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Results for “Bayesian uncertainty analysis”

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.

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At least 19 records

Methods for Probabilistic Uncertainty Analysis and Bayesian Analysis with Examples of Statistically Analyzing Data to Revise MMOD Risk Estimates and Compare Models

Probabilistic methods are presented for characterizing and quantifying uncertainties in models and model predictions. Techniques are given for constructing specific uncertainty distributions based on available information. Alternative techniques are given for propagating uncertainties in model inputs to obtain the uncertainty in the model result or prediction. Bayesian techniques are also described for utilizing data and information to update and revise model results and predictions. The focus is on applications with numerous specific examples given. The use of data to revise Micrometeoroid and Orbital Debris (MMOD) risk prediction models are among the examples given.

Risk↗

Adaptive hyperparameter updating for training restricted Boltzmann machines on quantum annealers

Restricted Boltzmann Machines (RBMs) have been proposed for developing neural networks for a variety of unsupervised machine learning applications such as image recognition, drug discovery, and materials design. The Boltzmann probability distribution is used as a model to identify network parameters by optimizing the likelihood of predicting an output given hidden states trained on available data. Training such networks often requires sampling over a large probability space that must be approximated during gradient based optimization. Quantum annealing has been proposed as a means to search this space more efficiently which has been experimentally investigated on D-Wave hardware. D-Wave implementation requires selection of an effective inverse temperature or hyperparameter (β) within the Boltzmann distribution which can strongly influence optimization. Here, we show how this parameter can be estimated as a hyperparameter applied to D-Wave hardware during neural network training by maximizing the likelihood or minimizing the Shannon entropy. We find both methods improve training RBMs based upon D-Wave hardware experimental validation on an image recognition problem. Neural network image reconstruction errors are evaluated using Bayesian uncertainty analysis which illustrate more than an order magnitude lower image reconstruction error using the maximum likelihood over manually optimizing the hyperparameter. The maximum likelihood method is also shown to out-perform minimizing the Shannon entropy for image reconstruction.

97 MATHEMATICS AND COMPUTING↗

Quantifying uncertainty in Pareto estimates of global lake area

This software contains the code for Bayesian uncertainty analysis of global lake area. Computed uncertainties are compared against more conventional estimation using lake size-abundance distributions. Routines are included to explore sensitivity to observational errors and ad-hoc "censoring" strategies.

Stachelek, Jemma↗

Uncertainty Reduction using Bayesian Inference and Sensitivity Analysis: A Sequential Approach to the NASA Langley Uncertainty Quantification Challenge

This paper presents a computational framework for uncertainty characterization and propagation, and sensitivity analysis under the presence of aleatory and epistemic un- certainty, and develops a rigorous methodology for efficient refinement of epistemic un- certainty by identifying important epistemic variables that significantly affect the overall performance of an engineering system. The proposed methodology is illustrated using the NASA Langley Uncertainty Quantification Challenge (NASA-LUQC) problem that deals with uncertainty analysis of a generic transport model (GTM). First, Bayesian inference is used to infer subsystem-level epistemic quantities using the subsystem-level model and corresponding data. Second, tools of variance-based global sensitivity analysis are used to identify four important epistemic variables (this limitation specified in the NASA-LUQC is reflective of practical engineering situations where not all epistemic variables can be refined due to time/budget constraints) that significantly affect system-level performance. The most significant contribution of this paper is the development of the sequential refine- ment methodology, where epistemic variables for refinement are not identified all-at-once. Instead, only one variable is first identified, and then, Bayesian inference and global sensi- tivity calculations are repeated to identify the next important variable. This procedure is continued until all 4 variables are identified and the refinement in the system-level perfor- mance is computed. The advantages of the proposed sequential refinement methodology over the all-at-once uncertainty refinement approach are explained, and then applied to the NASA Langley Uncertainty Quantification Challenge problem.

Uncertainty↗

Particle image velocimetry analysis with simultaneous uncertainty quantification using Bayesian neural networks

Particle image velocimetry (PIV) is an effective tool in experimental fluid mechanics for extracting flow fields from images. Recently, convolutional neural networks (CNNs) have been used to perform PIV analysis with accuracy on par with classical methods. Here we extend the use of CNNs to analyze PIV data while providing simultaneous uncertainty quantification on the inferred flow field. The method we apply in this paper is a Bayesian convolutional neural network (BCNN) which learns distributions of the CNN weights through variational Bayes. In order to demonstrate the utility of BCNNs for the PIV task, we compare the performance of three distinct BCNN models with simple architectures. The first network estimates flow velocity from image interrogation regions only. Our second model learns to infer velocity from both the image interrogation regions and interrogation region cross-correlation maps. Finally, our best performing network infers velocities from interrogation region cross-correlation maps only. We find that BCNNs using interrogation region cross-correlation maps as inputs perform better than those using interrogation windows only as inputs and discuss reasons why this may be the case. Additionally, we test the best performing BCNN on a full synthetic test image pair and a real image pair from the 1st International PIV Challenge. We show that ~98% of true particle displacements from the full synthetic image pair can be captured within the BCNN's 95% confidence intervals, and that the BCNN's performance on the real image pair is quantitatively similar to that of algorithms tested in the 1st International PIV Challenge. Finally, we show that BCNNs can be generalized to be used with multi-pass PIV algorithms with a moderate loss in accuracy, which may be overcome by future work on finetuning and training schemes. So to our knowledge, this is the first use of Bayesian neural networks to perform PIV.

47 OTHER INSTRUMENTATION↗

PyApprox: A software package for sensitivity analysis, Bayesian inference, optimal experimental design, and multi-fidelity uncertainty quantification and surrogate modeling

PyApprox is a Python-based one-stop-shop for probabilistic analysis of numerical models such as those used in the earth, environmental and engineering sciences. Easy to use and extendable tools are provided for constructing surrogates, sensitivity analysis, Bayesian inference, experimental design, and forward uncertainty quantification. The algorithms implemented represent a wide range of methods for model analysis developed over the past two decades, including recent advances in multi-fidelity approaches that use multiple model discretizations and/or simplified physics to significantly reduce the computational cost of various types of analyses. An extensive set of Benchmarks from the literature is also provided to facilitate the easy comparison of new or existing algorithms for a wide range of model analyses. Here, this paper introduces PyApprox and its various features, and presents results demonstrating the utility of PyApprox on a benchmark problem modeling the advection of a tracer in groundwater.

54 ENVIRONMENTAL SCIENCES↗

Bayesian Statistics and Uncertainty Quantification for Safety Boundary Analysis in Complex Systems

The analysis of a safety-critical system often requires detailed knowledge of safe regions and their highdimensional non-linear boundaries. We present a statistical approach to iteratively detect and characterize the boundaries, which are provided as parameterized shape candidates. Using methods from uncertainty quantification and active learning, we incrementally construct a statistical model from only few simulation runs and obtain statistically sound estimates of the shape parameters for safety boundaries.

Active Learning↗

Bayesian Inference and the Effects of Varying Uncertainty Models in Charring Ablator Calibration and Uncertainty Quantification Problems

The Mars Science Laboratory (MSL) vehicle utilized a heat shield constructed from NASA’s Phenolic-Impregnated Carbon Ablator (PICA) material to protect the main structure from the high enthalpy environment encountered during hypersonic atmospheric entry. During the vehicle’s descent through Martian atmosphere, multiple thermocouples embedded within the heat shield captured in-depth material temperature data that allow for studies to be conducted on current material response reconstruction tools. In the present work, material temperature data obtained from thermocouples within the MISP-4 plug (MEDLI (Mars Science Laboratory Entry, Descent, and Landing Instrument) Integrated Sensor Plug) are utilized in the calibration of Theoretical Ablative Composite for Open Testing (TACOT) model parameters in conjunction with NASA’s Porous material Analysis Toolbox (PATO) through Bayesian inference where uncertainty due to parametric, modeling, and experimental sources is simultaneously quantified. Prior to the study, a sensitivity analysis is performed through computation of the robust Sobol indices in an effort to study the relationship between input space and model response and to reduce the dimensionality of the statistical inverse problem. The Bayesian inference methodology necessitates an a-priori choice to be made for the uncertainty model for which numerous possibilities are available. Across most works, however, only basic additive or multiplicative models are utilized with pre-defined magnitudes of uncertainty based on a-priori knowledge or to-be-calibrated multipliers of static covariance matrix structures. The present effort explores the effects of informed uncertainty models, ones with temporal dependence that are simultaneously calibrated through Bayesian inference, on calibrated results for parameters that make up the uncertain input space.

Sensitivity Analysis↗

Magnetostriction of α-RuCl 3 Flakes in the Zigzag Phase

Motivated by the possibility of enhanced magnetic fluctuations in exfoliated α-RuCl 3 flakes, we study magneto-Raman spectra of exfoliated multilayer α-RuCl 3 in out-of-plane magnetic fields of -6 to 6 T at temperatures of 670 mK to 4 K. While the literature currently suggests that bulk α-RuCl 3 is in an antiferromagnetic zigzag phase with R$\bar3$ symmetry at low temperatures, we do not observe R$\bar3$ symmetry in exfoliated α-RuCl 3 at low temperatures. While we saw no magnetic field-driven transitions, the Raman modes exhibit unexpected stochastic shifts in response to the applied magnetic field that are above the uncertainties inferred from Bayesian analysis. Finally, these stochastic shifts are consistent with the emergence of magnetostrictive interactions in exfoliated α-RuCl 3 .

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗

16 O Electroweak Response Functions from First Principles

We present calculations of various electroweak response functions for the 16 O nucleus obtained using coupled-cluster theory in conjunction with the Lorentz integral transform method. We employ nuclear forces derived at next-to-leading order and next-to-next-to-leading order in chiral effective field theory and perform a Bayesian analysis to assess uncertainties. Our results are in good agreement with available electron-scattering data at |𝐪|≈326 MeV/c. Additionally, we provide several predictions for the weak response functions in the quasielastic peak region at |𝐪| =300 and 400 MeV/c, which are critical for long-baseline neutrino experiments.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗

State of Stress Uncertainty Quantification and Geomechanical Risk Analysis for Subsurface Engineering

All subsurface stress measurement methods available for deep subsurface applications are indirect and involve a significant amount of uncertainty. Quantifying these uncertainties is critical for applications where the state of stress is a component of a risk analysis with significant safety, environmental, and economic considerations. A publicly available and open source tool called the State of Stress Analysis Tool (SOSAT) has been developed to aid in performing a Bayesian uncertainty quantification and geomechanical risk analysis using many types of commonly available data. A new feature of this tool is using data from the FutureGen 2.0 site. The new feature of the tool was uses information about the absence or presence of borehole breakouts to constrain the state of stress. This new feature allows the user to specify probability distributions for the relevant parameters such as the drilling mud pressure, temperature, and the formation strength properties. The tool computes the posterior joint probability distribution of the horizontal principal stresses. Using random samples from this posterior distribution the tool then computes the probability of activating a critically oriented fault at a range of pore pressures. This latter feature can be used to aid in the assessment of the risk of induced seismicity and leakage in geologic carbon sequestration and enhanced geothermal systems.

Burghardt, Jeffrey A.↗

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↗

Bayesian calibration and uncertainty quantification of a rate-dependent cohesive zone model for polymer interfaces

In this work we present a rate-dependent cohesive zone model for the fracture of polymeric interfaces and performs a Bayesian calibration, an uncertainty quantification, and a sensitivity analysis for the model. The proposed cohesive zone model accounts for both reversible elastic and irreversible rate-dependent separation sliding deformation at the interface. The viscous dissipation due to the irreversible opening at the interface is modeled using elastic-viscoplastic kinematics that incorporates the effects of strain rate. Inverse calibration of parameters for such complex models through trial and error is challenging due to the large number of parameters of the model. Moreover, the calibrated parameter values are often non-unique and uncertain when the available experimental data is limited. To tackle this challenge, we employ a Bayesian calibration approach to identify parameters from experimental data, the resulting parameters significantly enhance the accuracy of the model. To quantify the uncertainty associated with the inverse parameter estimation, a modular Bayesian approach is employed to calibrate the unknown model parameters, accounting for the parameter uncertainty of the cohesive zone model. The advantages of the Bayesian calibration over a deterministic parameter fit are demonstrated. Further, to quantify the model uncertainties, such as incorrect assumptions or missing physics, a discrepancy function is introduced, which significantly improves the model’s prediction. Finally, the total uncertainty of the model is quantified in a predictive setting. A sensitivity analysis is performed to assess how changes in the input variables of the model affect the peak load, facilitating the identification of a concise set of highly influential parameters. The present approach can be used for calibration and uncertainty quantification for other complex computational mechanics models. It should also facilitate the designing of interface materials under uncertainty.

42 ENGINEERING↗

A compact x-ray spectrometer for measurements of electron temperature distributions in inertial confinement fusion implosions at OMEGA

The Wedge Range Filter (WRF), commonly used for proton spectroscopy at the OMEGA Laser Facility and National Ignition Facility, is adapted to measure the x-ray continuum spectrum through transmission measurement using a continuous-gradient filter. Continuum x rays emitted from the hotspot of an implosion contain information about the plasma composition and electron temperature. The WRF data are leveraged to probe this distribution, specifically the electron temperature distribution. In this work, the data recorded with the WRF are forward modeled using a temperature distribution model folded with the WRF response function. An uncertainty analysis is conducted through a Bayesian regression algorithm using a Hamiltonian Monte Carlo sampler. This analysis enables the uncertainties in the instrument response to be folded into the uncertainty estimation of the electron temperature and absolute x-ray emission. Data analysis for a series of OMEGA implosions is presented and compared with radiation hydrodynamic simulations.

Lasers↗

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↗

PyApprox: Enabling efficient model analysis

PyApprox is a Python-based one-stop-shop for probabilistic analysis of scientific numerical models. Easy to use and extendable tools are provided for constructing surrogates, sensitivity analysis, Bayesian inference, experimental design, and forward uncertainty quantification. The algorithms implemented represent the most popular methods for model analysis developed over the past two decades, including recent advances in multi-fidelity approaches that use multiple model discretizations and/or simplified physics to significantly reduce the computational cost of various types of analyses. Simple interfaces are provided for the most commonly-used algorithms to limit a user’s need to tune the various hyper-parameters of each algorithm. However, more advanced work flows that require customization of hyper-parameters is also supported. An extensive set of Benchmarks from the literature is also provided to facilitate the easy comparison of different algorithms for a wide range of model analyses. This paper introduces PyApprox and its various features, and presents results demonstrating the utility of PyApprox on a benchmark problem modeling the advection of a tracer in ground water.

97 MATHEMATICS AND COMPUTING↗