Search NASA⌕ Search

SEARCH · Search NASA

Results for “MARKOV”

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 91 records · Page 5
All sourcesNASA NTRSDOE OSTI
DOE OSTI2020

A hidden Markov model for population-level cervical cancer screening data

The Cancer Registry of Norway has been administrating a national cervical cancer screening program since 1992 by coordinating triennial cytology exam screenings for the female population between 25 and 69 years of age. Up to 80% of cancers are prevented through mass screening, but this comes at the expense of considerable screening activity and leads to overtreatment of clinically asymptomatic precancers. Here, we present a continuous-time, time-inhomogeneous hidden Markov model which was developed to understand the screening process and cervical cancer carcinogenesis in detail. By leveraging 1.7 million individual's multivariate time-series of medical exams performed over a 25-year period, we simultaneously estimate all model parameters. We show that an age-dependent model reflects the Norwegian screening program by comparing empirical survival curves from observed registry data and data simulated from the proposed model. The model can be generalized to include more detailed individual-level covariates as well as new types of screening exams. By utilizing individual screening histories and covariate data, the proposed model shows potential for improving strategies for cancer screening programs by personalizing recommended screening intervals.

59 BASIC BIOLOGICAL SCIENCES↗
DOE OSTI2023

Accelerating Markov Chain Monte Carlo sampling with diffusion models

Global fits of physics models require efficient methods for exploring high-dimensional and/or multimodal posterior functions. We introduce a novel method for accelerating Markov Chain Monte Carlo (MCMC) sampling by pairing a Metropolis-Hastings algorithm with a diffusion model that can draw global samples with the aim of approximating the posterior. We briefly review diffusion models in the context of image synthesis before providing a streamlined diffusion model tailored towards low-dimensional data arrays. We then present our adapted Metropolis-Hastings algorithm which combines local proposals with global proposals taken from a diffusion model that is regularly trained on the samples produced during the MCMC run. Our approach leads to a significant reduction in the number of likelihood evaluations required to obtain an accurate representation of the Bayesian posterior across several analytic functions, as well as for a physical example based on a global fit of parton distribution functions. Our method is extensible to other MCMC techniques, and we briefly compare our method to similar approaches based on normalising flows. A code implementation can be found at https://github.com/NickHunt-Smith/MCMC-diffusion.

72 PHYSICS OF ELEMENTARY PARTICLES AND FIELDS↗
DOE OSTI2026

Optimal CO 2 storage management considering safety constraints in multi-stakeholder multi-site GCS projects: A Markov game perspective

Geological carbon storage (GCS) projects could involve a diverse array of stakeholders or players from public, private, and regulatory sectors, each with different objectives and responsibilities. Given the complexity, scale, and long-term nature of GCS operations, determining whether individual stakeholders can independently optimize their interests — or whether collaborative coalition agreements are needed — remains a central question for effective GCS project planning and management. To access large, high-quality storage resources, future GCS deployment may increasingly occur in geologically connected sites, where shared geological features such as pressure space and reservoir pore capacity can lead to competitive behavior among stakeholders. In this work, we propose a paradigm based on Markov games to quantitatively investigate how different coalition structures affect the goals of stakeholders. We frame this multi-stakeholder multi-site problem as a multi-agent reinforcement learning problem with safety constraints. Our approach enables agents to learn optimal strategies while complying with safety regulations. We present an example where multiple operators are injecting CO 2 into their respective project areas in a geologically connected basin. To address the high computational cost of repeated simulations of high fidelity models, a previously developed surrogate model based on the Embed-to-Control (E2C) framework is employed. Our results demonstrate the effectiveness of the proposed framework in addressing optimal management of CO 2 storage when multiple stakeholders with different objectives and goals are involved.

58 GEOSCIENCES↗
DOE OSTI2025

Accelerating multilevel Markov Chain Monte Carlo using machine learning models

Here, this work presents an efficient approach for accelerating multilevel Markov Chain Monte Carlo (MCMC) sampling for large-scale problems using low-fidelity machine learning models. While conventional techniques for large-scale Bayesian inference often substitute computationally expensive high-fidelity models with machine learning models, thereby introducing approximation errors, our approach offers a computationally efficient alternative by augmenting high-fidelity models with low-fidelity ones within a hierarchical framework. The multilevel approach utilizes the low-fidelity machine learning model (MLM) for inexpensive evaluation of proposed samples thereby improving the acceptance of samples by the high-fidelity model. The hierarchy in our multilevel algorithm is derived from geometric multigrid hierarchy. We utilize an MLM to accelerate the coarse level sampling. Training machine learning model for the coarsest level significantly reduces the computational cost associated with generating training data and training the model. We present an MCMC algorithm to accelerate the coarsest level sampling using MLM and account for the approximation error introduced. We provide theoretical proofs of detailed balance and demonstrate that our multilevel approach constitutes a consistent MCMC algorithm. Additionally, we derive the expression for cost reduction due to machine learning model to facilitate cost analysis of the hierarchical sampling algorithm. Our technique is demonstrated on a standard benchmark inference problem in groundwater flow, where we estimate the probability density of a quantity of interest using a four-level MCMC algorithm. Our proposed algorithm accelerates multilevel sampling by a factor of two while achieving similar accuracy compared to sampling using the standard multilevel algorithm.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2022

Parameter estimation for X-ray scattering analysis with Hamiltonian Markov Chain Monte Carlo

Bayesian-inference-based approaches, in particular the random-walk Markov Chain Monte Carlo (MCMC) method, have received much attention recently for X-ray scattering analysis. Hamiltonian MCMC, a state-of-the-art development in the field of MCMC, has become popular in recent years. It utilizes Hamiltonian dynamics for indirect but much more efficient drawings of the model parameters. We described the principle of the Hamiltonian MCMC for inversion problems in X-ray scattering analysis by estimating high-dimensional models for several motivating scenarios in small-angle X-ray scattering, reflectivity, and X-ray fluorescence holography. Hamiltonian MCMC with appropriate preconditioning can deliver superior performance over the random-walk MCMC, and thus can be used as an efficient tool for the statistical analysis of the parameter distributions, as well as model predictions and confidence analysis.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗
DOE OSTI2021

Distributionally Robust Partially Observable Markov Decision Process with Moment-Based Ambiguity

In this paper, we consider a distributionally robust partially observable Markov decision process (DR-POMDP), where the distribution of the transition-observation probabilities is unknown at the beginning of each decision period, but their realizations can be inferred using side information at the end of each period after an action being taken. We build an ambiguity set of the joint distribution using bounded moments via conic constraints and seek an optimal policy to maximize the worst-case (minimum) reward for any distribution in the set. We show that the value function of DR-POMDP is piecewise linear convex with respect to the belief state and propose a heuristic search value iteration method for obtaining lower and upper bounds of the value function. We conduct numerical studies and demonstrate the computational performance of our approach via testing instances of a dynamic epidemic control problem. Our results show that DR-POMDP can produce more robust policies under misspecified distributions of transition-observation probabilities as compared to POMDP but has less costly solutions than robust POMDP. The DR-POMDP policies are also insensitive to varying parameter in the ambiguity set and to noise added to the true transition-observation probability values obtained at the end of each decision period.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2026

Hierarchical Gaussian Random Field Sampling for Multilevel Markov Chain Monte Carlo: Coupling Stochastic Partial Differential Equation and the Karhunen–Loève Decomposition

This work introduces structure preserving hierarchical decompositions for sampling Gaussian random fields (GRFs) within the context of multilevel Bayesian inference in high-dimensional space. Existing scalable hierarchical sampling methods, such as those based on stochastic partial differential equations (SPDEs), often reduce the dimensionality of the sample space at the cost of accuracy of inference. Other approaches, such that those based on Karhunen-Loève (KL) expansions, offer sample space dimensionality reduction but sacrifice GRF representation accuracy and ergodicity of the Markov chain Monte Carlo (MCMC) sampler and are computationally expensive for high-dimensional problems. The proposed method integrates the dimensionality reduction capabilities of KL expansions with the scalability of SPDE-based sampling, thereby providing a robust, unified framework for high-dimensional uncertainty quantification (UQ) that is scalable and accurate, preserves ergodicity, and offers dimensionality reduction of the sample space. The hierarchy in our multilevel algorithm is derived from the geometric multigrid hierarchy. By constructing a hierarchical decomposition that maintains the covariance structure across the levels in the hierarchy, the approach enables efficient coarse-to-fine sampling while ensuring that all samples are drawn from the desired distribution. The effectiveness of the proposed method is demonstrated on a benchmark subsurface flow problem, demonstrating its effectiveness in improving computational efficiency and statistical accuracy. Furthermore, our proposed technique is more efficient and accurate and displays better convergence properties than existing methods for high-dimensional Bayesian inference problems.

Gaussian random fields↗
DOE OSTI2024

An FPGA-based hardware accelerator supporting sensitive sequence homology filtering with profile hidden Markov models

Abstract Background Sequence alignment lies at the heart of genome sequence annotation. While the BLAST suite of alignment tools has long held an important role in alignment-based sequence database search, greater sensitivity is achieved through the use of profile hidden Markov models (pHMMs). Here, we describe an FPGA hardware accelerator, called HAVAC, that targets a key bottleneck step (SSV) in the analysis pipeline of the popular pHMM alignment tool, HMMER. Results The HAVAC kernel calculates the SSV matrix at 1739 GCUPS on a $$\sim$$ ∼ $3000 Xilinx Alveo U50 FPGA accelerator card, $$\sim$$ ∼ 227× faster than the optimized SSV implementation in nhmmer . Accounting for PCI-e data transfer data processing, HAVAC is 65× faster than nhmmer’s SSV with one thread and 35× faster than nhmmer with four threads, and uses $$\sim$$ ∼ 31% the energy of a traditional high end Intel CPU. Conclusions HAVAC demonstrates the potential offered by FPGA hardware accelerators to produce dramatic speed gains in sequence annotation and related bioinformatics applications. Because these computations are performed on a co-processor, the host CPU remains free to simultaneously compute other aspects of the analysis pipeline.

59 BASIC BIOLOGICAL SCIENCES↗
DOE OSTI2024

Decision-making based on Markov decision process in integrated artificial reasoning framework—Part I: Theory

This paper presents a decision-making framework based on an integrated artificial reasoning framework and Markov decision process (MDP). The integrated artificial reasoning framework provides a physics-based approach that converts system information into state transition models, and the analysis result will be represented by the transition probabilities that can be used with an MDP to find a traceable and explainable optimal pathway. A dynamic Bayesian network (DBN) is well suited for representing the structure of an MDP. The causality information among process variables (or among subsystems) is mathematically represented in a DBN by the conditional probabilities of the node’s states provided different probabilities of the parent node’s states. To define node states in a physically understandable manner, we used multilevel flow modeling (MFM). An MFM follows the fundamental energy and mass conservation laws and supports the selection of process variables that represent the system of interest so that causal relations among process variables are properly captured. An MFM-based DBN supports developing state transition models in an MDP to capture the effect of process variables of system having physical relations. The operators of the target system can capture stochastic system dynamics as multiple subsystem state transitions based on their physical relations and uncertainties coming from component degradation or random failures. We analyzed a simplified exemplary system to illustrate an optimal operational policy using the suggested approach.

Markov decision process↗
DOE OSTI2022

Classification of Photovoltaic Failures with Hidden Markov Modeling, an Unsupervised Statistical Approach

Failure detection methods are of significant interest for photovoltaic (PV) site operators to help reduce gaps between expected and observed energy generation. Current approaches for field-based fault detection, however, rely on multiple data inputs and can suffer from interpretability issues. In contrast, this work offers an unsupervised statistical approach that leverages hidden Markov models (HMM) to identify failures occurring at PV sites. Using performance index data from 104 sites across the United States, individual PV-HMM models are trained and evaluated for failure detection and transition probabilities. This analysis indicates that the trained PV-HMM models have the highest probability of remaining in their current state (87.1% to 93.5%), whereas the transition probability from normal to failure (6.5%) is lower than the transition from failure to normal (12.9%) states. A comparison of these patterns using both threshold levels and operations and maintenance (O&M) tickets indicate high precision rates of PV-HMMs (median = 82.4%) across all of the sites. Although additional work is needed to assess sensitivities, the PV-HMM methodology demonstrates significant potential for real-time failure detection as well as extensions into predictive maintenance capabilities for PV.

classification↗
DOE OSTI2025

Model Calibration with Markov Chain Monte Carlo Tutorial

The purpose of this tutorial is to demonstrate how to use Markov chain Monte Carlo (MCMC) to calibrate a model. By calibration, we mean the selection of model parameters (and, when relevant, structures). A common goal in model development and diagnostics is calibration, or the identification of model structures and parameters which are consistent with data. While models can be calibrated through hand-tuning parameters or minimizing simple error metrics such as root-mean-square-error (RMSE), these approaches can underrepresent the probabilistic nature of the data-generating process, as well as the potential for multiple model configurations to be consistent with the data. Probabilistic uncertainty quantification, which is the topic of this notebook, can address these concerns. This tutorial is presented as an appendix to the e-book: Addressing Uncertainty in MultiSector Dynamics Research.

Markov chain Monte Carlo↗
NASA NTRS2003

A method of hidden Markov model optimization for use with geophysical data sets

Geophysics research has been faced with a growing need for automated techniques with which to process large quantities of data. A successful tool must meet a number of requirements: it should be consistent, require minimal parameter tuning, and produce scientifically meaningful results in reasonable time. We introduce a hidden Markov model (HMM)-based method for analysis of geophysical data sets that attempts to address these issues.

Markov model optimization geophysical data sets↗
NASA NTRS1996

Probabilistic Independence Networks for Hidden Markov Probability Models

In this paper we explore hidden Markov models(HMMs) and related structures within the general framework of probabilistic independence networks (PINs). The paper contains a self-contained review of the basic principles of PINs. It is shown that the well-known forward-backward (F-B) and Viterbi algorithms for HMMs are special cases of more general enference algorithms for arbitrary PINs.

random variables pattern recognition signal proces↗
NASA NTRS1994

(abstract) Modeling Protein Families and Human Genes: Hidden Markov Models and a Little Beyond

We will first give a brief overview of Hidden Markov Models (HMMs) and their use in Computational Molecular Biology. In particular, we will describe a detailed application of HMMs to the G-Protein-Coupled-Receptor Superfamily. We will also describe a number of analytical results on HMMs that can be used in discrimination tests and database mining. We will then discuss the limitations of HMMs and some new directions of research. We will conclude with some recent results on the application of HMMs to human gene modeling and parsing.

Hidden Markov Models HMMs proteins computational m↗
NASA NTRS1994

Hideen Markov Models and Neural Networks for Fault Detection in Dynamic Systems

None given. (From conclusion): Neural networks plus Hidden Markov Models(HMM)can provide excellene detection and false alarm rate performance in fault detection applications. Modified models allow for novelty detection. Also covers some key contributions of neural network model, and application status.

space network↗