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Results for “High-dimensional uncertainty quantification”

Search indexed NASA NTRS and DOE OSTI research on propulsion, heat transfer, battery materials and energy systems. Follow report and document links to the original sources.

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At least 55 records · Page 3
All sourcesNASA NTRSDOE OSTI
DOE OSTI2022

GenMod: A generative modeling approach for spectral representation of PDEs with random inputs

Here, we propose a method for quantifying uncertainty in high-dimensional PDE systems with random parameters, where the number of solution evaluations is small. Parametric PDE solutions are often approximated using a spectral decomposition based on polynomial chaos expansions. For the class of systems we consider (i.e., high dimensional with limited solution evaluations) the coefficients are given by an underdetermined linear system in a regression formulation. This implies additional assumptions, such as sparsity of the coefficient vector, are needed to approximate the solution. Here, we present an approach where we assume the coefficients are close to the range of a generative model that maps from a low to a high dimensional space of coefficients. Our approach is inspired be recent work examining how generative models can be used for compressed sensing in systems with random Gaussian measurement matrices. Using results from PDE theory on coefficient decay rates, we construct an explicit generative model that predicts the polynomial chaos coefficient magnitudes. The algorithm we developed to find the coefficients, which we call GenMod, is composed of two main steps. First, we predict the coefficient signs using Orthogonal Matching Pursuit. Then, we assume the coefficients are within a sparse deviation from the range of a sign-adjusted generative model. This allows us to find the coefficients by solving a nonconvex optimization problem, over the input space of the generative model and the space of sparse vectors. We obtain theoretical recovery results for a Lipschitz continuous generative model and for a more specific generative model, based on coefficient decay rate bounds. We examine three high-dimensional problems and show that, for all three examples, the generative model approach outperforms sparsity promoting methods at small sample sizes.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2023

Constructing a Simulation Surrogate with Partially Observed Output

Gaussian process surrogates are a popular alternative to directly using computationally expensive simulation models. When the simulation output consists of many responses, dimension-reduction techniques are often employed to construct these surrogates. However, surrogate methods with dimension reduction generally rely on complete output training data. This article proposes a new Gaussian process surrogate method that permits the use of partially observed output while remaining computationally efficient. The new method involves the imputation of missing values and the adjustment of the covariance matrix used for Gaussian process inference. The resulting surrogate represents the available responses, disregards the missing responses, and provides meaningful uncertainty quantification. In conclusion, the proposed approach is shown to offer sharper inference than alternatives in a simulation study and a case study where an energy density functional model that frequently returns incomplete output is calibrated.

42 ENGINEERING↗
NASA NTRS2013

Validating an Air Traffic Management Concept of Operation Using Statistical Modeling

Validating a concept of operation for a complex, safety-critical system (like the National Airspace System) is challenging because of the high dimensionality of the controllable parameters and the infinite number of states of the system. In this paper, we use statistical modeling techniques to explore the behavior of a conflict detection and resolution algorithm designed for the terminal airspace. These techniques predict the robustness of the system simulation to both nominal and off-nominal behaviors within the overall airspace. They also can be used to evaluate the output of the simulation against recorded airspace data. Additionally, the techniques carry with them a mathematical value of the worth of each prediction-a statistical uncertainty for any robustness estimate. Uncertainty Quantification (UQ) is the process of quantitative characterization and ultimately a reduction of uncertainties in complex systems. UQ is important for understanding the influence of uncertainties on the behavior of a system and therefore is valuable for design, analysis, and verification and validation. In this paper, we apply advanced statistical modeling methodologies and techniques on an advanced air traffic management system, namely the Terminal Tactical Separation Assured Flight Environment (T-TSAFE). We show initial results for a parameter analysis and safety boundary (envelope) detection in the high-dimensional parameter space. For our boundary analysis, we developed a new sequential approach based upon the design of computer experiments, allowing us to incorporate knowledge from domain experts into our modeling and to determine the most likely boundary shapes and its parameters. We carried out the analysis on system parameters and describe an initial approach that will allow us to include time-series inputs, such as the radar track data, into the analysis

Statistical emulation↗
DOE OSTI2025

A copula-based rank histogram ensemble filter

Serial ensemble filters implement triangular probability transport maps to reduce high-dimensional inference problems to sequences of state-by-state univariate inference problems. The univariate inference problems are solved by sampling posterior probability densities obtained by combining constructed prior densities with observational likelihoods according to Bayes' rule. Many serial filters in the literature focus on representing the marginal posterior densities of each state. However, rigorously capturing the conditional dependencies between the different univariate inferences is crucial to correctly sampling multidimensional posteriors. This work proposes a new serial ensemble filter, called the copula rank histogram filter (CoRHF), that seeks to capture the conditional dependency structure between variables via empirical copula estimates; these estimates are used to rigorously implement the triangular (state-by-state univariate) Bayesian inference. The success of the CoRHF is demonstrated on two-dimensional examples and the Lorenz'63 problem. A practical extension to the high-dimensional setting is developed by localizing the empirical copula estimation, and is demonstrated on the Lorenz'96 problem.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2022

Active learning with multifidelity modeling for efficient rare event simulation

Here, while multifidelity modeling provides a cost-effective way to conduct uncertainty quantification with computationally expensive models, much greater efficiency can be achieved by adaptively deciding the number of required high-fidelity (HF) simulations, depending on the type and complexity of the problem and the desired accuracy in the results. We propose a framework for active learning with multifidelity modeling emphasizing the efficient estimation of rare events. Our framework works by fusing a low-fidelity (LF) prediction with an HF-inferred correction, filtering the corrected LF prediction to decide whether to call the high-fidelity model, and for enhanced subsequent accuracy, adapting the correction for the LF prediction after every HF model call. The framework does not make any assumptions as to the LF model type or its correlations with the HF model. In addition, for improved robustness when estimating smaller failure probabilities, we propose using dynamic active learning functions that decide when to call the HF model. We demonstrate our framework using several academic case studies (including some high-dimensional problems) and two finite element model case studies: estimating Navier-Stokes velocities using the Stokes approximation and estimating stresses in a transversely isotropic model subjected to displacements via a coarsely meshed isotropic model. Across these case studies, not only did the proposed framework estimate the failure probabilities accurately, but compared with either Monte Carlo or a standard variance reduction method, it also required only a small fraction of the calls to the HF model.

42 ENGINEERING↗
NASA NTRSDate not supplied

Combining Data with Physical Knowledge for Uncertainty Quantification in Certification and Reliability Analysis

Unifying empirical data with predictive models can enable engineering cost-savings through certification by analysis and reliability-based design. Both concepts require rigorous uncertainty quantification (UQ) and robust understanding and treatment of relevant physics. Combining sampling-based UQ algorithms with high-fidelity simulations creates a computational bottleneck that is often alleviated through the use of machine learning (ML). ML can be used to create computationally efficient surrogates for simulations of complex or high-dimensional physical interactions (e.g., multi-phase interactions associated with melt pools in laser powder bed fusion or spatially-dependent material properties in functionally graded materials). However, negative side effects of ML may include a lack of interpretability and negative correlation between event rarity and simulation accuracy due to a lack of training data. As such, it is important to infuse ML algorithms with physics-based guardrails to provide confidence in their predictions. This talk will provide a brief review of recent NASA research at this intersection of physics-based simulation, ML, and UQ with a focus on certification and reliability analysis.

uncertainty quantification↗
DOE OSTI2021

A deep learning-accelerated data assimilation and forecasting workflow for commercial-scale geologic carbon storage

Fast assimilation of monitoring data to update forecasts of pressure buildup and carbon dioxide (CO 2 ) plume migration under geologic uncertainties is a challenging problem in geologic carbon storage. The high computational cost of data assimilation with a high-dimensional parameter space impedes fast decision-making for commercial-scale reservoir management. We propose to leverage physical understandings of porous medium flow behavior with deep learning techniques to develop a fast data assimilation-reservoir response forecasting workflow. Applying an Ensemble Smoother Multiple Data Assimilation (ES-MDA) framework, the workflow updates geologic properties and predicts reservoir performance with quantified uncertainty from pressure history and CO 2 plumes interpreted through seismic inversion. As the most computationally expensive component in such a workflow is reservoir simulation, we developed surrogate models to predict dynamic pressure and CO 2 plume extents under multi-well injection. The surrogate models employ deep convolutional neural networks, specifically, a wide residual network and a residual U-Net. The workflow is validated against a flat threedimensional reservoir model representative of a clastic shelf depositional environment. Intelligent treatments are applied to bridge between quantities in a true-3D reservoir model and those in a single-layer reservoir model. The workflow can complete history matching and reservoir forecasting with uncertainty quantification in less than one hour on a mainstream personal workstation.

25 ENERGY STORAGE↗
DOE OSTI2021

Feasibility of DEIM for retrieving the initial field via dimensionality reduction

When parameter estimation is solved in a high-dimensional space, the dimensionality reduction strategy becomes the primary consideration for alleviating the tremendous computational cost. Here, the discrete empirical interpolation method (DEIM) is explored to retrieve the initial condition (IC) by combining the polynomial chaos (PC) based ensemble Kalman filter (i.e. PC-EnKF), where a non-intrusive PC expansion is considered as a surrogate model in place of the forward model in the prediction step of the ensemble Kalman filter, resulting in fewer forward model integrations but with a comparable accuracy as Monte Carlo-based approaches. The DEIM acts as a hyper-reduction tool to provide the low-dimensional input for the high-dimensional initial field, which can be reconstructed using the information on the sparse interpolation grid points that is adaptively obtained through PC-EnKF data assimilation method. Thus an innovative framework to reconstruct the IC is developed. The detailed procedure at each assimilation iteration includes: the determination of the spatial interpolation points, the estimation of the initial values on the interpolation locations using the optimal observations, and the reconstruction of IC in the full space. The current study uses the reconstruction field of initial conditions of the Navier-Stokes equations as an example to illustrate the efficacy of our method. The experimental results demonstrate the proposed algorithm achieves a satisfactory reconstruction for the initial field. The proposed method helps to extend the applicable area of DEIM in solving inverse problems.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2021

AI-Batt (Autonomous Identification of Battery Life Models) [SWR 21-36]

Autonomous Identification of Battery Life Models (AI-Batt) AI-Batt is a MATLAB code base for developing lifetime models for batteries from accelerated aging data. The code base provides many functions for processing, visualizing, and modeling battery aging data, making the data processing, exploration, and modeling workflow substantially faster. These tools are tailored for working with battery aging data sets, which usually consist of many separate time-series for each cell, with many test conditions and possible replicates at each condition, which makes it difficult to simply process or visualize the data set. Complex modeling tasks, such as cross-validation, sensitivity analysis, and uncertainty quantification have been implemented to enable thorough statistical investigation of model predictions. Additionally, several machine-learning algorithms are implemented to autonomously identify suitable models via symbolic regression. Data processing functions automatically cast data from the struct data type, which is commonly used to store experimental data, but is not an acceptable input for most algorithms, to the table data type, which can be easily used as input to any optimization algorithm. Also, the data can be separated into time-invariant and time-variant data tables, which is helpful for exploring the data set as well as developing separate models for time-variant and time-invariant aging mechanisms. For example, in aging tests with constant temperature, temperature is a time-invariant experimental condition. Visualization tools enable plotting of data, model fits, and model simulations possible with single-line function calls, empowering data exploration of complex data sets with both time-varying and time-invariant trends. Plots can be automatically generated for the whole data set, or separated by data group (groups of test replicates) or individual data series. Data points or data series can be automatically colored by the value of a variable with a variety of color maps, and model predictions can also be colored by the value of a fit statistic. Comparisons between data sets and the predictions/simulations of different models on the same data set can be easily plotted as well. Distributions of parameter values from bootstrap resampling can be plotted to visualize the reliability of parameter estimation, or determine any correlations between parameters. Modeling tools handle the complex task of creating and parsing symbolic equations for modeling battery lifetime. Equations are parsed to grab relevant data variables, parameter values, or specified sub-models for input into optimization, evaluation, or simulation functions. Models can be optimized locally (one set of parameters for each data series), bi-level (some parameters shared across the data set), or globally (single set of parameters for all data). Functions implementing symbolic regression algorithms help users to discover effective model equations, even in poorly sampled, high-dimensional data.

Smith, Kandler↗
DOE OSTI2023

Probabilistic-learning-based stochastic surrogate model from small incomplete datasets for nonlinear dynamical systems

We consider a high-dimensional nonlinear computational model of a dynamical system, parameterized by a vector-valued control parameter, in the presence of uncertainties represented by an uncontrolled parameter modeled by a vector-valued random variable, and possibly with stochastic excitation. The objective is to construct a statistical surrogate model where the input is any deterministic value of the control parameter, and the output is a vector-valued observation of the computational model, which is a random vector whose probability measure is updated using a target dataset. To construct this statistical surrogate model, the stochastic response of the computational model must be built, which is a vector-valued time-discretized stochastic process in high dimension, depending on the control parameter. It is assumed that the computational cost of a single evaluation of the deterministic model is high. For the probabilistic updating, we consider a subset of the components of the observation of the computational model, defined as the “identification observation” of the computational model, for which a small target dataset is available. Therefore, the target dataset is associated with partial observability, corresponding to an incomplete data case. Given a prior probability model of the random control and uncontrolled parameters, a training dataset is constructed, consisting of realizations of the random triplet composed of the stochastic response, the random identification observation, and the random control parameter. Since the computational cost of a single evaluation of the deterministic model is assumed to be large, the training dataset is also of small size. The main challenges in this problem are the high dimensionality, partial observability leading to incomplete data in the target dataset for the identification observation of the computational model (which is not sufficient to identify the computational stochastic responses), and the availability of a small training dataset. To address these challenges, we propose a methodology based on statistical methods for constructing necessary reduced representations, direct probabilistic learning under constraints using probabilistic learning on manifolds (PLoM) constrained by the target dataset, and the use of a weak formulation of the Fourier transform of probability measures. Statistical conditioning is also employed to explore the learned dataset. The constructed predictive statistical surrogate model can be implemented in the context of online computation. Here, we apply this approach to a problem of nonlinear stochastic dynamics in high dimensions within the framework of deformable solids mechanics.

Engineering↗
DOE OSTI2022

Data-driven surrogate modeling of hPIC ion energy-angle distributions for high-dimensional sensitivity analysis of plasma parameters' uncertainty

In this work, we present a data-driven strategy for effective construction of a surrogate model in high-dimensional parameter space for the ion energy-angle distribution (IEAD) output of hPIC simulations of plasma-surface interactions. The methodology is based on a bin-by-bin least-squares fitting of the IEAD in the parameter space. The fitting is performed in a transformed coordinate system to normalize the IEAD, and it employs sparse grids for sampling the parameter space to overcome sampling challenges in high dimensions. The surrogate model is significantly cheaper computationally than direct hPIC simulations yet maintains high fidelity to them, providing a fast emulator for hPIC simulations. Sensitivity analysis based on the surrogate model is utilized to characterize the dependence of the ion impact angle and energy moments on the physical parameters.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗
DOE OSTI2021

Flow-driven spectral chaos (FSC) method for simulating long-time dynamics of arbitrary-order non-linear stochastic dynamical systems

Uncertainty quantification techniques such as the time-dependent generalized polynomial chaos (TD-gPC) use an adaptive orthogonal basis to better represent the stochastic part of the solution space (aka random function space) in time. However, because the random function space is constructed using tensor products, TD-gPC-based methods are known to suffer from the curse of dimensionality. Here, we introduce a new numerical method called the flow-driven spectral chaos (FSC) which overcomes this curse of dimensionality at the random-function-space level. The proposed method is not only computationally more efficient than existing TD-gPC-based methods but is also far more accurate. The FSC method uses the concept of enriched stochastic flow maps to track the evolution of a finite-dimensional random function space efficiently in time. To transfer the probability information from one random function space to another, two approaches are developed and studied herein. In the first approach, the probability information is transferred in the mean-square sense, whereas in the second approach the transfer is done exactly using a new theorem that was developed for this purpose. The FSC method can quantify uncertainties with high fidelity, especially for the long-time response of stochastic dynamical systems governed by ODEs of arbitrary order. Six representative numerical examples, including a nonlinear problem (the Van-der-Pol oscillator), are presented to demonstrate the performance of the FSC method and corroborate the claims of its superior numerical properties. Finally, a parametric, high-dimensional stochastic problem is used to demonstrate that when the FSC method is used in conjunction with Monte Carlo integration, the curse of dimensionality can be overcome altogether.

(nonlinear) stochastic dynamical systems↗
DOE OSTI2023

Prediction and uncertainty quantification of shale well performance using multifidelity Monte Carlo

Uncertainty quantification is an integral component of reservoir management, especially considering the inherent uncertainty in subsurface systems. While a standard practice to estimate the uncertainty, Monte Carlo (MC) simulation is computationally intense when the sampling population comprises high-fidelity simulations. Alternatively, the Multi-fidelity Monte Carlo (MFMC) simulation overcomes this computational intensity by integrating low- and high-fidelity simulations. Our goal is to minimize the number of expensive high-fidelity simulations while maintaining accuracy and using numerous fast and cheap low-fidelity simulations to efficiently sample to input parameter space of interest. We selected gas production from unconventional wells to demonstrate the potential speedups and accuracy of the MFMC approach. The model fidelity usually determines the trade-off between accuracy and efficiency. While the high-fidelity model is more accurate, the low-fidelity model is more efficient. Our high-fidelity simulation includes reservoir simulations of a hydraulically fractured well. On the other hand, our low-fidelity model comprises the parallel-plate flow model. We used differential programming to efficiently solve the 1D flow model, where automatic differentiation is used to efficiently compute the gradients. We matched the production profile of high-fidelity simulations with our low-fidelity simulations. Then, we used a support vector regression to map the high- and low-fidelity input parameters. The mapping function is essential to tune the low-dimensional parameter space of the low-fidelity model to the high-dimensional parameter space of the high-fidelity model. We found that we can use a combination of 9 high fidelity and 10,000 low fidelity simulations to efficiently and accurately simulate pressure management. This method is at least two orders of magnitude faster than only using high-fidelity simulations. Finally, from a broader perspective, MFMC could efficiently estimate the uncertainty of various systems and models, integrating low- and high-fidelity models.

04 OIL SHALES AND TAR SANDS↗
DOE OSTI2024

Distance preserving machine learning for uncertainty aware accelerator capacitance predictions

Abstract Accurate uncertainty estimations are essential for producing reliable machine learning models, especially in safety-critical applications such as accelerator systems. Gaussian process models are generally regarded as the gold standard for this task; however, they can struggle with large, high-dimensional datasets. Combining deep neural networks with Gaussian process approximation techniques has shown promising results, but dimensionality reduction through standard deep neural network layers is not guaranteed to maintain the distance information necessary for Gaussian process models. We build on previous work by comparing the use of the singular value decomposition against a spectral-normalized dense layer as a feature extractor for a deep neural Gaussian process approximation model and apply it to a capacitance prediction problem for the High Voltage Converter Modulators in the Oak Ridge Spallation Neutron Source. Our model shows improved distance preservation and predicts in-distribution capacitance values with less than 1% error.

43 PARTICLE ACCELERATORS↗
DOE OSTI2025

Discriminative versus generative approaches to simulation-based inference

Most of the fundamental, emergent, and phenomenological parameters of particle and nuclear physics are determined through parametric template fits. Simulations are used to populate histograms which are then matched to data. This approach is inherently lossy, since histograms are binned and low-dimensional. Deep learning has enabled unbinned and high-dimensional parameter estimation through neural likelihood(-ratio) estimation. We compare two approaches for neural simulation-based inference (NSBI): one based on discriminative learning (classification) and one based on generative modeling. These two approaches are directly evaluated on the same datasets, with a similar level of hyperparameter optimization in both cases. In addition to a Gaussian dataset, we study NSBI using a Higgs boson dataset from the FAIR Universe Challenge. We find that both the direct likelihood and likelihood ratio estimation are able to effectively extract parameters with reasonable uncertainties. For the numerical examples and within the set of hyperparameters studied, we found that the likelihood ratio method is more accurate and/or precise. Both methods have a significant spread from the network training and would require ensembling or other mitigation strategies in practice.

high energy physics↗
DOE OSTI2025

Improving Trustworthiness of Data-Driven Power Grid Contingency Analysis With Bayesian Residual Graph Neural Networks

The evolving energy landscape requires novel tools to efficiently perform contingency analysis and reliability assessment of power grids, potentially in real-time. The high computational cost of traditional power flow solvers limits their applicability in practice. Machine learning (ML) surrogates such as deep neural networks (NNs) accelerate power flow solvers computations, enabling high-order contingency analysis and real-time decision-making by learning highly nonlinear functions and integrating grid topology via graph architectures. However, (graph) NNs lack predictive power away from training data and do not provide predictive confidence estimates. Here, we present a Bayesian residual graph NN that integrates knowledge from low-fidelity data via residual training and embeds granular quantification of uncertainties, improving trustworthiness critical for high-consequence decision-making. Applying Bayesian concepts to NNs is challenging due to the high-dimensionality of both the parameter space, complicating derivation of a meaningful prior, and the output space in large grid systems, requiring enhanced techniques to assess the predicted high-dimensional uncertainties. Our contributions include: (1) Deriving a prior for fully connected and graph NNs that leverages low-fidelity data to guide mean predictions and appropriately control prior predictive uncertainty. (2) Integrating this prior within an ensembling with anchoring scheme for efficient approximate posterior inference. (3) Deriving enhanced metrics to assess accuracy of both the mean and uncertainty predictions in high dimensions, appropriately accounting for correlations propagated through graph layers. The resulting Bayesian residual graph NN is tested on a contingency analysis task for 14-bus and 118-bus grids.

24 - POWER TRANSMISSION AND DISTRIBUTION↗
DOE OSTI2023

Adaptive Discovery and Mixed-Variable Optimization of Next Generation Synthesizable Microelectronic Materials

Design of new microelectronic materials is characterized by several challenges such as high-dimensionality of the atomic structure-composition variable space, formidable cost of directly using high-fidelity simulations for design optimization, dispersity in literature-reported similar materials and synthesis methods, complex physical mechanisms, and mixed qualitative and quantitative design variables that lead to a disjointed design space. Even though machine learning (ML) techniques have been employed to expedite materials innovation, existing methods treat ML and design optimization as two separate processes, failing to resolve the fundamental challenges associated with high dimensionality and mixed-variable complexity. We have developed a ML enhanced mixed-variable material design optimization framework to efficiently extract useful information from existing data in literature and physics-based simulations to guide the autonomous search for optimal materials. Our proposed framework is composed of four computational modules: (1) a natural language processing (NLP) based virtual screening module, (2) classification based concept exploration module, (3) a density functional theory (DFT)-based high-fidelity evaluation model, and (4) a novel latent-variable Gaussian process (LVGP) ML model for mixed-variable problems with uncertainty quantification, which seamlessly integrates with Bayesian Optimization (BO) and achieves superb efficiency through embedded physics-based dimension reduction. Our approach is demonstrated and validated using the testbed of functional materials exhibiting metal-insulation transitions (MITs), with the targeted reversible resistivity changes (∼10^5) near room temperature. At the end of the 30-month project, we have developed a series of new ML techniques using NLP, conditional variational autoencoders, active learning, latent-variable Gaussian processes, integrated with Bayesian optimization. Our project has resulted in new predicted MITs compounds and improved understanding of MITs microscopic mechanisms, which in turn will revolutionize microelectronics science to provide energy-saving solutions. Our research has improved both creativity and efficiency in transforming rare-event discoveries of new functional materials to persistent innovations. In addition to open-sourcing the online MIT database and the classification model, the LVGP open source code has been downloaded more than 15,000 times within two years. More than 40 MIT compounds have been identified and many have been pursued experimentally via collaborators. The research results are published in close to 20 collaborative papers in high-impact journals, such as Chem. Mater., Appl. Phys. Rev., Sci. Rep., among others of design space.

36 MATERIALS SCIENCE↗
DOE OSTI2025

Conformal Hierarchical Simulation-Based Inference with Local Validity

Trustworthy and interpretable uncertainty quantification is a long-standing challenge in artificial intelligence. Simulation-based inference (SBI) comprises a broad swath of approaches for estimating latent parameters with uncertainties. Although flexible neural density estimators in SBI can be remark- ably expressive capturing highly structured, high-dimensional posteriors their credible regions can be badly mis-calibrated and are often only accompanied by heuristic coverage checks. We present the first SBI framework that delivers finite-sample local valid coverage guarantees that hold in the neighborhood of each observation. Our framework can couple any off-the-shelf hierarchical SBI engine with a confor- mal Bayesian post-processing step that operates on the posterior predictive density. A kernel-weighted conformity score adapts the conformal quantile to the local geometry of the data, yielding prediction sets that are simultaneously (i) marginally calibrated, (ii) locally valid, and (iii) hierarchical, handling global and observation-specific parameters in a single pass. Through experiments on synthetic data and benchmarks from neuroscience and physics, we show that our approach attains 1 − α coverage, where prior SBI methods under- or over-cover. Our approach also maintains a competitive, credible set size with minimal computational overhead. Finally, our approach can be used to make predictions on real data and give valid credible regions modulo weight-initialization-based model mis-specification.

Trivedi, Shubhendu [Fermilab]↗