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Results for “Bayesian experimental design”

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 73 records · Page 4
All sourcesNASA NTRSDOE OSTI
DOE OSTI2016

Final Report, DOE Early Career Award: Predictive modeling of complex physical systems: new tools for statistical inference, uncertainty quantification, and experimental design

Predictive simulation of complex physical systems increasingly rests on the interplay of experimental observations with computational models. Key inputs, parameters, or structural aspects of models may be incomplete or unknown, and must be developed from indirect and limited observations. At the same time, quantified uncertainties are needed to qualify computational predictions in the support of design and decision-making. In this context, Bayesian statistics provides a foundation for inference from noisy and limited data, but at prohibitive computional expense. This project intends to make rigorous predictive modeling *feasible* in complex physical systems, via accelerated and scalable tools for uncertainty quantification, Bayesian inference, and experimental design. Specific objectives are as follows: 1. Develop adaptive posterior approximations and dimensionality reduction approaches for Bayesian inference in high-dimensional nonlinear systems. 2. Extend accelerated Bayesian methodologies to large-scale {\em sequential} data assimilation, fully treating nonlinear models and non-Gaussian state and parameter distributions. 3. Devise efficient surrogate-based methods for Bayesian model selection and the learning of model structure. 4. Develop scalable simulation/optimization approaches to nonlinear Bayesian experimental design, for both parameter inference and model selection. 5. Demonstrate these inferential tools on chemical kinetic models in reacting flow, constructing and refining thermochemical and electrochemical models from limited data. Demonstrate Bayesian filtering on canonical stochastic PDEs and in the dynamic estimation of inhomogeneous subsurface properties and flow fields.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2025

Robust A-Optimal Experimental Design for Sensor Placement in Bayesian Linear Inverse Problems

Optimal design of experiments for Bayesian inverse problems has recently gained wide popularity and attracted much attention, especially in the computational science and Bayesian inversion communities. An optimal design maximizes a predefined utility function that is formulated in terms of the elements of an inverse problem, an example being optimal sensor placement for parameter identification. The state-of-the-art algorithmic approaches following this simple formulation generally overlook misspecification of the elements of the inverse problem, such as the prior or the measurement uncertainties. This work presents an efficient algorithmic approach for designing optimal experimental design schemes for Bayesian linear inverse problems such that the optimal design is robust to misspecification of elements of the inverse problem. Specifically, we consider a worst-case scenario approach for the uncertain or misspecified parameters, formulate robust objectives, and propose an algorithmic approach for optimizing such objectives. Furthermore, both relaxation and stochastic solution approaches are discussed with detailed analysis and insight into the interpretation of the problem and the proposed algorithmic approach. Extensive numerical experiments to validate and analyze the proposed approach are carried out for sensor placement in a parameter identification problem.

Bayesian inverse problems↗
DOE OSTI2024

Identifying Bayesian optimal experiments for uncertain biochemical pathway models

Abstract Pharmacodynamic (PD) models are mathematical models of cellular reaction networks that include drug mechanisms of action. These models are useful for studying predictive therapeutic outcomes of novel drug therapies in silico. However, PD models are known to possess significant uncertainty with respect to constituent parameter data, leading to uncertainty in the model predictions. Furthermore, experimental data to calibrate these models is often limited or unavailable for novel pathways. In this study, we present a Bayesian optimal experimental design approach for improving PD model prediction accuracy. We then apply our method using simulated experimental data to account for uncertainty in hypothetical laboratory measurements. This leads to a probabilistic prediction of drug performance and a quantitative measure of which prospective laboratory experiment will optimally reduce prediction uncertainty in the PD model. The methods proposed here provide a way forward for uncertainty quantification and guided experimental design for models of novel biological pathways.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2022

PyApprox: Enabling efficient model analysis

PyApprox is a Python-based one-stop-shop for probabilistic analysis of scientific numerical models. Easy to use and extendable tools are provided for constructing surrogates, sensitivity analysis, Bayesian inference, experimental design, and forward uncertainty quantification. The algorithms implemented represent the most popular methods for model analysis developed over the past two decades, including recent advances in multi-fidelity approaches that use multiple model discretizations and/or simplified physics to significantly reduce the computational cost of various types of analyses. Simple interfaces are provided for the most commonly-used algorithms to limit a user’s need to tune the various hyper-parameters of each algorithm. However, more advanced work flows that require customization of hyper-parameters is also supported. An extensive set of Benchmarks from the literature is also provided to facilitate the easy comparison of different algorithms for a wide range of model analyses. This paper introduces PyApprox and its various features, and presents results demonstrating the utility of PyApprox on a benchmark problem modeling the advection of a tracer in ground water.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2022

ADAPTIVE GROUP TESTING WITH MISMATCHED MODELS

Accurate detection of infected individuals is one of the critical steps in stopping any pandemic. When the underlying infection rate of the disease is low, testing people in groups, instead of testing each individual in the population, can be more efficient. In this work, we consider noisy adaptive group testing design with specific test sensitivity and specificity that select the optimal group given previous test results based on pre-selected utility function. As in prior studies on group testing, we model this problem as a sequential Bayesian Optimal Experimental Design (BOED) to adaptively design the groups for each test. We analyze the required number of group tests when using the updated posterior on the infection status and the corresponding Mutual Information (MI) as our utility function for selecting new groups. More importantly, we study how the potential bias on the ground-truth noise of group tests may affect the group testing sample complexity.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2017

High-to-Low Activities across VVI, AMA and PHI

This milestone report documents work performed in CASL that was broadly focused on the use of validated high-fidelity simulation codes to inform, improve and calibrate low-fidelity codes to facilitate multiphysics coupling, design, performance analysis, and risk assessment. This high-to-low (Hi2Lo) initiative has the following objectives: employ physics encapsulated in high-fidelity codes to improve the functionality of low-fidelity codes, quantify biases in low-fidelity codes, develop and calibrate physical models and closure relations so that low-fidelity codes more accurately incorporate requisite physics, and develop low-fidelity codes that can be effectively coupled to simulate multiphysics behavior. In combination, these efforts are designed to impact both CIPS and DNB. For example, the development and experimental design-based Bayesian calibration of dynamic gas conductance models in CTFFuel will provide the capability to better model crud-induced power shifts. Whereas the present emphasis has focused on the high-fidelity codes STAR-CCM+ and BISON and low-fidelity codes CTF and CTFFuel, future emphasis will be expanded to include MAMBA. During the reporting period, Hi2Lo efforts focused on two broad components: demonstration of the experimental design-based Bayesian calibration framework to calibrate CTF using both STAR-generated synthetic data and experimental data, and the use of STAR to inform and improve the turbulence modeling and grid heat transfer modeling capabilities in CTF. A complementary milestone focused on the implementation and verification of fuel models in CTFFuel, for which we demonstrated initial calibration results. Future Hi2Lo work will focus on the use of the experimental design-based Bayesian calibration framework, demonstrated this year for STAR and CTF, to calibrate parameters in the fuel swelling, fuel irradiation-induced densification, and fuel relocation models in CTFFuel using both experimental and BISON-generated data. A second component will focus on the continued use of STAR to improve grid modeling capabilities in CTF.

11 NUCLEAR FUEL CYCLE AND FUEL MATERIALS↗
DOE OSTI2024

Interlaced Characterization and Calibration (ICC) for Improved Computational Simulation Credibility

Accurate material characterization and model calibration are pivotal for simulations used for high-consequence engineering decisions. Current characterization and calibration methods (1) use simplified test specimen geometries and global data, (2) cannot guarantee that sufficient characterization data is collected for a specific model of interest, (3) provide only mean parameter values with no uncertainty quantification, and (4) are sequential, inflexible, and time-consuming. This work developed a new paradigm—coined Interlaced Characterization and Calibration (ICC)—which drives forward the state-of-the-art in model calibration by bringing together recent advancements into one improved workflow. The ICC paradigm (1) employs tools to efficiently use full-field data to calibrate high-fidelity material models, (2) aligns the data needed with the data collected by adopting an optimal experimental design protocol, (3) provides uncertainty metrics on the calibrated model parameters, and (4) incorporates these advances into a quasi real-time feedback loop. The ICC framework was validated synthetically with both low-fidelity and high-fidelity simulations paired with several different elastoplastic material models, and was also demonstrated experimentally with an aluminum 6061 cruciform exemplar specimen. Results showed that the ICC framework—in which Bayesian optimal experimental design actively guided the experiment— resulted in calibrations with similar or better accuracy than predetermined experiments based on subject matter expertise. Moreover, the ICC framework produced a complete model calibration— with quantified uncertainties on model parameters—in 1 week, a 5 - 10× increase in efficiency over traditional approaches. Thus, the ICC paradigm improves both the calibration process and quality, by (1) improving efficiency, which increases agility of solid mechanics modeling and enables utilization of computational simulation (CompSim) at earlier stages of the design cycle and (2) providing quantified, and in some cases reduced, parameter uncertainties, which increases confidence in model predictions and supports credible decision making.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2025

Bayesian D‐Optimal Designs for Gaussian Process Surrogate Models

Computer experiments often employ space-filling strategies to create surrogate models with strong predictive performance. The impact of model parameter estimation for Gaussian process surrogates, however, is often overlooked. Obtaining a better initial estimate of the covariance lengthscale parameter, θ, can greatly improve the resulting Gaussian process fit through more effective sequential acquisitions during active learning. In this work, we propose a novel initial design maximizing the Bayesian D-optimality criterion of the Gaussian process lengthscale parameter. Previously published results have shown the emphasis on lengthscale estimation to be promising, but relied on an empirically driven design creation process. Our Bayesian D-optimal designs are rooted in information theory and lead to more informative sequential acquisitions by improving lengthscale estimation. In many cases, these gains eventually result in better surrogates than those seeded with space-filling initial designs. Furthermore, Bayesian D-optimal designs can be tailored to either isotropic or anisotropic covariance structures, and the Bayesian framework enables the inclusion of prior knowledge in the design process, offering greater flexibility and adaptability. Through several simulation studies, we demonstrate the advantages of Bayesian D-optimal designs in terms of both lengthscale estimation accuracy and predictive performance during active learning.

Bayesian experimental design↗
DOE OSTI2024

Implicit neural representations for experimental steering of advanced experiments

Scattering measurements using electrons, neutrons, or photons are essential for obtaining microscopic insights into materials. However, limited facility availability and high-dimensional scattering data necessitate more efficient experimental steering techniques. Here, we report a machine learning method that guides scattering data collection and facilitates real-time estimation of model parameters, given a reliable forward model to simulate experimental signals. We employ implicit neural representations as efficient surrogates that link model parameters with simulated spectroscopies. This enables a Bayesian optimal experimental design framework to estimate the probability distributions of parameters from high-dimensional scattering data. We demonstrate the proposed method using inelastic neutron scattering with simulated and real experimental data, highlighting the method’s ability to provide real-time parameter estimation with quantified uncertainties and to deliver informed experimental guidance that reduces experimental time while maximizing scientific output. This approach paves the way for accelerated discoveries in condensed matter through scattering measurements.

36 MATERIALS SCIENCE↗
DOE OSTI2024

AEOLUS: Advances in Experimental Design, Optimal Control, and Learning for Uncertain Complex Systems

Sustained advances in the mathematics of modeling and simulation have resulted in the capability today for routine simulation of a number of large scale complex DOE-relevant systems. As remarkable as this capability for solving the so-called forward problem is, it is typically only the first step-an inner loop within an outer loop that explores the simulation model's parameter space and decision space to characterize uncertainty in the model's predictions, learn unknown model parameters from data, design the most informative experiments, determine optimal control strategies, and create optimal designs. Broadly, what unifies all of these outer loop problems is that they are, in one form or another, optimization problems over parameter/control/design space that are constrained by complex uncertain models. To fully realize the power of scientific simulation as a basis for scientific discovery, technological innovation, and rational decision-making, it is imperative to move beyond simulation to tackle the outer loop of optimization for learning from data, experimental design, and control with complex uncertain models. When the models under consideration are large-scale and complex, and when the optimization variable and uncertain parameter spaces are high (or infinite) dimensional, this constitutes a grand challenge of the highest order, and is intractable with conventional methods. To overcome these challenges, the AEOLUS Center was established to develop a unified mathematical, computational, and statistical framework for (1) Learning predictive models from complex data via Bayesian inference and optimization, and (2) Optimizing experiments, processes, and designs using the resulting uncertain models. These problems are intractable with conventional methods, for several reasons: (1) The simulation problems that govern the inner loops of the optimization problems are expensive to execute (due to severe nonlinearity, heterogeneity, multiphysics/multiscale coupling); (2) The optimization variable and uncertain parameter spaces are high dimensional, often stemming from discretizations of infinite dimensional fields such as initial conditions, sources, or material properties. We argue that the key to overcoming these challenges is to develop new mathematical, computational, and statistical methods that exploit the structure of the Bayesian inference and optimization problems mediated by their underlying complex uncertain models. This structure includes the regularity, sparsity, geometry, low intrinsic dimensionality, and multifidelity nature of the maps from uncertain parameter/optimization variable spaces to the specific objectives targeted: Bayesian inference, optimal experimental design, and optimal control design. Black box methods developed as generic tools are incapable of exploiting this structure. To be successful, we must create, integrate, and cross-fertilize ideas across multiple areas of applied math--including approximation theory, Bayesian inference, data science, experimental design, information theory, machine learning, model reduction, optimal control theory, parallel algorithms, PDE-constrained optimization, randomized algorithms, stochastic optimization, and uncertainty quantification--all while exploiting the structure of the problems at hand. With this goal in mind, we have marshaled a team of leading authorities in these areas. While the methods we develop will be broadly applicable across a wide spectrum of DOE problems in which experiments inform models and the systems those models describe must be optimized under uncertainty, we have chosen a specific area, advanced manufacturing and materials, to drive our work. AMM is characterized by complex models across multiple scales, and is a rich source of challenging problems in inference, experimental design, and optimal control, requiring multifaceted and integrated advances in applied mathematics. As such, AMM serves as an excellent vehicle to motivate and demonstrate the advances in applied mathematics developed by our center.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2022

Stochastic Learning Approach for Binary Optimization: Application to Bayesian Optimal Design of Experiments

Here, we present a novel stochastic approach to binary optimization suited for optimal experimental design (OED) for Bayesian inverse problems governed by mathematical models such as partial differential equations. The OED utility function, namely, the regularized optimality criterion, is cast into a stochastic objective function in the form of an expectation over a multivariate Bernoulli distribution. The probabilistic objective is then solved by using a stochastic optimization routine to find an optimal observational policy. This formulation (a) is generally applicable to binary optimization problems with soft constraints and is ideal for OED and sensor placement problems; (b) does not require differentiability of the original objective function (e.g., a utility function in OED applications) with respect to the design variable, and thus it enables direct employment of sparsity-enforcing penalty functions such as $\ell_0$, without needing to utilize a continuation procedure or apply a rounding technique; (c) exhibits much lower computational cost than traditional gradient-based relaxation approaches; and (d) can be applied to both linear and nonlinear OED problems with proper choice of the utility function. The proposed approach is analyzed from an optimization perspective with detailed convergence analysis of the optimization approach and is also analyzed from a machine learning perspective with correspondence to policy gradient reinforcement learning. The approach is demonstrated numerically by using an idealized two-dimensional Bayesian linear inverse problem and validated by extensive numerical experiments carried out for sensor placement in a parameter identification setup.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2020

CheKiPEUQ Intro 2: Harnessing Uncertainties from Data Sets, Bayesian Design of Experiments in Chemical Kinetics**

When choosing experimental conditions, Bayesian statistical tools can predict the experimental choices which will yield the highest information gain. Experimental choices could be temperature, pressure, reaction time, number of measurements, reactor volume, etc.. Three example analyses are presented here, each using the software Chemical Kinetics Parameter Estimation and Uncertainty Quantification (CheKiPEUQ). Information gain is a measure of reduction of uncertainty in a model's parameters. The three chemical system examples presented each illustrate Bayesian Design of Experiments using information gain. In the first chemical example, temperature selection impacts the information gain for the free energy of reaction in a two-component equilibrium reaction. In the second example, temperature and pressure are explored for a competitive adsorption Langmuir replacement reaction system. Finally, the third example is a catalytic membrane reactor which is a culmination of the previous examples. The catalytic membrane reactor has a complex and nonlinear response in the observables which is solved by numerical evaluation. In the three examples, the experimental conditions are treated as design variables for maximizing information gain.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗
DOE OSTI2024

Maximized Information Gain of Next Generation Pulsed Power Using Optimized Design of Z-Machine Experiments

This project develops a Bayesian optimization approach to extracting insights from Z Machine experimental data to determine if and how these insights can be used to extrapolate to a larger facility. The primary goal is to address the scientific challenge of informing how confidently experimental conditions can be predicted on a next generation facility, the design of which requires the reliable extrapolation of current high energy density technologies to regimes yet unobserved, except by costly high-fidelity computational models. Maximizing the use of presently available data and understanding how it informs future endeavors is critically important to enable transformative pulsed power and the science of extreme conditions. We explore a Bayesian optimization approach to experimental design which combines information theory, experimental data, and computational modeling to explore how information gain can be maximized.

97 MATHEMATICS AND COMPUTING↗