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Francom, Devin Craig

Publications and source records attributed to Francom, Devin Craig.

At least 19 records

Sequential Monte Carlo for Cut-Bayesian Posterior Computation

We propose a sequential Monte Carlo (SMC) method to efficiently and accurately compute cut-Bayesian posterior quantities of interest, variations of standard Bayesian approaches constructed primarily to account for model misspecification. We prove finite sample concentration bounds for estimators derived from the proposed method along with a linear tempering extension and apply these results to a realistic setting where a computer model is misspecified. We then illustrate the SMC method for inference in a modular chemical reactor example that includes submodels for reaction kinetics, turbulence, mass transfer, and diffusion. The samples obtained are commensurate with a direct-sampling approach that consists of running multiple Markov chains, with computational efficiency gains using the SMC method. Overall, the SMC method presented yields a novel, rigorous approach to computing with cut-Bayesian posterior distributions.

97 MATHEMATICS AND COMPUTING↗

Bayesian projection pursuit regression

In projection pursuit regression (PPR), a univariate response variable is approximated by the sum of $M$ “ridge functions,” which are flexible functions of one-dimensional projections of a multivariate input variable. Traditionally, optimization routines are used to choose the projection directions and ridge functions via a sequential algorithm, and $M$ is typically chosen via cross-validation. Here, we introduce a novel Bayesian version of PPR, which has the benefit of accurate uncertainty quantification. To infer appropriate projection directions and ridge functions, we apply novel adaptations of methods used for the single ridge function case ($M$=1), called the Bayesian Single Index Model; and use a Reversible Jump Markov chain Monte Carlo algorithm to infer the number of ridge functions $M$. We evaluate the predictive ability of our model in 20 simulated scenarios and for 23 real datasets, in a bake-off against an array of state-of-the-art regression methods. Finally, we generalize this methodology and demonstrate the ability to accurately model multivariate response variables. Its effective performance indicates that Bayesian Projection Pursuit Regression is a valuable addition to the existing regression toolbox.

97 MATHEMATICS AND COMPUTING↗

Landmark-Warped Emulators for Models with Misaligned Functional Response

Many computer models output functional data, and in some cases, these functional data have similar, but misaligned, shape characteristics. In this paper, we introduce a general approach for building emulators for computer models that output misaligned functional data when key values in the functional response (landmarks) can be easily identified. This approach has two main parts: modeling the aligned (using the landmarks) functional data, and modeling the functions that map the misaligned data to the aligned space (warping functions). As the warping functions are required to be monotonic, we give special attention to modeling monotonic functional response data. We discuss how our approach can be easily applied for a variety of typical emulators, such as Gaussian processes, Bayesian multivariate adaptive regression splines, and Bayesian additive regression trees, and how sensitivity analysis can be performed. We demonstrate our approach by building emulators for two applications: (1) a high-energy-density physics computer model used to simulate inertial confinement fusion ignition experiments, where model outputs are highly misaligned, and (2) a multiphysics continuum hydrocode used to simulate high-velocity impact experiments, where model outputs are only slightly misaligned. In case (1) traditional methods cannot be applied, while in (2) they can be applied, but the proposed method performs significantly better.

97 MATHEMATICS AND COMPUTING↗

Comparing Emulation Methods for Computer Models with High Dimensional Output

This Master’s Capstone project will present a comparison of statistical models for computer simulation studies. The four models included in this comparison study were chosen for both their proven and diverse methodologies. We will present a case study on hurricane flood data in the Delaware bay which highlights the strengths and weaknesses of each model when applied to a very large spatial field. As computers have gotten faster, we have become interested in modeling increasingly large spatial fields in both size and resolution. Statistical algorithms that are able to efficiently handle these fields have never been more important. We therefore find this comparison to be extremely topical.

42 ENGINEERING↗

The Impala's horn applied to posterior samples of Ti-6Al-4V strength model parameters

We have generated strength model parameters for the Preston-Tonks-Wallace (PTW) model of plastic deformation based on a collection of Ti-6Al-4V alloy data and a Bayesian framework. This data collected from the literature includes different chemistries and processes. The experiments include quasistatic compression, Split Hopkinson Pressure Bar (SHPB) compression, and Taylor cylinders. Here we use posterior parameter distributions applied to a hypothetical impact referred to as the Impala's horn. The Impala's horn is like a Taylor cylinder, but modified to have a conical pro le that is truncated before coming to a point. The smaller diameter at the impact end results in higher calculated strain rates and strains than the same velocity impact with the traditional Taylor profile. The modified geometry exercises the behavior of the strength model outside the range of conditions found in the calibration data. Here we sort posterior strength models based on their flow stress at characteristic values for this hypothetical deformation. Then we compare the performance of these posterior models based on two simple observable final state properties of the Impala's horn.

36 MATERIALS SCIENCE↗

Bayesian calibration of a physics-based crystal plasticity and damage model

In this work, we present a model parameter calibration procedure for a physics-based crystal plasticity model. The calibration process utilizes a powerful statistics-based Bayesian calibration method. Calibration of the crystal plasticity parameters makes use of experimentally-measured data, i.e. compressive stress–strain response, from $\langle$100$\rangle$ and $\langle$123$\rangle$ single crystal copper dynamically loaded via Kolsky bar tests. The calibration of damage parameters is achieved using experimentally-measured free-surface velocity history data from plate impact test on $\langle$100$\rangle$ and $\langle$110$\rangle$ single crystal copper, which generates shock compression followed by dynamic tensile failure. A validation assessment is then carried out by comparing the calibrated model predictions and experimental measurements of the dynamic tensile damage generated in an impacted bicrystal copper plate. Lastly, a model-informed rationale for the experimentally-observed dependence of the spatial distribution of ductile damage (porosity) on crystallography is provided.

42 ENGINEERING↗

TBASS: A Robust Adaptation of Bayesian Adaptive Spline Surfaces

The R package TBASS is an extension of the BASS package created by Francom and Sansó (2019). The package is used to fit a Bayesian multivariate adaptive spline to a dataset that either follows a Student’s t-distribution or has outliers. Much of the framework for TBASS is adapted from the concepts of Bayesian Multivariate Adaptive Regression Splines (BMARS), specifically the work done by Denison, Mallick, and Smith (1998). The spline function is fit using a Reversible-Jump Markov Chain Monte Carlo algorithm,. By including this more robust generalization, a dataset with outliers can be accurately fit using the BMARS model, without the possibility of overfitting or variance inflation.

97 MATHEMATICS AND COMPUTING↗

Simulation and Emulation of X-Ray Diffraction from Dynamic Compression Experiments

Many important aspects of the dynamic thermo-mechanical response of materials occur at the mesoscale, i.e. a physical scale of interactions smaller than what can be adequately described by homogenous behaviors, yet larger than the scale of the atomic lattice. Concurrent advancements in computational power, continuum theory, and experimental diagnostics are enabling unprecedented understanding of such interactions. However, we cannot develop a sufficient level of confidence in such mesoscale capability until the constitutive description of the underlying constituents is reliably representative of their actual physical behavior. Therefore, there is a strong need to combine experimental, modeling, and data-science techniques to validate models of the thermomechanical response of individual single crystals. One experimental diagnostic with high potential impact to shock physics and materials science is in-situ x-ray diffraction. This paper is primarily focused on simulation of x-ray diffraction in shock physics, but with an aim toward quantifying parametric uncertainty of simulation models. Here, we develop and demonstrate a data-science and model-driven approach to constrain the parameterization of continuum models of crystal lattice deformation associated with the shock response of crystalline materials. The framework is built around the connection between continuum hydrodynamic simulations of lattice deformation and a new Bragg diffraction simulation code, BarberShop. The dynamic deformation of a crystal lattice is modeled using the DiscoFlux model within an arbitrary Lagrangian-Eulerian hydrodynamic code, FLAG. These detailed continuum simulations of lattice deformation can be computationally slow, thus a statistical model is used to emulate the evolution of lattice deformation fields in time and across the considered model parameter space. Emulated lattice deformation fields can then be generated rapidly for any combination of physics model parameters. In turn, these fields can be fed into BarberShop to realize a rapid prediction of Bragg diffraction patterns associated with particular values of physics model parameters. The framework enables parameterization of the single crystal model to obtain Bragg diffraction patterns that most closely resemble a corresponding measurement. Furthermore, the framework naturally provides sensitivities of the lattice deformation to the physics parameters. We highlight the utility of this framework through the application to a synthetic closed-loop inverse problem leading to the parameterization of a single crystal material model. As a model problem, we consider the dynamic response of the energetic molecular crystal, cyclotrimethylenetrinitramine (or RDX), under dynamic compression induced by simulated flyer plate impact experiments.

36 MATERIALS SCIENCE↗

Nuclear Data Dimension Reduction

Our nuclear data consist of 30 energy group cross sections as well as nubar and PFNS. They are sampled from a Gaussian distribution with correlations shown in Figure 1. A few of these samples are shown in Figure 2. The purpose of this section is to describe how we can reduce the dimension of the nuclear data for purposes of uncertainty quantification. Sections 2 and 3 describe why dimension reduction is useful, as well as our approach to dimension reduction. When using these nuclear data as inputs to the PARTISN code, some of the resulting $k_{eff}$ values are unrealistic. For instance, when PARTISN is simulating the Jezebel critical assembly, some of the nuclear data yield $k_{eff}$ far from one. We would like to weight the nuclear data combinations that yield more realistic output higher, while downweighting those that result in unrealistic output. Our approach to this is described in Section 4. Throughout the other sections, we will merely refer to a prior distribution of nuclear data, which is not constrained by the Jezebel experiment, and a posterior distribution of nuclear data, which is conditioned on satisfactory performance for the Jezebel experiment. For instance, the correlation matrix for the reweighted (posterior) nuclear data is shown in Figure 3, along with the difference from the prior correlation matrix. Finally, we will describe dimension reduction results in Section 5.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗

Inferring Atmospheric Release Characteristics in a Large Computer Experiment using Bayesian Adaptive Splines

An atmospheric release of hazardous material, whether accidental or intentional, can be catastrophic for those in the path of the plume. Predicting the path of a plume based on characteristics of the release (location, amount and duration) and meteorological conditions is an active research area highly relevant for emergency and long-term response to these releases. As a result, researchers have developed particle dispersion simulators to provide plume path predictions that incorporate release characteristics and meteorological conditions. However, since release characteristics and meteorological conditions are often unknown, the inverse problem is of great interest, that is, based on all the observations of the plume so far, what can be inferred about the release characteristics? This is the question we seek to answer using plume observations from a controlled release at the Diablo Canyon Nuclear Power Plant in Central California. With access to a large number of evaluations of a computationally expensive particle dispersion simulator that includes continuous and categorical inputs and spatio-temporal output, building a fast statistical surrogate model (or emulator) presents many statistical challenges, but is an essential tool for inverse modeling and sensitivity analysis. We achieve accurate emulation using Bayesian adaptive splines to model weights on empirical orthogonal functions. Here, we use this emulator as well as appropriately identifiable simulator discrepancy and observational error models to calibrate the simulator, thus finding a posterior distribution of characteristics of the release. Since the release was controlled, these characteristics are known, making it possible to compare our findings to the truth.

54 ENVIRONMENTAL SCIENCES↗