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At least 109 records · Page 6

Extreme-Scale Bayesian Inference for Uncertainty Quantification of Complex Simulations

Uncertainty quantification (UQ)—that is, quantifying uncertainties in complex mathematical models and their large-scale computational implementations—is widely viewed as one of the outstanding challenges facing the field of CS&E over the coming decade. The EUREKA project set to address the most difficult class of UQ problems: those for which both the underlying PDE model as well as the uncertain parameters are of extreme scale. In the project we worked on these extreme-scale challenges in the following four areas: 1. Scalable parallel algorithms for sampling and characterizing the posterior distribution that exploit the structure of the underlying PDEs and parameter-to-observable map. These include structure-exploiting versions of the randomized maximum likelihood method, which aims to overcome the intractability of employing conventional MCMC methods for solving extreme-scale Bayesian inversion problems by appealing to and adapting ideas from large-scale PDE-constrained optimization, which have been very successful at exploring high-dimensional spaces. 2. Scalable parallel algorithms for construction of prior and likelihood functions based on learning methods and non-parametric density estimation. Constructing problem-specific priors remains a critical challenge in Bayesian inference, and more so in high dimensions. Another challenge is construction of likelihood functions that capture unmodeled couplings between observations and parameters. We will create parallel algorithms for non-parametric density estimation using high dimensional N-body methods and combine them with supervised learning techniques for the construction of priors and likelihood functions. 3. Bayesian inadequacy models, which augment physics models with stochastic models that represent their imperfections. The success of the Bayesian inference framework depends on the ability to represent the uncertainty due to imperfections of the mathematical model of the phenomena of interest. This is a central challenge in UQ, especially for large-scale models. We propose to develop the mathematical tools to address these challenges in the context of extreme-scale problems. 4. Parallel scalable algorithms for Bayesian optimal experimental design (OED). Bayesian inversion yields quantified uncertainties in the model parameters, which can be propagated forward through the model to yield uncertainty in outputs of interest. This opens the way for designing new experiments to reduce the uncertainties in the model parameters and model predictions. Such experimental design problems have been intractable for large-scale problems using conventional methods; we will create OED algorithms that exploit the structure of the PDE model and the parameter-to-output map to overcome these challenges. Parallel algorithms for these four problems were created, analyzed, prototyped, implemented, tuned, and scaled up for leading-edge supercomputers, including UT-Austin’s own 10 petaflops Stampede system, ANL’s Mira system, and ORNL’s Titan system. While our focus is on fundamental mathematical/computational methods and algorithms, we will assess our methods on model problems derived from several DOE mission applications, including multiscale mechanics and ice sheet dynamics.

97 MATHEMATICS AND COMPUTING↗

Bayesian Analysis of TRISO Fuel: Quantifying Model Inadequacy, Incorporating Lower-Length-Scale Effects, and Developing Parallel Active Learning Capabilities

The U.S. Department of Energy (DOE)’s Nuclear Energy Advanced Modeling and Simulation (NEAMS) program aims to develop predictive capabilities by applying computational methods to the analysis and design of advanced reactor and fuel-cycle systems. This program has been providing engineering-scale support for the continued development of BISON, a high-fidelity, high-resolution fuel performance tool. Fuel behavior in nuclear reactors is governed by a complex network of mechanisms that interact with various other physics aspects in the reactor system. Any model developed to represent fuel behavior will likely be idealized, resulting in uncertainties when comparing their predictions against the observed data. In Fiscal Year (FY)-23, we initiated the Uncertainty Quantification (UQ) work by using Bayesian methods to establish a level of model trustworthiness and further improve it, with a particular emphasis on TRI-Structural isOtropic (TRISO) nuclear fuel. This year, we further expanded on that UQ work by investigating an approach to quantifying model inadequacy and accounting for lower-length scale (LLS) effects in TRISO silver (Ag) release modeling. Furthermore, we are implementing parallel active learning capabilities to reduce the computational cost (i.e., required computational resources and elapsed time) of performing UQ. Specifically, we utilized The Kennedy O’Hagan framework for Bayesian uncertainty quantification (KOH) to account for model inadequacy in TRISO Ag release predictions made by BISON. The KOH framework represents an improvement over the standard Bayesian framework used in FY-23. Explicitly accounting for model inadequacy in the Bayesian framework helps establish the level of experimental noise uncertainty in the Advanced Gas Reactor (AGR) data. We compared the inverse UQ results obtained from both the standard Bayesian and KOH frameworks in light of the AGR-2/3/4 data, and also compared the predictive UQ results obtained from these two frameworks in light of the AGR-1 data. Next, we investigated the impact of considering LLS effects in the Ag release simulations. We developed an expanded database of LLS simulated effective diffusivities for Ag, covering a wide range of microstructures and temperatures. Using this database, we developed a framework for incorporating LLS effects into the engineering-scale Ag release UQ. We developed both parametric and non-parametric approaches for bridging the length scales. We then investigated the inverse UQ results in light of the AGR-2/3/4 data and the predictive UQ results in light of the AGR-1 data, and compared the LLS-informed approach and the Arrhenius equation, which does not include microstructure information. Finally, we discussed implementing parallel active learning capabilities in the Multiphysics Object Oriented Simulation Environment (MOOSE)/BISON to reduce the computational cost (i.e., computational resources and elapsed time) of Bayesian UQ. For verification purposes, we first tested these new capabil ities on a species interaction problem. We then demonstrated them on the TRISO Ag release application, showing that parallel active learning capabilities can enhance the accuracy of UQ while also substantially reducing the computational cost in comparison to the reference methods developed in FY-23.

11 NUCLEAR FUEL CYCLE AND FUEL MATERIALS↗

New approaches to Bayesian uncertainty quantification for Nuclear Science (Final Technical Report)

Inverse problems play a central role in experimentation and theory/data comparisons for many areas of modern Nuclear Physics (NP) and High-Energy Physics (HEP). Bayes’s Theorem is a powerful tool for solving Inverse Problems, providing conceptually transparent and unbiased constraints on theoretical parameters and their uncertainties (“Bayesian Inference”) and enabling the quantification of agreement or tension between models and data. However, analyses based on Bayesian Inference are often challenging for NP and HEP applications, either because of the large number of parameters in the problem, the high computational cost, or both. We propose a multi-institutional collaboration to develop and deploy novel Bayesian analysis tools that advance the scientific scope of a broad range of current and future NP experiments. This project brings together NP domain scientists working on several high-profile NP projects for which new, high-performance Bayesian Uncertainty Quantification (“Bayesian UQ”) methods are essential to carry out the science, and data scientists who are developing state-of-the-art methods applicable to these problems. The NP projects in this proposal comprise measurements of the mass and fundamental nature of the neutrino; study of the Quark-Gluon Plasma that filled the early universe; and mapping of natural and anthropogenic radiation environments. While these NP projects have very different scientific goals, with datasets and analysis approaches that differ significantly, they share common requirements for improving computationally intensive Bayesian analyses using advanced Machine Learning algorithms and will benefit strongly from a coherent effort to develop general solutions. This proposal brings together these projects and forefront ML-based data science algorithms to develop such general solutions. The methods developed in this project will also be more widely applicable, thereby advancing science in the larger Nuclear Physics portfolio.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗

Bayesian estimation of life parameters in the Weibull distribution.

Development of a Bayesian analysis of the scale and shape parameters in the Weibull distribution and the corresponding reliability function with respect to the usual life-testing procedures. For the scale parameter theta, Bayesian estimates of theta and reliability are obtained for the uniform, exponential, and inverted gamma prior probability densities. Bhattacharya's results (1967) for the one-parameter exponential life-testing distribution are reduced to a special case of these results. A fully Bayesian analysis of both the scale and shape parameters is developed by assuming independent prior distributions; since in the latter case, analytical tractability is not possible, Bayesian estimates are obtained through a conjunction of Monte Carlo simulation and numerical-integration techniques. In both cases, a computer simulation is carried out, and a comparison is made between the Bayesian and the corresponding minimum-variance unbiased, or maximum likelihood, estimates. As expected, the Bayesian estimates are superior.

Canavos, G. C.↗

Bayesian Retrieval of Complete Posterior PDFs of Oceanic Rain Rate From Microwave Observations

This paper presents a new Bayesian algorithm for retrieving surface rain rate from Tropical Rainfall Measurements Mission (TRMM) Microwave Imager (TMI) over the ocean, along with validations against estimates from the TRMM Precipitation Radar (PR). The Bayesian approach offers a rigorous basis for optimally combining multichannel observations with prior knowledge. While other rain rate algorithms have been published that are based at least partly on Bayesian reasoning, this is believed to be the first self-contained algorithm that fully exploits Bayes Theorem to yield not just a single rain rate, but rather a continuous posterior probability distribution of rain rate. To advance our understanding of theoretical benefits of the Bayesian approach, we have conducted sensitivity analyses based on two synthetic datasets for which the true conditional and prior distribution are known. Results demonstrate that even when the prior and conditional likelihoods are specified perfectly, biased retrievals may occur at high rain rates. This bias is not the result of a defect of the Bayesian formalism but rather represents the expected outcome when the physical constraint imposed by the radiometric observations is weak, due to saturation effects. It is also suggested that the choice of the estimators and the prior information are both crucial to the retrieval. In addition, the performance of our Bayesian algorithm is found to be comparable to that of other benchmark algorithms in real-world applications, while having the additional advantage of providing a complete continuous posterior probability distribution of surface rain rate.

Chiu, J. Christine↗

Nonlinear sparse Bayesian learning for physics-based models

This paper addresses the issue of overfitting while calibrating unknown parameters of over-parameterized physics-based models with noisy and incomplete observations. Here, a semi-analytical Bayesian framework of nonlinear sparse Bayesian learning (NSBL) is proposed to identify sparsity among model parameters during Bayesian inversion. NSBL offers significant advantages over machine learning algorithm of sparse Bayesian learning (SBL) for physics-based models, such as 1) the likelihood function or the posterior parameter distribution is not required to be Gaussian, and 2) prior parameter knowledge is incorporated into sparse learning (i.e. not all parameters are treated as questionable). NSBL employs the concept of automatic relevance determination (ARD) to facilitate sparsity among questionable parameters through parameterized prior distributions. The analytical tractability of NSBL is enabled by employing Gaussian ARD priors and by building a Gaussian mixture-model approximation of the posterior parameter distribution that excludes the contribution of ARD priors. Subsequently, type-II maximum likelihood is executed using Newton's method whereby the evidence and its gradient and Hessian information are computed in a semi-analytical fashion. We show numerically and analytically that SBL is a special case of NSBL for linear regression models. Subsequently, a linear regression example involving multimodality in both parameter posterior pdf and model evidence is considered to demonstrate the performance of NSBL in cases where SBL is inapplicable. Next, NSBL is applied to identify sparsity among the damping coefficients of a mass-spring-damper model of a shear building frame. These numerical studies demonstrate the robustness and efficiency of NSBL in alleviating overfitting during Bayesian inversion of nonlinear physics-based models.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Computational Bayesian Framework for Quantification and Reduction of Predictive Uncertainty in Subsurface Environmental Modeling

Subsurface environmental systems are open and complex, in which intricate hydrologic, microbiologic, and geochemical processes occur and interact at multiple scales. Understanding and predicting system responses to natural forces (e.g., climate changes) and human activities (e.g., contaminant remediation and CO 2 sequestration) is indispensable for managing water resources, cleaning subsurface contamination at many sites of the Department of Energy (DOE), and providing expert analysis to inform policy-making on long-term stewardship of nuclear waste disposal and CO 2 storage sites. Groundwater reactive transport modeling is necessary for understanding and predicting the complex subsurface environmental system. However, as complex systems are never completely predictable, model predictions of the subsurface system are inherently uncertain, and uncertainty is one of the greatest obstacles in simulating the subsurface environment. Quantifying predictive uncertainty of the complex system is critical to test model predictive power, support decision-making, and guide experimental design and data collection for uncertainty reduction. This project tackled two major obstacles to efficient and effective quantification and reduction of predictive uncertainty in simulating the complex subsurface environment. One obstacle is that existing methods of uncertainty quantification are too fragmented and incomplete for understanding and predicting the complex subsurface environment as a whole. The other obstacle is that existing methods of uncertainty quantification are computationally demanding and may not be applicable to groundwater reactive transport modeling that is always computationally expensive. The above two obstacles to uncertainty quantification directly affect the design of data collection schemes for uncertainty reduction. In this project, we developed a comprehensive Bayesian framework to remove the first obstacle. The second obstacle was tackled by using the sparse grid methods, which were originally developed and analyzed for numerical integration in the field of applied mathematics. We integrated the sparse grid methods into the Bayesian framework seamlessly, which led to a sparse-grid-based method of Bayesian uncertainty analysis. The developed computational Bayesian framework has been applied to a number of subsurface environmental problems through collaborating with scientists at the Pacific Northwest National Laboratory and Oak Ridge National Laboratory. The applications demonstrated that the computational Bayesian framework is general and compatible with any models and numerical codes of subsurface modeling. It is thus can be applied to gain insights for subsurface environmental modeling. This project helped the PI achieve his career goal to advance the state-of-the-art computational methods in uncertainty quantification for subsurface environmental modeling. This project supported two doctoral students, two master students, and one post-doc. The two doctoral students, after their graduation, worked as post-docs at the Pacific Northwest National Laboratory and the Oak Ridge National Laboratory. The project produced a total of 29 journal articles (four under review), one book chapter, and a number of conference proceedings and abstracts.

54 ENVIRONMENTAL SCIENCES↗

Estimating reaction parameters in mechanism-enabled population balance models of nanoparticle size distributions: A Bayesian inverse problem approach

In order to quantitatively predict nano- as well as other particle-size distributions, one needs to have both a mathematical model and estimates of the parameters that appear in these models. Here, we show how one can use Bayesian inversion to obtain statistical estimates for the parameters that appear in recently derived mechanism-enabled population balance models (ME-PBM) of nanoparticle growth. The Bayesian approach addresses the question of “how well do we know our parameters, along with their uncertainties?.” The results reveal that Bayesian inversion statistical analysis on an example, prototype $\mathrm{lr(0)_n}$ nanoparticle formation system allows one to estimate not just the most likely rate constants and other parameter values, but also their SDs, confidence intervals, and other statistical information. Moreover, knowing the reliability of the mechanistic model's parameters in turn helps inform one about the reliability of the proposed mechanism, as well as the reliability of its predictions. Importantly, the paper can also be seen as a tutorial with the additional goal of achieving a “Gold Standard” Bayesian inversion ME-PBM benchmark that others can use as a control to check their own use of this methodology for other systems of interest throughout nature. Overall, the results provide strong support for the hypothesis that there is substantial value in using a Bayesian inversion methodology for parameter estimation in particle formation systems.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗

Bayesian D‐Optimal Designs for Gaussian Process Surrogate Models

Computer experiments often employ space-filling strategies to create surrogate models with strong predictive performance. The impact of model parameter estimation for Gaussian process surrogates, however, is often overlooked. Obtaining a better initial estimate of the covariance lengthscale parameter, θ, can greatly improve the resulting Gaussian process fit through more effective sequential acquisitions during active learning. In this work, we propose a novel initial design maximizing the Bayesian D-optimality criterion of the Gaussian process lengthscale parameter. Previously published results have shown the emphasis on lengthscale estimation to be promising, but relied on an empirically driven design creation process. Our Bayesian D-optimal designs are rooted in information theory and lead to more informative sequential acquisitions by improving lengthscale estimation. In many cases, these gains eventually result in better surrogates than those seeded with space-filling initial designs. Furthermore, Bayesian D-optimal designs can be tailored to either isotropic or anisotropic covariance structures, and the Bayesian framework enables the inclusion of prior knowledge in the design process, offering greater flexibility and adaptability. Through several simulation studies, we demonstrate the advantages of Bayesian D-optimal designs in terms of both lengthscale estimation accuracy and predictive performance during active learning.

Bayesian experimental design↗

Mobile sensing of point-source gas emissions using Bayesian inference: An empirical examination of the likelihood function

This paper evaluates likelihood function forms for Bayesian inference of point-source gas emissions using a mobile sensor. Whereas Bayesian inference has been successfully used to estimate emission rates from time-averaged concentration data measured by stationary sensors, data collected by mobile sensors do not represent ensemble or time-averaged conditions. To examine the potential impact of this contrast, controlled release experiments were conducted with a mobile sensor measuring concentrations repeatedly along transverse cross sections of the downwind plumes. Experiments were conducted with measurements made at different downwind distances, different sensor heights, and with different obstacle states. An examination is made between two commonly-used likelihood functions, the Gaussian and the log-normal. For experiments conducted in the absence of obstacles, the Bayesian estimates using the log-normal likelihood function yield a much smaller bias than those based on the Gaussian likelihood function. This finding is consistent with the non-Gaussian nature of concentration fluctuations near a point-source. For experiments conducted in the presence of obstacles, the Bayesian inference based on the Gaussian likelihood function exhibits a better performance. This can be explained by the enhanced turbulent mixing due to the obstacle-introduced wake eddies. Overall, we find that the selection of the likelihood function can be physically related to the underlying conditions, and the proper selection is critical to ensure the performance of the Bayesian inference for source characterization using mobile sensing data.

54 ENVIRONMENTAL SCIENCES↗

A Markov chain Monte Carlo (MCMC) Bayesian inference approach to analyze apparent activation barriers and reaction orders from microreactor data

Statistical analysis of steady-state catalytic kinetic data is often limited by data sparsity due to the slow pace at which the data is collected. Data sparsity and limitations in statistical analysis make it difficult to differentiate between mechanistic models and catalytic sites. A Bayesian inference tool is reported for catalysis researchers to estimate error in the determination of reaction orders from steady state microreactor data. The benefits of a Bayesian inference approach are discussed, as an alternative to the more common frequentist approach. The approach incorporates prior knowledge of the system and the data collected to form an error estimate on reaction orders. We investigated the effects of three distinct data treatments—individual fitting of trials, pooled analysis, and constrained regression methods—on the precision and uncertainty of reaction order determinations. To assess the robustness of our findings, we conducted sensitivity analyses to evaluate the influence of Bayesian parameters on uncertainty estimation. Additionally, we utilized synthetic data to illustrate how data quality impacts the precision of uncertainty assessments. We show Bayesian analysis can obtain a more precise estimation of error with a sparse data set than a frequentist analysis. Finally, this work provides strong evidence that the adoption of Bayesian analysis of kinetic data may help researchers make more precise arguments as to the strength of their evidence for a particular mechanistic hypothesis, or in comparing across different catalysts.

42 ENGINEERING↗

Computationally efficient Bayesian estimation of graphical networks for omics data

Graphical networks are useful, widely-used modeling approaches to represent complex biological processes with biological measurements generated by platforms such as mass spectrometry. Bayesian analyses of graphical networks for omics data have several advantages over their frequentist counterparts, such as the inclusion of prior knowledge in the estimation of models. However, Bayesian approaches to date have only been feasible for data with a couple hundred biomolecules due to prohibitive computational time, but omics data often contains tens of thousands of biomolecules. Here, we present and illustrate a more computationally efficient approach named BPlane (Bayesian PseudoLikelihood-based Algorithm for Network Estimation) to extend Bayesian modeling capabilities for larger-sized datasets, such as most untargeted proteomics data. Via simulation, we demonstrate that BPlane produces substantial computational savings over a current state-of-the-art Bayesian algorithm while maintaining competitive edge detection accuracy. On a SARS-CoV2 proteomics data with 7000 proteins, the competing algorithm takes three times as long to complete the first iteration as BPlane takes to converge after over 100 iterations.

EM algorithm↗

Neural network approximation of Bayesian models for the inference of ion and electron temperature profiles at W7-X

Here, we describe a method for training a neural network (NN) to approximate the full model Bayesian inference of plasma profiles from x-ray imaging diagnostic measurements. The modeling is carried out within the Minerva Bayesian modeling framework where models are defined as a set of assumptions, prior beliefs on parameter values and physics knowledge. The goal is to use NNs for fast ion and electron temperature profile inversion from measured image data. The NN is trained solely on artificial data generated by sampling from the joint distribution of the free parameters and model predictions. The training is carried out in such a way that the mapping learned by the network constitutes an approximation of the full model Bayesian inference. The analysis is carried out on images constituted of 20 × 195 pixels corresponding to binned lines of sight and spectral channels, respectively. Through the full model inference, it is possible to infer electron and ion temperature profiles as well as impurity density profiles. When the network is utilized for the inference of the temperature profiles, the analysis time can be reduced down to a few tens of microseconds for a single time point, which is a drastic improvement if compared to the ≈4 h long Bayesian inference. The procedure developed for the generation of the training set does not rely on diagnostic-specific features, and therefore it is in principle applicable to any other model developed within the Minerva framework. The trained NN has been tested on data collected during the first operational campaign at W7-X, and compared to the full model Bayesian inference results.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗

Bayesian model mixing with multireference energy density functional

Reliably predicting nuclear properties across the entire chart of isotopes is important for applications ranging from nuclear astrophysics to superheavy science to nuclear technology. To this day, however, all the theoretical models that can scale at the level of the chart of isotopes remain semiphenomenological. Because they are fitted locally, their predictive power can vary significantly; different versions of the same theory provide different predictions. Bayesian model mixing takes advantage of such imperfect models to build a local mixture of a set of models to make improved predictions. Earlier attempts to use Bayesian model mixing for mass table calculations relied on models treated at single-reference energy density functional level, which fail to capture some of the correlations caused by configuration mixing or the restoration of broken symmetries. In this study we have applied Bayesian model mixing techniques within a multireference energy density functional (MR-EDF) framework. We considered predictions of two-particle separation energies from particle number projection or angular momentum projection with four different energy density functionals—a total of eight different MR-EDF models. We used a hierarchical Bayesian stacking framework with a Dirichlet prior distribution over weights together with an inverse log-ratio transform to enable positive correlations between different models. We found that Bayesian model mixing provides significantly improved predictions compared to the participating models. Published by the American Physical Society 2025

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗

Fault Detection in Distributed Climate Sensor Networks using Dynamic Bayesian Networks

The Atmospheric Radiation Measurement program operated by U.S. Department of Energy is one of the largest climate research programs dedicated to the collection of long-term continuous measurements of cloud properties and other key components of the earth’s climate system. Given the critical role that collected ARM data plays in the analysis of atmospheric processes and conditions and in the enhancement and evaluation of global climate models, the production and distribution of high-quality data is one of ARM’s primary mission objectives. Fault detection in ARM’s distributed sensor network is one critical ingredient towards maintaining high quality and useful data. We are modeling ARM’s distributed sensor network as a dynamic Bayesian network where key measurements are mapped to Bayesian network variables. We then define the conditional dependencies between variables by discovering highly correlated variable pairs from historical data. The resultant dynamic Bayesian network provides an automated approach to identifying whether certain sensors are malfunctioning or failing in the distributed sensor network. A potential fault or failure is detected when an observed measurement is not consistent with its expected measurement and the observed measurements of other related sensors in the Bayesian network. We present some of our experiences and promising results with the fault detection dynamic Bayesian network.

54 ENVIRONMENTAL SCIENCES↗

Bayesian Inference for Time Trends in Parameter Values using Weighted Evidence Sets

There is a nearly ubiquitous assumption in PSA that parameter values are at least piecewise-constant in time. As a result, Bayesian inference tends to incorporate many years of plant operation, over which there have been significant changes in plant operational and maintenance practices, plant management, etc. These changes can cause significant changes in parameter values over time; however, failure to perform Bayesian inference in the proper time-dependent framework can mask these changes. Failure to question the assumption of constant parameter values, and failure to perform Bayesian inference in the proper time-dependent framework were noted as important issues in NUREG/CR-6813, performed for the U. S. Nuclear Regulatory Commission’s Advisory Committee on Reactor Safeguards in 2003. That report noted that “in-dustry lacks tools to perform time-trend analysis with Bayesian updating.” This paper describes an applica-tion of time-dependent Bayesian inference methods developed for the European Commission Ageing PSA Network. These methods utilize open-source software, implementing Markov chain Monte Carlo sampling. The paper also illustrates an approach to incorporating multiple sources of data via applicability weighting factors that address differences in key influences, such as vendor, component boundaries, conditions of the operating environment, etc.

99 GENERAL AND MISCELLANEOUS↗

An efficient Bayesian inversion of a geothermal prospect using a multivariate adaptive regression spline method

In this study, an efficient Bayesian framework equipped with a multivariate adaptive regression spline (MARS) technique is developed to alleviate computational burdens encountered in a conventional Bayesian inversion of a geothermal prospect. Fast MARS models are developed from training dataset generated by CPU-intensive hydrothermal models and used as surrogate of high-fidelity physical models in Markov Chain Monte Carlo (MCMC) sampling. This Bayesian inference with MARS-enabled MCMC method is used to reduce prior estimates of uncertainty in structural or characteristic hydrothermal flow parameters of the model to posterior distributions. A geothermal prospect near Superstition Mountain in Imperial County of California in USA is used to illustrate the proposed framework and demonstrate the computational efficiency of MARS-based Bayesian inversion. The developed MARS models are also used to efficiently drive calculation of Sobol’ total sensitivity indices. Furthermore, only top sensitive parameters are included in Bayesian inference to further improve the computational efficiency of inversion. Sensitivity analysis also confirms that water circulation through high permeable structures, rather than heat conduction through impermeable granite, is the primary heat transfer method. The presented framework is demonstrated an efficient tool to update knowledge of geothermal prospects by inversing field data. Although only thermal data is used in this study, other type of data, such as flow and transport observations, can be jointly used in this method for underground hydrocarbon reservoirs.

15 GEOTHERMAL ENERGY↗

Bayesian analysis of rare events

In many areas of engineering and science there is an interest in predicting the probability of rare events, in particular in applications related to safety and security. Increasingly, such predictions are made through computer models of physical systems in an uncertainty quantification framework. Additionally, with advances in IT, monitoring and sensor technology, an increasing amount of data on the performance of the systems is collected. This data can be used to reduce uncertainty, improve the probability estimates and consequently enhance the management of rare events and associated risks. Bayesian analysis is the ideal method to include the data into the probabilistic model. It ensures a consistent probabilistic treatment of uncertainty, which is central in the prediction of rare events, where extrapolation from the domain of observation is common. We present a framework for performing Bayesian updating of rare event probabilities, termed BUS. It is based on a reinterpretation of the classical rejection-sampling approach to Bayesian analysis, which enables the use of established methods for estimating probabilities of rare events. By drawing upon these methods, the framework makes use of their computational efficiency. These methods include the First-Order Reliability Method (FORM), tailored importance sampling (IS) methods and Subset Simulation (SuS). In this contribution, we briefly review these methods in the context of the BUS framework and investigate their applicability to Bayesian analysis of rare events in different settings. We find that, for some applications, FORM can be highly efficient and is surprisingly accurate, enabling Bayesian analysis of rare events with just a few model evaluations. In a general setting, BUS implemented through IS and SuS is more robust and flexible.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗