Engineering Papers⌕ Search

SEARCH · Engineering Papers

Results for “Bayesian parameter estimation”

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.

Quote a phrase for an exact phrase match. Source license links do not imply unrestricted reuse.

At least 145 records · Page 8

Uncertainty in Soil Moisture Retrievals: an Ensemble Approach Using SMOS L-Band Microwave Data

The uncertainty of soil moisture (SM) retrievals from satellite brightness temperature (TB) observations depends primarily on the choice of radiative transfer model (RTM) parameters, prior SM information and TB inputs. This paper studies the sensitivity of several (quasi-)operational and experimental SM retrieval products from the Soil Moisture Ocean Salinity (SMOS) mission to these choices at 11 reference sites, located in 7 watersheds across the United States (US). Different literature-based RTM parameter sets cause large biases between retrievals. Whereas typical RTM parameter sets are calibrated for SM retrievals, it is shown that a parameter set carefully optimized for TB forward modeling can also be used for retrieving SM. It is also shown that the inclusion of dynamic prior SM estimates in a Bayesian retrieval scheme can strongly improve SM retrievals, regardless of the choice of RTM parameters, and that the use of multi-angular and multi-polarization TB does not necessarily lead to superior retrievals compared to retrievals based on TB data at a single incidence angle and polarization. The second part of this paper evaluates ensemble uncertainty metrics for SM retrievals obtained by propagating a wide range of RTM parameters through the RTM. As expected for bounded variables, the spread in the ensemble SM retrievals is smallest for wet and dry SM values and highest for intermediate SM values. After removal of the strong long-term mean bias associated with the RTM parameter values for individual ensemble members, the remaining anomaly ensemble SM spread of 0.037 cu m/cu m approximates the actual time series unbiased root-mean-square-difference of 0.042 cu m/cu m between ensemble mean retrievals and in situ reference data across the reference sites. However, the temporal variability in the anomaly ensemble spread reveals higher-order biases in the retrieval error, which should be accounted for when characterizing retrieval error.

Jan Quets↗

How data science methods can improve the quality and efficiency of ICF and HEDP research

Data Science methods (many that are Bayesian based) are widely used in the physical sciences to estimate model parameters from experimental data, synthesize heterogeneous data, calibrate models, design experiments, and determine statistical significance of data. These methods provide a wealth of advantages over traditional analysis techniques because: 1) uncertainties are rigorously defined and propagated naturally through complex systems including covariance, 2) prior information is captured within the analysis framework (including rad-MHD and rad-hydro simulations), 3) competing models can be selected and/or ruled out using quantitative criteria, and 4) complex, heterogeneous data can be incorporated simultaneously. While these methods have been widely adopted as the gold standard in fields such as particle physics, astronomy, and biology, they have been slow to catch on in Inertial Confinement Fusion (ICF) and High Energy Density Physics (HEDP) research. Recently, several teams at LLNL, SNL, LANL, and the LLE have been exploring the use of these tools in their research and have found success. Here we propose that a concerted effort to consolidate these independent research efforts by developing and deploying common tools for use across the complex can revolutionize the way we approach data analysis, assimilation of theory and experiment, and decision making. The Bayesian formalism provides a means to accomplish this, but we are lacking certain infrastructure to make it happen on a large scale. Furthermore, once adopted, these techniques can be used to develop standards by which discoveries can be judged, similar to the so-called 5σ rule in high energy particle physics. Such standards may be used in the future to address the issue of unknown reproducibility in ICF and HED experiments caused by low shot rate and high cost per experiment. Our goals as a group are to advance the state of the art in HED measurement science by enabling: 1) better inferences from data with well-defined uncertainties, 2) better use of the data we have and continue to collect, 3) intelligent synthesis of data, 4) evaluation of the statistical significance of our data, and 5) informed decision making regarding the design of new experiments and instruments.

72 PHYSICS OF ELEMENTARY PARTICLES AND FIELDS↗

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

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

Bayesian Inference↗

Imprecise global sensitivity analysis using bayesian multimodel inference and importance sampling

Global Sensitivity Analysis (GSA) aims to understand the relative importance of uncertain input variables to model response. Conventional GSA involves calculating sensitivity (Sobol’) indices for a model with known model parameter distributions. However, model parameters are affected by aleatory and epistemic uncertainty, with the latter often caused by lack of data. In this paper, we propose a new framework to quantify uncertainty in probability model-form and model parameters resulting from small datasets and integrate these uncertainties into Sobol’ index estimates. First, the process establishes, through Bayesian multimodel inference, a set of candidate probability models and their associated probabilities. Imprecise Sobol’ indices are calculated from these probability models using an importance sampling reweighting approach. This results in probabilistic Sobol’ indices, whose distribution characterizes uncertainty in the sensitivity resulting from small dataset size. The imprecise Sobol’ indices thus provide a measure of confidence in the sensitivity estimate and, moreover, can be used to inform data collection efforts targeted to minimize the impact of uncertainties. Through an example studying the parameters of a Timoshenko beam, we show that these probabilistic Sobol’ indices converge to the true/deterministic Sobol’ indices as the dataset size increases and hence, distribution-form uncertainty reduces. The approach is then applied to assess the sensitivity of the out-of-plane properties of an E-glass fiber composite material to its constituent properties. This second example illustrates the approach for an important class of materials with wide-ranging applications when data may be lacking for some input parameters.

42 ENGINEERING↗

Hierarchical Bayesian Inverse Problems: A High-Dimensional Statistics Viewpoint

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

MAP estimation↗

Estimating the Properties of Hard X-Ray Solar Flares by Constraining Model Parameters

We wish to better constrain the properties of solar flares by exploring how parameterized models of solar flares interact with uncertainty estimation methods. We compare four different methods of calculating uncertainty estimates in fitting parameterized models to Ramaty High Energy Solar Spectroscopic Imager X-ray spectra, considering only statistical sources of error. Three of the four methods are based on estimating the scale-size of the minimum in a hypersurface formed by the weighted sum of the squares of the differences between the model fit and the data as a function of the fit parameters, and are implemented as commonly practiced. The fourth method is also based on the difference between the data and the model, but instead uses Bayesian data analysis and Markov chain Monte Carlo (MCMC) techniques to calculate an uncertainty estimate. Two flare spectra are modeled: one from the Geostationary Operational Environmental Satellite X1.3 class flare of 2005 January 19, and the other from the X4.8 flare of 2002 July 23.We find that the four methods give approximately the same uncertainty estimates for the 2005 January 19 spectral fit parameters, but lead to very different uncertainty estimates for the 2002 July 23 spectral fit. This is because each method implements different analyses of the hypersurface, yielding method-dependent results that can differ greatly depending on the shape of the hypersurface. The hypersurface arising from the 2005 January 19 analysis is consistent with a normal distribution; therefore, the assumptions behind the three non- Bayesian uncertainty estimation methods are satisfied and similar estimates are found. The 2002 July 23 analysis shows that the hypersurface is not consistent with a normal distribution, indicating that the assumptions behind the three non-Bayesian uncertainty estimation methods are not satisfied, leading to differing estimates of the uncertainty. We find that the shape of the hypersurface is crucial in understanding the output from each uncertainty estimation technique, and that a crucial factor determining the shape of hypersurface is the location of the low-energy cutoff relative to energies where the thermal emission dominates. The Bayesian/MCMC approach also allows us to provide detailed information on probable values of the low-energy cutoff, Ec, a crucial parameter in defining the energy content of the flare-accelerated electrons. We show that for the 2002 July 23 flare data, there is a 95% probability that Ec lies below approximately 40 keV, and a 68% probability that it lies in the range 7-36 keV. Further, the low-energy cutoff is more likely to be in the range 25-35 keV than in any other 10 keV wide energy range. The low-energy cutoff for the 2005 January 19 flare is more tightly constrained to 107 +/- 4 keV with 68% probability.

X-rays↗

Applications of estimation theory to inverse problems in meteorology

The paper applies iterated and non-iterated extended Kalman filters to solve two practical meteorological inversion problems. Passive microwave satellite soundings are used to infer vertical temperature profiles and cloud parameters. In both cases it is shown that improvements can be obtained over presently used techniques. Finally, the results suggest that modern multivariate nonlinear recursive estimation techniques based in a Bayesian methodology can be a valuable tool in the area of remote sounding of atmospheric parameters.

Gustafson, D. E.↗

Modeling Forest Biomass and Growth: Coupling Long-Term Inventory and Lidar Data

Combining spatially-explicit long-term forest inventory and remotely sensed information from Light Detection and Ranging (LiDAR) datasets through statistical models can be a powerful tool for predicting and mapping above-ground biomass (AGB) at a range of geographic scales. We present and examine a novel modeling approach to improve prediction of AGB and estimate AGB growth using LiDAR data. The proposed model accommodates temporal misalignment between field measurements and remotely sensed data-a problem pervasive in such settings-by including multiple time-indexed measurements at plot locations to estimate AGB growth. We pursue a Bayesian modeling framework that allows for appropriately complex parameter associations and uncertainty propagation through to prediction. Specifically, we identify a space-varying coefficients model to predict and map AGB and its associated growth simultaneously. The proposed model is assessed using LiDAR data acquired from NASA Goddard's LiDAR, Hyper-spectral & Thermal imager and field inventory data from the Penobscot Experimental Forest in Bradley, Maine. The proposed model outperformed the time-invariant counterpart models in predictive performance as indicated by a substantial reduction in root mean squared error. The proposed model adequately accounts for temporal misalignment through the estimation of forest AGB growth and accommodates residual spatial dependence. Results from this analysis suggest that future AGB models informed using remotely sensed data, such as LiDAR, may be improved by adapting traditional modeling frameworks to account for temporal misalignment and spatial dependence using random effects.

Babcock, Chad↗

Data Assimilation for Robust UQ Within Agent-Based Simulation on HPC Systems

Agent-based simulation provides a powerful tool for in silico system modeling. However, these simulations do not provide built-in methods for uncertainty quantification (UQ). Within these types of models a typical approach to UQ is to run multiple realizations of the model then compute aggregate statistics. This approach is limited due to the compute time required for a solution. When faced with an emerging biothreat, public health decisions need to be made quickly and solutions for integrating near real-time data with analytic tools are needed. We propose an integrated Bayesian UQ framework for agent-based models based on sequential Monte Carlo sampling. Given streaming or static data about the evolution of an emerging pathogen this Bayesian framework provides a distribution over the parameters governing the spread of a disease through a population. These estimates of the spread of a disease may be provided to public health agencies seeking to abate the spread. By coupling agent-based simulations with Bayesian modeling in a data assimilation, our proposed framework provides a powerful tool for modeling dynamical systems in silico. We propose a method which reduces model error and provides a range of realistic possible outcomes. Moreover, our method addresses two primary limitations of ABMs: the lack of UQ and an inability to assimilate data. Our proposed framework combines the flexibility of an agent-based model with UQ provided by the Bayesian paradigm in a workflow which scales well to HPC systems. We provide algorithmic details and results on a simulated outbreak with both static and streaming data.

Spannaus, Adam [ORNL] (ORCID:0000000225213657)↗

On the robustness of a Bayes estimate

This paper examines the robustness of a Bayes estimator with respect to the assigned prior distribution. A Bayesian analysis for a stochastic scale parameter of a Weibull failure model is summarized in which the natural conjugate is assigned as the prior distribution of the random parameter. The sensitivity analysis is carried out by the Monte Carlo method in which, although an inverted gamma is the assigned prior, realizations are generated using distribution functions of varying shape. For several distributional forms and even for some fixed values of the parameter, simulated mean squared errors of Bayes and minimum variance unbiased estimators are determined and compared. Results indicate that the Bayes estimator remains squared-error superior and appears to be largely robust to the form of the assigned prior distribution.

Canavos, G. C.↗

Development and application of marginal likelihood optimization for integral parameter adjustment

When adjusting nuclear data with integral experiments, care must be taken that spurious adjustments are not made by assimilating poorly characterized integral parameters. If there are unaccounted for biases or poorly estimated uncertainties in the calculated and experimental values for an integral parameter, the Bayesian data assimilation may adjust the nuclear data in a manner that does not reflect the physics of the integral parameter. To identify and lessen the impact of these inconsistent integral parameters, in this study we present a Marginal Likelihood Optimization algorithm. In a data-driven way, the marginalized likelihood is used to modulate hyperparameter terms that decrease the influence of inconsistent integral parameters on the adjustment. The advantage of this approach over other methods in the literature is that it incorporates correlation information and does not remove an integral parameter from the adjustment. Herein, we present and motivate the algorithm, and apply it to an integral data assimilation case study.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗

NEXTorch: A Design and Bayesian Optimization Toolkit for Chemical Sciences and Engineering

Automation and optimization of chemical systems require well-informed decisions on what experiments to run to reduce time, materials, and/or computations. Data-driven active learning algorithms have emerged as valuable tools to solve such tasks. Bayesian optimization, a sequential global optimization approach, is a popular active-learning framework. Past studies have demonstrated its efficiency in solving chemistry and engineering problems. Here we introduce NEXTorch, a library in Python/PyTorch, to facilitate laboratory or computational design using Bayesian optimization. NEXTorch offers fast predictive modeling, flexible optimization loops, visualization capabilities, easy interfacing with legacy software, and multiple types of parameters and data type conversions. It provides GPU acceleration, parallelization, and state-of-the-art Bayesian optimization algorithms and supports both automated an d human-in-the-loop optimization. The comprehensive online documentation introduces Bayesian optimization theory and several examples from catalyst synthesis, reaction condition optimization, parameter estimation, and reactor geometry optimization. NEXTorch is open-source and available on GitHub

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗

Probabilistic estimation of depth-resolved profiles of soil thermal diffusivity from temperature time series

Abstract. Improving the quantification of soil thermal and physical properties is key to achieving a better understanding and prediction of soil hydro-biogeochemical processes and their responses to changes in atmospheric forcing. Obtaining such information at numerous locations and/or over time with conventional soil sampling is challenging. The increasing availability of low-cost, vertically resolved temperature sensor arrays offers promise for improving the estimation of soil thermal properties from temperature time series, and the possible indirect estimation of physical properties. Still, the reliability and limitations of such an approach need to be assessed. In the present study, we develop a parameter estimation approach based on a combination of thermal modeling, sliding time windows, Bayesian inference, and Markov chain Monte Carlo simulation to estimate thermal diffusivity and its uncertainty over time, at numerous locations and at an unprecedented vertical spatial resolution (i.e., down to 5 to 10 cm vertical resolution) from soil temperature time series. We provide the necessary framework to assess under which environmental conditions (soil temperature gradient, fluctuations, and trend), temperature sensor characteristics (bias and level of noise), and deployment geometries (sensor number and position) soil thermal diffusivity can be reliably inferred. We validate the method with synthetic experiments and field studies. The synthetic experiments show that in the presence of median diurnal fluctuations ≥ 1.5 ∘C at 5 cm below the ground surface, temperature gradients > 2 ∘C m−1, and a sliding time window of at least 4 d the proposed method provides reliable depth-resolved thermal diffusivity estimates with percentage errors ≤ 10 % and posterior relative standard deviations ≤ 5 % up to 1 m depth. Reliable thermal diffusivity under such environmental conditions also requires temperature sensors to be spaced precisely (with accuracy to a few millimeters), with a level of noise ≤ 0.02 ∘C, and with a bias defined by a standard deviation ≤ 0.01 ∘C. Finally, the application of the developed approach to field data indicates significant repeatability in results and similarity with independent measurements, as well as promise in using a sliding time window to estimate temporal changes in soil thermal diffusivity, as needed to potentially capture changes in bulk density or water content.

54 ENVIRONMENTAL SCIENCES↗

Classification results using spacially correlated Landsat data

Tubbs and Coberly (1978) demonstrated that Landsat multispectral scanner data are not independent random observations, but, are in fact highly correlated. They also demonstrated that the correlation structure for the data is similar to that of a stationary autoregressive process of order one. This paper investigates the effect that serially correlated training data have upon both the estimation of parameters and the classification problem. Results are included for both the Bayesian and maximum likelihood classification procedures.

Tubbs, J. D.↗

Piloted Simulator Evaluation of Maneuvering Envelope Information for Flight Crew Awareness

The implementation and evaluation of an efficient method for estimating safe aircraft maneuvering envelopes are discussed. A Bayesian approach is used to produce a deterministic algorithm for estimating aerodynamic system parameters from existing noisy sensor measurements, which are then used to estimate the trim envelope through efficient high- fidelity model-based computations of attainable equilibrium sets. The safe maneuverability limitations are extended beyond the trim envelope through a robust reachability analysis derived from an optimal control formulation. The trim and maneuvering envelope limits are then conveyed to pilots through three axes on the primary flight display. To evaluate the new display features, commercial airline crews flew multiple challenging approach and landing scenarios in the full motion Advanced Concepts Flight Simulator at NASA Ames Research Center, as part of a larger research initiative to investigate the impact on the energy state awareness of the crew. Results show that the additional display features have the potential to significantly improve situational awareness of the flight crew.

maneuvers↗

Efficient Calibration of Expensive Computational Models

Accounting for uncertainty when calibrating expensive computational models is a common challenge faced by scientists and engineers. Often Bayesian techniques are adopted to estimate a probability density function over the model parameters given noisy empirical data. The methods used to perform this type of probabilistic calibration are computationally prohibitive in that they require a large number of evaluations of the expensive model. In these cases, surrogate modeling -- that is, using a fast-to-evaluate, lower fidelity stand-in for the original computational model -- may be the only option to alleviate this computational burden. However, the upfront cost of generating training data to build a surrogate model can itself be expensive. As such, it is important to be judicious when selecting training points at which the full-fidelity model is evaluated. Here, an active learning approach is proposed that enables efficient selection of training points using approximate samples of the calibrated parameter probability density function. In this way, the training points can be concentrated in regions where the calibration algorithm requires high model accuracy.

active learning↗

Mind the Gap: Addressing Data Gaps and Assessing Noise Mismodeling in LISA

Due to the sheer complexity of the Laser Interferometer Space Antenna (LISA) space mission, data gaps arising from instrumental irregularities and/or scheduled maintenance are unavoidable. Focusing on merger-dominated massive black hole binary signals, we test the appropriateness of the Whittle-likelihood on gapped data in a variety of cases. From first principles, we derive the likelihood valid for gapped data in both the time and frequency domains. Cheap-to-evaluate proxies to p-p plots are derived based on a Fisher-based formalism, and verified through Bayesian techniques. Our tools allow to predict the altered variance in the parameter estimates that arises from noise mismodeling, as well as the information loss represented by the broadening of the posteriors. The result of noise mismodeling with gaps is sensitive to the characteristics of the noise model, with strong low-frequency (red) noise and strong high-frequency (blue) noise giving statistically significant fluctuations in recovered parameters. We demonstrate that the introduction of a tapering window reduces statistical inconsistency errors, at the cost of less precise parameter estimates. We also show that the assumption of independence between inter-gap segments appears to be a fair approximation even if the data set is inherently coherent. However, if one instead assumes fictitious correlations in the data stream, when the data segments are actually independent, then the resultant parameter recoveries could be inconsistent with the true parameters. The theoretical and numerical practices that are presented in this work could readily be incorporated into global-fit pipelines operating on gapped data.

LISA↗

Determining reference standard strength for neutron-irradiated reduced activation ferritic/martensitic steel F82H by Bayesian method

The deterministic approach widely adopted in the design of structural components relies on systematically defined design limits using empirically determined safety factors. However, this approach is not always appropriate because structures are subjected to a variety of loads in the practical environment, which may result in excessively conservative design limits. In recent years, a more rigorous probabilistic approach that incorporates material strength distributions has become an important solution. In the probabilistic approach, the probability density functions of material strength properties underpin the design criteria. Here, the objective of this study is to identify the density distribution functions that best describe tensile properties of irradiated F82H to define a reference strength for DEMO design. Due to the limited number of existing data, this study specifically employs a Bayesian prediction method based on Monte Carlo simulations to determine a material reference value with statistical reliability and to investigate its effectiveness. For example, the dependence of tensile properties of 300 °C irradiated materials on irradiation damage and the range predicted by 95% Bayesian estimation was evaluated. As a statistical model for the dose dependence of statistical parameters, the normal distribution exhibited a better fit for 0.2% proof strength and tensile strength, whereas the distribution of total elongation data gave comparable reference values for both the normal and Weibull distribution models. Both models gave comparable criteria for the distribution of total elongation data. The Weibull model also gave better results for uniform elongation. The function best describing the model was a logarithmic law for both 0.2% proof strength and tensile strength, while a power law for both total and uniform elongation, which allowed for more comprehensive data prediction of irradiation data with statistical accuracy for DEMO reactor design.

36 MATERIALS SCIENCE↗