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At least 253 records · Page 14

Sensitivity Analysis and Emulation for Functional Data using Bayesian Adaptive Splines

When a computer code is used to simulate a complex system, one of the fundamental tasks is to assess the sensitivity of the simulator to the different input parameters. In the case of computationally expensive simulators, this is often accomplished via a surrogate statistical model, a statistical output emulator. An effective emulator is one that provides good approximations to the computer code output for wide ranges of input values. In addition, an emulator should be able to handle large dimensional simulation output for a relevant number of inputs; it should flexibly capture heterogeneities in the variability of the response surface; it should be fast to evaluate for arbitrary combinations of input parameters, and it should provide an accurate quantification of the emulation uncertainty. In this paper we discuss the Bayesian approach to multivariate adaptive regression splines (BMARS) as an emulator for a computer model that outputs curves. We introduce modifications to traditional BMARS approaches that allow for fitting large amounts of data and allow for more efficient MCMC sampling. We emphasize the ease with which sensitivity analysis can be performed in this situation. We present a sensitivity analysis of a computer model of the deformation of a protective plate used in pressure-driven experiments. Our example serves as an illustration of the ability of BMARS emulators to fulfill all the necessities of computability, flexibility and reliable calculation on relevant measures of sensitivity.

97 MATHEMATICS AND COMPUTING↗

Estimation of process steady state with autoregressive models and Bayesian inference

To improve efficiency, separations engineers will typically design process circuits containing recirculating streams, which mix one or more of the process outputs with the feed material. Doing so can improve efficiency, but will cause a delay in the system reaching steady state conditions until the recirculating load mass flows stabilize. In testing separation circuits, engineers will often test a variety of factors and complete an analysis from sample results. Knowledge of if a process is at steady state, as well as the steady state conditions of a process, is essential for a valid techno-economic analysis. However, the definition of process steady state is often poorly defined, or does not include uncertainty quantification. If the performance of a process operating under two different sets of conditions are compared, an engineer who does not test for steady state or quantify steady state conditions risks producing a faulty analysis. In this work, a Bayesian statistical method for testing if all streams are at steady state is further motivated and then derived. Then after testing for steady state, the same model is used with a prior distribution that enforces a steady state assumption to estimate steady state conditions. Further, these methods were validated in a solvent extraction pilot plant where steady state conditions for all outflows were inferred with uncertainty quantification. Analysis is completed with functions available to the reader as part of the BayesMassBal (V 1.1.0) software package written in R.

01 COAL, LIGNITE, AND PEAT↗

Acoustic emission Bayesian source location: Onset time challenge

Robust identification of the most accurate observed input data among a pool of observations is key in modeling and decision making. A statistically biased observed measurement deteriorates the predictive power of a model and affects decision-making ability based on the prediction of the model. When two competing methods of measurement are available, such as methods which identify arrival times in acoustic emission (AE) signals, a principal question is whether one of the two obtained datasets, or a combination of the two, should be used later on, for example, to localize an AE source. This question becomes more important when collecting not repeatable data such as AE signals created by a propagating crack. Here this paper considers an inverse source location problem in a concrete block to address the mentioned issue, a proposed methodology which also has wider application in competitive data selection. Elastic energy released by an AE event, such as a propagating crack, is recorded by acoustic emission data acquisition system. The onset time of AE signals is often used to locate the source of the event, and its accuracy directly affects the precision of source identification. This research proposes an innovative approach to select the most probable onset time obtained from two automatic picker methods. The proposed method selects the most probable onset times, which are observed by each picker for each sensor, in a probabilistic fashion. To validate the proposed method, the most accurate onset time observed by each picker is identified by visual inspection and is compared with the one is selected by the proposed method. Finally, the dataset is used for source location identification. Results show that picked onset times determined by the proposed method generate more accurate source identification when compared with coordinates obtained using each dataset individually.

97 MATHEMATICS AND COMPUTING↗

Quantifying uncertainty in physics-based predictions of rare-isotope production cross sections via Bayesian-inspired model averaging across nuclear mass tables

Accurate prediction of fragmentation cross sections is essential for rare-isotope beam production, planning new-isotope searches, and designing experiments to study the most exotic regions of the nuclear chart. However, existing reaction models and phenomenological cross-section parametrizations often exhibit significant deviations over broad regions of mass and charge. In this work, a Bayesian-inspired model-averaging framework is developed to combine abrasion-ablation (AA) calculations based on multiple nuclear mass tables into a single statistically weighted estimate. For the calibrated systems, the model weights are assigned empirically according to the relative quality of fit to measured cross sections, thereby reducing systematic model bias while preserving the underlying physics content of the AA description. The weights are constrained using proton-rich fragmentation data for the 78 Kr and 124 Xe projectiles. The resulting parameter trends are then propagated to the 92 Mo and 144 Sm systems through a controlled scaling procedure. In the present implementation, the excitation-energy prescription is fixed, while the averaging is performed across nuclear-mass inputs; the framework provides both weighted cross sections and associated uncertainty estimates. Applied to proton-rich fragmentation, the present approach provides a practical basis for interpolation and limited extrapolation in regions relevant to rare-isotope production. The resulting predictions are used to assess the production of very proton-rich nuclei, and candidate new isotopes are discussed.

Bayesian methods↗

DETECTING UNSPECIFIED STRUCTURE IN LOW-COUNT IMAGES

Unexpected structure in images of astronomical sources often presents itself upon visual inspection of the image, but such apparent structure may either correspond to true features in the source or be due to noise in the data. This paper presents a method for testing whether inferred structure in an image with Poisson noise represents a significant departure from a baseline (null) model of the image. To infer image structure, we conduct a Bayesian analysis of a full model that uses a multiscale component to allow flexible departures from the posited null model. As a test statistic, we use a tail probability of the posterior distribution under the full model. This choice of test statistic allows us to estimate a computationally efficient upper bound on a p-value that enables us to draw strong conclusions even when there are limited computational resources that can be devoted to simulations under the null model. We demonstrate the statistical performance of our method on simulated images. Applying our method to an X-ray image of the quasar 0730+257, we find significant evidence against the null model of a single point source and uniform background, lending support to the claim of an X-ray jet.

79 ASTRONOMY AND ASTROPHYSICS↗

Bayesian calibration of the Community Land Model using surrogates

We present results from the Bayesian calibration of hydrological parameters of the Community Land Model (CLM), which is often used in climate simulations and Earth system models. A statistical inverse problem is formulated for three hydrological parameters, conditional on observations of latent heat surface fluxes over 48 months. Our calibration method uses polynomial and Gaussian process surrogates of the CLM, and solves the parameter estimation problem using a Markov chain Monte Carlo sampler. Posterior probability densities for the parameters are developed for two sites with different soil and vegetation covers. Our method also allows us to examine the structural error in CLM under two error models. We find that surrogate models can be created for CLM in most cases. The posterior distributions are more predictive than the default parameter values in CLM. Climatologically averaging the observations does not modify the parameters' distributions significantly. The structural error model reveals a correlation time-scale which can be used to identify the physical process that could be contributing to it. While the calibrated CLM has a higher predictive skill, the calibration is under-dispersive.

54 ENVIRONMENTAL SCIENCES↗

Daily Forecasting of Regional Epidemics of Coronavirus Disease with Bayesian Uncertainty Quantification, United States

To increase situational awareness and support evidence-based policymaking, we formulated a mathematical model for coronavirus disease transmission within a regional population. This compartmental model accounts for quarantine, self-isolation, social distancing, a nonexponentially distributed incubation period, asymptomatic persons, and mild and severe forms of symptomatic disease. We used Bayesian inference to calibrate region-specific models for consistency with daily reports of confirmed cases in the 15 most populous metropolitan statistical areas in the United States. We also quantified uncertainty in parameter estimates and forecasts. This online learning approach enables early identification of new trends despite considerable variability in case reporting.

59 BASIC BIOLOGICAL SCIENCES↗

Astrophysical S -factors, Thermonuclear Rates, and Electron Screening Potential for the 3 He(d,p) 4 He Big Bang Reaction via a Hierarchical Bayesian Model

Here, we developed a hierarchical Bayesian framework to estimate S-factors and thermonuclear rates for the 3 He(d,p) 4 He reaction, which impacts the primordial abundances of 3 He and 7 Li. The available data are evaluated and all direct measurements are taken into account in our analysis for which we can estimate separate uncertainties for systematic and statistical effects. For the nuclear reaction model, we adopt a single-level, two-channel approximation of R-matrix theory, suitably modified to take the effects of electron screening at lower energies into account. In addition to the usual resonance parameters (resonance location and reduced widths for the incoming and outgoing reaction channel), we include the channel radii and boundary condition parameters in the fitting process. Our new analysis of the 3 He(d,p) 4 He S-factor data results in improved estimates for the thermonuclear rates. This work represents the first nuclear rate evaluation using R-matrix theory embedded into a hierarchical Bayesian framework, properly accounting for all known sources of uncertainty. Therefore, it provides a test bed for future studies of more complex reactions.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗

Estimating the joint distribution of rate parameters across multiple reactions in the absence of experimental data

Here, a procedure for determining the joint uncertainty of Arrhenius parameters across multiple combustion reactions of interest is demonstrated. This approach is capable of constructing the joint distribution of the Arrhenius parameters arising from the uncertain measurements performed in specific target experiments without having direct access to the underlying experimental data. The method involves constructing an ensemble of hypothetical data sets with summary statistics consistent with the available information reported by the experimentalists, followed by a fitting procedure that learns the structure of the joint parameter density across reactions using this consistent hypothetical data as evidence. The procedure is formalized in a Bayesian statistical framework, employing maximum-entropy and approximate Bayesian computation methods and utilizing efficient Markov chain Monte Carlo techniques to explore data and parameter spaces in a nested algorithm. We demonstrate the application of the method in the context of experiments designed to measure the rates of selected chain reactions in the H 2 -O 2 system and highlight the utility of this approach for revealing the critical correlations between the parameters within a single reaction and across reactions, as well as for maximizing consistency when utilizing rate parameter information in predictive combustion modeling of systems of interest.

97 MATHEMATICS AND COMPUTING↗

Bayesian Neural Networks for Uncertainty Analysis of Hydrologic Modeling: A Comparison of Two Schemes

Bayesian Neural Networks (BNNs) have been shown as useful tools to analyze modeling uncertainty of Neural Networks (NNs). This research focuses on the comparison of two BNNs. The first BNNs (BNN-I) use statistical methods to describe the characteristics of different uncertainty sources (input, parameter, and model structure) and integrate these uncertainties into a Markov Chain Monte Carlo (MCMC) framework to estimate total uncertainty. The second BNNs (BNN-II) lump all uncertainties into a single error term (i.e. the residual between model prediction and measurement). In this study, we propose a simple BNN-II, which use Genetic Algorithms (GA) and Bayesian Model Averaging (BMA) to calibrate Neural Networks with different structures (number of hidden units) and combine the predictions from different NNs to derive predictions and uncertainty analysis. We tested these two BNNs in two watersheds for daily and monthly hydrologic simulation. The BMA based BNNs developed in this study outperforms BNN-I in the two watersheds in terms of both accurate prediction and uncertainty estimation. These results show that, given incomplete understanding of the characteristics associated with each uncertainty source, the simple lumped error approach may yield better prediction and uncertainty estimation.

99 GENERAL AND MISCELLANEOUS↗

Planck 2013 results. XXII. Constraints on inflation

We analyse the implications of the Planck data for cosmic inflation. The Planck nominal mission temperature anisotropy measurements, combined with the WMAP large-angle polarization, constrain the scalar spectral index to be n s = 0.9603 ± 0.0073, ruling out exact scale invariance at over 5σ. Planck establishes an upper bound on the tensor-to-scalar ratio of r< 0.11 (95% CL). The Planck data thus shrink the space of allowed standard inflationary models, preferring potentials with V "< 0. Exponential potential models, the simplest hybrid inflationary models, and monomial potential models of degree n = 2 do not provide a good fit to the data. Planck does not find statistically significant running of the scalar spectral index, obtaining d n s /dlnk =-0.0134 ± 0.0090. Here, we verify these conclusions through a numerical analysis, which makes no slow-roll approximation, and carry out a Bayesian parameter estimation and model-selection analysis for a number of inflationary models including monomial, natural, and hilltop potentials. For each model, we present the Planck constraints on the parameters of the potential and explore several possibilities for the post-inflationary entropy generation epoch, thus obtaining nontrivial data-driven constraints. We also present a direct reconstruction of the observable range of the inflaton potential. Unless a quartic term is allowed in the potential, we find results consistent with second-order slow-roll predictions. We also investigate whether the primordial power spectrum contains any features. We find that models with a parameterized oscillatory feature improve the fit by Δχ 2 eff &approx; 10 ; however, Bayesian evidence does not prefer these models. We constrain several single-field inflation models with generalized Lagrangians by combining power spectrum data with Planck bounds on f NL . Planck constrains with unprecedented accuracy the amplitude and possible correlation (with the adiabatic mode) of non-decaying isocurvature fluctuations. The fractional primordial contributions of cold dark matter (CDM) isocurvature modes of the types expected in the curvaton and axion scenarios have upper bounds of 0.25% and 3.9% (95% CL), respectively. In models with arbitrarily correlated CDM or neutrino isocurvature modes, an anticorrelated isocurvature component can improve the χ 2 eff by approximately 4 as a result of slightly lowering the theoretical prediction for the &ell; ≳ 40 multipoles relative to the higher multipoles. Nonetheless, the data are consistent with adiabatic initial conditions.

79 ASTRONOMY AND ASTROPHYSICS↗

Making inertial confinement fusion models more predictive

Computer models of inertial confinement fusion (ICF) implosions play an essential role in experimental design and interpretation as well as our understanding of fundamental physics under the most extreme conditions that can be reached in the laboratory. Building truly predictive models is a significant challenge, with the potential to greatly accelerate progress to high yield and ignition. One path to more predictive models is to use experimental data to update the underlying physics in a way that can be extrapolated to new experiments and regimes. We describe a statistical framework for the calibration of ICF simulations using data collected at the National Ignition Facility (NIF). We perform Bayesian inferences for a series of laser shots using an approach that is designed to respect the physics simulation as much as possible and then build a second model that links the individual-shot inferences together. We show that this approach is able to match multiple X-ray and neutron diagnostics for a whole series of NIF “BigFoot” shots. Within the context of 2D radiation hydrodynamic simulations, our inference strongly favors a significant reduction in fuel compression over other known degradation mechanisms (namely, hohlraum issues and engineering perturbations). This analysis is expanded using a multifidelity technique to pick fuel-ablator mix from several candidate causes of the degraded fuel compression (including X-ray preheat and shock timing errors). Finally, we use our globally calibrated model to investigate the extra laser drive energy that would be required to overcome the inferred fuel compression issues in NIF BigFoot implosions.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗

Thermodynamically informed priors for uncertainty propagation in first-principles statistical mechanics

Here, this work demonstrates how first-principles statistical mechanics approaches within a Bayesian framework can quantify and propagate uncertainties to downstream thermodynamic calculations. To address the issue of Bayesian prior selection, knowledge of 0 K ground states in the material system of interest is incorporated into the prior. The effectiveness of this framework is shown by creating a phase diagram for the fcc zirconium nitride system, including confidence intervals on order-disorder transition temperatures.

Bayesian methods↗

Radar-Based Bayesian Estimation of Ice Crystal Growth Parameters within a Microphysical Model

The potential for polarimetric Doppler radar measurements to improve predictions of ice microphysical processes within an idealized model–observational framework is examined. In an effort to more rigorously constrain ice growth processes (e.g., vapor deposition) with observations of natural clouds, a novel framework is developed to compare simulated and observed radar measurements, coupling a bulk adaptive-habit model of vapor growth to a polarimetric radar forward model. Bayesian inference on key microphysical model parameters is then used, via a Markov chain Monte Carlo sampler, to estimate the probability distribution of the model parameters. The statistical formalism of this method allows for robust estimates of the optimal parameter values, along with (non-Gaussian) estimates of their uncertainty. To demonstrate this framework, observations from Department of Energy radars in the Arctic during a case of pristine ice precipitation are used to constrain vapor deposition parameters in the adaptive habit model. The resulting parameter probability distributions provide physically plausible changes in ice particle density and aspect ratio during growth. A lack of direct constraint on the number concentration produces a range of possible mean particle sizes, with the mean size inversely correlated to number concentration. Consistency is found between the estimated inherent growth ratio and independent laboratory measurements, increasing confidence in the parameter PDFs and demonstrating the effectiveness of the radar measurements in constraining the parameters. Furthermore, the combined Doppler and polarimetric observations produce the highest-confidence estimates of the parameter PDFs, with the Doppler measurements providing a stronger constraint for this case.

54 ENVIRONMENTAL SCIENCES↗

Analysis and Synthesis of Load Forecasting Data for Renewable Integration Studies: Preprint

As renewable energy constitutes greater portions of the generation fleet, the importance of modeling uncertainty as part of integration studies also increases. In pursuit of optimal system operations, it is important to capture not only the definitive behavior of power plants, but also the risks associated with systemwide interactions. This research examines the dependence of load forecast errors on external predictor variables such as temperature, day type, and time of day. The analysis was utilized to create statistically relevant instances of sequential load forecasts with only a time series of historic, measured load available. The creation of such load forecasts relies on Bayesian techniques for informing and updating the model, thus providing a basis for networked and adaptive load forecast models in future operational applications.

17 WIND ENERGY↗

Bayesian Abel Inversion in Quantitative X-Ray Radiography

A common image formation process in high-energy X-ray radiography is to have a pulsed power source that emits X-rays through a scene, a scintillator that absorbs X-rays and uoresces in the visible spectrum in response to the absorbed photons, and a CCD camera that images the visible light emitted from the scintillator. The intensity image is related to areal density, and, for an object that is radially symmetric about a central axis, the Abel transform then gives the object's volumetric density. Two of the primary drawbacks to classical variational methods for Abel inversion are their sensitivity to the type and scale of regularization chosen and the lack of natural methods for quantifying the uncertainties associated with the reconstructions. In this work we cast the Abel inversion problem within a statistical framework in order to compute volumetric object densities from X-ray radiographs and to quantify uncertainties in the reconstruction. A hierarchical Bayesian model is developed with a likelihood based on a Gaussian noise model and with priors placed on the unknown density pro le, the data precision matrix, and two scale parameters. This allows the data to drive the localization of features in the reconstruction and results in a joint posterior distribution for the unknown density pro le, the prior parameters, and the spatial structure of the precision matrix. Results of the density reconstructions and pointwise uncertainty estimates are presented for both synthetic signals and real data from a U.S. Department of Energy X-ray imaging facility.

46 INSTRUMENTATION RELATED TO NUCLEAR SCIENCE AND ↗

Application of the Combined Judgmental and Randomly Placed Sampling Method

In the wake of the 2001 anthrax incidents in the United States, there has been considerable discussion about the role of judgmental and probabilistic sampling strategies, particularly in the context of clearance sampling. The Combined Judgmental and Random (CJR) methodology provides a statistical methodology that allows practitioners to leverage information from both judgmental and randomly selected sample locations and then quantify the confidence in negative results. The objective of the CJR sampling design is to demonstrate, with high probability, that a high percentage of the decision area (or population) is acceptable, given that none of the samples are unacceptable. The purpose of this document is to assist practitioners to appropriately use the CJR methodology and to implement this sampling design in Visual Sample Plan (VSP). We begin by defining some fundamental terms. A decision area is the geographical or spatial area (indoor or outdoor) about which practitioners wish to draw a conclusion on the basis of sampling and other relevant information. Decision areas typically include all or part of a building, but they may be any contaminated (or potentially contaminated) area for which characterization or clearance is required. In this report, a statistical sampling approach refers to any sampling approach based on a mathematical or statistical model that provides confidence or probability statements about the decision area. Statistical sampling approaches typically involve taking samples at random locations, or at the nodes of a randomly located grid or lattice that is superimposed on the decision area. The term probabilistic sampling is often used to describe statistical sampling designs that exclusively use randomly located samples. This terminology implies that probabilistic statements can only be made based upon the results of randomly placed samples. However, the CJR method utilizes a Bayesian model that gives rise to a formal probabilistic statement regarding the acceptability of the decision area based upon the information obtained from both judgmental and random samples. Judgmental samples play a vital role in the characterization and clearance process because they include the informed prior belief and expert knowledge of personnel involved in the sampling process.

97 MATHEMATICS AND COMPUTING↗

Aerodynamic Data Fusion Toward the Digital Twin Paradigm

This paper considers the fusion of two aerodynamic data sets originating from differing types of physical or computer experiments. This paper specifically addresses the fusion of 1) noisy and in-complete fields from wind-tunnel measurements and 2) deterministic but biased fields from numerical simulations. These two data sources are fused in order to estimate the true field that best matches measured quantities that serve as the ground truth. For example, two sources of pressure fields about an aircraft are fused based on measured forces and moments from a wind-tunnel experiment. A fundamental challenge in this problem is that the true field is unknown and cannot be estimated with 100% certainty. A Bayesian framework is employed to infer the true fields conditioned on measured quantities of interest; essentially a statistical correction to the data is performed. The fused data may then be used to construct more accurate surrogate models suitable for early stages of aerospace design. An extension of the proper orthogonal decomposition with constraints is also introduced to solve the same problem. In this work, both methods are demonstrated on fusing the pressure distributions for flow past the RAE2822 airfoil and the Common Research Model wing at transonic conditions. Comparison of both methods reveals that the Bayesian method is more robust when data are scarce and capable of also accounting for uncertainties in the data. Furthermore, given adequate data, the proper-orthogonal-decomposition-based and Bayesian approaches lead to surprisingly similar results.

42 ENGINEERING↗