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Luis G Crespo

Publications and source records attributed to Luis G Crespo.

TPSAS-NF1676L-12725-DND

Uncertainty analysis and robust design - increase confidence and consistency in aerospace vehicle safety predictions by developing improved methods for quantifying and managing uncertainty. Quantifying: uncertainty modeling (model uncertainty based on experimental data, simulations and/or expert opinion) and uncertainty propagation (given uncertainty models of a system’s inputs, how to propagate them through system models, to efficiently evaluate the corresponding system’s outputs?). Managing: robust design (generate designs that robustly accommodate uncertainty) and uncertainty decomposition (identify uncertainties that contribute the most to performance degradation and determine the parameters that should (not) be modeled as uncertain).

Sean P Kenny

A Convex Optimization Approach to Improving Suboptimal Hyperparameters of Sliced Normal Distributions

Sliced Normal (SN) distributions are a generalization of Gaussian distributions where the quadratic argument of the exponential is replaced with a sum of squares polynomial. SNs may be used to represent the distribution of a diverse set of random variables including multi-modal, non-symmetric, and skewed distributions. Unfortunately, the likelihood function of a SN includes a normalization constant and the inclusion of this normalization constant makes the likelihood a non-convex function of the hyperparameters which define the SN. In previous work, suboptimal fitting of the hyperparameters was performed by transforming the given data into a higher dimensional monomial basis and selecting the optimal hyperparameters of a Gaussian fit in this space. However, this approach did not account for the effect of lifting on the normalization constant. Indeed, it was observed that as the number of monomials is increased the likelihood of the Sliced Normal can decrease. In this paper, we increase the likelihood of Sliced Normals found using the previous method by developing a convex formulation which scales the covariance matrix of the Gaussian fit such that the likelihood of the Sliced Normal is maximized. The result is significant improvements of the log likelihood of fitted SN distributions, including a significant increase, especially for problems with 500+ monomials.

Convex optimization approach to improving suboptim

Interval Predictor Models for Robust System Identification

This paper proposes a framework for the identification and uncertainty quantification of plant models according to multivariable data. The only restriction imposed upon such models is for their outputs to depend continuously on their parameters. An Interval Predictor Model (IPM) prescribes the parameters of a computational model as a path-connected set thereby making each predicted output an interval-valued function of its inputs. The formulation proposed seeks the parameter set for which the predicted outputs tightly enclose the data. This set, which is modeled as a semi-algebraic set of low-degree polynomials, enables the characterization of possibly strong parameter dependencies commonly found in practice. This uncertainty characterization makes the resulting plant model amenable to robust control approaches using polynomial optimization. Furthermore, we use non-convex scenario theory to assess the reliability of the resulting IPM. This assessment yields a distribution-free upper bound on the probability that future data will fall outside the predicted intervals.

interval

Model Calibration for Cancer Risk Projections According to Uncertain Data

This paper presents forward and inverse formulations for the calibration of computational models according to uncertain data. Uncertainty in the data might be caused by a poor metrology system, measurement noise, missing or uncontrollable input variables, or by the inability to directly measure the inputs and/or outputs of interest. The forward approach performs the calibration in the space of the model’s output thereby requiring repeated model simulations. Conversely, the inverse approach leverages an ensemble of solutions to an inverse problem in order to perform the calibration in the space of the model’s parameters. As such, the computational demands of the inverse approach are considerably lower. These strategies are applied to the calibration of a radiation model that in-forms cancer risk projections for future deep space missions.

uncertainty quantification

An Inverse Chance-constrained Approach to the Calibration of Robust Models

This paper proposes a strategy to calibrate computational models according to uncertain input-output data. To this end, uncertainty in the data is first quantified by creating adversarial data sets. Samples drawn from such sets are then mapped from the input-output space to the parameter space using an inverse mapping. This mapping minimizes the collective output spread of an ensemble of point predictions while satisfying a set of individual data-matching requirements. The distribution of the resulting parameter points, which often exhibits strong parameter dependencies, is then modeled using sliced-normals. The chance-constrained formulation used to learn this distribution enables the analyst to trade-off a greater likelihood for most of the data against a lower likelihood for some of the data thereby relaxing the conservatism of the calibrated model. This formulation not only neglects the worst-performing quantiles of each adversarial distribution but also eliminates the potentially serious effects that outliers might have on the resulting model. This calibration approach not only has a considerably lower computational cost than the standard forward approach but it also allows for the identification of suitable distribution classes, which in turn yield better calibrated models.

Calibration