing for the reduction of model uncertainty, which is of great importance for many applications including reduction of technical risk associated with scale-up and economic analysis.

20 FOSSIL-FUELED POWER PLANTS↗
DOE OSTI2016

ZEM: Integrated Framework for Real-Time Data and Model Analyses for Robust Environmental Management Decision Making - 16438

Typically environmental management (EM) problems require analysis of large and complex data sets originating from concurrent data streams with different data collection frequencies and pedigree. These big data sets require on-the-fly analysis, assimilation and integration into a series of models with different complexity for various types of model-based analyses. This is needed to provide fast iterative model analyses based on the latest available data to guide decision-making. Furthermore, the data and model are associated with uncertainties. The uncertainties are probabilistic (e.g. measurement errors) and non-probabilistic (unknowns, e.g. alternative conceptual models characterizing site conditions). To address all of these issues, we have developed an integrated framework for real-time data and model analyses for environmental decision-making called ZEM. The framework allows for seamless and on-the-fly integration of data and modeling results for robust and scientifically-defensible decision-making applying advanced decision analyses tools such as Bayesian-Information-Gap Decision Theory (BIG-DT). The framework also includes advanced methods for optimization that are capable of dealing with a large number of unknown model parameters, and surrogate (reduced order) modeling capabilities based on support vector regression techniques. The framework is predominantly coded in Julia, a state-of-the-art high-performance programing language (http://julialang.org) and incorporates the MADS computational tools (Model Analysis and Decision Support; http://mads.lanl.gov). We demonstrate the application of ZEM for data and model analyses at the LANL Chromium site. The ZEM framework will be released as open-source code and can be applied to any environmental management site. (authors)

12 MANAGEMENT OF RADIOACTIVE AND NON-RADIOACTIVE W↗
DOE OSTI2018

Integrating GLL-Weibull Distribution Within a Bayesian Framework for Life Prediction of Shape Memory Alloy Spring Undergoing Thermo-mechanical Fatigue

The present paper tackles an important but unmapped problem of the reliability estimations of smart materials. First, an experimental setup is developed for accelerated life testing of the shape memory alloy (SMA) springs. Generalized log-linear Weibull (GLL-Weibull) distribution-based novel approach is then developed for SMA spring life estimation. Applied stimulus (voltage), elongation and cycles of operation are used as inputs for the life prediction model. The values of the parameter coefficients of the model provide better interpretability compared to artificial intelligence based life prediction approaches. In addition, the model also considers the effect of operating conditions, making it generic for a range of the operating conditions. Moreover, a Bayesian framework is used to continuously update the prediction with the actual degradation value of the springs, thereby reducing the uncertainty in the data and improving the prediction accuracy. In addition, the deterioration of material with number of cycles is also investigated using thermogravimetric analysis and scanning electron microscopy.

36 MATERIALS SCIENCE↗
DOE OSTI2019

Vibration-Based Techniques for Concrete Structural Health Monitoring. Light Water Reactor Sustainability Program report

The objectives of this ongoing research project focus on health monitoring and data analytics of concrete slabs containing reactive aggregates and thus subjected to degradation due to alkali-silica reaction (ASR). A controlled concrete slab with four pockets of reactive aggregates (pure silica, and reactive aggregates from three different quarries) was cast at Vanderbilt University and cured in representative conditions to accelerate degradation due to ASR. A set of four concrete samples were also cast and cured at the University of Alabama for ASR testing. Of these four samples, two slabs contained reactive aggregates while the other two had the non-reactive aggregate counterparts mixed throughout the samples. Four additional slabs were cast and cured at the University of Nebraska- Lincoln. Of these four samples; one contained non-reactive aggregates and no reinforcement, one contained reactive aggregates and no reinforcement, one contained reactive aggregates and rebar reinforcement in one direction, and the last contained reactive aggregates and reinforcement in two directions. Single frequency and dual frequency tests were used on these slabs to locate ASR damage within the specimens containing reactive aggregates. The vibration tests were conducted with different sensor and actuator configurations to facilitate damage detection and localization. The results from the data analysis of the dynamic testing on concrete slabs are discussed in detail in this report. Results for damage localization are dependent on multiple parameters used in the tests. This report investigates different methods of data fusion including voting, raw averaging, damage index averaging, and Bayesian fusion.

46 INSTRUMENTATION RELATED TO NUCLEAR SCIENCE AND ↗
DOE OSTI2022

A Differentiable Hydrology Approach for Modeling With Time-Varying Parameters

In the analysis of observational data with mathematical models, it is often desirable to let one or more model parameters vary with time to account for changing environmental conditions or to offer more flexibility. A standard approach for dynamic models is to allow for the number of parameters to grow as a function of time, leading to a high-dimensional inference problem for long data records. We propose using Hamiltonian Monte Carlo, a gradient-based Markov chain Monte Carlo (MCMC) method, to perform Bayesian inference for time-varying parameters (TVP) in hydrology models. As derivatives of model error functions with regard to parameters are not available in closed form, we implemented the GR4J rainfall-runoff models in Theano/PyMC3, and Jax/NumPyro, allowing for the application of automatic differentiation techniques. A simulation experiment assessing the viability of these methods for recovering underlying temporal variation in parameters indicates that a discrete Gaussian random walk-based prior appears to be best suited across a range of scenarios while the continuous-time Gaussian process compares relatively poorly. In an analysis of 20 years of daily real-world streamflow records from the Model Parameter Estimation Experiment (MOPEX) hydrology data set with increasing data sparsity and at multiple temporal resolutions, we find that TVP inference with gradient-based MCMC is a flexible and reliable approach for analyzing hydrology models with dynamic parameter sets.

54 ENVIRONMENTAL SCIENCES↗
DOE OSTI2017

Stan : A Probabilistic Programming Language

Stan is a probabilistic programming language for specifying statistical models. A Stan program imperatively defines a log probability function over parameters conditioned on specified data and constants. As of version 2.14.0, Stan provides full Bayesian inference for continuous-variable models through Markov chain Monte Carlo methods such as the No-U-Turn sampler, an adaptive form of Hamiltonian Monte Carlo sampling. Penalized maximum likelihood estimates are calculated using optimization methods such as the limited memory Broyden-Fletcher-Goldfarb-Shanno algorithm. Stan is also a platform for computing log densities and their gradients and Hessians, which can be used in alternative algorithms such as variational Bayes, expectation propagation, and marginal inference using approximate integration. To this end, Stan is set up so that the densities, gradients, and Hessians, along with intermediate quantities of the algorithm such as acceptance probabilities, are easily accessible. Stan can also be called from the command line using the cmdstan package, through R using the rstan package, and through Python using the pystan package. All three interfaces support sampling and optimization-based inference with diagnostics and posterior analysis. rstan and pystan also provide access to log probabilities, gradients, Hessians, parameter transforms, and specialized plotting.

97 MATHEMATICS AND COMPUTING↗