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Copula based Damage Detection for Structural Health Monitoring
This project utilizes copulas for damage detection in a Structural Health Monitoring (SHM) application. A copula-based system was chosen for the benefit of multivariate joint distribution with a goal to detect damage based on how the system as a whole reacts rather than one or two sensors by themselves. Copulas are commonly used in the field of finance for risk modeling based on two or more random inputs. A few applications in the field of SHM and Non-Destructive Evaluation (NDE) have been researched mostly on risk or reliability of the structure. The goal of this project is to determine if a copula-based approach can be used for damage detection. An unsupervised learning method was desired to reduce the dimensionality, minimal training, and be a faster evaluation method than other unsupervised methods. If a copula method can be used to detect damage what additional information on the damage can be interpreted. The remainder of this report will go over the background needed, SHM methodology, SHM applications, conclusions, and future developments.
Stochastic Simulation of Daily Suspended Sediment Concentration Using Multivariate Copulas
Estimation of daily suspended sediment concentration (SSC) is required for water resources and environment management. In this paper, a copula-based stochastic method was proposed for daily SSC simulation. Here, the multivariate copula function, constructed based on a bivariate copula and two bivariate conditional probability distributions, was used to model the temporal and cross dependence structures in daily SSCs. Then, the daily SSCs were generated by sampling from the multivariate conditional distribution. As a result, synthetic long-term SSCs data beyond the limited observation period can be provided for water resources managers, which plays a critical role in accurately estimating frequency and magnitude of extreme SSCs events. The proposed method was under rigorous examination by applying to a case study at Pingshan station in the Jinsha River Basin, China. Results showed that the generated daily SSC sequences not only had a high degree of accuracy in preserving the statistical characteristics of the daily SSC observations, but also captured both the temporal correlation and the cross-correlation between the daily streamflow and daily SSC. Specifically, the average daily relative error values corresponding to mean, standard deviation, skewness, lag-1 temporal correlation, and cross correlation were 0.87%, 4.24%, 7.52%, 0.51% and 2.02%, respectively. The multivariate copula framework proposed here can accurately and efficiently generate long-term daily SSC data for water resources management such as frequency analysis and risk assessment of extreme SSC events.
Decoding the age–chemical structure of the Milky Way disc: an application of copulas and elicitable maps
In the Milky Way, the distribution of stars in the [α/Fe] versus [Fe/H] and [Fe/H] versus age planes holds essential information about the history of star formation, accretion, and dynamical evolution of the Galactic disc. We investigate these planes by applying novel statistical methods called copulas and elicitable maps to the ages and abundances of red giants in the Apache Point Observatory Galactic Evolution Experiment survey. We find that the high- and low-α disc stars have a clean separation in copula space and use this to provide an automated separation of the α sequences using a purely statistical approach. This separation reveals that the high-α disc ends at the same [α/Fe] and age at high [Fe/H] as the low-[Fe/H] start of the low-α disc, thus supporting a sequential formation scenario for the high- and low-α discs. We then combine copulas with elicitable maps to precisely obtain the correlation between stellar age τ and metallicity [Fe/H] conditional on Galactocentric radius R and height z in the range 0 < R < 20 kpc and |z| < 2 kpc. The resulting trends in the age–metallicity correlation with radius, height, and [α/Fe] demonstrate a ≈0 correlation wherever kinematically cold orbits dominate, while the naively expected negative correlation is present where kinematically hot orbits dominate. This is consistent with the effects of spiral-driven radial migration, which must be strong enough to completely flatten the age–metallicity structure of the low-α disc.
A copula-based rank histogram ensemble filter
Serial ensemble filters implement triangular probability transport maps to reduce high-dimensional inference problems to sequences of state-by-state univariate inference problems. The univariate inference problems are solved by sampling posterior probability densities obtained by combining constructed prior densities with observational likelihoods according to Bayes' rule. Many serial filters in the literature focus on representing the marginal posterior densities of each state. However, rigorously capturing the conditional dependencies between the different univariate inferences is crucial to correctly sampling multidimensional posteriors. This work proposes a new serial ensemble filter, called the copula rank histogram filter (CoRHF), that seeks to capture the conditional dependency structure between variables via empirical copula estimates; these estimates are used to rigorously implement the triangular (state-by-state univariate) Bayesian inference. The success of the CoRHF is demonstrated on two-dimensional examples and the Lorenz'63 problem. A practical extension to the high-dimensional setting is developed by localizing the empirical copula estimation, and is demonstrated on the Lorenz'96 problem.
A Generalized Copula-Polynomial Chaos Expansion for Probabilistic Power Flow Considering Nonlinear Correlations of PV Injections
This paper develops a generalized Copula-polynomial chaos expansion (PCE) framework for power system probabilistic power flow that can handle both linear and nonlinear correlations of uncertain power injections, such as wind and PVs. A data-driven Copula statistical model is used to capture the correlations of uncertain power injections. This allows us to resort to the Rosenblatt transformation to transform correlated variables into independent ones while preserving the dependence structure. This paves the way of leveraging the PCE for surrogate modeling and uncertainty quantification of power flow results, i.e., achieving the probabilistic distributions of power flows. Simulations carried out on the IEEE 57-bus system show that the proposed framework can get much more accurate results than other alternatives with different linear and nonlinear power injection correlations.
The co-determination of home and workplace relocation durations using survival copula analysis
Not Available
XPCA: Copula-based Decompositions for Ordinal Data.
Abstract not provided.
The hidden structure of hydrodynamic transport in random fracture networks
We study the large-scale dynamics and prediction of hydrodynamic transport in random fracture networks. The flow and transport behaviour is characterized by first passage times and displacement statistics, which show heavy tails and anomalous dispersion with a strong dependence on the injection condition. The origin of these behaviours is investigated in terms of Lagrangian velocities sampled equidistantly along particle trajectories, unlike classical sampling strategies at a constant rate. The velocity series are analysed by their copula density, the joint distribution of the velocity unit scores, which reveals a simple, albeit hidden, correlation structure that can be described by a Gaussian copula. Based on this insight, we derive a Langevin equation for the evolution of equidistant particle speeds. In this framework, particle motion is quantified by a stochastic time-domain random walk, the joint density of particle position, and speed satisfies a Klein–Kramers equation. The upscaled theory quantifies particle motion in terms of the characteristic fracture length scale and the distribution of Eulerian flow velocities. That is, it is predictive in the sense that it does not require the a priori knowledge of transport attributes. The upscaled model captures non-Fickian transport features, and their dependence on the injection conditions in terms of the velocity point statistics and average fracture length. It shows that the first passage times and displacement moments are dominated by extremes occurring at the first step. The presented approach integrates the interaction of flow and structure into a predictive model for large-scale transport in random fracture networks.
Disentangling direct from indirect relationships in association networks
Networks are vital tools for understanding and modeling interactions in complex systems in science and engineering, and direct and indirect interactions are pervasive in all types of networks. However, quantitatively disentangling direct and indirect relationships in networks remains a formidable task. Here, we present a framework, called iDIRECT (Inference of Direct and Indirect Relationships with Effective Copula-based Transitivity), for quantitatively inferring direct dependencies in association networks. Using copula-based transitivity, iDIRECT eliminates/ameliorates several challenging mathematical problems, including ill-conditioning, self-looping, and interaction strength overflow. With simulation data as benchmark examples, iDIRECT showed high prediction accuracies. Application of iDIRECT to reconstruct gene regulatory networks in Escherichia coli also revealed considerably higher prediction power than the best-performing approaches in the DREAM5 (Dialogue on Reverse Engineering Assessment and Methods project, #5) Network Inference Challenge. In addition, applying iDIRECT to highly diverse grassland soil microbial communities in response to climate warming showed that the iDIRECT-processed networks were significantly different from the original networks, with considerably fewer nodes, links, and connectivity, but higher relative modularity. Further analysis revealed that the iDIRECT-processed network was more complex under warming than the control and more robust to both random and target species removal ( P < 0.001). As a general approach, iDIRECT has great advantages for network inference, and it should be widely applicable to infer direct relationships in association networks across diverse disciplines in science and engineering.
Modeling Spatial Asymmetries in Teleconnected Extreme Temperatures
Abstract Combining strengths from deep learning and extreme value theory can help describe complex relationships between variables where extreme events have significant impacts (e.g., environmental or financial applications). Neural networks learn complicated nonlinear relationships from large datasets under limited parametric assumptions. By definition, the number of occurrences of extreme events is small, which limits the ability of the data-hungry, nonparametric neural network to describe rare events. Inspired by recent extreme cold winter weather events in North America caused by atmospheric blocking, we examine several probabilistic generative models for the entire multivariate probability distribution of daily boreal winter surface air temperature. We propose metrics to measure spatial asymmetries, such as long-range anticorrelated patterns that commonly appear in temperature fields during blocking events. Compared to vine copulas, the statistical standard for multivariate copula modeling, deep learning methods show improved ability to reproduce complicated asymmetries in the spatial distribution of ERA5 temperature reanalysis, including the spatial extent of in-sample extreme events.
The Arctic LDRD project: What happened?
This presentation overviews results from the 2019 LDRD Reserve project “Diagnosing near-future changes in Arctic sea ice and ocean conditions” and a follow-up 2020 CSES Rapid Response project “Multi- Model Risk Assessment for Arctic Navigability.” We analyzed Arctic simulations from 4 CMIP6 model ensembles (E3SM, CESM-CAM, CESM-WACCM and CESM-DPLE), comparing them with observations. We then applied a machine-learning approach using copulas to produce joint probabilities of adverse conditions along potential shipping transit routes through the Arctic. Here we compare and contrast the different models and examine the utility of the copula approach applied to these data sets.
Large‐Scale Statistically Meaningful Patterns (LSMPs) Associated With Precipitation Extremes Over Northern California
Abstract We analyze large‐scale statistically meaningful patterns (LSMPs) that precede extreme precipitation (PEx) events over Northern California (NorCal). We find LSMPs by applying k‐means clustering to the two leading principal components of daily 500 hPa geopotential height anomalies two days before the onset, from October to March during 1948–2015. Statistical significance testing based on Monte Carlo simulations suggests a minimum of four statistically distinguished LSMP clusters. The four LSMP clusters are characterized as Northwest continental negative height anomaly, Eastward positive “Pacific‐North American Pattern (PNA),” Westward negative “PNA,” and Prominent Alaskan ridge. These four clusters, shown in multiple variables, evolve very differently and have differing links to the Arctic and tropical Pacific regions. Using binary forecast skill measures and a new copula‐based framework for predicting PEx events, we find LSMP indices that are useful predictors of NorCal PEx events, with moisture‐based variables being the best predictors of PEx events at least 6 days before the onset, and the lower atmospheric variables being better than their upper atmospheric counterparts any day in advance tested. To ensure statistical rigor, the LSMPs analyzed here (with the modified acronym) include local tests of both significance and consistency, which are not always featured in the literature on large‐scale meteorological patterns.
Numerical Water Tracers in the Atmospheric Component of the Energy Exascale Earth System Model: Implementation and Changes in Moisture Origin
Numerical water tracers are implemented in the Energy Exascale Earth System Model version 2. Simulations performed with the water‐tag‐enabled model for both pre‐industrial and future greenhouse gas concentrations reveal a marked increase in the role of mid‐latitude and southern subtropical regions as exporters of atmospheric moisture—to the extratropical upper troposphere and the tropical free troposphere. For the latter, the northward shift of the Intertropical Convergence Zone increases cross‐hemispheric transport of subtropical water vapor to the Northern Hemisphere. In the polar regions, most of the lower tropospheric moistening instead arises from increases in local evaporation. These findings illustrate the utility of the water tags, underscore critical changes in global hydrologic cycle, and provide insight into atmospheric dynamics under future climate scenarios. For applications when a global grid is desired, we additionally propose a novel statistical reconstruction, based on copula modeling, of the joint distribution of origin of water vapor, which reduces the number of tracers from order $\mathcal{O}\left({n}^{2}\right)$to order $\mathcal{O}(n)$, substantially ameliorating the considerable computational cost of water tracers. This statistical reconstruction is particularly beneficial to the interpretation of the relationship between latitude and longitude of origin of moisture over the tropical oceans and in the lower troposphere over land.
A global analysis strategy to resolve neutrino NSI degeneracies with scattering and oscillation data
Neutrino non-standard interactions (NSI) with the first generation of standard model fermions can span a parameter space of large dimension and exhibit degeneracies that cannot be broken by a single class of experiment. Oscillation experiments, together with neutrino scattering experiments, can merge their observations into a highly informational dataset to combat this problem. We consider combining neutrino-electron and neutrino-nucleus scattering data from the Borexino and COHERENT experiments, including a projection for the upcoming coherent neutrino scattering measurement at the CENNS-10 liquid argon detector. We extend the reach of these data sets over the NSI parameter space with projections for neutrino scattering at a future multi-ton scale dark matter detector and future oscillation measurements from atmospheric neutrinos at the Deep Underground Neutrino Experiment (DUNE). In order to perform this global anal- ysis, we adopt a novel approach using the copula method, utilized to combine posterior information from different experiments with a large, generalized set of NSI parameters. We find that the contributions from DUNE and a dark matter detector to the Borexino and COHERENT fits can improve constraints on the electron and quark NSI parameters by up to a factor of 2 to 3, even when relatively many NSI parameters are left free to vary in the analysis.
A new method for detecting abrupt changes in the dependence among multivariate hydrological series based on moving cut total correlation
Knowledge of how to define and estimate the dependence among multivariate hydrological series is essential for detecting abrupt changes in the dependence. Here, in this paper, a new method (BMCTC) is proposed to detect all possible abrupt change points in the dependence among multivariate hydrological series. The total correlation estimated by the matrix-based Renyi's alpha-order entropy functional is firstly introduced to define and measure the dependence strength among multivariate hydrological series. Then, the moving cut total correlation (MCTC) sequence is built by the moving window technique, which is used to measure changes in the dependence strength among multivariate hydrological series. Finally, the Bernaola-Galvan algorithm is used to detect all change points of the MCTC sequence. Simulations are performed to compare the effectiveness of BMCTC with Pearson correlation (BMCPC) and Spearman correlation (BMCSC), Cramer-von Mises (CvM) and copula-based likelihood-ratio (CLR). The results show that all change points are detected by BMCTC regardless of the samples size, but wrong change points or no change points are detected by other methods in most cases. BMCTC is applied to detect change points in the dependence among annual runoff, precipitation and sediment discharge series in the Xiliugou and the Kuyehe River, China. It is found that the dependence among runoff, precipitation and sediment discharge changed abruptly in 1980 and 1996 in the Kuyehe River and in 1999 in the Xiliugou River. These changes are mainly caused by human activities such as construction of water conservancy projects and coal mining.
Uncertainty propagation in feed-forward neural network models
We develop new uncertainty propagation methods for feed-forward neural network architectures with leaky ReLU activation functions subject to random perturbations in the input vectors. In particular, we derive analytical expressions for the probability density function (PDF) of the neural network output and its statistical moments as a function of the input uncertainty and the parameters of the network, i.e., weights and biases. A key finding is that an appropriate linearization of the leaky ReLU activation function yields accurate statistical results even for large perturbations in the input vectors. This can be attributed to the way information propagates through the network. We also propose new analytically tractable Gaussian copula surrogate models to approximate the full joint PDF of the neural network output. To validate our theoretical results, we conduct Monte Carlo simulations and a thorough error analysis on a multi-layer neural network representing a nonlinear integro-differential operator between two polynomial function spaces. Our findings demonstrate excellent agreement between the theoretical predictions and Monte Carlo simulations.