Evaluation and Calibration of Epistemic Uncertainty Estimates.
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Launch vehicle systems are designed and developed using both heritage and new hardware. Design modifications to the heritage hardware to fit new functional system requirements can impact the applicability of heritage reliability data. Risk estimates for newly designed systems must be developed from generic data sources such as commercially available reliability databases using reliability prediction methodologies, such as those addressed in MIL-HDBK-217F. Failure estimates must be converted from the generic environment to the specific operating environment of the system where it is used. In addition, some qualification of applicability for the data source to the current system should be made. Characterizing data applicability under these circumstances is crucial to developing model estimations that support confident decisions on design changes and trade studies. This paper will demonstrate a data-source applicability classification method for assigning uncertainty to a target vehicle based on the source and operating environment of the originating data. The source applicability is determined using heuristic guidelines while translation of operating environments is accomplished by applying statistical methods to MIL-HDK-217F tables. The paper will provide a case study example by translating Ground Benign (GB) and Ground Mobile (GM) to the Airborne Uninhabited Fighter (AUF) environment for three electronic components often found in space launch vehicle control systems. The classification method will be followed by uncertainty-importance routines to assess the need to for more applicable data to reduce uncertainty.
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This manuscript discusses the challenges in detecting and attributing recently observed trends in the Atlantic tropical cyclone (TC) and the epistemic uncertainty we face in assessing future risk. We use synthetic storms downscaled from five CMIP5 models by the Columbia HAZard model (CHAZ), and directly simulated storms from high-resolution climate models. We examine three aspects of recent TC activity: the upward trend and multi-decadal oscillation of the annual frequency, the increase in storm wind intensity, and the decrease in forward speed. Some data sets suggest that these trends and oscillation are forced while others suggest that they can be explained by natural variability. Projections under warming climate scenarios also show a wide range of possibilities, especially for the annual frequencies, which increase or decrease depending on the choice of moisture variable used in the CHAZ model and on the choice of climate model. The uncertainties in the annual frequency lead to epistemic uncertainties in TC risk assessment. Here, we investigate the potential for reduction of these epistemic uncertainties through a statistical practice, namely likelihood analysis. We find that historical observations are more consistent with the simulations with increasing frequency than those with decreasing frequency, but we are not able to rule out the latter. We argue that the most rational way to treat epistemic uncertainty is to consider all outcomes contained in the results. In the context of risk assessment, since the results contain possible outcomes in which TC risk is increasing, this view implies that the risk is increasing.
Abstract Large‐scale discrete fracture network (DFN) simulators are standard fare for studies involving the sub‐surface transport of particles since direct observation of real world underground fracture networks is generally infeasible. While these simulators have successfully been used in several engineering applications, estimates of output quantities of interest (QoI) — such as breakthrough time of particles reaching the edge of the system — suffer from two distinct types of uncertainty. A run of a DFN simulator requires several parameters to be set that dictate the placement and size of fractures, the density of fractures, and the overall permeability of the system; uncertainty on the proper parameters will lead to uncertainty in the QoI, called epistemic uncertainty. Furthermore, since these input settings to DFN simulators control the stochastic processes which place fractures and govern flow, understanding how this randomness affects the QoI requires several runs of the simulator at distinct random seeds. The uncertainty in the QoI attributed to different realizations (i.e., different seeds) of the same random process (i.e., identical input parameters) leads to a second type of uncertainty, called aleatoric uncertainty. In this paper, we perform a Sensitivity Analysis, which directly attributes the uncertainty observed in the QoI to the epistemic uncertainty from each input parameter and to the aleatoric uncertainty. Beyond the specific takeaways on which input variables influence uncertainty in the QoI the most, a major contribution of this paper is the introduction of a statistically rigorous workflow for characterizing the uncertainty in DFN flow simulations that exhibit heteroskedasticity.
The Multi-Purpose Crew Vehicle (MPCV) Program Orion vehicle finite element model (FEM) was updated based on a modal test performed by Lockheed Martin. Due to nonlinearity observed in the test results, linear low force level (LL) and high force level (HL) FEMs were developed for use during various Space Launch System (SLS) flight regimes depending on expected forcing levels. Uncertainty models were derived for the combined MPCV and MPCV Stage Adaptor LL and HL Hurty/Craig-Bampton (HCB) components based on the MPCV structural test article Configuration 4 modal test-analysis correlation results. Subsequently, system-level uncertainty quantification analyses were performed using both models for various SLS flight configurations to determine the impact of the nonlinearity on important system metrics. The system metrics included both transfer functions associated with attitude control and dynamic loads associated with aerodynamic buffeting during ascent. In each case, an independent Monte Carlo (MC) analysis was performed, and no attempt was made to combine the results. The Hybrid Parametric Variation (HPV) method was used to develop the LL and HL MPCV HCB uncertainty models. The HPV method provides both parametric and non-parametric components of uncertainty. The non-parametric uncertainty accounts for the difference in model-form between the linearized analytical model and the corresponding linearized component test results in the form of mode shapes and frequencies at that force level. This linear model-form uncertainty is implemented in the HPV method using random matrix theory. However, the HPV uncertainty models developed for the linear LL and HL MPCV components do not account for the nonlinearity in the MPCV. With respect to the linearized models, this nonlinearity is also an uncertainty in model form, but in this case, it must be treated independently as an epistemic uncertainty. It represents a lack of knowledge, in contrast to an aleatory uncertainty due to the randomness of a variable. In the case of an epistemic variable, the true value is unknown, only the interval within which it lies is known. Epistemic uncertainty can be reduced with increased knowledge, while in general, aleatory uncertainty cannot. This work combines the epistemic uncertainty due to the MPCV nonlinearity with the parametric and non-parametric uncertainty within the HPV method using a second order propagation approach. The LL and HL test data is augmented with surrogate test data derived from a nonlinear MPCV representation. The impact of the MPCV nonlinearity on system response statistics is determined using a series of cumulative distribution functions in the form of a horsetail plot, or p-box. This results in an interval of probabilities for a specific response value, or an interval of response values at a specific probability.
Techniques from artificial intelligence and machine learning are increasingly employed in nuclear theory; however, the uncertainties that arise from the complex parameter manifold encoded by the neural networks are often overlooked. Epistemic uncertainties arising from training the same network multiple times for an ensemble of initial weight sets offer a first insight into the confidence of machine learning predictions, but they often come with a high computational cost. Instead, we apply a single-model uncertainty quantification method called Δ-UQ that gives epistemic uncertainties with one-time training. Here, we demonstrate our approach on a two-feature model of nuclear binding energies per nucleon with proton and neutron number pairs as inputs. We show that Δ-UQ can produce reliable and self-consistent epistemic uncertainty estimates and can be used to assess the degree of confidence in predictions made with deep neural networks.
Abstract Robust quantification of predictive uncertainty is a critical addition needed for machine learning applied to weather and climate problems to improve the understanding of what is driving prediction sensitivity. Ensembles of machine learning models provide predictive uncertainty estimates in a conceptually simple way but require multiple models for training and prediction, increasing computational cost and latency. Parametric deep learning can estimate uncertainty with one model by predicting the parameters of a probability distribution but does not account for epistemic uncertainty. Evidential deep learning, a technique that extends parametric deep learning to higher-order distributions, can account for both aleatoric and epistemic uncertainties with one model. This study compares the uncertainty derived from evidential neural networks to that obtained from ensembles. Through applications of the classification of winter precipitation type and regression of surface-layer fluxes, we show evidential deep learning models attaining predictive accuracy rivaling standard methods while robustly quantifying both sources of uncertainty. We evaluate the uncertainty in terms of how well the predictions are calibrated and how well the uncertainty correlates with prediction error. Analyses of uncertainty in the context of the inputs reveal sensitivities to underlying meteorological processes, facilitating interpretation of the models. The conceptual simplicity, interpretability, and computational efficiency of evidential neural networks make them highly extensible, offering a promising approach for reliable and practical uncertainty quantification in Earth system science modeling. To encourage broader adoption of evidential deep learning, we have developed a new Python package, Machine Integration and Learning for Earth Systems (MILES) group Generalized Uncertainty for Earth System Science (GUESS) (MILES-GUESS) ( https://github.com/ai2es/miles-guess ), that enables users to train and evaluate both evidential and ensemble deep learning. Significance Statement This study demonstrates a new technique, evidential deep learning, for robust and computationally efficient uncertainty quantification in modeling the Earth system. The method integrates probabilistic principles into deep neural networks, enabling the estimation of both aleatoric uncertainty from noisy data and epistemic uncertainty from model limitations using a single model. Our analyses reveal how decomposing these uncertainties provides valuable insights into reliability, accuracy, and model shortcomings. We show that the approach can rival standard methods in classification and regression tasks within atmospheric science while offering practical advantages such as computational efficiency. With further advances, evidential networks have the potential to enhance risk assessment and decision-making across meteorology by improving uncertainty quantification, a longstanding challenge. This work establishes a strong foundation and motivation for the broader adoption of evidential learning, where properly quantifying uncertainties is critical yet lacking.
In the Task 1 report for the U.S. Nuclear Regulatory Commission (NRC) funded Local Intense Precipitation (LIP) Probabilistic Flood Hazard Assessment (PFHA) Pilot Study, the Pacific Northwest National Laboratory (PNNL) reviewed hydrologic and hydraulic modeling approaches for estimation of LIP flooding and their implementation in readily available simulation software packages (Prasad and Yuan 2020). NRC’s interest is in developing guidance for performing LIP PFHA at nuclear power plant (NPP) sites. This report describes the work done under Task 2 of the study that focused on describing uncertainties associated with LIP flood modeling. Two main types of uncertainties exist in LIP flood modeling: (1) aleatory uncertainties that arise from the inherent natural variability of the hydrometeorological system and (2) epistemic uncertainties that arise from the analysts’ incomplete knowledge of the hydrometeorological and site configuration. Principal sources for aleatory variability in LIP flood simulations at NPP sites include precipitation (i.e., magnitude, duration, and temporal distribution of LIP events), initial conditions (e.g., soil moisture content, stormwater drainage discharge, surface storage), boundary conditions (e.g., upstream discharge, downstream water surface elevations), and long-term temporal trends (e.g., climate change). This report describes approaches used for estimating the aleatory variability in precipitation including precipitation-frequency analysis, numerical weather prediction, and stochastic weather generation. Data sources that can be used to estimate aleatory variability in initial and boundary conditions are also described. Approaches to include effects of long-term trends like those from climate change into estimation of aleatory variability are summarized. Sources of epistemic uncertainty in LIP flood simulations at NPP sites include process representation (e.g., multiple approaches to represent runoff generation, stormwater drainage, and hydraulic routing), site configurations (e.g., site layout, flow features, status of temporary flood protection, blockage of drains), model resolution, and long-term temporal trends (e.g., known/planned site alterations, land-use changes at and in the vicinity of the site). The report describes alternative process representations (methods and models), particularly those implemented in the LIP flood simulation software packages reviewed in Task 1 report, and lists the associated model parameters. Approaches for estimating model parameters when surface and subsurface water exchanges occur are also described.