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Results for “Bayesian approximation error”

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All sources NASA NTRS DOE OSTI

DOE OSTI2026

Taylor approximation variance reduction for approximation errors in PDE-constrained Bayesian inverse problems

In numerous applications, surrogate models are used as a replacement for accurate parameter-to-observable mappings when solving large-scale inverse problems governed by partial differential equations (PDEs). The surrogate model may be a computationally cheaper alternative to the accurate parameter-to-observable mappings and/or may ignore additional unknowns or sources of uncertainty. The Bayesian approximation error (BAE) approach provides a means to account for the induced uncertainties and approximation errors, i.e. the errors between the accurate parameter-to-observable mapping and the surrogate. The statistics of these errors are, however, in general unknown a priori, and are thus calculated using Monte Carlo sampling. Although the sampling is typically carried out offline, i.e. before considering the data, the process can still represent a computational bottleneck. In this work, we develop a scalable computational approach for reducing the costs associated with the sampling stage of the BAE approach. Specifically, we consider the Taylor expansion of the accurate and surrogate forward models with respect to the uncertain parameter fields either as a control variate for variance reduction or as a means to directly and efficiently approximate the mean and covariance of the approximation errors. We propose efficient methods for evaluating the expressions for the mean and covariance of the Taylor approximations based on linear(-ized) PDE solves. Furthermore, the proposed approach is independent of the dimension of the uncertain parameter, depending instead on the intrinsic dimension of the data, ensuring scalability to high-dimensional problems. The potential benefits of the proposed approach are demonstrated for two high-dimensional inverse problems governed by PDE examples, namely for the estimation of a distributed Robin boundary coefficient in a linear diffusion problem, and for a coefficient estimation problem governed by a nonlinear diffusion problem.

Bayesian approximation error↗

DOE OSTI2025

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↗

DOE OSTI2025

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↗

NASA NTRS1992

Asteroid orbital error analysis: Theory and application

We present a rigorous Bayesian theory for asteroid orbital error estimation in which the probability density of the orbital elements is derived from the noise statistics of the observations. For Gaussian noise in a linearized approximation the probability density is also Gaussian, and the errors of the orbital elements at a given epoch are fully described by the covariance matrix. The law of error propagation can then be applied to calculate past and future positional uncertainty ellipsoids (Cappellari et al. 1976, Yeomans et al. 1987, Whipple et al. 1991). To our knowledge, this is the first time a Bayesian approach has been formulated for orbital element estimation. In contrast to the classical Fisherian school of statistics, the Bayesian school allows a priori information to be formally present in the final estimation. However, Bayesian estimation does give the same results as Fisherian estimation when no priori information is assumed (Lehtinen 1988, and reference therein).

Muinonen, K.↗

DOE OSTI2024

Investigation of Ethane Dehydrogenation and Hydrogenolysis on Pt(111), Pt(211), and Pt(100): Bayesian Quantification and Correction of DFT-Based Enthalpic and Entropic Uncertainties

Computational investigations of heterogeneously catalyzed reactions using density functional theory (DFT) are often inaccurate, largely due to uncertainties in the choice of DFT functional (enthalpic uncertainty) and approximations for modeling adsorbate movement along the catalyst surface (entropic uncertainty). This work illustrates that both uncertainties are significant in the investigation of ethane dehydrogenation (EDH) and hydrogenolysis on Pt catalysts by considering the complete deconstruction of ethane on Pt(111), Pt(211), and Pt(100) using microkinetic modeling (MKM). Hence, this work uses both noncalibrated and Bayesian-calibrated MKMs to quantify and correct inaccuracies in macroscopic properties due to both uncertainties. A Bayesian approach to the correction of entropic errors was introduced using a “Modified Fermi Function (MFF)” to calibrate between the two bounds of entropy represented by the harmonic oscillator (HO) and free translator (FT) approximations. Regardless of enthalpic and entropic uncertainties, all three surfaces are capable of ethane activation; however, Pt(211) was found to be the most active and is largely responsible for methane production. Next, Pt(111) is largely responsible for acetylene production, and Pt(100) has the highest ethylene selectivity but is most susceptible to coking. By comparison of different calibrated models, the FT entropy approximation was found to better describe EDH under typical experimental conditions. Statistical evidence was found to support Pt(111) as the active site for EDH, assuming that one single site is responsible for the chemistry. On the three surfaces, competing second dehydrogenations to CH 2 CH 2 and CH 3 CH were observed as well as isomerization of CH 3 CH back to CH 2 CH 2 and deeper dehydrogenation of CH 3 CH. In conclusion, C–C cleavage was found to largely proceed via the CH 3 C intermediate on Pt(100) and Pt(111), while on Pt(211), it was via both CHC and CH 3 C.

Bayesian model selection↗

NASA NTRS2015

Modeling the Swift BAT Trigger Algorithm with Machine Learning

To draw inferences about gamma-ray burst (GRB) source populations based on Swift observations, it is essential to understand the detection efficiency of the Swift burst alert telescope (BAT). This study considers the problem of modeling the Swift BAT triggering algorithm for long GRBs, a computationally expensive procedure, and models it using machine learning algorithms. A large sample of simulated GRBs from Lien et al. (2014) is used to train various models: random forests, boosted decision trees (with AdaBoost), support vector machines, and artificial neural networks. The best models have accuracies of approximately greater than 97% (approximately less than 3% error), which is a significant improvement on a cut in GRB flux which has an accuracy of 89:6% (10:4% error). These models are then used to measure the detection efficiency of Swift as a function of redshift z, which is used to perform Bayesian parameter estimation on the GRB rate distribution. We find a local GRB rate density of eta(sub 0) approximately 0.48(+0.41/-0.23) Gpc(exp -3) yr(exp -1) with power-law indices of eta(sub 1) approximately 1.7(+0.6/-0.5) and eta(sub 2) approximately -5.9(+5.7/-0.1) for GRBs above and below a break point of z(sub 1) approximately 6.8(+2.8/-3.2). This methodology is able to improve upon earlier studies by more accurately modeling Swift detection and using this for fully Bayesian model fitting. The code used in this is analysis is publicly available online.

gamma rays: general↗

DOE OSTI2024

Assessing the design of integrated methane sensing networks

Abstract While methane is the second largest contributor to global warming after carbon dioxide, it has a larger warming effect over a much shorter lifetime. Despite accelerated technological efforts to radically reduce global carbon dioxide emissions, rapid reductions in methane emissions are needed to limit near-term warming. Being primarily emitted as a byproduct from agricultural activities and energy extraction, methane is currently monitored via bottom–up (i.e. activity level) or top–down (via airborne or satellite retrievals) approaches. However, significant methane leaks remain undetected and emission rates are challenging to characterize with current monitoring frameworks. In this paper, we study the design of a layered monitoring approach that combines bottom–up and top–down approaches as an integrated sensing network. By recognizing that varying meteorological conditions and emission rates impact the efficacy of bottom–up monitoring, we develop a probabilistic approach to optimal sensor placement in its bottom–up network. Subsequently, we derive an inverse Bayesian framework to quantify the improvement that a design-optimized integrated framework has on emission-rate quantifications and their uncertainties. We find that under realistic meteorological conditions, the overall error in estimating the true emission rates is approximately 1.3 times higher, with their uncertainties being approximately 2.4 times higher, when using a randomized network over an optimized network, highlighting the importance of optimizing the design of integrated methane sensing networks. Further, we find that optimized networks can improve scenario coverage fractions by more than a factor of 2 over experimentally-studied networks, and identify a budget threshold beyond which the rate of optimized-network coverage improvement exhibits diminishing returns, suggesting that strategic sensor placement is also crucial for maximizing network efficiency.

54 ENVIRONMENTAL SCIENCES↗

NASA NTRS2004

Precipitation and Latent Heating Distributions from Satellite Passive Microwave Radiometry: Method and Uncertainties - Part 1

A revised Bayesian algorithm for estimating surface rain rate, convective rain proportion, and latent heating/drying profiles from satellite-borne passive microwave radiometer observations over ocean backgrounds is described. The algorithm searches a large database of cloud-radiative model simulations to find cloud profiles that are radiatively consistent with a given set of microwave radiance measurements. The properties of these radiatively consistent profiles are then composited to obtain best estimates of the observed properties. The revised algorithm is supported by an expanded and more physically consistent database of cloud-radiative model simulations. The algorithm also features a better quantification of the convective and non-convective contributions to total rainfall, a new geographic database, and an improved representation of background radiances in rain-free regions. Bias and random error estimates are derived from applications of the algorithm to synthetic radiance data, based upon a subset of cloud resolving model simulations, and from the Bayesian formulation itself. Synthetic rain rate and latent heating estimates exhibit a trend of high (low) bias for low (high) retrieved values. The Bayesian estimates of random error are propagated to represent errors at coarser time and space resolutions, based upon applications of the algorithm to TRMM Microwave Imager (TMI) data. Errors in instantaneous rain rate estimates at 0.5 deg resolution range from approximately 50% at 1 mm/h to 20% at 14 mm/h. These errors represent about 70-90% of the mean random deviation between collocated passive microwave and spaceborne radar rain rate estimates. The cumulative algorithm error in TMI estimates at monthly, 2.5 deg resolution is relatively small (less than 6% at 5 mm/day) compared to the random error due to infrequent satellite temporal sampling (8-35% at the same rain rate).

Olson, William S.↗

NASA NTRS2006

Precipitation and Latent Heating Distributions from Satellite Passive Microwave Radiometry: Improved Method and Uncertainties - Part 1

A revised Bayesian algorithm for estimating surface rain rate, convective rain proportion, and latent heating profiles from satellite-borne passive microwave radiometer observations over ocean backgrounds is described. The algorithm searches a large database of cloud-radiative model simulations to find cloud profiles that are radiatively consistent with a given set of microwave radiance measurements. The properties of these radiatively consistent profiles are then composited to obtain best estimates of the observed properties. The revised algorithm is supported by an expanded and more physically consistent database of cloud-radiative model simulations. The algorithm also features a better quantification of the convective and nonconvective contributions to total rainfall, a new geographic database, and an improved representation of background radiances in rain-free regions. Bias and random error estimates are derived from applications of the algorithm to synthetic radiance data, based upon a subset of cloud-resolving model simulations, and from the Bayesian formulation itself. Synthetic rain-rate and latent heating estimates exhibit a trend of high (low) bias for low (high) retrieved values. The Bayesian estimates of random error are propagated to represent errors at coarser time and space resolutions, based upon applications of the algorithm to TRMM Microwave Imager (TMI) data. Errors in TMI instantaneous rain-rate estimates at 0.5 -resolution range from approximately 50% at 1 mm/h to 20% at 14 mm/h. Errors in collocated spaceborne radar rain-rate estimates are roughly 50%-80% of the TMI errors at this resolution. The estimated algorithm random error in TMI rain rates at monthly, 2.5deg resolution is relatively small (less than 6% at 5 mm day.1) in comparison with the random error resulting from infrequent satellite temporal sampling (8%-35% at the same rain rate). Percentage errors resulting from sampling decrease with increasing rain rate, and sampling errors in latent heating rates follow the same trend. Averaging over 3 months reduces sampling errors in rain rates to 6%-15% at 5 mm day.1, with proportionate reductions in latent heating sampling errors.

Olson, William S.↗

NASA NTRS1986

Application of physical parameter identification to finite element models

A time domain technique for matching response predictions of a structural dynamic model to test measurements is developed. Significance is attached to prior estimates of physical model parameters and to experimental data. The Bayesian estimation procedure allows confidence levels in predicted physical and modal parameters to be obtained. Structural optimization procedures are employed to minimize an error functional with physical model parameters describing the finite element model as design variables. The number of complete FEM analyses are reduced using approximation concepts, including the recently developed convoluted Taylor series approach. The error function is represented in closed form by converting free decay test data to a time series model using Prony' method. The technique is demonstrated on simulated response of a simple truss structure.

Bronowicki, Allen J.↗

DOE OSTI2026

Advanced Semi-Supervised Learning with Uncertainty Estimation for Phase Identification in Distribution Systems

The integration of advanced metering infrastructure (AMI) into power distribution networks generates valuable data for tasks such as phase identification; however, the limited and unreliable availability of labeled data in the form of customer phase connectivity presents challenges. To address this issue, we propose a semi-supervised learning (SSL) framework that effectively leverages labeled and unlabeled data. Our approach incorporates self-training, label spreading, and Bayesian neural networks (BNNs) to enhance phase identification with AMI data. Our method uses an ensemble of multilayer perceptron classifiers in a self-training setup, iteratively adding high-confidence pseudo-labels to improve robustness. We also apply label spread to propagate labels based on data similarity, which enhances generalization across diverse distributions. In addition, we employ a BNNs with uncertainty estimation, boosting confidence in predictions and reducing phase identification errors. In our case study, we achieved approximately 98% +/- 0.08 accuracy with uncertainty using minimal and unreliable labeled data from a real U.S. utility, Duquesne Light Company. Our SSL approach, combined with uncertainty estimation, provides an efficient solution for phase identification in AMI data, ultimately improving the reliability of smart grid applications.

24 POWER TRANSMISSION AND DISTRIBUTION↗

DOE OSTI2026

Advanced Semi-Supervised Learning With Uncertainty Estimation for Phase Identification in Distribution Systems

24 POWER TRANSMISSION AND DISTRIBUTION↗

DOE OSTI2025

Persistent Sampling: Enhancing the Efficiency of Sequential Monte Carlo

Sequential Monte Carlo (SMC) samplers are powerful tools for Bayesian inference but suffer from high computational costs due to their reliance on large particle ensembles for accurate estimates. We introduce persistent sampling (PS), an extension of SMC that systematically retains and reuses particles from all prior iterations to construct a growing, weighted ensemble. By leveraging multiple importance sampling and resampling from a mixture of historical distributions, PS mitigates the need for excessively large particle counts, directly addressing key limitations of SMC such as particle impoverishment and mode collapse. Crucially, PS achieves this without additional likelihood evaluations-weights for persistent particles are computed using cached likelihood values. This framework not only yields more accurate posterior approximations but also produces marginal likelihood estimates with significantly lower variance, enhancing reliability in model comparison. Furthermore, the persistent ensemble enables efficient adaptation of transition kernels by leveraging a larger, decorrelated particle pool. Experiments on high-dimensional Gaussian mixtures, hierarchical models, and non-convex targets demonstrate that PS consistently outperforms standard SMC and related variants, including recycled and waste-free SMC, achieving substantial reductions in mean squared error for posterior expectations and evidence estimates, all at reduced computational cost. PS thus establishes itself as a robust, scalable, and efficient alternative for complex Bayesian inference tasks.

Karamanis, Minas↗

DOE OSTI2026

Robust Optimal Experimental Design of Infinite-Dimensional Bayesian Nonlinear Inverse Problems

Abstract. We consider robust optimal experimental design (ROED) for nonlinear Bayesian inverse problems governed by partial differential equations (PDEs). An optimal design is one that maximizes some utility quantifying the quality of the solution of an inverse problem. However, the optimal design is dependent on elements of the inverse problem such as the simulation model, the prior, or the measurement error model. ROED aims to produce an optimal design that is aware of the additional uncertainties encoded in the inverse problem and remains optimal even after variations in them. We follow a worst-case scenario approach to develop a new framework for robust optimal design of nonlinear Bayesian inverse problems. The proposed framework (a) is scalable and designed for infinite-dimensional Bayesian nonlinear inverse problems constrained by PDEs; (b) develops efficient approximations of the utility, namely the expected information gain; (c) employs eigenvalue sensitivity techniques to develop analytical forms and efficient evaluation methods of the gradient of the utility with respect to the uncertainties against which we wish to be robust; and (d) employs a probabilistic optimization paradigm that properly defines and efficiently solves the resulting combinatorial max-min optimization problem. The effectiveness of the proposed approach is illustrated for optimal sensor placement problem in an inverse problem governed by an elliptic PDE.

Chowdhary, Abhijit↗

DOE OSTI2024

Calibration verification for stochastic agent-based disease spread models

Accurate disease spread modeling is crucial for identifying the severity of outbreaks and planning effective mitigation efforts. To be reliable when applied to new outbreaks, model calibration techniques must be robust. However, current methods frequently forgo calibration verification (a stand-alone process evaluating the calibration procedure) and instead use overall model validation (a process comparing calibrated model results to data) to check calibration processes, which may conceal errors in calibration. In this work, we develop a stochastic agent-based disease spread model to act as a testing environment as we test two calibration methods using simulation-based calibration, which is a synthetic data calibration verification method. The first calibration method is a Bayesian inference approach using an empirically-constructed likelihood and Markov chain Monte Carlo (MCMC) sampling, while the second method is a likelihood-free approach using approximate Bayesian computation (ABC). Simulation-based calibration suggests that there are challenges with the empirical likelihood calculation used in the first calibration method in this context. These issues are alleviated in the ABC approach. Despite these challenges, we note that the first calibration method performs well in a synthetic data model validation test similar to those common in disease spread modeling literature. We conclude that stand-alone calibration verification using synthetic data may benefit epidemiological researchers in identifying model calibration challenges that may be difficult to identify with other commonly used model validation techniques.

60 APPLIED LIFE SCIENCES↗

DOE OSTI2026

A score-based diffusion model approach for adaptive learning of stochastic partial differential equation solutions

In this paper, we propose a novel framework for adaptively learning the time-evolving solutions of stochastic partial differential equations (SPDEs) using score-based diffusion models within a recursive Bayesian inference setting. SPDEs play a central role in modeling complex physical systems under uncertainty, but their numerical solutions often suffer from model errors and reduced accuracy due to incomplete physical knowledge and environmental variability. To address these challenges, we encode the governing physics into the score function of a diffusion model using simulation data and incorporate observational information via a likelihood-based correction in a reverse-time stochastic differential equation. This enables adaptive learning through iterative refinement of the solution as new data becomes available. To improve computational efficiency in high-dimensional settings, we introduce the ensemble score filter, a training-free approximation of the score function designed for real-time inference. Numerical experiments on benchmark SPDEs demonstrate the accuracy and robustness of the proposed method under sparse and noisy observations.

97 MATHEMATICS AND COMPUTING↗

DOE OSTI2026

Semi-Analytical Hierarchical Bayesian Inference of Nonlinear Model Structure in Stochastic Dynamics: Applied to Compartmental Models of Infectious Diseases

A Bayesian computational framework for parsimonious inference in stochastic nonlinear dynamical systems is presented. This framework enables the concurrent estimation of system states, time-varying parameters, time-invariant parameters, and the optimal sparsity structure of the model parameters. Because differential equation-based models are often simplified mechanistic or phenomenological representations, robust inference from noisy measurement data requires explicit treatment of model error and uncertainty. Model error and time-varying parameters can be represented as random processes, enabling inference while making minimal assumptions about the underlying sources of discrepancy and variability. Adopting stochastic differential equation representations affords the model significant flexibility, but can also render it susceptible to overfitting during statistical inversion, where the inferred model may track noise rather than the underlying signal. To alleviate the effects of overfitting and to enable the discovery of the optimal sparse representation of the time-invariant parameters, a Bayesian sparse learning algorithm is embedded within the framework. This sparse learning framework adopts an approximate hierarchical Bayesian setting defined by a series of semi-analytical expressions. The model structure inference framework is validated using a stochastic compartmental model for tracking and forecasting active cases of an infectious disease. Compartmental models describe population-level infectious disease dynamics through interactions among population fractions grouped by disease state. Mathematically, such models consist of a system of coupled ordinary differential equations. This example adopts an expressive compartmental model that includes multiple possible interactions between disease states, motivated by early uncertainty surrounding COVID-19 reinfection dynamics and their implications for long-term epidemic forecasting. The sparse learning exercise permits the inference of a priori unknown epidemiological dynamics from simulated public health data, discovering the nested compartmental model that optimizes the trade-off between average data-fit and model complexity. It is shown that inducing sparsity among the model parameters eliminates redundant interactions between compartments, equivalently revealing the optimal coupling structure between differential equations.

97 MATHEMATICS AND COMPUTING↗

NASA NTRS1981

Software models: A Bayesian approach to parameter estimation in the Jelenski-Moranda software reliability model

Maximum likelihood estimation procedures for the Jelinski-Moranda software reliability model often give misleading answers. A reparameterization and a Bayesian analysis eliminate some of the problems incurred by MLE methods and often give better predictions on sets of real and simulated data. Practical difficulties in estimating the initial number of errors N and the failure rate of each error phi by the method of maximum likelihood are: N, the MLE of N, is occasionally infinite (i.e., the routines for calculating N and phi do not converge). It is shown that N is finite sub i only if the regression line of the interevent times t sub i vs. i has positive slope. A serious problem is that often N approximates n, the sample size, and sometimes N = n. Thus the MLE predicts that the program is perfect even when it is far from being so. Only when almost all failures have been removed can N and phi be trusted near the end of debugging.

Littlewood, B.↗