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DOE OSTI2024

On the connection between least squares, regularization, and classical shadows

Classical shadows (CS) offer a resource-efficient means to estimate quantum observables, circumventing the need for exhaustive state tomography. Here, we clarify and explore the connection between CS techniques and least squares (LS) and regularized least squares (RLS) methods commonly used in machine learning and data analysis. By formal identification of LS and RLS ``shadows'' completely analogous to those in CS---namely, point estimators calculated from the empirical frequencies of single measurements---we show that both RLS and CS can be viewed as regularizers for the underdetermined regime, replacing the pseudoinverse with invertible alternatives. Through numerical simulations, we evaluate RLS and CS from three distinct angles: the tradeoff in bias and variance, mismatch between the expected and actual measurement distributions, and the interplay between the number of measurements and number of shots per measurement. Compared to CS, RLS attains lower variance at the expense of bias, is robust to distribution mismatch, and is more sensitive to the number of shots for a fixed number of state copies---differences that can be understood from the distinct approaches taken to regularization. Conceptually, our integration of LS, RLS, and CS under a unifying ``shadow'' umbrella aids in advancing the overall picture of CS techniques, while practically our results highlight the tradeoffs intrinsic to these measurement approaches, illuminating the circumstances under which either RLS or CS would be preferred, such as unverified randomness for the former or unbiased estimation for the latter.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

DOE OSTI2015

Properties of weak lensing clusters detected on Hyper Suprime-Cam's 2.3 deg{sup 2} field

We present properties of moderately massive clusters of galaxies detected by the newly developed Hyper Suprime-Cam on the Subaru telescope using weak gravitational lensing. Eight peaks exceeding a signal-to-noise ratio (S/N) of 4.5 are identified on the convergence S/N map of a 2.3 deg{sup 2} field observed during the early commissioning phase of the camera. Multi-color photometric data are used to generate optically selected clusters using the Cluster finding algorithm based on the Multiband Identification of Red-sequence galaxies algorithm. The optical cluster positions were correlated with the peak positions from the convergence map. All eight significant peaks have optical counterparts. The velocity dispersion of clusters is evaluated by adopting the Singular Isothemal Sphere fit to the tangential shear profiles, yielding virial mass estimates, M{sub 500{sub c}}, of the clusters which range from 2.7 × 10{sup 13} to 4.4 × 10 {sup 14} M{sub ⊙}. The number of peaks is considerably larger than the average number expected from ΛCDM cosmology but this is not extremely unlikely if one takes the large sample variance in the small field into account. We could, however, safely argue that the peak count strongly favors the recent Planck result suggesting a high σ{sub 8} value of 0.83. The ratio of stellar mass to the dark matter halo mass shows a clear decline as the halo mass increases. If the gas mass fraction, f{sub g}, in halos is universal, as has been suggested in the literature, the observed baryon mass in stars and gas shows a possible deficit compared with the total baryon density estimated from the baryon oscillation peaks in anisotropy of the cosmic microwave background.

79 ASTRONOMY AND ASTROPHYSICS↗

NASA NTRS1976

Meteorological adjustment of yearly mean values for air pollutant concentration comparison

Using multiple linear regression analysis, models which estimate mean concentrations of Total Suspended Particulate (TSP), sulfur dioxide, and nitrogen dioxide as a function of several meteorologic variables, two rough economic indicators, and a simple trend in time are studied. Meteorologic data were obtained and do not include inversion heights. The goodness of fit of the estimated models is partially reflected by the squared coefficient of multiple correlation which indicates that, at the various sampling stations, the models accounted for about 23 to 47 percent of the total variance of the observed TSP concentrations. If the resulting model equations are used in place of simple overall means of the observed concentrations, there is about a 20 percent improvement in either: (1) predicting mean concentrations for specified meteorological conditions; or (2) adjusting successive yearly averages to allow for comparisons devoid of meteorological effects. An application to source identification is presented using regression coefficients of wind velocity predictor variables.

Sidik, S. M.↗

NASA NTRS1983

The structure of Saturn's rings - Implications from the Voyager stellar occultation

A 100-m resolution has been obtained in the radial direction, across the entire Saturn ring system, in Voyager 2 photopolarimeter observations of Delta Scorpii as it was occulted by the rings. An automatic search with finite Fourier transforms located 13 density waves excited by resonances with Saturn's satellites. Although strong density waves can be easily located, no waves have been identified which have predicted torques/surface mass density values lower than 4 x 10 to the 16th cu cm/sec-squared. This suggests a limit of less than 100 waves to be found in the Saturn rings. Total ring mass is estimated as 5 x 10 to the -8th of the mass of Saturn. The power spectrum for the rings shows no dominant individual wavelengths. The majority of ring structures and most variance in ring optical depth are not explainable by currently entertained physical mechanisms.

Esposito, L. W.↗

NASA NTRS2004

An Empirical Cumulus Parameterization Scheme for a Global Spectral Model

Realistic vertical heating and drying profiles in a cumulus scheme is important for obtaining accurate weather forecasts. A new empirical cumulus parameterization scheme based on a procedure to improve the vertical distribution of heating and moistening over the tropics is developed. The empirical cumulus parameterization scheme (ECPS) utilizes profiles of Tropical Rainfall Measuring Mission (TRMM) based heating and moistening derived from the European Centre for Medium- Range Weather Forecasts (ECMWF) analysis. A dimension reduction technique through rotated principal component analysis (RPCA) is performed on the vertical profiles of heating (Q1) and drying (Q2) over the convective regions of the tropics, to obtain the dominant modes of variability. Analysis suggests that most of the variance associated with the observed profiles can be explained by retaining the first three modes. The ECPS then applies a statistical approach in which Q1 and Q2 are expressed as a linear combination of the first three dominant principal components which distinctly explain variance in the troposphere as a function of the prevalent large-scale dynamics. The principal component (PC) score which quantifies the contribution of each PC to the corresponding loading profile is estimated through a multiple screening regression method which yields the PC score as a function of the large-scale variables. The profiles of Q1 and Q2 thus obtained are found to match well with the observed profiles. The impact of the ECPS is investigated in a series of short range (1-3 day) prediction experiments using the Florida State University global spectral model (FSUGSM, T126L14). Comparisons between short range ECPS forecasts and those with the modified Kuo scheme show a very marked improvement in the skill in ECPS forecasts. This improvement in the forecast skill with ECPS emphasizes the importance of incorporating realistic vertical distributions of heating and drying in the model cumulus scheme. This also suggests that in the absence of explicit models for convection, the proposed statistical scheme improves the modeling of the vertical distribution of heating and moistening in areas of deep convection.

Rajendran, K.↗

DOE OSTI2013

A GENERALIZED STOCHASTIC COLLOCATION APPROACH TO CONSTRAINED OPTIMIZATION FOR RANDOM DATA IDENTIFICATION PROBLEMS

We present a scalable, parallel mechanism for stochastic identification/control for problems constrained by partial differential equations with random input data. Several identification objectives will be discussed that either minimize the expectation of a tracking cost functional or minimize the difference of desired statistical quantities in the appropriate $L^p$ norm, and the distributed parameters/control can both deterministic or stochastic. Given an objective we prove the existence of an optimal solution, establish the validity of the Lagrange multiplier rule and obtain a stochastic optimality system of equations. The modeling process may describe the solution in terms of high dimensional spaces, particularly in the case when the input data (coefficients, forcing terms, boundary conditions, geometry, etc) are affected by a large amount of uncertainty. For higher accuracy, the computer simulation must increase the number of random variables (dimensions), and expend more effort approximating the quantity of interest in each individual dimension. Hence, we introduce a novel stochastic parameter identification algorithm that integrates an adjoint-based deterministic algorithm with the sparse grid stochastic collocation FEM approach. This allows for decoupled, moderately high dimensional, parameterized computations of the stochastic optimality system, where at each collocation point, deterministic analysis and techniques can be utilized. The advantage of our approach is that it allows for the optimal identification of statistical moments (mean value, variance, covariance, etc.) or even the whole probability distribution of the input random fields, given the probability distribution of some responses of the system (quantities of physical interest). Our rigorously derived error estimates, for the fully discrete problems, will be described and used to compare the efficiency of the method with several other techniques. Numerical examples illustrate the theoretical results and demonstrate the distinctions between the various stochastic identification objectives.

Webster, Clayton G↗

DOE OSTI2017

Evaluation of Wilks’ One-sided Non-parametric Formula Against Analytical Parametric Methods

This paper will be presented to the "Sensitivity and Uncertainty Methods" subgroup of the "Mathematics and Computation Division" of the ANS Winter Symposium. Direct comparisons are made via simulation between the Wilks' non-parametric and Gaussian (parametric) methods which are applied in the SASQUATCH and SINDA-SAMPLE thermal-hydraulic codes, respectively, for the Advanced Test Reactor safety basis. The level of relative conservatism is quantified for the Wilks method and shown to be greater than the parametric method for an equivalent probability and confidence level.

95/95↗

DOE OSTI2019

Analytical Approach to Evaluate Uncertainty in Discharged Inventory Estimates at the Hanford Site - 19012

Many waste sites (>400) located within the Central Plateau portion of the Hanford Site received liquid discharges during the nuclear weapons material production mission (1944-1988). The Hanford Soil Inventory Model (SIM) is developed to quantitatively evaluate the discharged inventory for important radionuclides and chemicals at a given waste site to support fate and transport modeling of contaminants. An analytic approach was developed to estimate inventory and associated uncertainty. The approach was implemented for SIM and compared to a prior stochastic implementation applying a Monte-Carlo sampling approach. The analytic approach provides exact mean and variance results and the run times are much faster compared to the Monte-Carlo sampling approach. With the improved solution method using the analytical approach, it is feasible to run inventory updates and reduce associated uncertainty ranges. (authors)

12 MANAGEMENT OF RADIOACTIVE AND NON-RADIOACTIVE W↗

DOE OSTI2013

Uncertainty quantification for evaluating impacts of caprock and reservoir properties on pressure buildup and ground surface displacement during geological CO2 sequestration

A series of numerical test cases reflecting broad and realistic ranges of geological formation properties was developed to systematically evaluate and compare the impacts of those properties on geomechanical responses to CO2 injection. A coupled hydro-geomechanical subsurface transport simulator, STOMP (Subsurface Transport over Multiple Phases), was adopted to simulate the CO2 migration process and geomechanical behaviors of the surrounding geological formations. A quasi-Monte Carlo sampling method was applied to efficiently sample a high-dimensional parameter space consisting of injection rate and 14 subsurface formation properties, including porosity, permeability, entry pressure, irreducible gas and aqueous saturation, Young’s modulus, and Poisson’s ratio for both reservoir and caprock. Generalized cross-validation and analysis of variance methods were used to quantitatively measure the significance of the 15 input parameters. Reservoir porosity, permeability, and injection rate were found to be among the most significant factors affecting the geomechanical responses to the CO2 injection. We used a quadrature generalized linear model to build a reduced-order model that can estimate the geomechanical response instantly instead of running computationally expensive numerical simulations.

CO2 geological sequestration↗

NASA NTRS1980

Eddy diffusion coefficients and the variance of the atmosphere 30-60 km

The results of numerical models or of new observational programs are checked by comparing them with past observations. In view of the differing analysis techniques or differing data samples, the eddy diffusivities presented here agree remarkably well with past estimates. However, in the application of K-values to two-dimensional models, the actual magnitude of the diffusivities is no more important than their spatial patterns, i.e., their gradients with height and latitude. It should thus be noted that the present patterns are often much different from those of past results.

Nastrom, G. D.↗

DOE OSTI2024

Data-Informed Evaluation Framework for Integrated Energy Systems: Insights from Power, Process Heat, and Hydrogen Production Applications

The multi-criteria decision analysis (MCDA) framework provides a systematic evaluation of the diverse preferences and performance metrics associated with alternative solutions. This approach is advantageous over a single-criterion methodology, which are only valid under conditions that assume ceteris paribus or an "apples-to-apples" comparison. However, selecting suitable technologies for integrated energy systems (IES) can be likened to an "apples-to-oranges" comparison, given the heterogeneous factors at stake. These factors include economics and performance parameters, geological compatibility, and environmental impacts. Consequently, past research has often employed a mixture of qualitative and quantitative criteria tailored to the specific interests of each study. While the method proves effective in handling the intricate interplay of criteria, the resulting rankings and scores can vary from study to study. This inconsistency is introduced from the use of subjectively defined thresholds and weights. As a result, decision-makers frequently find it challenging to establish clear connections between specific criteria and the resulting scores, as the transformation of criteria into ordinal scores results in a substantial loss of information. To address this challenge, we introduce a data-informed IES evaluation framework that offers comprehensive, interpretable, and traceable evaluations backed by quantifiable rationale. First, we identified key IES evaluation criteria from a decade of literature, focusing on relevant IES applications in power, process heat, and hydrogen production. We leveraged state-of-the-art cost estimates from the Idaho National Laboratory (INL) and technical data from 78 reactor designs from the International Atomic Energy Agency (IAEA) and the Organization for Economic Co-operation and Development - Nuclear Energy Agency (OECD-NEA). Lastly, we established thresholds by analyzing the mean, variance, root mean square, and slope of values across alternatives, categorizing the preferences of decision-makers into distinct utility functions, such as linear, saturating, exponential, and stepwise. Our approach yielded two main outcomes: (1) it provided consistent assessments across different stakeholder groups and (2) it visualized uncertainties in the decision-making context via comprehensive sensitivity analysis. To demonstrate the impact of our framework, we conducted case studies on 6 reactor designs (AP1000, NuScale, BWRX-300, Xe-100, eVinci, iMSR) for the three applications. Our data-driven framework proved to be highly effective in addressing heterogenous uncertainties faced by varied decision-makers? preferences and IES applications, as well as cost and technical estimates of advanced reactors.

29 ENERGY PLANNING, POLICY, AND ECONOMY↗

DOE OSTI2024

Data-Informed Evaluation Framework for Integrated Energy Systems: Insights from Power, Process Heat, and Hydrogen Production Applications

29 ENERGY PLANNING, POLICY, AND ECONOMY↗

DOE OSTI2026

APSO-enhanced algebraic derivative estimation approach for real-time traffic flow prediction on critical road sections during wildfire evacuation

In rapid-onset disaster scenarios such as wildfires, evacuation traffic often significantly deviates from historical patterns, rendering conventional data-driven forecasting methods less effective. To address this challenge, we propose an improved algebraic derivative estimation (ADE) incorporating particle swarm optimization (PSO) for real-time traffic flow prediction. Our approach dynamically adjusts the ADE prediction time window at each step by minimizing a cost function based on the mean and variance of accumulated forecasting errors within the window, thereby balancing bias and variability. We evaluate the method using traffic data from the January 2025 California wildfires, focusing on key road segments critical for large-scale evacuations. The results demonstrate that our approach surpasses established machine learning and deep learning models—XGBoost, LSTM, and GRU—in predictive accuracy and maintains high computational efficiency. Notably, the proposed method eliminates the need for offline model training. Moreover, rapid PSO-based tuning enables real-time deployment, which provides a crucial advantage in scenarios where evacuation timings and road closures change dynamically. In conclusion, these findings highlight the benefits of the PSO-enhanced ADE framework for emergency traffic management, where rapid, data-sparse forecasts are essential for effective evacuation planning.

Algebraic derivative estimation↗

NASA NTRS1989

Two novel automatic frequency tracking loops

Two automatic-frequency-control (AFC) loops are introduced and analyzed in detail. The algorithms are generalizations of the well known cross-product AFC loop with improved performance. The first estimator uses running overlapping discrete Fourier transforms to create a discriminator curve proportional to the frequency estimation error, whereas the second one preprocesses the received data and then uses an extended Kalman filter to estimate the input frequency. The algorithms are tested by computer simulations in a highly dynamic environment at low carrier/noise ratio (CNR). The algorithms are suboptimum tracking schemes with a larger frequency-error variance compared to an optimum strategy, but they offer simplicity of mechanization and a CNR with a very low operating threshold.

Aguirre, Sergio↗

DOE OSTI2016

Bayesian estimation of Karhunen–Loève expansions; A random subspace approach

One of the most widely-used statistical procedures for dimensionality reduction of high dimensional random fields is Principal Component Analysis (PCA), which is based on the Karhunen-Lo eve expansion (KLE) of a stochastic process with finite variance. The KLE is analogous to a Fourier series expansion for a random process, where the goal is to find an orthogonal transformation for the data such that the projection of the data onto this orthogonal subspace is optimal in the L 2 sense, i.e, which minimizes the mean square error. In practice, this orthogonal transformation is determined by performing an SVD (Singular Value Decomposition) on the sample covariance matrix or on the data matrix itself. Sampling error is typically ignored when quantifying the principal components, or, equivalently, basis functions of the KLE. Furthermore, it is exacerbated when the sample size is much smaller than the dimension of the random field. In this paper, we introduce a Bayesian KLE procedure, allowing one to obtain a probabilistic model on the principal components, which can account for inaccuracies due to limited sample size. The probabilistic model is built via Bayesian inference, from which the posterior becomes the matrix Bingham density over the space of orthonormal matrices. We use a modified Gibbs sampling procedure to sample on this space and then build a probabilistic Karhunen-Lo eve expansions over random subspaces to obtain a set of low-dimensional surrogates of the stochastic process. We illustrate this probabilistic procedure with a finite dimensional stochastic process inspired by Brownian motion.

97 MATHEMATICS AND COMPUTING↗

DOE OSTI2016

MASKED AREAS IN SHEAR PEAK STATISTICS: A FORWARD MODELING APPROACH

The statistics of shear peaks have been shown to provide valuable cosmological information beyond the power spectrum, and will be an important constraint of models of cosmology in forthcoming astronomical surveys. Surveys include masked areas due to bright stars, bad pixels etc., which must be accounted for in producing constraints on cosmology from shear maps. We advocate a forward-modeling approach, where the impacts of masking and other survey artifacts are accounted for in the theoretical prediction of cosmological parameters, rather than correcting survey data to remove them. We use masks based on the Deep Lens Survey, and explore the impact of up to 37% of the survey area being masked on LSST and DES-scale surveys. By reconstructing maps of aperture mass the masking effect is smoothed out, resulting in up to 14% smaller statistical uncertainties compared to simply reducing the survey area by the masked area. We show that, even in the presence of large survey masks, the bias in cosmological parameter estimation produced in the forward-modeling process is ≈1%, dominated by bias caused by limited simulation volume. We also explore how this potential bias scales with survey area and evaluate how much small survey areas are impacted by the differences in cosmological structure in the data and simulated volumes, due to cosmic variance.

79 ASTRONOMY AND ASTROPHYSICS↗

NASA NTRS1996

Optimal Estimation of Rain-Rate Profiles from Single-Frequency Radar Echoes

The significant ambiguities inherent in the determination of a particular vertical rain intensity profile from a given time profile of radar echo powers measured by a downward-looking (spaceborne or airborne) radar at a single attenuating frequency are well documented. Indeed, one already knows that by appropriately varying the parameters of the reflectivity-rain rate (Z-R) and/or attenuation-rain rate (k- R) relationships one can produce several substantially different rain-rate profiles that would produce the same radar power profile. Imposing the additional constraint that the path-averaged rain rate be a given fixed number does reduce the ambiguities but falls far short of eliminating them. While formulas to generate all mutually ambiguous rain-rate profiles from a given profile of received radar reflectivities have already been derived, there remains to be produced a quantitative measure to assess how likely each of these profiles is, what the appropriate "average" profile should be, and what the "variance" of these multiple solutions is. To do this, one needs to spell out the stochastic constraints that can allow us to make sense of the words "average" and "variance" in a mathematically rigorous way. Such a quantitative approach would be particularly well suited for such systems as the planned precipitation radar of the Tropical Rainfall Measuring Mission (TRMM). Indeed, one would then be able to use the radar reflectivities measured by the TRMM radar to estimate the rain-rate profile that would most likely have produced the measurements, as well as the uncertainty in the estimated rain rates as a function of range. Such an optimal approach is described in this paper.

Haddad, Ziad S.↗

DOE OSTI2023

Tensor-based flow reconstruction from optimally located sensor measurements

Reconstructing high-resolution flow fields from sparse measurements is a major challenge in fluid dynamics. Existing methods often vectorize the flow by stacking different spatial directions on top of each other, hence confounding the information encoded in different dimensions. Here, we introduce a tensor-based sensor placement and flow reconstruction method which retains and exploits the inherent multidimensionality of the flow. We derive estimates for the flow reconstruction error, storage requirements and computational cost of our method. We show, with examples, that our tensor-based method is significantly more accurate than similar vectorized methods. Furthermore, the variance of the error is smaller when using our tensor-based method. While the computational cost of our method is comparable to similar vectorized methods, it reduces the storage cost by several orders of magnitude. The reduced storage cost becomes even more pronounced as the dimension of the flow increases. We demonstrate the efficacy of our method on three examples: a chaotic Kolmogorov flow, in situ and satellite measurements of the global sea surface temperature and three-dimensional unsteady simulated flow around a marine research vessel.

Mechanics↗