Engineering Papers⌕ Search

SEARCH · Engineering Papers

Results for “Bayesian error estimator”

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 163 records · Page 9

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↗

Automatic Calibration of a Geomechanical Model from Sparse Data for Estimating Stress in Deep Geological Formations

Summary In this study, we demonstrate geomechanical modeling with fully automatic parameter calibration to estimate the full geomechanical stress fields of a prospective US carbon dioxide (CO2) storage site, based on sparse measurement data. The goal is to compute full stress tensor field estimates (principal stresses and orientations) that are maximally compatible with observations within the constraints of the model assumptions, thereby extending pointwise, incomplete partial stress measurement to a simulated full formation stress field, as well as a rough assessment of the associated error. We use the Perch site, located in Otsego County, Michigan, USA, as our case study. The input data consist of partial stress tensor information inferred from in-situ borehole tests, geophysical well logs, and processing of seismic data. A static earth model (SEM) of the site was developed, and geomechanical simulation functionality of the open-source MATLAB Reservoir Simulation Toolbox (MRST) was used to model the stress field. Adjoint-based nonlinear optimization was used to adjust boundary conditions and material properties to calibrate simulated results of observations. Results were interpreted through a Bayesian framework. The focus of this paper is to demonstrate how the fully automatic calibration procedure works and discuss the results obtained; it does not attempt a detailed analysis of the stress field in the context of the proposed CO2 storage initiatives. Our work is part of a larger effort to noninvasively determine in-situ stresses in deep formations considered for CO2 storage. Guided by previously published research on geomechanical model calibration, our work presents a novel calibration approach supporting a potentially large number of linear or nonlinear calibration parameters to produce results optimally agreeing with available measurements and thus extend partial pointwise estimates to full tensor fields compatible with the physics of the site.

Engineering↗

Coexistent Quantum Channel Characterization Using Spectrally Resolved Bayesian Quantum Process Tomography

The coexistence of quantum and classical signals over the same optical fiber with minimal degradation of the transmitted quantum information is critical for operating large-scale quantum networks over the existing communications infrastructure. In this work, we systematically characterize the quantum channel that results from simultaneously distributing approximate single-photon polarization-encoded qubits and classical light of varying intensities through fiber-optic channels of up to 15 km. Using spectrally resolved quantum process tomography with a Bayesian reconstruction method that we develop, we estimate the full quantum channel from experimental photon counting data, both with and without classical background. Furthermore, although we find the exact channel description to be a weak function of the pump polarization, we nevertheless show that the coexistent fiber-based quantum channel has high process fidelity with an ideal depolarizing channel when the noise is dominated by Raman scattering. These results provide a basis for the future development of quantum repeater designs and quantum error-correcting codes for real-world channels and inform models used in the analysis and simulation of quantum networks.

97 MATHEMATICS AND COMPUTING↗

Markov Chain Monte Carlo Bayesian Learning for Neural Networks

Conventional training methods for neural networks involve starting al a random location in the solution space of the network weights, navigating an error hyper surface to reach a minimum, and sometime stochastic based techniques (e.g., genetic algorithms) to avoid entrapment in a local minimum. It is further typically necessary to preprocess the data (e.g., normalization) to keep the training algorithm on course. Conversely, Bayesian based learning is an epistemological approach concerned with formally updating the plausibility of competing candidate hypotheses thereby obtaining a posterior distribution for the network weights conditioned on the available data and a prior distribution. In this paper, we developed a powerful methodology for estimating the full residual uncertainty in network weights and therefore network predictions by using a modified Jeffery's prior combined with a Metropolis Markov Chain Monte Carlo method.

Goodrich, Michael S.↗

Measurement of Geopotential Heights by GPS Radio Occultation

Geopotential heights of constant pressure surfaces are retrieved from global positioning system (GPS) radio occultation data. In order to assess accuracy a subset of data obtained by GPS/MET during spring 1995 and summer 1995 are compared to the output of the European Centre for Medium-Range Weather Forecasts (ECMWF) global model. The root-mean-square measurement error is 20 m throughout the upper troposphere and lower stratosphere. Furthermore, the ECMWF global model contains enhanced errors in the southeast Pacific. In probing the data for potential utility in climate studies, a Bayesian interpolation technique is used to map the geopotential height fields in the upper troposphere during the summer. Despite limitations of the GPS/MET data set the global average 300-mbar geopotential height over a 2-week period in summer 1995 is determined with an accuracy of 7 m. By obtaining greater coverage and partially resolving synoptic variability, a future constellation of 16 orbiting receivers could obtain global average geopotential height estimates in the upper troposphere with an accuracy of 1 m each day. Accuracy would be somewhat worse for regional studies, except in the tropics where synoptic variability is depressed.

Leroy, Stephen S.↗

BEYONDPLANCK X. Planck Low Frequency Instrument frequency maps with sample-based error propagation

We present Planck Low Frequency Instrument (LFI) frequency sky maps derived within the BEYONDPLANCK framework. This framework draws samples from a global posterior distribution that includes instrumental, astrophysical, and cosmological parameters, and the main product is an entire ensemble of frequency sky map samples, each of which corresponds to one possible realization of the various modeled instrumental systematic corrections, including correlated noise, time-variable gain, as well as far sidelobe and bandpass corrections. This ensemble allows for computationally convenient end-to-end propagation of low-level instrumental uncertainties into higher-level science products, including astrophysical component maps, angular power spectra, and cosmological parameters. We show that the two dominant sources of LFI instrumental systematic uncertainties are correlated noise and gain fluctuations, and the products presented here support – for the first time – full Bayesian error propagation for these effects at full angular resolution. We compared our posterior mean maps with traditional frequency maps delivered by the Planck Collaboration, and find generally good agreement. The most important quality improvement is due to significantly lower calibration uncertainties in the new processing, as we find a fractional absolute calibration uncertainty at 70 GHz of Δg 0 /g 0 = 5 x 10 -5 , which is nominally 40 times smaller than that reported by Planck 2018. However, we also note that the original Planck 2018 estimate has a nontrivial statistical interpretation, and this further illustrates the advantage of the new framework in terms of producing self-consistent and well-defined error estimates of all involved quantities without the need of ad hoc uncertainty contributions. We describe how low-resolution data products, including dense pixel-pixel covariance matrices, may be produced from the posterior samples directly, without the need for computationally expensive analytic calculations or simulations. We conclude that posterior-based frequency map sampling provides unique capabilities in terms of low-level systematics modeling and error propagation, and may play an important role for future Cosmic Microwave Background (CMB) B-mode experiments aiming at nanokelvin precision.

79 ASTRONOMY AND ASTROPHYSICS↗

On Bayesian Inductive Inference & Predictive Estimation

We investigate Bayesian inference and the Principle of Maximum Entropy (PME) as methods for doing inference under uncertainty. This investigation is primarily through concrete examples that have been previously investigated in the literature. We find that it is possible to do Bayesian inference and PME inference using the same information, despite claims to the contrary, but that the results are not directly comparable. This is because Bayesian inference yields a probability density function (pdf) over the unknown model parameters, whereas PME yields point estimates. If mean estimates are extracted from the Bayesian pdfs, the resulting parameter estimates can differ radically from the PME values and also from the Maximum Likelihood values. We conclude that these differences are due to the Bayesian inference not assuming anything beyond the given prior probabilities and the data, whereas PME implicitly assumes that the given constraints are the only constraints that are operating. Since this assumption can be wrong, PME values may have to be revised when subsequent data shows evidence for more constraints. The entropy concentration previously "proved" by E. T. Jaynes is shown to be in error. Further, we show that PME is a generalized form of independence assumption, and so can be a very powerful method of inference when the variables being investigated are largely independent of each other.

Cheeseman, Peter↗

Quantifying uncertainty in analysis of shockless dynamic compression experiments on platinum. II. Bayesian model calibration

Dynamic shockless compression experiments provide the ability to explore material behavior at extreme pressures but relatively low temperatures. Typically, the data from these types of experiments are interpreted through an analytic method called Lagrangian analysis. Here, in this work, alternative analysis methods are explored using modern statistical methods. Specifically, Bayesian model calibration is applied to a new set of platinum data shocklessly compressed to 570 GPa. Several platinum equation-of-state models are evaluated, including traditional parametric forms as well as a novel non-parametric model concept. The results are compared to those in Paper I obtained by inverse Lagrangian analysis. The comparisons suggest that Bayesian calibration is not only a viable framework for precise quantification of the compression path, but also reveals insights pertaining to trade-offs surrounding model form selection, sensitivities of the relevant experimental uncertainties, and assumptions and limitations within Lagrangian analysis. The non-parametric model method, in particular, is found to give precise unbiased results and is expected to be useful over a wide range of applications. The calibration results in estimates of the platinum principal isentrope over the full range of experimental pressures to a standard error of 1.6%, which extends the results from Paper I while maintaining the high precision required for the platinum pressure standard.

Brown, Justin Lee↗

Modeling Stochastic Variability in Multiband Time-series Data

In preparation for the era of time-domain astronomy with upcoming large-scale surveys, we propose a state-space representation of a multivariate damped random walk process as a tool to analyze irregularly-spaced multifilter light curves with heteroscedastic measurement errors. We adopt a computationally efficient and scalable Kalman filtering approach to evaluate the likelihood function, leading to maximum O(k 3 n) complexity, where k is the number of available bands and n is the number of unique observation times across the k bands. This is a significant computational advantage over a commonly used univariate Gaussian process that can stack up all multiband light curves in one vector with maximum O(k 3 n 3 ) complexity. Using such efficient likelihood computation, we provide both maximum likelihood estimates and Bayesian posterior samples of the model parameters. Three numerical illustrations are presented: (i) analyzing simulated five-band light curves for a comparison with independent single-band fits; (ii) analyzing five-band light curves of a quasar obtained from the Sloan Digital Sky Survey Stripe 82 to estimate short-term variability and timescale; (iii) analyzing gravitationally lensed g- and r-band light curves of Q0957+561 to infer the time delay. Two R packages, Rdrw and timedelay, are publicly available to fit the proposed models.

79 ASTRONOMY AND ASTROPHYSICS↗

Accelerating multilevel Markov Chain Monte Carlo using machine learning models

Here, this work presents an efficient approach for accelerating multilevel Markov Chain Monte Carlo (MCMC) sampling for large-scale problems using low-fidelity machine learning models. While conventional techniques for large-scale Bayesian inference often substitute computationally expensive high-fidelity models with machine learning models, thereby introducing approximation errors, our approach offers a computationally efficient alternative by augmenting high-fidelity models with low-fidelity ones within a hierarchical framework. The multilevel approach utilizes the low-fidelity machine learning model (MLM) for inexpensive evaluation of proposed samples thereby improving the acceptance of samples by the high-fidelity model. The hierarchy in our multilevel algorithm is derived from geometric multigrid hierarchy. We utilize an MLM to accelerate the coarse level sampling. Training machine learning model for the coarsest level significantly reduces the computational cost associated with generating training data and training the model. We present an MCMC algorithm to accelerate the coarsest level sampling using MLM and account for the approximation error introduced. We provide theoretical proofs of detailed balance and demonstrate that our multilevel approach constitutes a consistent MCMC algorithm. Additionally, we derive the expression for cost reduction due to machine learning model to facilitate cost analysis of the hierarchical sampling algorithm. Our technique is demonstrated on a standard benchmark inference problem in groundwater flow, where we estimate the probability density of a quantity of interest using a four-level MCMC algorithm. Our proposed algorithm accelerates multilevel sampling by a factor of two while achieving similar accuracy compared to sampling using the standard multilevel algorithm.

97 MATHEMATICS AND COMPUTING↗

A Method for Snow Reanalysis: The Sierra Nevada (USA) Example

This work presents a state-of-the art methodology for constructing snow water equivalent (SWE) reanalysis. The method is comprised of two main components: (1) a coupled land surface model and snow depletion curve model, which is used to generate an ensemble of predictions of SWE and snow cover area for a given set of (uncertain) inputs, and (2) a reanalysis step, which updates estimation variables to be consistent with the satellite observed depletion of the fractional snow cover time series. This method was applied over the Sierra Nevada (USA) based on the assimilation of remotely sensed fractional snow covered area data from the Landsat 5-8 record (1985-2016). The verified dataset (based on a comparison with over 9000 station years of in situ data) exhibited mean and root-mean-square errors less than 3 and 13 cm, respectively, and correlation greater than 0.95 compared with in situ SWE observations. The method (fully Bayesian), resolution (daily, 90-meter), temporal extent (31 years), and accuracy provide a unique dataset for investigating snow processes. This presentation illustrates how the reanalysis dataset was used to provide a basic accounting of the stored snowpack water in the Sierra Nevada over the last 31 years and ultimately improve real-time streamflow predictions.

Bayesian↗

Estimation of Seasonal Snow Water Equivalent Using Landsat Observations

This work presents a methodology for estimating seasonal snow water equivalent (SWE) from the use of remotely sensed Visible and Near Infrared observations from the Landsat mission. The method is comprised of two main components: (1) a coupled land surface model and snow depletion curve model, which is used to generate an ensemble of predictions of SWE and snow cover area for a given set of (uncertain) inputs, and (2) a reanalysis step, which updates estimation variables to be consistent with the satellite observed depletion of the fractional snow cover time series. This method was applied over the Sierra Nevada (USA) based on the assimilation of remotely sensed fractional snow covered area data over the Landsat 5-8 record (1985-2016). The verified dataset (based on a comparison with over 9000 station years of in situ data) exhibited mean and root-mean-square errors less than 3 and 13 cm, respectively, and correlations with in situ SWE observations of greater than 0.95. The method (fully Bayesian), resolution (daily, 90-meter), temporal extent (32 years), and accuracy provide a unique dataset for investigating snow processes. In particular, this presentation illustrates how the reanalysis dataset was used to provide climatology of the seasonal snowfall accumulation rates, distributions, and variability over the last three decades.

SWE↗

Limitations of traditional tools for beyond design basis external hazard PRA

Probabilistic risk assessment (PRA) is being used increasingly by the nuclear industry for safety during normal operations as well as for the protection against external hazards. Computation of total risk in an external hazard PRA is dependent on hazard assessment, fragility assessment, and systems analysis. A systems analysis for propagation of component fragilities is conducted using event and fault trees. The event and fault trees for an actual power plant can be fairly large in size, which imposes computational challenges. Hence, certain assumptions are employed for computational efficiency. These assumptions typically represent the conditions imposed during the design basis (DB) scenario. The traditional PRA tools based on these assumptions are also widely applied to perform risk assessment in the context of beyond design basis (BDB) scenarios. However, some of these assumptions may not be valid for certain BDB scenarios. In addition, the probability of dependent failures also increases in BDB scenarios due to common cause failures (CCF) which usually results from design modifications, human errors, etc. In this manuscript, a simple and a relatively more complex illustrative examples are used to show the limitation of these assumptions in the numerical quantification of risk for the case of BDB conditions. Case studies with CCF events across multiple fault trees are also presented to illustrate the effect of these assumptions when traditional approach is used in BDB risk assessment. It is shown that the assumptions are valid for the case of DB conditions but may lead to excessively conservative risk estimates in the case of BDB conditions. Finally, a Bayesian network based top-down algorithm is proposed as an alternative tool for accurate numerical quantification of total risk in systems analysis.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗

Marginal unbiased score expansion and application to CMB lensing

Here, we present the marginal unbiased score expansion (MUSE) method, an algorithm for generic high-dimensional hierarchical Bayesian inference. MUSE performs approximate marginalization over arbitrary non-Gaussian latent parameter spaces, yielding Gaussianized asymptotically unbiased and near-optimal constraints on global parameters of interest. It is computationally much cheaper than exact alternatives like Hamiltonian Monte Carlo (HMC), excelling on funnel problems which challenge HMC, and does not require any problem-specific user supervision like other approximate methods such as variational inference or many simulation-based inference methods. MUSE makes possible the first joint Bayesian estimation of the delensed Cosmic Microwave Background (CMB) power spectrum and gravitational lensing potential power spectrum, demonstrated here on a simulated data set as large as the upcoming South Pole Telescope 3G 1500 deg 2 survey, corresponding to a latent dimensionality of ~6 million and of order 100 global bandpower parameters. On a subset of the problem where an exact but more expensive HMC solution is feasible, we verify that MUSE yields nearly optimal results. We also demonstrate that existing spectrum-based forecasting tools which ignore pixel-masking underestimate predicted error bars by only ~10%. This method is a promising path forward for fast lensing and delensing analyses which will be necessary for future CMB experiments such as SPT-3G, Simons Observatory, or CMB-S4, and can complement or supersede existing HMC approaches. The success of MUSE on this challenging problem strengthens its case as a generic procedure for a broad class of high-dimensional inference problems.

72 PHYSICS OF ELEMENTARY PARTICLES AND FIELDS↗

Neural network uncertainty assessment using Bayesian statistics: a remote sensing application

Neural network (NN) techniques have proved successful for many regression problems, in particular for remote sensing; however, uncertainty estimates are rarely provided. In this article, a Bayesian technique to evaluate uncertainties of the NN parameters (i.e., synaptic weights) is first presented. In contrast to more traditional approaches based on point estimation of the NN weights, we assess uncertainties on such estimates to monitor the robustness of the NN model. These theoretical developments are illustrated by applying them to the problem of retrieving surface skin temperature, microwave surface emissivities, and integrated water vapor content from a combined analysis of satellite microwave and infrared observations over land. The weight uncertainty estimates are then used to compute analytically the uncertainties in the network outputs (i.e., error bars and correlation structure of these errors). Such quantities are very important for evaluating any application of an NN model. The uncertainties on the NN Jacobians are then considered in the third part of this article. Used for regression fitting, NN models can be used effectively to represent highly nonlinear, multivariate functions. In this situation, most emphasis is put on estimating the output errors, but almost no attention has been given to errors associated with the internal structure of the regression model. The complex structure of dependency inside the NN is the essence of the model, and assessing its quality, coherency, and physical character makes all the difference between a blackbox model with small output errors and a reliable, robust, and physically coherent model. Such dependency structures are described to the first order by the NN Jacobians: they indicate the sensitivity of one output with respect to the inputs of the model for given input data. We use a Monte Carlo integration procedure to estimate the robustness of the NN Jacobians. A regularization strategy based on principal component analysis is proposed to suppress the multicollinearities in order to make these Jacobians robust and physically meaningful.

Neural Networks (Computer)↗

Confidence set inference with a prior quadratic bound

In the uniqueness part of a geophysical inverse problem, the observer wants to predict all likely values of P unknown numerical properties z=(z sub 1,...,z sub p) of the earth from measurement of D other numerical properties y (sup 0) = (y (sub 1) (sup 0), ..., y (sub D (sup 0)), using full or partial knowledge of the statistical distribution of the random errors in y (sup 0). The data space Y containing y(sup 0) is D-dimensional, so when the model space X is infinite-dimensional the linear uniqueness problem usually is insoluble without prior information about the correct earth model x. If that information is a quadratic bound on x, Bayesian inference (BI) and stochastic inversion (SI) inject spurious structure into x, implied by neither the data nor the quadratic bound. Confidence set inference (CSI) provides an alternative inversion technique free of this objection. Confidence set inference is illustrated in the problem of estimating the geomagnetic field B at the core-mantle boundary (CMB) from components of B measured on or above the earth's surface.

Backus, George E.↗

Decoding Golden Eagle Movement Behavior from High-Resolution, Variable-Rate Telemetry Data Through Bayesian Filtering

The recent advances in animal tracking technology have enabled the collection of a vast amount of in situ data regarding the movement of wildlife at high spatiotemporal resolution. These data are usually available at variable time resolutions and contains noise (error) originating from GPS fixes. Decoding movement characteristics, particularly of flying animals, from telemetry data while handling these factors is a challenging yet important task for conservation purposes. Typically, this task is broken into two subtasks: resampling, and model calibration. The resampling subtask converts the variable rate positional data into a constant time interval data, while the model calibration subtask uses the resampled data to tune time-invariant parameters of the proposed models. For telemetry data at high temporal resolutions (order of 1 second), it is very challenging to decouple noise from actual movements using interpolation-based resampling techniques. Any errors introduced during resampling can significantly alter the the calibration and prediction attributes of the movement model. We address this problem through a unified Bayesian state-space framework that can handle both the resampling and calibration tasks in a single step. In addition, we use the speed and heading of the bird from telemetry data to regularize the position information of the bird. We use a Kalman filtering approach to include these nonlinearly related motion parameters within the state space framework. We cross-validated to quantify how this inclusion affects the model performance in estimating true bird movements. The relationship between the true state of the bird and environmental and topographical covariates is then represented parametrically. These parameters are then tuned using stochastic sampling strategies like Markov Chain Monte Carlo (MCMC). We use the telemetry data collected from golden eagles in the western USA to demonstrate the applicability of this approach to build a predictive, probabilistic movement model. Our preliminary results show that this approach provides improved predictive performance in terms of capturing higher-order motion parameters such as angular and horizontal accelerations, which may have simpler and more direct relationships with environmental covariates than corresponding speeds. In this talk, we will demonstrate how this state-space approach benefits the prediction capabilities of a movement model in simulating golden eagle paths through a wind power plant in Wyoming given certain atmospheric conditions. The model outcomes are aimed at informing mitigation strategies that can minimize the potential for collisions of golden eagles with wind turbines.

Bayesian methods↗

Bayesian Optimized Deep Ensemble for Uncertainty Quantification of Deep Neural Networks: a System Safety Case Study on Sodium Fast Reactor Thermal Stratification Modeling

Deep neural networks (DNNs) are increasingly important to scientific computing and engineering system simulations. Accurate uncertainty quantification (UQ) for DNNs is critical in safety-sensitive engineering domains. Traditional Deep Ensemble (DE) methods, while easy to implement, frequently suffer from poorly calibrated uncertainty estimates and limited predictive accuracy due to reliance on fixed architectures with varied weight initializations. To address these issues, we introduce a workflow that combines Bayesian Optimization (BO) and DE. The workflow is modular, scalable, and integrates parallel BO initialized with Sobol sequences to individually optimize the hyperparameters of each ensemble member. This method enhances ensemble diversity, improves predictive accuracy, and provides reliable uncertainty estimates. We evaluate the proposed BODE approach in a sodium fast reactor thermal stratification modeling case study, where we used a densely connected convolutional neural network to predict turbulent viscosity during the reactor transient with consideration of data noise. We benchmark its performance against several optimization approaches, including baseline deep ensemble, evolutionary algorithm-optimized ensemble, ensemble formed via random search combined with greedy selection, and a BO ensemble using random initialization. Here, our results demonstrate superior performance of the developed BODE approach. In noise-free scenarios, BODE notably reduces incorrect aleatoric uncertainty and significantly enhances predictive accuracy. Under conditions of 5% and 10% Gaussian noise, BODE adaptively quantifies uncertainty proportional to data noise, achieving up to an 80% reduction in root mean square error compared to baseline methods and producing well-calibrated prediction intervals.

Bayesian optimization↗