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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 127 records · Page 7

2023 Real-time Optimization Workflow Status Update

Nuclear integrated energy systems are composed of a diverse set of energy generation sources and exist in dynamic and competitive electricity markets. With the inclusion of thermal energy storage, nuclear power systems can store heat for future use through various processes, such as water desalination or hydrogen generation. This heat storage can be managed in such a way as to economically optimize its usage. By combining real-time price data from the day-ahead and real-time markets with predictive and intelligent models, the charging and discharging of the thermal energy storage may be determined and optimized. This research details an approach through models and systems for the real-time optimization (RTO) of capacity allocation. Virtual models of the energy system and its physics phenomenon and component interactions provide intelligence to verification and prediction of operations. An optimization framework can use data generated from both a set of physical assets as well as the virtual models to predict future performance and create optimization and control workflows. Data warehouse technologies can be used to combine data across models, optimization workflows, market price data, and sensor data to intuitively store various types of data and provide integrations to physical control systems as well as user visualizations. Put together, these components can create a system for the RTO of nuclear integrated energy systems. Various virtual models and bench-scale physical demonstrations have been successfully performed and verified using this system. Larger scale testbeds that include thermal energy storage systems have been identified as future opportunities. A gap analysis that details the steps necessary to reach a physical demonstration at this scale is provided, along with conclusions on the current effort and future work.

22 GENERAL STUDIES OF NUCLEAR REACTORS↗

Artificial Intelligence for Data Center Operations (AIOps): Cooperative Research and Development (Final Report)

High performance computing data centers will increasingly need to rely on automation to keep pace with exascale growth in compute capability and to manage and optimize the data center environment and facility resources. Artificial intelligence and machine learning approaches provide the means to improve HPC data center operational efficiency, by learning historical trends and training models to operate on real-time data collected from both IT and facilities sources. NREL has developed methods of real-time collection, aggregation and streaming of these data in the ESIF HPC Data Center and has collected a significant dataset of relevant metrics across computer systems, racks, environmental, building and utility sources for research into various predictive analytics problems. HPE's Advanced Technology Group (ATG) is doing comprehensive research into exascale monitoring and management for High Performance Computing (HPC) systems (hereinafter HPE's Data Monitoring/ Management Technology). NREL and HPE will collaborate to add Artificial Intelligence (AI) to NREL's real-time data collection/ aggregation/ streaming system and HPE's Data Monitoring/ Management System, with the goal of improving the operational efficiency of NREL's Energy Systems Integration Facility (ESIF) HPC Data Center through data analytics on both historical and real-time data from IT systems and facilities operations. This collaboration will consist of efforts in Data Management, Data Analytics, and AI/ML Optimization for both manual and autonomous intervention in data center operations. This will be a multi-year, multi-staged effort with a goal towards building capabilities for an Advanced Smart Facility, and demonstration of these techniques in the NREL ESIF HPC Data Center.

97 MATHEMATICS AND COMPUTING↗

Innovative Biomonitoring and Remediation of Heavy Metals Using Phytotechnologies at the Savannah River Site (SRS) Coal Combustion Product (CCP) Impoundment Sites

The Savannah River Site (SRS) contains legacy coal combustion product (CCP) impoundments that are impacted by elevated concentrations of heavy metals and radionuclides, posing long-term risks to soil health, ecosystem functioning, and environmental sustainability. Traditional environmental monitoring approaches rely primarily on chemical analyses to quantify contaminant concentrations but often provide limited information regarding biological responses or ecosystem recovery. This project addressed these limitations by integrating environmental chemistry, microbial ecology, artificial intelligence (AI), and bioremediation into a comprehensive framework for environmental diagnostics and restoration of contaminated soils. The overarching goal of this collaborative project between Florida A&M University (FAMU) and the University of Georgia's Savannah River Ecology Laboratory (SREL) was to develop innovative biomonitoring and remediation strategies for heavy metal-contaminated CCP impoundment sites at the Savannah River Site. Specifically, the project sought to (i) characterize heavy metal contamination, (ii) determine microbial responses to contamination, (iii) isolate indigenous heavy metal-resistant microorganisms for remediation applications, (iv) develop a microbial ecological health index using machine learning, and (v) optimize fungal-mediated bioremediation using artificial intelligence.

01 COAL, LIGNITE, AND PEAT↗

Responsible Adoption of Artificial Intelligence (AI) in Electric Grid Operations

The future of the grid will be powered by AI—or undermined by it. Artificial intelligence is rapidly reshaping grid operations, improving fault detection, forecasting accuracy, and real-time optimization. As AI systems move closer to operational decision loops, however, they introduce new consequence pathways: expanded attack surfaces, model integrity risks, regulatory exposure, and human-automation challenges. This talk presents a consequence-driven framework for deploying AI responsibly in the electric grid. Attendees will gain practical strategies to strengthen resilience, boost reliability, and deploy AI securely — ensuring the grid of the future is not only smarter but safer.

25 - ENERGY STORAGE↗

Derivative-free optimization methods

In many optimization problems arising from scientific, engineering and artificial intelligence applications, objective and constraint functions are available only as the output of a black-box or simulation oracle that does not provide derivative information. Such settings necessitate the use of methods for derivative-free, or zeroth-order, optimization. We provide a review and perspectives on developments in these methods, with an emphasis on highlighting recent developments and on unifying treatment of such problems in the non-linear optimization and machine learning literature. We categorize methods based on assumed properties of the black-box functions, as well as features of the methods. We first overview the primary setting of deterministic methods applied to unconstrained, non-convex optimization problems where the objective function is defined by a deterministic black-box oracle. We then discuss developments in randomized methods, methods that assume some additional structure about the objective (including convexity, separability and general non-smooth compositions), methods for problems where the output of the black-box oracle is stochastic, and methods for handling different types of constraints.

97 MATHEMATICS AND COMPUTING↗

Artificial Intelligence for Data Center Operations (AI Ops)

HPC data centers such as the one at NREL's ESIF will increasingly need to rely on automation to keep pace with exascale growth in compute capability and to manage and optimize the data center environment and facility resources. Artificial intelligence (AI) and machine learning (ML) approaches provide the means to improve HPC data center efficiency (energy, operational, and managerial efficiency) and resiliency by learning historical trends and training models to operate on real-time data collected from both IT and facilities sources. The goal of coupled improvement of data center resiliency and energy efficiency through automated data collection and AI has led to a multi-year, multi-staged collaboration between NREL and Hewlett-Packard Enterprise's Advanced Technology Group, referred to as Artificial Intelligence for Data Center Operations (AIOps). The extended efforts within the AIOps project include a common goal of building capabilities for an advanced smart facility and demonstration of data collection and AI modeling techniques in the ESIF data center.

97 MATHEMATICS AND COMPUTING↗

Benefits of Dual Fuel Heat Pump Grid-responsive Control: A Model-based Control Optimization Approach Using Building and Equipment Co-simulation

Conventional dual fuel heat pumps lack the intelligent control mechanisms to efficiently manage the switch between heat pump and furnace, leading to sub-optimal energy usage and, in some cases, increased operating costs. To resolve this gap, this study applies optimized control on hybrid heat pumps. With a focus on equipment control strategies, we compare the performances of five spacing heating equipment, including a conventional heat pump (HP), a conventional furnace, a dual fuel heat pump (DFHP) with conventional control, a dual fuel heat pump with smart control, and a novel seamlessly fuel flexible heat pump (SFFHP). While DFHP runs on either gas or electricity at any given moment, SFFHP concurrently consumes gas and electricity by continuously optimizing the proportion of each. In this research, a co-simulation framework is developed by integrating a building envelope model with a physics-based heat pump simulation model to analyze the benefits of grid-responsive controls of DFHP and SFFHP. The model-based optimal controls adjust the operation of the heat pump and gas furnace based on utility price signals and marginal grid emission to minimize utility cost and CO 2 emissions for multiple climate zones, different utility tariffs, and marginal grid emission scenarios. Case studies in Chicago and Los Angeles demonstrate that SFFHP and DFHP, with model-based optimal control, can deliver significant reductions in peak demand, utility cost, and CO 2 emission. In Chicago, SFFHP and smart controlled DFHP yield up to 64.7% and 61.7% utility cost reduction and up to 15.7% and 8.5% CO 2 emission reduction compared to the gas furnace. In Los Angeles, SFFHP and smart controlled DFHP achieve up to 43.6% and 40.1% utility cost reduction and up to 13.8% and 14.1% CO2 emission reduction compared to conventional heat pumps. In conclusion, by leveraging the fuel flexibility nature of dual fuel heat pumps, the model-based control optimization approach makes dual fuel heat pump an attractive option for demand response programs.

Control↗

Comparison of Shape Optimization Methods for Heat Exchanger Fins Using Computational Fluid Dynamics

Inverse design techniques are one way to leverage advances in 3D printing, artificial intelligence, and computational resources to achieve increased performance of heat exchangers. Two optimization techniques (genetic algorithm and particle swarm) and three geometry representations (binary level set, composite Bézier, and free form deformation) are used to increase the heat transfer and reduce the pressure drop of a heat exchanger fin. After running 210,810 OpenFOAM simulations, results indicate that a significant performance increase of the fin can be realized in less than 48 hrs, allowing for such a process to be integrated in traditional design processes. The best design increased the performance of the objective function, compared to the baseline rectangular geometry by 75%. A custom distributed infrastructure was built, allowing for all methods to reach 95% of the final objective values in a little over 4 hrs, handling 1674 OpenFoam simulations per hour.

42 ENGINEERING↗

Recent Progress in Solid‐State Lithium Batteries through Cathode Microstructure Engineering

A high‐performance cathode is necessary to realize the great potentials of solid‐state batteries such as high energy density and long cycle life. It is also needed to validate electrolyte performance, which is lacking. Currently, cathodes for solid‐state batteries are thinner and have lower cathode active material content than their lithium‐ion battery counterpart, resulting from insufficient conductivity and limiting the battery energy density. This review article provides an overview of recent development in cathode microstructures and their impact on battery properties, including compatibility between cathode and electrolyte, cathode architecture design, interface engineering, correlation between material properties, cathode processing approaches, and performance, as well as the advanced characterization methods used to understand the above correlations . Some perspectives on future development are shared including utilizing in situ and operando characterization tools to better understand dynamic evolution of the cathode/electrolyte interface, adapting artificial intelligence and machine learning to design and optimize cathode structures. The article is aimed to promote research interest on cathode development and advance solid‐state battery technologies.

cathode engineering↗

Autonomous Synthesis of Thin Film Materials with Pulsed Laser Deposition Enabled by In Situ Spectroscopy and Automation

Autonomous systems that combine synthesis, characterization, and artificial intelligence can greatly accelerate the discovery and optimization of materials, however platforms for growth of macroscale thin films by physical vapor deposition techniques have lagged far behind others. Here this study demonstrates autonomous synthesis by pulsed laser deposition (PLD), a highly versatile synthesis technique, in the growth of ultrathin WSe 2 films. Further, by combing the automation of PLD synthesis and in situ diagnostic feedback with a high-throughput methodology, this study demonstrates a workflow and platform which uses Gaussian process regression and Bayesian optimization to autonomously identify growth regimes for WSe 2 films based on Raman spectral criteria by efficiently sampling 0.25% of the chosen 4D parameter space. With throughputs at least 10x faster than traditional PLD workflows, this platform and workflow enables the accelerated discovery and autonomous optimization of the vast number of materials that can be synthesized by PLD.

36 MATERIALS SCIENCE↗

High fidelity multiphysics tightly coupled model for a lead cooled fast reactor concept and application to statistical calculation of hot channel factors

A tightly coupled multiphysics code system is established using the MOOSE framework for hot channel factor (HCF) evaluation on a Lead Fast Reactor (LFR) concept. The coupled system is driven by the Griffin multiphysics coupling capability under which the MOOSE Heat Transfer module and NekRS computational fluid dynamics solver are coupled for conjugate heat transfer using the Cardinal application. The coupled capability is demonstrated on an LFR assembly model based on materials and geometry of a prototypical lead-cooled fast reactor design by Westinghouse Electric Company, LLC. Moreover, the work integrates the Multiphysics Object Oriented Simulation Environment (MOOSE) Stochastic Tools Module (STM) to perform calculations for statistical analysis of HCF. Furthermore, the coupling strategy and workflow demonstrated in this paper is not only useful for predicting accurate hot channel factors for different kinds of advanced reactors but also for other engineering applications such as control rod worth assessment, generation of high-fidelity database for Artificial intelligence (AI)/machine learning (ML) training, design optimization and multi-resolution modeling.

Cardinal↗

Active and machine learning-based approaches to rapidly enhance microbial chemical production

In order to make renewable fuels and chemicals from microbes, new methods are required to engineer microbes more intelligently. Computational approaches, to engineer strains for enhanced chemical production typically rely on detailed mechanistic models (e.g., kinetic/stoichiometric models of metabolism)—requiring many experimental datasets for their parameterization—while experimental methods may require screening large mutant libraries to explore the design space for the few mutants with desired behaviors. To address these limitations, we developed an active and machine learning approach (ActiveOpt) to intelligently guide experiments to arrive at an optimal phenotype with minimal measured datasets. In this study, ActiveOpt was applied to two separate case studies to evaluate its potential to increase valine yields and neurosporene productivity in Escherichia coli. In both the cases, ActiveOpt identified the best performing strain in fewer experiments than the case studies used. This work demonstrates that machine and active learning approaches have the potential to greatly facilitate metabolic engineering efforts to rapidly achieve its objectives.

60 APPLIED LIFE SCIENCES↗

Accessible, uniform protein property prediction with a scikit-learn based toolset AIDE

Summary Protein property prediction via machine learning with and without labeled data is becoming increasingly powerful, yet methods are disparate and capabilities vary widely over applications. The software presented here, “Artificial Intelligence Driven protein Estimation (AIDE)”, enables instantiating, optimizing, and testing many zero-shot and supervised property prediction methods for variants and variable length homologs in a single, reproducible notebook or script by defining a modular, standardized application programming interface (API), i.e. drop-in compatible with scikit-learn transformers and pipelines. Availability and implementation AIDE is an installable, importable python package inheriting from scikit-learn classes and API and is installable on Windows, Mac, and Linux. Many of the wrapped models internal to AIDE will be effectively inaccessible without a GPU, and some assume CUDA. The newest stable, tested version can be found at https://github.com/beckham-lab/aide_predict and a full user guide and API reference can be found at https://beckham-lab.github.io/aide_predict/. Static versions of both at the time of writing can be found on Zenodo.

36 MATERIALS SCIENCE↗

Two-Stage Reinforcement Learning Policy Search for Grid-Interactive Building Control

This paper develops an intelligent grid-interactive building controller, which optimizes building operation during both normal hours and demand response (DR) events. To avoid costly on-demand computation and to adapt to non-linear building models, the controller utilizes reinforcement learning (RL) and makes real-time decisions based on a near-optimal control policy. Learning such a policy typically amounts to solving a hard non-convex optimization problem. We propose to address this problem with a novel global-local policy search method. In the first stage, an RL algorithm based on zero-order gradient estimation is leveraged to search for the optimal policy globally, due to its scalability and the potential to escape some poor performing local optima. The obtained policy is then fine-tuned locally to bring the first-stage solution closer to that of the original unsmoothed problem. Experiments on a simulated five-zone commercial building demonstrate the advantages of the proposed method over existing learning approaches. They also show that the learned control policy outperforms a pragmatic linear model predictive controller (MPC) and approaches the performance of an oracle MPC in testing scenarios. Using a state-of-the-art advanced computing system, we demonstrate that the controller can be learned and deployed within hours of training.

32 ENERGY CONSERVATION, CONSUMPTION, AND UTILIZATI↗

PipeSight: A High-Performance Computing Platform for Pipeline Integrity Management

The Phase I feasibility study completed as part of this project has led to a number of innovative technologies being developed and has laid the foundation for a successful Phase II effort to commercialize a platform for managing the integrity of pipelines for the damage mechanisms of the new, hybrid-energy based economy. To ground the development efforts and direction of the project, an extensive market research and customer discovery effort was undertaken early in Phase I. Through this effort, a number of pipeline owners and operators were interviewed, and the following key findings were discovered about the pipeline industry: • Small pipeline operators do not have the central engineering groups necessary to perform their own independent analysis of inspection data, but instead rely on summarized tally sheets provided to them by inspection service providers. • The time it takes to go from an inspection to a completed engineering assessment, even for small segments of pipeline, can take anywhere from 30-120 days. During this delay, critical threats can (and have been known to) cause failures. • Uncertainty is often not accounted for in the assessment of pipeline integrity. The tally sheets provided by third-party service providers are almost always deterministic in nature, identifying threats that present a concern only to the current (not the future) integrity of the pipeline. • It is uncommon to apply the latest technologies to perform advanced assessments of damaged pipelines. There is a desire to use more advanced analysis capabilities to assess threats. Many pipeline operators indicated that they would often excavate a pipeline to perform an inspection and find that the damage was not as bad as they anticipated, thus using limited resources unnecessarily. Companies are not consistent in their use of inspection data to determine corrosion rates, and those that do only calculate deterministic corrosion rates. • The industry has prominently relied on time-based inspections but has recently started to transition to risk-based inspections. However, there appears to be no uniform guidance on how to do so while properly accounting for all sources of uncertainty. • Companies are not storing inspection data in a manner that allows for the ready determination of temporal trends. • Predictive maintenance principles and practices are beginning to be used by early adopters • Some pipelines are being re-purposed to transport different process fluids than they were designed for, e.g., H 2 and CO 2 rich process streams to serve the new hybrid-energy based economy, which are presenting new integrity concerns for the existing pipeline network that crisscrosses the United States. As a result of these discoveries, we were able to target the development efforts in Phase I to best serve the needs of the industry. In Phase I, we developed a way to correlate multiple large-scale scans of the pipeline to determine a probabilistic corrosion rate that accounts for all sources of error and uncertainty in the inspection process. This probabilistic corrosion rate can be used to predict the future thickness distribution of the pipe wall. We demonstrate how this analysis may be performed in an analytical fashion and has been implemented in such a manner that it can be readily distributed using GPU computing through integration of the Kokkos programming model. We also make a very novel extension of the analytical corrosion rate model to Bayesian Networks (an explainable AI technique) that can account for non-parametric distributions of corrosion rates. With the predictions made above for the probabilistic corrosion rate and corresponding future distribution of the pipe wall thickness, we can assess the integrity of the pipeline through the use of a probabilistic engineering assessment. We developed a novel screening data analysis approach that can rapidly identify ‘hotspots’ (local thin areas) where the integrity of the pipeline is a concern. Once more, we implemented this screening approach in C++ to leverage GPU computing via the Kokkos programming model. After the critical hotspots are identified, we developed a program that can automatically generate an advanced finite element model of the damaged regions. Since the number of damaged regions that require advanced analysis can number in the thousands, we integrated an open-source container-native workflow engine for orchestrating parallel jobs on the cloud. Initially, these advanced numerical models were only designed to account for loading due to internal pressure. However, in a slight pivot from the initial Phase I proposal, we developed a complete pipe stress analysis program (called Simflex) which can simulate the complete pipeline and its response to thermal expansion, pressure, thermal bowing, weight, wind, earthquake, support displacement, support friction and external forces. This pipe stress analysis program was written generically, to handle any piping system, but contains the features needed to model long pipelines (i.e., it incorporates a model for soil mechanics and can account for the nonlinear boundary conditions necessary to simulate long underground pipelines). This pipe stress analysis program can simulate any segment of the pipeline (simple or complex) under any set of conditions and loads, to determine the supplemental loads (axial forces and bending moments) at the location of damage. This enables the most accurate state of stress to be accounted for in the pipeline, which can prove critical when evaluating the integrity of a damaged region. In the process of developing the technologies to perform the integrity assessment of the pipeline, we also extended one of the industry standard approaches for performing the assessment of local thin areas that extend more in the circumferential direction than the longitudinal direction of the pipeline. This approach was presented to the API 579-1/AS ME FFS-1 steering committee in November 2021 for consideration in the next edition of the industry standard for Fitness-For-Service (expected to be released in 2023). To help pipeline operators make decisions with the results on any integrity assessment, we developed a new approach to the life-cycle management of pipelines which uses a Bayesian Decision Network. The network is designed to help pipeline operators plan and prioritize inspection activities and ultimately make smarter, more cost-effective decisions. The Bayesian approach accounts for all sources of uncertainty and carries them through to the final optimal decisions, providing a probabilistic framework for optimizing inspection intervals. The proof-of-concept networks developed in the feasibility study are complete, verified, and are focused on a subset of the pipeline. To expand this novel approach to the scale necessary for an entire network of pipelines in Phase II, we will leverage the DOE-funded Bengi solver for industrial-scale decision making with Bayesian Networks [22]. Once implemented, we will be able to provide the pipeline industry with a much-needed tool for optimal inspection planning using truly explainable artificial intelligence (XAI). To handle all of these advanced capabilities into a cloud-based platform, the architecture of the Equity Engineering Cloud (EEC) was extended to include Argo Workflows, a framework capable of distributing and managing a massive number of jobs that consume their own resources, such that thousands of serial finite element simulations can be run in parallel. As part of this substantial undertaking, we also integrated Argo Continuous Delivery (CD) into the EEC, to aid with the rapid prototyping and iterations that will be imperative to the success of the PipeSight platform’s Agile development process in Phase II. As part of the pipe stress analysis program, we also developed a custom visualizer that leverages the DOE-funded VTK visualization library. We added custom contouring capabilities and a means for interacting visually with both the inputs and outputs of the pipe stress analysis program. We also developed routines for automating the post-processing of the finite element simulations to determine if any failure criteria are met and to visualize the deformations, stresses and strains in ParaView using the exodus II file format (a subset of netCDF).

24 POWER TRANSMISSION AND DISTRIBUTION↗

Hardware-in-the-Loop Evaluation for Potential High Limit Estimation-Based PV Plant Active Control: Preprint

This paper validates the effectiveness of an Artificial Intelligence (AI)-driven PV plant control and optimization approach, namely, the Automated Learner for Intermittency Control by Extrapolation (ALICE), in empowering PV plant as a dependable grid reliability service provider. The validation is performed in a realistic laboratory controller-hardware-in-the-loop (CHIL) environment, leveraging accurate PV plant modeling and standard industrial communication protocol. Simulation results, considering both varying weather conditions and active control scenarios, demonstrate the superior performance of ALICE in improving the grid service delivery precision and reducing the over-curtailment compared to a state-of-the-art approach, i.e., reference-control grouping based approach. Such a work could help mitigate risks and provide practical guidance during the field deployment of ALICE, while establishing a standardized testing framework for evaluating various PV active control strategies.

hardware-in-the-loop↗

Quantum/AI Topology-Aware Latency-Adaptive HPC Workflow Scheduling Optimization

The growing demand for more powerful high-performance computing (HPC) systems has led to a steady rise in energy consumption by supercomputing worldwide. This study is focused on comparing our Application-Topology Mapper (ATMapper) to the popular Simple Linux Utility for Resource Management (SLURM) for the purpose of exploring methods that can further optimize job-scheduling within HPC systems. ATMapper is an Artificial-Intelligence based approach to job-scheduling that is currently being enhanced with quantum annealing (QA) to generate optimal schedules faster. We are applying QA to speedup our ATMapper process to achieve higher computing efficiency, thereby reducing HPC energy consumption. Here, we examine how four job-scheduling approaches perform in processor node assignment when using an example network architecture of 4 interconnected nodes. Using a specialized script, we are assessing the schedule of a computation flow with 11 interdependent tasks. The data movements among nodes were tracked to count for the number of interactions (network hops) between nodes needed to complete the tasks. The total number of hops and the job completion time were then used to quantify the efficiency of the different mapping approaches. In addition to SLURM, we also compare our ATMapper to the QA-enabled LBNL TIGER and the D-Wave Distributed Computing processor assignment approaches. The preliminary results showed that our topology-aware, latency-adaptive ATMapper is significantly more efficient when compared to the other scheduling approaches due to its load-imbalance network allocation. The scheduler displayed a computing efficiency of 53% by performing significantly fewer network hops than its alternatives. By reducing the number of hops, ATMapper was able to perform all 11 tasks by using only 3 nodes out of given 4. This research indicates the potential to use QA/AI for HPC job-scheduling. Later, we will test a SLURM simulator program to draw further comparisons on the effectiveness of ATMapper's scheduling approach. The results of this comparison will serve as a baseline for later improving SLURM's performance using a QA-enhanced ATMapper approach.

Caraveo, Braulio [University of Huston - Clear Lak↗

Rare Events via Cross-Entropy Population Monte Carlo

Rare events are events that happen with very low frequency. Estimating rare event probabilities using Monte Carlo techniques is computationally expensive, often to the point of intractability, and special methods are required. Importance sampling (IS) is a well known technique that uses a proposal distribution in place of a target distribution to lower the variance of the estimator. Key to the success of IS methods is the choice of a proposal distribution, or the parameters governing the distribution. Adaptive importance sampling improves the parameters of a family or population of proposal distributions iteratively through trials. We present a novel cross-entropy population Monte Carlo algorithm, which adapts the parameters of proposals through the cross-entropy method. The proposed method stands apart from previous work in that we are not optimizing a mixture distribution. Instead, we leverage deterministic mixture weights and optimize the distributions individually through a reinterpretation of the typical derivation of the cross-entropy method. Demonstrations on rare event examples show that the algorithm can outperform existing resampling based population Monte Carlo methods, especially for higher-dimensional problems. Finally, we also demonstrate efficacy on a conjunction analysis problem.

97 MATHEMATICS AND COMPUTING↗