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DOE OSTI2025

Bayesian Optimized Deep Ensemble for Uncertainty Quantification of Deep Neural Networks: a System Safety Case Study on Sodium Fast Reactor Thermal Stratification Modeling

Deep neural networks (DNNs) are increasingly important to scientific computing and engineering system simulations. Accurate uncertainty quantification (UQ) for DNNs is critical in safety-sensitive engineering domains. Traditional Deep Ensemble (DE) methods, while easy to implement, frequently suffer from poorly calibrated uncertainty estimates and limited predictive accuracy due to reliance on fixed architectures with varied weight initializations. To address these issues, we introduce a workflow that combines Bayesian Optimization (BO) and DE. The workflow is modular, scalable, and integrates parallel BO initialized with Sobol sequences to individually optimize the hyperparameters of each ensemble member. This method enhances ensemble diversity, improves predictive accuracy, and provides reliable uncertainty estimates. We evaluate the proposed BODE approach in a sodium fast reactor thermal stratification modeling case study, where we used a densely connected convolutional neural network to predict turbulent viscosity during the reactor transient with consideration of data noise. We benchmark its performance against several optimization approaches, including baseline deep ensemble, evolutionary algorithm-optimized ensemble, ensemble formed via random search combined with greedy selection, and a BO ensemble using random initialization. Here, our results demonstrate superior performance of the developed BODE approach. In noise-free scenarios, BODE notably reduces incorrect aleatoric uncertainty and significantly enhances predictive accuracy. Under conditions of 5% and 10% Gaussian noise, BODE adaptively quantifies uncertainty proportional to data noise, achieving up to an 80% reduction in root mean square error compared to baseline methods and producing well-calibrated prediction intervals.

Bayesian optimization↗

DOE OSTI2025

Dataset for "Machine Learning Ensembles Can Enhance Hydrologic Predictions and Uncertainty Quantification" Willard et al. (2025).

This data release provides all data and code used in the paper " "Machine Learning Ensembles Can Enhance Hydrologic Predictions and Uncertainty Quantifications" Willard et al. (2025)" to model stream temperature, evaluate, and assess results. The associated manuscript explores the effect of different ensemble construction techniques across different common machine learning (ML) architectures for predictions in unmonitored basins. Modeling was done using long short-term memory (LSTM), gated recurrent unit (GRU), temporal convolution network (TCN), and extreme gradient boosting (XGBoost) models, and stream site coverage spans 1362 locations across the conterminous United States. The ensemble construction techniques investigated include ensemble by random weight initialization, differing hyperparameters, different random subsets of training data, different subselections of input features, different architectures, and Monte Carlo Dropout. The data is organized into these items items:Code repository and data for the paper " "Machine Learning Ensembles Can Enhance Hydrologic Predictions and Uncertainty Quantifications" Willard et al. (2025).Code: stream_temp_ml_regionalization.zip contains the code repositoryData to run the code:- data_dir.zip -- contains all files that should be moved to the "DATA_DIR" variable defined in the "set_env_vars.sh" script in the code repository- metadata_dir.zip -- contains all files that should be moved to the "METADATA_DIR" variable defined in the "set_env_vars.sh" script in the code repositoryData produced by the code and used in the paper:- outputs_dir.zip - contains model output and results (outputs_dir/results), model weights (outputs_dir/models), and all other outputs used for the paper including feature importances.To cite this code, please use the following BibTeX or MLA entries:bibtex:@misc{willard2025streamensembles,author = {Jared Willard and Charuleka Varadharajan},title = {Dataset for "Machine Learning Ensembles Can Enhance Hydrologic Predictions and Uncertainty Quantification"},year = {2024},doi = {10.15485/2527393},publisher = {ESS-DIVE Repository},url = {https://data.ess-dive.lbl.gov/datasets/doi:10.15485/2527393}}MLA: Willard, Jared, et al. Dataset for "Machine Learning Ensembles Can Enhance Hydrologic Predictions and Uncertainty Quantification". 2025. ESS-DIVE Repository, doi:10.15485/2448016.

54 ENVIRONMENTAL SCIENCES↗

DOE OSTI2021

Assessing boundary condition and parametric uncertainty in numerical-weather-prediction-modeled, long-term offshore wind speed through machine learning and analog ensemble

To accurately plan and manage wind power plants, not only does the time-varying wind resource at the site of interest need to be assessed but also the uncertainty connected to this estimate. Numerical weather prediction (NWP) models at the mesoscale represent a valuable way to characterize the wind resource offshore, given the challenges connected with measuring hub-height wind speed. The boundary condition and parametric uncertainty associated with modeled wind speed is often estimated by running a model ensemble. However, creating an NWP ensemble of long-term wind resource data over a large region represents a computational challenge. Here, we propose two approaches to temporally extrapolate wind speed boundary condition and parametric uncertainty using a more convenient setup in which a mesoscale ensemble is run over a short-term period (1 year), and only a single model covers the desired long-term period (20 year). We quantify hub-height wind speed boundary condition and parametric uncertainty from the short-term model ensemble as its normalized across-ensemble standard deviation. Then, we develop and apply a gradient-boosting model and an analog ensemble approach to temporally extrapolate such uncertainty to the full 20-year period, for which only a single model run is available. As a test case, we consider offshore wind resource characterization in the California Outer Continental Shelf. Both of the proposed approaches provide accurate estimates of the long-term wind speed boundary condition and parametric uncertainty across the region (R 2 >0.75), with the gradient-boosting model slightly outperforming the analog ensemble in terms of bias and centered root-mean-square error. At the three offshore wind energy lease areas in the region, we find a long-term median hourly uncertainty between 10 % and 14 % of the mean hub-height wind speed values. Finally, we assess the physical variability in the uncertainty estimates. In general, we find that the wind speed uncertainty increases closer to land. Also, neutral conditions have smaller uncertainty than the stable and unstable cases, and the modeled wind speed in winter has less boundary condition and parametric sensitivity than summer.

17 WIND ENERGY↗

NASA NTRS2012

A Comparison of Perturbed Initial Conditions and Multiphysics Ensembles in a Severe Weather Episode in Spain

Ensembles of numerical model forecasts are of interest to operational early warning forecasters as the spread of the ensemble provides an indication of the uncertainty of the alerts, and the mean value is deemed to outperform the forecasts of the individual models. This paper explores two ensembles on a severe weather episode in Spain, aiming to ascertain the relative usefulness of each one. One ensemble uses sensible choices of physical parameterizations (precipitation microphysics, land surface physics, and cumulus physics) while the other follows a perturbed initial conditions approach. The results show that, depending on the parameterizations, large differences can be expected in terms of storm location, spatial structure of the precipitation field, and rain intensity. It is also found that the spread of the perturbed initial conditions ensemble is smaller than the dispersion due to physical parameterizations. This confirms that in severe weather situations operational forecasts should address moist physics deficiencies to realize the full benefits of the ensemble approach, in addition to optimizing initial conditions. The results also provide insights into differences in simulations arising from ensembles of weather models using several combinations of different physical parameterizations.

severe weather↗

DOE OSTI2021

Climate hazard indices projections based on CORDEX-CORE, CMIP5 and CMIP6 ensemble

The CORDEX-CORE initiative was developed with the aim of producing homogeneous regional climate model (RCM) projections over domains world wide. In its first phase, two RCMs were run at 0.22° resolution downscaling 3 global climate models (GCMs) from the CMIP5 program for 9 CORDEX domains and two climate scenarios, the RCP2.6 and RCP8.5. The CORDEX-CORE simulations along with the CMIP5 GCM ensemble and the most recently produced CMIP6 GCM ensemble are analyzed, with focus on several temperature, heat, wet and dry hazard indicators for present day and mid-century and far future time slices. The CORDEX-CORE ensemble shows a better performance than the driving GCMs for several hazard indices due to its higher spatial resolution. For the far future time slice the 3 ensembles project an increase in all temperature and heat indices analyzed under the RCP8.5 scenario. The largest increases are always shown by the CMIP6 ensemble, except for Tx > 35 °C, for which the CORDEX-CORE projects higher warming. Extreme wet and flood prone maxima are projected to increase by the RCM ensemble over the la Plata basin in South America, the Congo basin in Africa, east North America, north east Europe, India and Indochina, regions where a better performance is obtained, whereas the GCM ensembles show small or negligible signals. Furthermore, compound hazard hotspots based on heat, drought and wet indicators are detected in each continent worldwide in region like Central America, the Amazon, the Mediterranean, South Africa and Australia, where a linear relation is shown between the heatwave and drought change signal, and region like Arabian peninsula, the central and south east Africa region (SEAF), the north west America (NWN), south east Asia, India, China and central and northern European regions (WCE, NEU) where the same linear relation is found for extreme precipitation and HW increases. Although still limited, the CORDEX-CORE initiative was able to produce high resolution climate projections with almost global coverage and can provide an important resource for impact assessment and climate service activities.

54 ENVIRONMENTAL SCIENCES↗

DOE OSTI2024

Evaluating Ensemble Predictions of South Asian Monsoon Low Pressure System Genesis

Abstract Synoptic-scale vortices known as monsoon low pressure systems (LPSs) frequently produce intense precipitation and hydrological disasters in South Asia, so accurately forecasting LPS genesis is crucial for improving disaster preparedness and response. However, the accuracy of LPS genesis forecasts by numerical weather prediction models has remained unknown. Here, we evaluate the performance of two global ensemble models—the U.S. Global Ensemble Forecast System (GEFS) and the Ensemble Prediction System of the European Centre for Medium-Range Weather Forecasts (ECMWF)—in predicting LPS genesis during the years 2021–22. The GEFS successfully predicted about half the observed LPS genesis events 1–2 days in advance; the ECMWF model captured an additional 10% of observed genesis events. Both models had a false alarm ratio (FAR) of around 50% for 1–2-day lead times. In both ensembles, the control run typically exhibited a higher probability of detection (POD) of observed events and a lower FAR compared to the perturbed ensemble members. However, a consensus forecast, in which genesis is predicted when at least 20% of ensemble members forecast LPS formation, had POD values surpassing those of the control run for all lead times. Moreover, probabilistic predictions of genesis over the Bay of Bengal, where most LPSs form, were skillful, with the fraction of ensemble members predicting LPS formation over a 5-day lead time approximating the observed frequency of genesis, without any adjustment or bias correction.

Suhas, D. L.↗

NASA NTRS2001

Statistical Ensemble of Large Eddy Simulations

A statistical ensemble of large eddy simulations (LES) is run simultaneously for the same flow. The information provided by the different large scale velocity fields is used to propose an ensemble averaged version of the dynamic model. This produces local model parameters that only depend on the statistical properties of the flow. An important property of the ensemble averaged dynamic procedure is that it does not require any spatial averaging and can thus be used in fully inhomogeneous flows. Also, the ensemble of LES's provides statistics of the large scale velocity that can be used for building new models for the subgrid-scale stress tensor. The ensemble averaged dynamic procedure has been implemented with various models for three flows: decaying isotropic turbulence, forced isotropic turbulence, and the time developing plane wake. It is found that the results are almost independent of the number of LES's in the statistical ensemble provided that the ensemble contains at least 16 realizations.

Carati, Daniele↗

NASA NTRS2014

Hybrid Data Assimilation without Ensemble Filtering

The Global Modeling and Assimilation Office is preparing to upgrade its three-dimensional variational system to a hybrid approach in which the ensemble is generated using a square-root ensemble Kalman filter (EnKF) and the variational problem is solved using the Grid-point Statistical Interpolation system. As in most EnKF applications, we found it necessary to employ a combination of multiplicative and additive inflations, to compensate for sampling and modeling errors, respectively and, to maintain the small-member ensemble solution close to the variational solution; we also found it necessary to re-center the members of the ensemble about the variational analysis. During tuning of the filter we have found re-centering and additive inflation to play a considerably larger role than expected, particularly in a dual-resolution context when the variational analysis is ran at larger resolution than the ensemble. This led us to consider a hybrid strategy in which the members of the ensemble are generated by simply converting the variational analysis to the resolution of the ensemble and applying additive inflation, thus bypassing the EnKF. Comparisons of this, so-called, filter-free hybrid procedure with an EnKF-based hybrid procedure and a control non-hybrid, traditional, scheme show both hybrid strategies to provide equally significant improvement over the control; more interestingly, the filter-free procedure was found to give qualitatively similar results to the EnKF-based procedure.

Kalman Filter↗

DOE OSTI2024

The first ensemble of kilometer-scale simulations of a hydrological year over the third pole

An accurate understanding of the current and future water cycle over the Third Pole is of great societal importance, given the role this region plays as a water tower for densely populated areas downstream. An emerging and promising approach for skillful climate assessments over regions of complex terrain is kilometer-scale climate modeling. As a foundational step towards such simulations over the Third Pole, we present a multi-model and multi-physics ensemble of kilometer-scale regional simulations for the hydrological year of October 2019 to September 2020. The ensemble consists of 13 simulations performed by an international consortium of 10 research groups, configured with a horizontal grid spacing ranging from 2.2 to 4 km covering all of the Third Pole region. These simulations are driven by ERA5 and are part of a Coordinated Regional Climate Downscaling EXperiment Flagship Pilot Study on Convection-Permitting Third Pole. The simulations are compared against available gridded and in-situ observations and remote-sensing data, to assess the performance and spread of the model ensemble compared to the driving reanalysis during the cold and warm seasons. Although ensemble evaluation is hindered by large differences between the gridded precipitation datasets used as a reference over this region, we show that the ensemble improves on many warm-season precipitation metrics compared with ERA5, including most wet-day and hour statistics, and also adds value in the representation of wet spells in both seasons. As such, the ensemble will provide an invaluable resource for future improvements in the process understanding of the hydroclimate of this remote but important region.

54 ENVIRONMENTAL SCIENCES↗

DOE OSTI2021

Catalytic site ensembles: A context to reexamine the Langmuir-Hinshelwood kinetic description

The Langmuir-Hinshelwood formalism describes catalytic reactions of Langmuirian surface species under the assumption that all adsorbates are randomly-distributed – enabling adjacency of surface-bound intermediates to be determined solely by coverages of single-site occupants. We demonstrate herein that this approximation is inappropriate even for simple catalytic reactions (e.g. A + A → A 2 ) and manifestly neglects islanding of slowly-consumed species and partitioning of highly-reactive species inherently engendered by ≥ two-site elementary steps (e.g. A*–A* → A 2(g) + *–*). Rigorous description of kinetically-consequential islanding/partitioning phenomena requires explicit description of the coverage and chemical dynamics of all multi-site ensembles. Higher-order, ensemble-specific rate terms identify the particular microscopic events relevant to each ensemble, and, in doing so, reveal that each elementary step (e.g. A (g) adsorption) describes not one event (e.g. A (g) + * → A*) , but a sum over all ensemble-specific paths (e.g. A (g) + *–* → A*–* and A (g) + A*–* → A*–A*). De-convoluting each elementary step into its constituent multi-site paths proffers kinetic detail otherwise inaccessible – enabling (i) identification of rate- and selectivity-determining site ensembles, (ii) calculation of rates and degrees of rate control of ensemble-specific elementary steps, (iii) incorporation of adsorbate surface diffusion, (iv) incorporation of lateral adsorbate interactions, and (v) quantitative description of catalysis of multi-site-occupying intermediates (e.g. *C n H m * species in hydrocarbon (de-)hydrogenation and C-C bond coupling/cleavage reactions) which we demonstrate here is inaccessible to the Langmuir-Hinshelwood formalism even if adsorbate surface diffusion is infinitely-fast.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗

DOE OSTI2020

Assessment of enzyme active site positioning and tests of catalytic mechanisms through X-ray–derived conformational ensembles

How enzymes achieve their enormous rate enhancements remains a central question in biology, and our understanding to date has impacted drug development, influenced enzyme design, and deepened our appreciation of evolutionary processes. While enzymes position catalytic and reactant groups in active sites, physics requires that atoms undergo constant motion. Numerous proposals have invoked positioning or motions as central for enzyme function, but a scarcity of experimental data has limited our understanding of positioning and motion, their relative importance, and their changes through the enzyme’s reaction cycle. To examine positioning and motions and test catalytic proposals, we collected “room temperature” X-ray crystallography data for Pseudomonas putida ketosteroid isomerase (KSI), and we obtained conformational ensembles for this and a homologous KSI from multiple PDB crystal structures. Here, ensemble analyses indicated limited change through KSI’s reaction cycle. Active site positioning was on the 1- to 1.5-Å scale, and was not exceptional compared to noncatalytic groups. The KSI ensembles provided evidence against catalytic proposals invoking oxyanion hole geometric discrimination between the ground state and transition state or highly precise general base positioning. Instead, increasing or decreasing positioning of KSI’s general base reduced catalysis, suggesting optimized Ångstrom-scale conformational heterogeneity that allows KSI to efficiently catalyze multiple reaction steps. Ensemble analyses of surrounding groups for WT and mutant KSIs provided insights into the forces and interactions that allow and limit active-site motions. Most generally, this ensemble perspective extends traditional structure–function relationships, providing the basis for a new era of “ensemble–function” interrogation of enzymes.

59 BASIC BIOLOGICAL SCIENCES↗

DOE OSTI2020

eFESTA: Ensemble Feature Exploration with Surface Density Estimates

We propose surface density estimate (SDE) to model the spatial distribution of surface features-isosurfaces, ridge surfaces, and streamsurfaces-in 3D ensemble simulation data. The inputs of SDE computation are surface features represented as polygon meshes, and no field datasets are required (e.g., scalar fields or vector fields). The SDE is defined as the kernel density estimate of the infinite set of points on the input surfaces and is approximated by accumulating the surface densities of triangular patches. We also propose an algorithm to guide the selection of a proper kernel bandwidth for SDE computation. An ensemble Feature Exploration method based on Surface densiTy EstimAtes (eFESTA) is then proposed to extract and visualize the major trends of ensemble surface features. For an ensemble of surface features, each surface is first transformed into a density field based on its contribution to the SDE, and the resulting density fields are organized into a hierarchical representation based on the pairwise distances between them. The hierarchical representation is then used to guide visual exploration of the density fields as well as the underlying surface features. We demonstrate the application of our method using isosurface in ensemble scalar fields, Lagrangian coherent structures in uncertain unsteady flows, and streamsurfaces in ensemble fluid flows.

Computational modeling↗

DOE OSTI2021

Quantifying sensitivity in numerical weather prediction-modeled offshore wind speeds through an ensemble modeling approach

A decade of research has shown that numerical weather prediction (NWP)-modeled wind speeds can be highly sensitive to the inputs and setups within the NWP model. For wind resource characterization applications, this sensitivity is often addressed by constructing a range of setups and selecting the one that best validates against observations. However, this approach is not possible in areas that lack high-quality hub height observations, especially offshore wind areas. In such cases, techniques to quantify and disseminate confidence in NWP-modeled wind speeds in the absence of observations are needed. We address this need in the present study and propose best practices for quantifying the spread in NWP-modeled wind speeds. We implement an ensemble approach in which we consider 24 different setups to the Weather Research and Forecasting (WRF) model. We construct the ensemble by considering variations in WRF version, WRF namelist, atmospheric forcing, and sea surface temperature (SST) forcing. Our analysis finds that the standard deviation produces more consistent estimates compared to the interquartile range and tends to be the more conservative estimator for ensemble variability. We further find that model spread increases closer to the surface and on shorter time scales. In conclusion, we explore methods to attribute total ensemble variability to the different ensemble components (e.g., atmospheric forcing and SST product) and find that contributions by components also vary depending on time scale. We anticipate that the methods and results presented in this paper will provide a reasonable foundation for further research into ensemble-based wind resource data sets.

17 WIND ENERGY↗

DOE OSTI2021

Local indistinguishability and incompleteness of entangled orthogonal bases: Method to generate two-element locally indistinguishable ensembles

Highlights: • Local indistinguishability of orthogonal quantum states. • Bipartite and multipartite quantum ensembles. • Unextendible entangled bases and uncompletable entangled bases. • Two-element locally indistinguishable quantum ensembles. • Multiparty unextendible entangled bases with unextendibility in all partitions. We relate the phenomenon of local indistinguishability of orthogonal states with the properties of unextendibility and uncompletability of entangled bases for bipartite and multipartite quantum systems. We prove that all two-qubit unextendible entangled bases are of size three and they cannot be perfectly distinguished by separable measurements. We identify a method of constructing two-element orthogonal ensembles, based on the concept of unextendible entangled bases, that can potentially lead to information sharing applications. Two-element ensembles form the fundamental unit of ensembles, and yet does not offer locally indistinguishable ensembles for pure state elements. Going over to mixed states does open this possibility, but can be difficult to identify. The method provided using unextendible entangled bases can be used for their systematic generation. In multipartite systems, we find a class of unextendible entangled bases for which the unextendibility property remains conserved across all bipartitions. We also identify nonlocal operations, local implementation of which require entangled resource states from a higher-dimensional quantum system.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

DOE OSTI2026

Ensemble Effects on Hydroxide Bond Dissociation Free Energies in Polyoxovanadate Clusters

Understanding structure-property relationships is foundational to numerous modern chemistries, such as proton-coupled electron transfer (PCET). However, an experimentally measured property is the result of the behavior from an ensemble of molecules. Neglecting ensemble effects, especially under complex chemical environments, may obfuscate these relationships and lead to discrepancies between theory and experiment. In this work, we demonstrate the impact of configurational entropy and local chemical environments on hydroxide bond dissociation free energies [BDFE- (O−H)] for a set of polyoxovanadate nanoclusters, at ambient conditions. The O−H bond strengths are investigated via density functional theory (DFT) coupled with statistical thermodynamic analysis and bilinear modeling, and compared with previous experimental results on the same systems, namely electrochemical solutions of: [V 6 O 13−x (OH) x (TRIOL R ) 2 ] −2 (x = 2, 4, 6; R = NO 2 , Me) and [V 6 O 11−x (OMe) 2 (OH) x (TRIOL NO 2 ) 2 ] −2 (x = 2, 4). Interestingly, we find that ensemble effects, even at room temperature, can account for a significant portion of the BDFE(O−H) trend with the degree of reduction via H atom binding, which cannot be fully captured by single-structure, static DFT calculations. Moreover, we find that the ensemble effects may be replicated statistically, requiring only enumeration of energetically accessible H-binding sites. With the ensemble effects resolved, we present a simple bilinear model to reconcile remaining biases between experiment and ensemble-informed theory, which corelate with clusterspecific electronic environment differences. The bilinear model achieves outstanding accuracy vs experiments with a root-mean squared error of 0.4 kcal/mol. Finally, based on the physicochemical characteristics of hydrogen interaction with polyoxometalates, we present a simple methodology that captures the BDFE(O−H) trend while dramatically reducing required DFT calculations by 98% and achieving accuracy within 1 kcal/mol. Overall, this work elucidates the roles and structural origins of configurational entropy and chemical effects on polyoxometalate hydroxide bond energies, with potential applicability to various atomically precise metal oxide systems. Importantly, it introduces models for rapid and highly accurate property calculations in connection with experiments.

Cluster chemistry↗

DOE OSTI2020

Properties of protein unfolded states suggest broad selection for expanded conformational ensembles

Much attention is being paid to conformational biases in the ensembles of intrinsically disordered proteins. However, it is currently unknown whether or how conformational biases within the disordered ensembles of foldable proteins affect function in vivo. Recently, we demonstrated that water can be a good solvent for unfolded polypeptide chains, even those with a hydrophobic and charged sequence composition typical of folded proteins. These results run counter to the generally accepted model that protein folding begins with hydrophobicity-driven chain collapse. Here we investigate what other features, beyond amino acid composition, govern chain collapse. We found that local clustering of hydrophobic and/or charged residues leads to significant collapse of the unfolded ensemble of pertactin, a secreted autotransporter virulence protein from Bordetella pertussis , as measured by small angle X-ray scattering (SAXS). Sequence patterns that lead to collapse also correlate with increased intermolecular polypeptide chain association and aggregation. Crucially, sequence patterns that support an expanded conformational ensemble enhance pertactin secretion to the bacterial cell surface. Similar sequence pattern features are enriched across the large and diverse family of autotransporter virulence proteins, suggesting sequence patterns that favor an expanded conformational ensemble are under selection for efficient autotransporter protein secretion, a necessary prerequisite for virulence. More broadly, we found that sequence patterns that lead to more expanded conformational ensembles are enriched across water-soluble proteins in general, suggesting protein sequences are under selection to regulate collapse and minimize protein aggregation, in addition to their roles in stabilizing folded protein structures.

59 BASIC BIOLOGICAL SCIENCES↗

DOE OSTI2023

Non-asymptotic analysis of ensemble Kalman updates: effective dimension and localization

Many modern algorithms for inverse problems and data assimilation rely on ensemble Kalman updates to blend prior predictions with observed data. Ensemble Kalman methods often perform well with a small ensemble size, which is essential in applications where generating each particle is costly. This paper develops a non-asymptotic analysis of ensemble Kalman updates, which rigorously explains why a small ensemble size suffices if the prior covariance has moderate effective dimension due to fast spectrum decay or approximate sparsity. Here, we present our theory in a unified framework, comparing everal implementations of ensemble Kalman updates that use perturbed observations, square root filtering and localization. As part of our analysis, we develop new dimension-free covariance estimation bounds for approximately sparse matrices that may be of independent interest.

Mathematics↗

DOE OSTI2022

Co-scheduling Ensembles of In Situ Workflows

Molecular dynamics (MD) simulations are widely used to study large-scale molecular systems. HPC systems are ideal platforms to run these studies, however, reaching the necessary simulation timescale to detect rare processes is challenging, even with modern supercomputers. To overcome the timescale limitation, the simulation of a long MD trajectory is replaced by multiple short-range simulations that are executed simultaneously in an ensemble of simulations. Analyses are usually co-scheduled with these simulations to efficiently process large volumes of data generated by the simulations at runtime, thanks to in situ techniques. Executing a workflow ensemble of simulations and their in situ analyses requires efficient co- scheduling strategies and sophisticated management of computational resources so that they are not slowing down each other. In this paper, we propose an efficient method to co-schedule simulations and in situ analyses such that the makespan of the workflow ensemble is minimized. We present a novel approach to allocate resources for a workflow ensemble under resource constraints by using a theoretical framework modeling the workflow ensemble’s execution. We evaluate the proposed approach using an accurate simulator based on the WRENCH simulation framework on various workflow ensemble configurations. Results demonstrate the significance of co-scheduling simulations and in situ analyses that couple data together to benefit from data locality, in which inefficient scheduling decisions can lead to slowdown in makespan up to a factor of 30.

Do, Tu Mai Anh↗