Search NASA⌕ Search

SEARCH · Search NASA

Results for “posterior predictive distribution”

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.

Quote a phrase for an exact phrase match. Source license links do not imply unrestricted reuse.

At least 55 records · Page 3

Thermal Experiments for Fractured Rock Characterization: Theoretical Analysis and Inverse Modeling

Abstract Field‐scale properties of fractured rocks play a crucial role in many subsurface applications, yet methodologies for identification of the statistical parameters of a discrete fracture network (DFN) are scarce. We present an inversion technique to infer two such parameters, fracture density and fractal dimension, from cross‐borehole thermal experiments data. It is based on a particle‐based heat‐transfer model, whose evaluation is accelerated with a deep neural network (DNN) surrogate that is integrated into a grid search. The DNN is trained on a small number of the heat‐transfer model runs and predicts the cumulative density function of the thermal field. The latter is used to compute fine posterior distributions of the (to be estimated) parameters. Our synthetic experiments reveal that fracture density is well constrained by data, while fractal dimension is harder to determine. Adding nonuniform prior information related to the DFN connectivity improves the inference of this parameter.

Zhou, Zitong↗

Nuclear Data Adjustment for Nonlinear Applications in the OECD/NEA WPNCS SG14 Benchmark -- A Bayesian Inverse UQ-based Approach for Data Assimilation

The Organization for Economic Cooperation and Development (OECD) Working Party on Nuclear Criticality Safety (WPNCS) proposed a benchmark exercise to assess the performance of current nuclear data adjustment techniques applied to nonlinear applications and experiments with low correlation to applications. This work introduces Bayesian Inverse Uncertainty Quantification (IUQ) as a method for nuclear data adjustments in this benchmark, and compares IUQ to the more traditional methods of Generalized Linear Least Squares (GLLS) and Monte Carlo Bayes (MOCABA). Posterior predictions from IUQ showed agreement with GLLS and MOCABA for linear applications. When comparing GLLS, MOCABA, and IUQ posterior predictions to computed model responses using adjusted parameters, we observe that GLLS predictions fail to replicate computed response distributions for nonlinear applications, while MOCABA shows near agreement, and IUQ uses computed model responses directly. We also discuss observations on why experiments with low correlation to applications can be informative to nuclear data adjustments and identify some properties useful in selecting experiments for inclusion in nuclear data adjustment. Performance in this benchmark indicates potential for Bayesian IUQ in nuclear data adjustments.

FOS: Computer and information sciences↗

Hierarchical off-diagonal low-rank approximation of Hessians in inverse problems, with application to ice sheet model initialization

Obtaining lightweight and accurate approximations of discretized objective functional Hessians in inverse problems governed by partial differential equations (PDEs) is essential to make both deterministic and Bayesian statistical large-scale inverse problems computationally tractable. The cubic computational complexity of dense linear algebraic tasks, such as Cholesky factorization, that provide a means to sample Gaussian distributions and determine solutions of Newton linear systems is a computational bottleneck at large-scale. These tasks can be reduced to log-linear complexity by utilizing hierarchical off-diagonal low-rank (HODLR) matrix approximations. In this work, we show that a class of Hessians that arise from inverse problems governed by PDEs are well approximated by the HODLR matrix format. In particular, we study inverse problems governed by PDEs that model the instantaneous viscous flow of ice sheets. In these problems, we seek a spatially distributed basal sliding parameter field such that the flow predicted by the ice sheet model is consistent with ice sheet surface velocity observations. Here, we demonstrate the use of HODLR Hessian approximation to efficiently sample the Laplace approximation of the posterior distribution with covariance further approximated by HODLR matrix compression. Computational studies are performed which illustrate ice sheet problem regimes for which the Gauss–Newton data-misfit Hessian is more efficiently approximated by the HODLR matrix format than the low-rank (LR) format. We then demonstrate that HODLR approximations can be favorable, when compared to global LR approximations, for large-scale problems by studying the data-misfit Hessian associated with inverse problems governed by the first-order Stokes flow model on the Humboldt glacier and Greenland ice sheet.

97 MATHEMATICS AND COMPUTING↗

Development of a Weibull posterior distribution by combining a Weibull prior with an actual failure distribution using Bayesian inference

A Bayesian inference process for system logistical planning is presented which provides a method for incorporating actual failures with prediction data for an ongoing and improving reliability estimates. The process uses the Weibull distribution, and provides a means for examining and updating logistical and maintenance support needs.

Giuntini, Michael E.↗

A Prefire Approach for Probabilistic Assessments of Postfire Debris‐Flow Inundation

Increases in wildfire activity and rainfall intensification are driving more postfire debris flows (PFDF) in many regions around the world. PFDFs are most common in the first postfire year and may even occur before a fire is fully controlled. This underscores the importance of assessing postfire hazards before a fire starts. Evaluation of PFDF hazards prior to fire can help strategize interventions lessening the negative effects of future fires. However, debris-flow runout and inundation analyses are not routine in PFDF hazard assessments, partially due to time constraints and substantial uncertainties in boundary conditions. Here, we propose a prefire PFDF inundation assessment framework using a debris-flow runout model based on the Herschel-Bulkley (HB) rheology (HEC-RAS v6.1). We constrain model inputs and parameters using Bayesian posterior analysis, rainfall-runoff simulations, and a debris-flow volume model. We use observations from recent PFDF incidents in northern Arizona, USA, to calibrate model components and then apply our prefire inundation assessment framework in a nearby unburned area. Specifically, we (a) identify yield stress as the most influential factor on inundation extent and arrival time in a HB model, (b) establish posterior distributions for model parameters suitable for forward modeling by leveraging uncertainties in field observations, and (c) implement a predictive forward analysis in an area that has not burned recently to evaluate PFDF inundation under several future fire scenarios. This study improves our ability to assess postfire debris-flow hazards before a fire begins and provides guidance for future applications of single-phase rheological models when assessing PFDF hazards.

54 ENVIRONMENTAL SCIENCES↗

A Prefire Approach for Probabilistic Assessments of Postfire Debris-Flow Inundation

Increases in wildfire activity and rainfall intensification are driving more postfire debris flows (PFDF) in many regions around the world. PFDFs are most common in the first postfire year and may even occur before a fire is fully controlled. This underscores the importance of assessing postfire hazards before a fire starts. Evaluation of PFDF hazards prior to fire can help strategize interventions lessening the negative effects of future fires. However, debris-flow runout and inundation analyses are not routine in PFDF hazard assessments, partially due to time constraints and substantial uncertainties in boundary conditions. Here, we propose a prefire PFDF inundation assessment framework using a debris-flow runout model based on the Herschel-Bulkley (HB) rheology (HEC-RAS v6.1). We constrain model inputs and parameters using Bayesian posterior analysis, rainfall-runoff simulations, and a debris-flow volume model. We use observations from recent PFDF incidents in northern Arizona, USA, to calibrate model components and then apply our prefire inundation assessment framework in a nearby unburned area. Specifically, we (a) identify yield stress as the most influential factor on inundation extent and arrival time in a HB model, (b) establish posterior distributions for model parameters suitable for forward modeling by leveraging uncertainties in field observations, and (c) implement a predictive forward analysis in an area that has not burned recently to evaluate PFDF inundation under several future fire scenarios. This study improves our ability to assess postfire debris-flow hazards before a fire begins and provides guidance for future applications of single-phase rheological models when assessing PFDF hazards.

54 ENVIRONMENTAL SCIENCES↗

Methods for Incorporating Model Uncertainty into Exoplanet Atmospheric Analysis

A key goal of exoplanet spectroscopy is to measure atmospheric properties, such as abundances of chemical species, in order to connect them to our understanding of atmospheric physics and planet formation. In this new era of high-quality JWST data, it is paramount that these measurement methods are robust. When comparing atmospheric models to observations, multiple candidate models may produce reasonable fits to the data. Typically, conclusions are reached by selecting the best-performing model according to some metric. This ignores model uncertainty in favor of specific model assumptions, potentially leading to measured atmospheric properties that are overconfident and/or incorrect. In this paper, we compare three ensemble methods for addressing model uncertainty by combining posterior distributions from multiple analyses: Bayesian model averaging, a variant of Bayesian model averaging using leave-one-out predictive densities, and stacking of predictive distributions. We demonstrate these methods by fitting the Hubble Space Telescope (HST) + Spitzer transmission spectrum of the hot Jupiter HD 209458b using models with different cloud and haze prescriptions. All of our ensemble methods lead to uncertainties on retrieved parameters that are larger but more realistic and consistent with physical and chemical expectations. Since they have not typically accounted for model uncertainty, uncertainties of retrieved parameters from HST spectra have likely been underreported. We recommend stacking as the most robust model combination method. Our methods can be used to combine results from independent retrieval codes and from different models within one code. They are also widely applicable to other exoplanet analysis processes, such as combining results from different data reductions.

79 ASTRONOMY AND ASTROPHYSICS↗

Optimal experimental design for prediction based on push-forward probability measures

Incorporating experimental data is essential for increasing the credibility of simulation-aided decision making and design. This paper presents a method which uses a computational model to guide the optimal acquisition of experimental data to produce data-informed predictions of quantities of interest (QoI). Many strategies for optimal experimental design (OED) select data that maximize some utility that measures the reduction in uncertainty of uncertain model parameters, for example the expected information gain between prior and posterior distributions of these parameters. In this paper, we seek to maximize the expected information gained from the pushforward of an initial (prior) density to the push-forward of the updated (posterior) density through the parameter-to-prediction map. The formulation presented is based upon the solution of a specific class of stochastic inverse problems which seeks a probability density that is consistent with the model and the data in the sense that the push-forward of this density through the parameter-to-observable map matches a target density on the observable data. While this stochastic inverse problem forms the mathematical basis for our approach, we develop a one-step algorithm, focused on push-forward probability measures, that leverages inference-for-prediction to bypass constructing the solution to the stochastic inverse problem. A number of numerical results are presented to demonstrate the utility of this optimal experimental design for prediction and facilitate comparison of our approach with traditional OED.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Nuclear Data Adjustment for Nonlinear Applications in the OECD/NEA WPNCS SG14 Benchmark—A Bayesian Inverse UQ-Based Approach for Data Assimilation

The Organisation for Economic Co-operation and Development Working Party on Nuclear Criticality Safety has proposed a benchmark exercise to assess the performance of current nuclear data adjustment techniques applied to nonlinear applications and experiments with low correlation to applications. This work introduces Bayesian inverse uncertainty quantification (IUQ) employing scientific machine learning surrogate models as a method for nuclear data adjustments in this benchmark, and compares IUQ to the more traditional methods of generalized linear least squares (GLLS) and Monte Carlo Bayes (MOCABA). Posterior predictions from IUQ showed agreement with GLLS and MOCABA for linear applications. Here, when comparing GLLS, MOCABA, and IUQ posterior predictions to computed model responses using adjusted parameters, we observe that the GLLS predictions failed to replicate the computed response distributions for nonlinear applications, while MOCABA showed near agreement, and IUQ used the computed model responses directly. We also discuss observations on why experiments with low correlation to applications can be informative to nuclear data adjustments and identify some properties useful in selecting experiments for inclusion in nuclear data adjustment. Performance in this benchmark indicates potential for Bayesian IUQ in nuclear data adjustments.

Bayesian calibration↗

Parameter uncertainties for imperfect surrogate models in the low-noise regime

Abstract Bayesian regression determines model parameters by minimizing the expected loss, an upper bound to the true generalization error. However, this loss ignores model form error, or misspecification, meaning parameter uncertainties are significantly underestimated and vanish in the large data limit. As misspecification is the main source of uncertainty for surrogate models of low-noise calculations, such as those arising in atomistic simulation, predictive uncertainties are systematically underestimated. We analyze the true generalization error of misspecified, near-deterministic surrogate models, a regime of broad relevance in science and engineering. We show that posterior parameter distributions must cover every training point to avoid a divergence in the generalization error and design a compatible ansatz which incurs minimal overhead for linear models. The approach is demonstrated on model problems before application to thousand-dimensional datasets in atomistic machine learning. Our efficient misspecification-aware scheme gives accurate prediction and bounding of test errors in terms of parameter uncertainties, allowing this important source of uncertainty to be incorporated in multi-scale computational workflows.

Swinburne, Thomas D. (ORCID:0000000232554257)↗

One Galaxy Sample to Rule Them All: Halo Occupation Distribution Modeling of DES Year 3 Source Galaxies

Abstract For the joint analysis of second-order weak-lensing and galaxy clustering statistics, so-called 3 × 2 analyses, the selection and characterization of optimal galaxy samples is a major area of research. One promising choice is to use the same galaxy sample as lenses and sources, which reduces the systematics parameter space that describes the uncertainties related to galaxy samples. Such a “lens-equal-source” analysis significantly improves the self-calibration of photo- z systematics, leading to improved cosmological constraints. With the aim of enabling a lens-equal-source analysis on small scales, we investigate the halo–galaxy connection of DES Year 3 source galaxies. We develop a technique to construct mock source galaxy populations by matching COSMOS/UltraVISTA photometry to U niverse M achine galaxies. These mocks predict a source halo occupation distribution (HOD) that exhibits significant redshift evolution, nontrivial central incompleteness, and galaxy assembly bias. We produce multiple realizations of mock source galaxies drawn from the U niverse M achine posterior, with added uncertainties in the measured Dark Energy Survey photometry and galaxy shapes. We fit a modified HOD formalism to these realizations to produce priors on the galaxy–halo connection for cosmological analyses. We additionally train an emulator that predicts this HOD to ∼2% accuracy from redshift z = 0.1−1.3 that models the dependence of this HOD on (1) observational uncertainties in galaxy size and photometry and (2) uncertainties in the U niverse M achine predictions.

Salcedo, Andrés N. (ORCID:000000031420527X)↗

Quantum-Inspired Bayesian Sampling for Uncertainty Quantification and Machine Learning (Final Technical Report)

With increasing simulation and measurement data, machine learning and artificial intelligence have been widely used in computational decision-making of complex engineering systems. The resulting tools, such as uncertainty quantification solvers, reinforcement learning, and physics-informed machine learning, have achieved great success in critical DOE tasks such as material discovery and design, energy system modeling and control, and numerical weather and climate prediction. A core topic in scientific machine learning and artificial intelligence is Bayesian inference: given an observed data set, people want to estimate the posterior distribution of a (possibly large) number of hidden parameters. Due to the flexibility and weak assumptions, Bayesian sampling has been the mainstream Bayesian inference solvers despite the rapid progress of approximate Bayesian inference. Classical Bayesian sampling methods such as Markov-chain Monte Carlo suffer from a low-acceptance rate due to the random walk nature, therefore state-of-the-art techniques use Hamiltonian Monte Carlo and its variants to efficiently draw posterior samples in a high dimension. The key idea of Hamiltonian Monte Carlo and its variants is to simulate the Hamiltonian dynamics of a classical particle with a fixed mass, and their performance significantly degrades when the posterior distribution is highly spiky or has multiple modes. Leveraging the idea of quantum physics, this project has investigated new theory, algorithms and applications of Bayesian inference (especially Bayesian sampling). The main results include: (1) novel quantum-inspired Bayesian sampling methods that can lead to better accuracy for challenging multi-modal or spiky distributions, (2) more scalable machine learning framework leveraging tensor-compressed Bayesian inference, and (3) Bayesian and sampling approaches for verifying the robustness of continuous and binary neural networks.

97 MATHEMATICS AND COMPUTING↗

Kinetic model development and Bayesian uncertainty quantification for the complete reduction of Fe-based oxygen carriers with CH 4 , CO, and H 2 for chemical looping combustion

In this work, three kinetic models are developed and calibrated for the complete multi-step reduction of an Fe-based oxygen carrier (OC) particle with CH 4 , CO, and H 2 , using data from thermogravimetric analysis. The complete reduction rate profiles exhibit complex dynamics whose trajectory is significantly different depending on the reducing gas. A Bayesian model building and parameter estimation framework is applied for simultaneous parameter and model structure uncertainty quantification. The final models show excellent agreement between model predictions and calibration data, as well as new data not used for calibration (for the reduction of the OC with CH 4 ). Parameter uncertainty is quantified by determining joint posterior distribution, and model structure uncertainty is addressed by incorporating Gaussian process stochastic functions (represented by Bayesian smoothing splines) into the kinetic models. The final kinetic models with discrepancy functions are readily employable in equation-oriented simulation and optimization platforms.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗

A Diffusion‐Based Uncertainty Quantification Method to Advance E3SM Land Model Calibration

Abstract Calibrating land surface models and accurately quantifying their uncertainty are crucial for improving the reliability of simulations of complex environmental processes. This, in turn, advances our predictive understanding of ecosystems and supports climate‐resilient decision‐making. Traditional calibration methods, however, face challenges of high computational costs and difficulties in accurately quantifying parameter uncertainties. To address these issues, we develop a diffusion‐based uncertainty quantification (DBUQ) method. Unlike conventional generative diffusion methods, which are computationally expensive and memory‐intensive, DBUQ innovates by formulating a parameterized generative model and approximates this model through supervised learning, which enables quick generation of parameter posterior samples to quantify its uncertainty. DBUQ is effective, efficient, and general‐purpose, making it suitable for site‐specific ecosystem model calibration and broadly applicable for parameter uncertainty quantification across various earth system models. In this study, we applied DBUQ to calibrate the Energy Exascale Earth System Model land model at the Missouri Ozark AmeriFlux forest site. Results indicated that DBUQ produced accurate parameter posterior distributions similar to those from Markov Chain Monte Carlo sampling but with 30 times less computing time. This significant improvement in efficiency suggests that DBUQ can enable rapid, site‐level model calibration at a global scale, enhancing our predictive understanding of climate impacts on terrestrial ecosystems.

54 ENVIRONMENTAL SCIENCES↗

Bayesian analysis for estimating statistical parameter distributions of elasto-viscoplastic material models

High temperature design methods rely on constitutive models for inelastic deformation and failure typically calibrated against the mean of experimental data without considering the associated scatter. Variability may arise from the experimental data acquisition process, from heat-to-heat material property variations, or both and need to be accurately captured to predict parameter bounds leading to efficient component design. Applying the Bayesian Markov Chain Monte Carlo (MCMC) method to produce statistical models capturing the underlying uncertainty in the experimental data is an area of ongoing research interest. This work varies aspects of the Bayesian MCMC method and explores their effect on the posterior parameter distributions for a uniaxial elasto-viscoplastic damage model using synthetically generated reference data. From our analysis with the uniaxial inelastic model we determine that an informed prior distribution including different types of test conditions results in more accurate posterior parameter distributions. The parameter posterior distributions, however, do not improve when increasing the number of similar experimental data. Additionally, changing the amount of scatter in the data affects the quality of the posterior distributions, especially for the less sensitive model parameters. Moreover, we perform a sensitivity study of the model parameters against the likelihood function prior to the Bayesian analysis. The results of the sensitivity analysis help to determine the reliability of the posterior distributions and reduce the dimensionality of the problem by fixing the insensitive parameters. The comprehensive study described in this work demonstrates how to efficiently apply the Bayesian MCMC methodology to capture parameter uncertainties in high temperature inelastic material models. Quantifying these uncertainties in inelastic models will improve high temperature engineering design practices and lead to safer, more effective component designs.

42 ENGINEERING↗

Milling stability identification using Bayesian machine learning

This paper describes automated identification of the milling stability boundary using Bayesian machine learning and experiments. The Bayesian machine learning process begins with the user’s initial beliefs about milling stability. This “prior” is a distribution that uses all available information, which may be based only on experience or may be informed by physics-based model predictions. Experiments are then completed to update this prior by calculating the “posterior,” a modified probabilistic description of the milling stability limit based on the new information. The approach is demonstrated and results are presented for both numerical and experimental cases.

Karandikar, Jaydeep↗

Probabilistic neural networks for fluid flow surrogate modeling and data recovery

We consider the use of probabilistic neural networks for fluid flow surrogate modeling and data recovery. This framework is constructed by assuming that the target variables are sampled from a Gaussian distribution conditioned on the inputs. Consequently, the overall formulation sets up a procedure to predict the hyperparameters of this distribution which are then used to compute an objective function given training data. We demonstrate that this framework has the ability to provide for prediction confidence intervals based on the assumption of a probabilistic posterior, given an appropriate model architecture and adequate training data. The applicability of the present framework to cases with noisy measurements and limited observations is also assessed. To demonstrate the capabilities of this framework, we consider canonical regression problems of fluid dynamics from the viewpoint of reduced-order modeling and spatial data recovery for four canonical data sets. The examples considered in this study arise from (i) the shallow-water equations, (ii) a two-dimensional cylinder flow, (iii) the wake of a NACA0012 airfoil with a Gurney flap, and (iv) the NOAA sea surface temperature data set. Furthermore, the present results indicate that the probabilistic neural network not only produces a machine-learning-based fluid flow surrogate model but also systematically quantifies the uncertainty therein to assist with model interpretability.

42 ENGINEERING↗

Markov Chain Monte Carlo Parameter Estimation of Deflagration Losses in a Rotating Detonation Engine

One of the practical challenges of the studies of rotating detonation engines (RDEs) is the direct estimation of losses from experimental measurements. This study attempts at resolving this limitation by combining a reduced order model (ROM) of the detonation wave characteristics with a Markov chain Monte Carlo parameter estimation framework. The model considers simple deflagration losses and the overall impact of deflagration on RDE performance. To evaluate this model, a Markov Chain Monte Carlo (MCMC) sampling technique was applied to estimate the loss parameters within the model for a set of conditions operated in hydrogen-air over a range of mass flow rates and equivalence ratios. The MCMC parameter estimation framework allowed for the determination of a posterior distribution of the loss parameters for each test condition, an examination of the correlation between the loss parameters and measured performance metrics of the RDE, and an uncertainty propagation of these parameters. The predicted model loss parameters were then compared to indirect experimental measurements of the deflagration combustion fractions to evaluating the validity of the approach, and shed light on the benefits and drawbacks of the model, measurement techniques, and the estimation framework.

33 ADVANCED PROPULSION SYSTEMS↗