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All sourcesNASA NTRSDOE OSTI
DOE OSTI2025

Gaussian Process Regression under Computational and Epistemic Misspecification

Gaussian process regression is a classical kernel method for function estimation and data interpolation. In large data applications, computational costs can be reduced using low-rank or sparse approximations of the kernel. This paper investigates the effect of such kernel approximations on the interpolation error. We introduce a unified framework to analyze Gaussian process regression under important classes of computational misspecification: Karhunen-Loève expansions that result in low-rank kernel approximations, multiscale wavelet expansions that induce sparsity in the covariance matrix, and finite element representations that induce sparsity in the precision matrix. Furthermore, our theory also accounts for epistemic misspecification in the choice of kernel parameters.

Gaussian process regression↗
DOE OSTI2025

Effect of likelihood misspecification in Gaussian process-driven autonomous experimentation

In recent years, several groups have designed Autonomous Experiment (AE) models with the aim of using them as an alternative method for neutron scattering scanning. In an AE, Gaussian processes (GPs) are most frequently used due to their interpretability, their non-parametric nature, their universal approximation, and their closed-form predictive distribution. GPs have two key components, namely, the model for the likelihood of a neutron count knowing the underlying dynamic structure factor and the acquisition function. In this paper, we investigate the impact, on the quality of an AE, of the likelihood and acquisition function choices, in energy scans and (Q, ω) ones, with respect to the signal-over-noise ratio. While we hypothesized that the quality of GP predictions would decrease when the normal to Poisson likelihood approximation breaks down at low count rates, we found that the use of the correct Poisson likelihood does not improve the quality of the data collected, as well as yields very poor results in (Q, ω) scans at low count rates. In fact, the best results are obtained with a combination of normal likelihood, including the observation noise, and the change in variance acquisition function. In addition, we find that the performance, or quality of the predictive distribution, is a misleading measure of efficiency, that is, of the quality of the data collected.

Perryman, David Elliott [Inst. Laue-Langevin (ILL)↗
NASA NTRS2003

Dynamic cost risk estimation and budget misspecification

Cost risk for new technology development is estimated by explicit stochastic processes. Monte Carlo simulation is used to propagate technology development activity budget changes during the technology development cycle.

cost risk random walk Monte Carlo simulation princ↗
DOE OSTI2025

Data-Driven Compositional Optimization in Misspecified Regimes

With a manifold growth in the scale and intricacy of systems, the challenges of parametric misspecification become pronounced. These concerns are further exacerbated in compositional settings, which emerge in problems complicated by modeling risk and robustness. In “Data-Driven Compositional Optimization in Misspecified Regimes,” the authors consider the resolution of compositional stochastic optimization problems, plagued by parametric misspecification. In considering settings where such misspecification may be resolved via a parallel learning process, the authors develop schemes that can contend with diverse forms of risk, dynamics, and nonconvexity. They provide asymptotic and rate guarantees for unaccelerated and accelerated schemes for convex, strongly convex, and nonconvex problems in a two-level regime with extensions to the multilevel setting. Surprisingly, the nonasymptotic rate guarantees show no degradation from the rate statements obtained in a correctly specified regime and the schemes achieve optimal (or near-optimal) sample complexities for general T-level strongly convex and nonconvex compositional problems.

Business & Economics↗
DOE OSTI2025

Uncertainty quantification for misspecified machine learned interatomic potentials

The use of high-dimensional regression techniques from machine learning has significantly improved the quantitative accuracy of interatomic potentials. Atomic simulations can now plausibly target quantitative predictions in a variety of settings, which has brought renewed interest in robust means to quantify uncertainties. In many practical settings where model complexity is constrained (e.g., due to performance considerations), misspecification — the inability of any one choice of model parameters to exactly match all training data — is a key contributor to errors that is often disregarded. Here, we employ a recent misspecification-aware regression technique to quantify parameter uncertainties, which is then propagated to a broad range of phase and defect properties in tungsten. The propagation is performed through both brute-force resampling and implicit Taylor expansion. The propagated misspecification uncertainties robustly quantify and bound errors on a broad range of material properties. We demonstrate application to recent foundational machine learning interatomic potentials, accurately predicting and bounding errors in MACE-MPA-0 energy predictions across the diverse materials project database.

36 MATERIALS SCIENCE↗
DOE OSTI2025

Parameter uncertainties for imperfect surrogate models in the low-noise regime

Abstract Bayesian regression determines model parameters by minimizing the expected loss, an upper bound to the true generalization error. However, this loss ignores model form error, or misspecification, meaning parameter uncertainties are significantly underestimated and vanish in the large data limit. As misspecification is the main source of uncertainty for surrogate models of low-noise calculations, such as those arising in atomistic simulation, predictive uncertainties are systematically underestimated. We analyze the true generalization error of misspecified, near-deterministic surrogate models, a regime of broad relevance in science and engineering. We show that posterior parameter distributions must cover every training point to avoid a divergence in the generalization error and design a compatible ansatz which incurs minimal overhead for linear models. The approach is demonstrated on model problems before application to thousand-dimensional datasets in atomistic machine learning. Our efficient misspecification-aware scheme gives accurate prediction and bounding of test errors in terms of parameter uncertainties, allowing this important source of uncertainty to be incorporated in multi-scale computational workflows.

Swinburne, Thomas D. (ORCID:0000000232554257)↗
DOE OSTI2024

Deep Learning and Likelihood Approaches for Viral Phylogeography Converge on the Same Answers Whether the Inference Model Is Right or Wrong

Abstract Analysis of phylogenetic trees has become an essential tool in epidemiology. Likelihood-based methods fit models to phylogenies to draw inferences about the phylodynamics and history of viral transmission. However, these methods are often computationally expensive, which limits the complexity and realism of phylodynamic models and makes them ill-suited for informing policy decisions in real-time during rapidly developing outbreaks. Likelihood-free methods using deep learning are pushing the boundaries of inference beyond these constraints. In this paper, we extend, compare, and contrast a recently developed deep learning method for likelihood-free inference from trees. We trained multiple deep neural networks using phylogenies from simulated outbreaks that spread among 5 locations and found they achieve close to the same levels of accuracy as Bayesian inference under the true simulation model. We compared robustness to model misspecification of a trained neural network to that of a Bayesian method. We found that both models had comparable performance, converging on similar biases. We also implemented a method of uncertainty quantification called conformalized quantile regression that we demonstrate has similar patterns of sensitivity to model misspecification as Bayesian highest posterior density (HPD) and greatly overlap with HPDs, but have lower precision (more conservative). Finally, we trained and tested a neural network against phylogeographic data from a recent study of the SARS-Cov-2 pandemic in Europe and obtained similar estimates of region-specific epidemiological parameters and the location of the common ancestor in Europe. Along with being as accurate and robust as likelihood-based methods, our trained neural networks are on average over 3 orders of magnitude faster after training. Our results support the notion that neural networks can be trained with simulated data to accurately mimic the good and bad statistical properties of the likelihood functions of generative phylogenetic models.

Evolutionary Biology↗
DOE OSTI2025

Robust A-Optimal Experimental Design for Sensor Placement in Bayesian Linear Inverse Problems

Optimal design of experiments for Bayesian inverse problems has recently gained wide popularity and attracted much attention, especially in the computational science and Bayesian inversion communities. An optimal design maximizes a predefined utility function that is formulated in terms of the elements of an inverse problem, an example being optimal sensor placement for parameter identification. The state-of-the-art algorithmic approaches following this simple formulation generally overlook misspecification of the elements of the inverse problem, such as the prior or the measurement uncertainties. This work presents an efficient algorithmic approach for designing optimal experimental design schemes for Bayesian linear inverse problems such that the optimal design is robust to misspecification of elements of the inverse problem. Specifically, we consider a worst-case scenario approach for the uncertain or misspecified parameters, formulate robust objectives, and propose an algorithmic approach for optimizing such objectives. Furthermore, both relaxation and stochastic solution approaches are discussed with detailed analysis and insight into the interpretation of the problem and the proposed algorithmic approach. Extensive numerical experiments to validate and analyze the proposed approach are carried out for sensor placement in a parameter identification problem.

Bayesian inverse problems↗
DOE OSTI2021

Evaluating Gaussian process metamodels and sequential designs for noisy level set estimation

Abstract We consider the problem of learning the level set for which a noisy black-box function exceeds a given threshold. To efficiently reconstruct the level set, we investigate Gaussian process (GP) metamodels. Our focus is on strongly stochastic simulators, in particular with heavy-tailed simulation noise and low signal-to-noise ratio. To guard against noise misspecification, we assess the performance of three variants: (i) GPs with Student- t observations; (ii) Student- t processes (TPs); and (iii) classification GPs modeling the sign of the response. In conjunction with these metamodels, we analyze several acquisition functions for guiding the sequential experimental designs, extending existing stepwise uncertainty reduction criteria to the stochastic contour-finding context. This also motivates our development of (approximate) updating formulas to efficiently compute such acquisition functions. Our schemes are benchmarked by using a variety of synthetic experiments in 1–6 dimensions. We also consider an application of level set estimation for determining the optimal exercise policy of Bermudan options in finance.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2023

Uncertainty quantification in scientific machine learning: Methods, metrics, and comparisons

Neural networks (NNs) are currently changing the computational paradigm on how to combine data with mathematical laws in physics and engineering in a profound way, tackling challenging inverse and ill-posed problems not solvable with traditional methods. However, quantifying errors and uncertainties in NN-based inference is more complicated than in traditional methods. This is because in addition to aleatoric uncertainty associated with noisy data, there is also uncertainty due to limited data, but also due to NN hyperparameters, overparametrization, optimization and sampling errors as well as model misspecification. Although there are some recent works on uncertainty quantification (UQ) in NNs, there is no systematic investigation of suitable methods towards quantifying the total uncertainty effectively and efficiently even for function approximation, and there is even less work on solving partial differential equations and learning operator mappings between infinite-dimensional function spaces using NNs. In this work, we present a comprehensive framework that includes uncertainty modeling, new and existing solution methods, as well as evaluation metrics and post-hoc improvement approaches. Further, to demonstrate the applicability and reliability of our framework, we present an extensive comparative study in which various methods are tested on prototype problems, including problems with mixed input-output data, and stochastic problems in high dimensions. In the Appendix, we include a comprehensive description of all the UQ methods employed. Further, to help facilitate the deployment of UQ in Scientific Machine Learning research and practice, we present and develop in [1] an open-source Python library (github.com/Crunch-UQ4MI/neuraluq), termed NeuralUQ, that is accompanied by an educational tutorial and additional computational experiments.

11 physics-informed neural networks↗
DOE OSTI2025

A Bayesian approach to time-domain photonic Doppler velocimetry analysis

Photonic Doppler velocimetry (PDV) is an established technique for measuring the velocities of fast-moving surfaces in high-energy-density experiments. In the standard approach to PDV analysis, the short-time Fourier transform (STFT) is used to generate a spectrogram from which the velocity history of the target is inferred. The user chooses the form, duration, and separation of the window function. Here, in this study, we present a Bayesian approach to infer the velocity directly from the PDV oscilloscope trace, without using the spectrogram for analysis. This is clearly a difficult inference problem due to the highly periodic nature of the data, but we find that with carefully chosen prior distributions for the model parameters, we can accurately recover the injected velocity from synthetic data. We validate this method using PDV data collected at the STAR two-stage light gas gun at Sandia National Laboratories, recovering shock-front velocities in quartz that are consistent with those inferred using the STFT-based approach and are interpolated across regions of low signal-to-noise data. Although this method does not rely on the same user choices as the STFT, we caution that it can be prone to misspecification if the chosen model is not sufficient to capture the velocity behavior. Analysis using posterior predictive checks can be used to establish whether a better model is required, although more complex models come with additional computational cost, often taking more than several hours to converge when sampling the Bayesian posterior. We, therefore, recommend it be viewed as a complementary method to that of the STFT-based approach.

Allison, James R. [First Light Fusion Ltd., Yarnto↗
DOE OSTI2024

Modeling neutrino-induced scale-dependent galaxy clustering for photometric galaxy surveys

Abstract The increasing statistical precision of photometric redshift surveys requires improved accuracy of theoretical predictions for large-scale structure observables to obtain unbiased cosmological constraints. In ΛCDM cosmologies, massive neutrinos stream freely at small cosmological scales, suppressing the small-scale power spectrum. In massive neutrino cosmologies, galaxy bias modeling needs to accurately relate the scale-dependent growth of the underlying matter field to observed galaxy clustering statistics. In this work, we implement a computationally efficient approximation of the neutrino-induced scale-dependent bias (NISDB). Through simulated likelihood analyses of Dark Energy Survey Year 3 (DESY3) and Legacy Survey of Space and Time Year 1 (LSSTY1) synthetic data that contain an appreciable NISDB, we examine the impact of linear galaxy bias and neutrino mass modeling choices on cosmological parameter inference. We find model misspecification of the NISDB approximation and neutrino mass models to decrease the constraining power of photometric galaxy surveys and cause parameter biases in the cosmological interpretation of future surveys. We quantify these biases and devise mitigation strategies.

Astronomy & Astrophysics↗
DOE OSTI2023

Ancient Rapid Radiation Explains Most Conflicts Among Gene Trees and Well-Supported Phylogenomic Trees of Nostocalean Cyanobacteria

Prokaryotic genomes are often considered to be mosaics of genes that do not necessarily share the same evolutionary history due to widespread horizontal gene transfers (HGTs). Consequently, representing evolutionary relationships of prokaryotes as bifurcating trees has long been controversial. However, studies reporting conflicts among gene trees derived from phylogenomic data sets have shown that these conflicts can be the result of artifacts or evolutionary processes other than HGT, such as incomplete lineage sorting, low phylogenetic signal, and systematic errors due to substitution model misspecification. Here, we present the results of an extensive exploration of phylogenetic conflicts in the cyanobacterial order Nostocales, for which previous studies have inferred strongly supported conflicting relationships when using different concatenated phylogenomic data sets. We found that most of these conflicts are concentrated in deep clusters of short internodes of the Nostocales phylogeny, where the great majority of individual genes have low resolving power. We then inferred phylogenetic networks to detect HGT events while also accounting for incomplete lineage sorting. Our results indicate that most conflicts among gene trees are likely due to incomplete lineage sorting linked to an ancient rapid radiation, rather than to HGTs. Moreover, the short internodes of this radiation fit the expectations of the anomaly zone, i.e., a region of the tree parameter space where a species tree is discordant with its most likely gene tree. In this work, we demonstrated that concatenation of different sets of loci can recover up to 17 distinct and well-supported relationships within the putative anomaly zone of Nostocales, corresponding to the observed conflicts among well-supported trees based on concatenated data sets from previous studies. Our findings highlight the important role of rapid radiations as a potential cause of strongly conflicting phylogenetic relationships when using phylogenomic data sets of bacteria. We propose that polytomies may be the most appropriate phylogenetic representation of these rapid radiations that are part of anomaly zones, especially when all possible genomic markers have been considered to infer these phylogenies.

59 BASIC BIOLOGICAL SCIENCES↗