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At least 145 records · Page 8

Continuous-time probabilistic models for longitudinal electronic health records

Analysis of longitudinal Electronic Health Record (EHR) data is an important goal for precision medicine. Difficulty in applying Machine Learning (ML) methods, either predictive or unsupervised, stems in part from the heterogeneity and irregular sampling of EHR data. Here, we present an unsupervised probabilistic model that captures nonlinear relationships between variables over continuous-time. This method works with arbitrary sampling patterns and captures the joint probability distribution between variable measurements and the time intervals between them. Inference algorithms are derived that can be used to evaluate the likelihood of future using under a trained model. As an example, we consider data from the United States Veterans Health Administration (VHA) in the areas of diabetes and depression. Likelihood ratio maps are produced showing the likelihood of risk for moderate-severe vs minimal depression as measured by the Patient Health Questionnaire-9 (PHQ-9).

59 BASIC BIOLOGICAL SCIENCES↗

A probabilistic graphical model foundation for enabling predictive digital twins at scale

A unifying mathematical formulation is needed to move from one-off digital twins built through custom implementations to robust digital twin implementations at scale. This work proposes a probabilistic graphical model as a formal mathematical representation of a digital twin and its associated physical asset. We create an abstraction of the asset–twin system as a set of coupled dynamical systems, evolving over time through their respective state spaces and interacting via observed data and control inputs. The formal definition of this coupled system as a probabilistic graphical model enables us to draw upon well-established theory and methods from Bayesian statistics, dynamical systems and control theory. The declarative and general nature of the proposed digital twin model make it rigorous yet flexible, enabling its application at scale in a diverse range of application areas. Here, we demonstrate how the model is instantiated to enable a structural digital twin of an unmanned aerial vehicle (UAV). The digital twin is calibrated using experimental data from a physical UAV asset. Its use in dynamic decision-making is then illustrated in a synthetic example where the UAV undergoes an in-flight damage event and the digital twin is dynamically updated using sensor data. The graphical model foundation ensures that the digital twin calibration and updating process is principled, unified and able to scale to an entire fleet of digital twins.

42 ENGINEERING↗

FunM2C: A Filter for Uncertainty Visualization of Multivariate Data on Multi-Core Devices

Uncertainty visualization is an emerging research topic in data visualization because neglecting uncertainty in visualization can lead to inaccurate assessments. In this paper, we study the propagation of multivariate data uncertainty in visualization. Although there have been a few advancements in probabilistic uncertainty visualization of multivariate data, three critical challenges remain to be addressed. First, the state-of-the-art probabilistic uncertainty visualization framework is limited to bivariate data (two variables). Second, existing uncertainty visualization algorithms use computationally intensive techniques and lack support for cross-platform portability. Third, as a consequence of the computational expense, integration into production visualization tools is impractical. In this work, we address all three issues and make a threefold contribution. First, we take a step to generalize the state-of-the-art probabilistic framework for bivariate data to multivariate data with an arbitrary number of variables. Second, through utilization of VTK-m’s shared-memory parallelism and cross-platform compatibility features, we demonstrate acceleration of multivariate uncertainty visualization on different many-core architectures, including OpenMP and AMD GPUs. Third, we demonstrate the integration of our algorithms with the ParaView software. We demonstrate the utility of our algorithms through experiments on multivariate simulation data with three and four variables.

Hari, Gautam↗

Probabilistic Context Neighborhood model for lattices

Here we present the Probabilistic Context Neighborhood model designed for two-dimensional lattices as a variation of a Markov random field assuming discrete values. In this model, the neighborhood structure has a fixed geometry but a variable order, depending on the neighbors’ values. Our model extends the Probabilistic Context Tree model, originally applicable to one-dimensional space. It retains advantageous properties, such as representing the dependence neighborhood structure as a graph in a tree format, facilitating an understanding of model complexity. Furthermore, we adapt the algorithm used to estimate the Probabilistic Context Tree to estimate the parameters of the proposed model. We illustrate the accuracy of our estimation methodology through simulation studies. Additionally, we apply the Probabilistic Context Neighborhood model to spatial real-world data, showcasing its practical utility.

97 MATHEMATICS AND COMPUTING↗

Thermal Overloading Risk Mitigation With a Semi-Analytical Probabilistic Model on Branch Current

A semi-analytical formulation is presented in this paper for the probability computation of branch current in multiphase systems. The developed formula is derived based on the linear power flow model in rectangular coordinates. The system uncertainty injections can be renewable energy resources or loads and are modeled using a Gaussian mixture model (GMM). The developed formula can be used to compute the line current violation probability as well as integrate into optimal power flow problem as chance-constraint relaxation. Here, the proposed formula is first compared with the Matlab embedded numerical integration function to show its performance. Besides, the semi-analytical formula is validated and compared with the Monte Carlo simulation method using the IEEE 123-bus system, EPRI Ckt5, and Ckt7 systems.

24 POWER TRANSMISSION AND DISTRIBUTION↗

Bayesian Tensor Decompositions for Scalable Supervised Learning of Scientific Data (Final Report)

In this document we highlight the detailed accomplishments and progress that we have made in this period. This progress seeks to address the three main objectives to provide new algorithms for quantifying uncertainty in low-multilinear-rank models and to leverage them for data analysis. These include: (1) develop probabilistic models for low-multilinear-rank functions; (2) develop a suite of Bayesian learning approaches to learn the probabilistic models from data; (3) apply the techniques on challenging problems arising in DOE-relevant applications.

97 MATHEMATICS AND COMPUTING↗

A Data-Driven Nonparametric Approach for Probabilistic Load-Margin Assessment Considering Wind Power Penetration

A modern power system is characterized by an increasing penetration of wind power, which results in large uncertainties in its states. These uncertainties must be quantified properly; otherwise, the system security may be threatened. Facing this challenge, here we propose a cost-effective, data-driven approach to assessing a power system's load margin probabilistically. Using actual wind data, a kernel density estimator is applied to infer the nonparametric wind speed distributions, which are further merged into the framework of a vine copula. The latter enables us to simulate complex multivariate and highly dependent model inputs with a variety of bivariate copulae that precisely represent the tail dependence in the correlated samples. Furthermore, to reduce the prohibitive computational time of traditional Monte-Carlo simulations that process a large amount of samples, we propose to use a nonparametric, Gaussian-process-emulator-based reduced-order model to replace the original complicated continuation power-flow model through a Bayesian-learning framework. To accelerate the convergence rate of this Bayesian algorithm, a truncated polynomial chaos surrogate, which serves as a highly efficient, parametric Bayesian prior, is developed. This emulator allows us to execute the time-consuming continuation power-flow solver at the sampled values with a negligible computational cost. Results of simulations that are performed on several test systems reveal the impressive performance of the proposed method in the probabilistic load-margin assessment.

17 WIND ENERGY↗

Scalable Risk Assessment of Rare Events in Power Systems With Uncertain Wind Generation and Loads

Risk assessment of rare events has become increasingly important in power system planning and operation with the increasing integration of renewable energy and the presence of system uncertainties. However, quantifying the risk posed by rare events via the traditional method, i.e., Monte Carlo sampling (MCS), incurs substantial computational expense stemming from the vast ensemble of power flow simulations. To accelerate the assessment, this paper proposes a Deep Neural Network (DNN)-kernelized vector-valued Gaussian Process (VVGP) approach with excellent computational efficiency while maintaining high accuracy. Consequently, serving as a surrogate model for the power flow solver, the DNN-kernelized VVGP enables significantly faster but accurate risk assessment compared to the power flow solver. The developed surrogate model evaluates low-order N - k events that contain more than 90% instances by adeptly capturing the topological features while the high-order N - k events are assessed via a power flow solver, thereby striking a balance between computational efficiency and uncertainty quantification accuracy. Moreover, the model incorporates a Support Vector Machine (SVM) classifier to resample concerning low-probability tail events to counteract the biases potentially introduced during the DNN-kernelized VVGP evaluations. Simulations conducted on the modified IEEE 24-bus, 118-bus, and European 1354-bus systems demonstrate that the proposed method maintains the accuracy benchmark set by MCS while significantly reducing computational demands in large-scale power systems as compared to other state-of-the-art methods.

17 WIND ENERGY↗

Surrogate-Based Autotuning for Randomized Sketching Algorithms in Regression Problems

Algorithms from Randomized Numerical Linear Algebra (RandNLA) are known to be effective in handling high-dimensional computational problems, providing high-quality empirical performance as well as strong probabilistic guarantees. However, their practical application is complicated by the fact that the user needs to set various algorithm-specific tuning parameters which are different from those used in traditional NLA. This paper demonstrates how a surrogate-based autotuning approach can be used to address fundamental problems of parameter selection in RandNLA algorithms. In particular, we provide a detailed investigation of surrogate-based autotuning for sketch-and-precondition (SAP)-based randomized least squares methods, which have been one of the great success stories in modern RandNLA. Empirical results show that our surrogate-based autotuning approach can achieve near-optimal performance with much less tuning cost than a random search (up to about 7.6x fewer trials of different parameter configurations). Moreover, while our experiments focus on least squares, our results demonstrate a general-purpose autotuning pipeline applicable to any kind of RandNLA algorithm.

Cho, Younghyun↗

CV4Quantum

CV4Quantum is a statistical technique for reducing the sampling overhead in probabilistic error cancellation, which is an error mitigation technique used in quantum computing. CV4Quantum is based on the control variates method, which is a Monte Carlo variance reduction technique. This repository contains the code and data associated with a demonstration of CV4Quantum using simulation experiments.

Shyamsundar, Prasanth [Fermi National Accelerator ↗

scANN

SAND2025-00656O scANN, also known as sampling by coinflips artificial neural networks, is a software tool that estimates uncertainty in artificial intelligence by performing Monte Carlo analysis on the weight matrices of feedforward neural networks. This computationally intensive process aims to explore the potential value added by future probabilistic hardware. The program’s output helps researchers gain insights into how probabilistic neural networks work. Sandia National Laboratories is a multimission laboratory managed and operated by National Technology & Engineering Solutions of Sandia, LLC, a wholly owned subsidiary of Honeywell International Inc., for the U.S. Department of Energy’s National Nuclear Security Administration under contract DE-NA0003525.

SciDAC↗

Comparing Capacity Credit Calculations for Wind: A Case Study in Texas

The degree to which wind energy can contribute to the capacity needed to meet resource adequacy requirements, also known as capacity credit (CC), varies regionally with wind resource and correlation to net load. CC is an important metric widely used for resource planning and resource adequacy assessments. However, there are multiple methods for computing and estimating CC, depending on specific needs, access to data, and computational burden. It is unclear the extent to which the CC computation method may influence the result. To address this, we use a probabilistic resource adequacy tool and multiple approximation methods to systematically assess the CC of wind for near-term wind deployment under a case study in Texas. We find that proper consideration of transmission constraints is important; some approximation methods may overestimate the CC of wind due to a lack of consideration of transmission constraints, while other approximation methods may underestimate the CC by not capturing the ability of wind to be shipped to neighboring regions. In this case study, we find that several approximation methods do come close to the CC calculated by more robust probabilistic methods. However, the best approximation method may vary on a case-by-case basis, depending on system-specific considerations.

17 WIND ENERGY↗

Probabilistic Evaluation of Geomechanical Risks in CO2 Storage: An Exploration of Caprock Integrity Metrics Using a Multilaminate Model

The probabilistic uncertainty assessment of geomechanical risk—specifically, caprock failure—attributable to CO2 injection, as presented in a simplified hypothetical geological model, was the focus of this study. Our approach amalgamates the implementation of a multilaminate model, the creation of a response surface model in conjunction with the Box–Behnken sampling design, the execution of associated numerical modeling experiments, and the utilization of Monte Carlo simulations. Probability distributions to encapsulate the inherent variability (elastic and mechanical properties of the caprock and reservoir) and uncertainty in prediction estimates (vertical displacement, total strain, and F value) were employed. Our findings reveal that the Young modulus of the caprock is a key factor controlling equivalent total strain but is insufficient as a stand-alone indicator of caprock integrity. It is confirmed that the caprock can accommodate significant deformation without failure, if it possesses a low Young’s modulus and high mechanical strength properties, such as the friction angle and uniaxial compressive strength. Similarly, vertical displacement was found to be an unreliable indicator for caprock integrity, as caprock failure can occur across a broad spectrum of vertical displacements, particularly when both the Young modulus and mechanical strength properties have wide ranges. This study introduces the F value as the most dependable indicator for caprock failure, although it is a theoretical attribute (the shortest distance between the Mohr circle and the nearest failure envelope used to measure the sensitivity to failure) and not physically measurable in the field. Deviatoric stress levels were found to vary based on stress regimes, with the maximum levels observed under extensive and compressive stress regimes. In conjunction with the use of the response surface method, this study demonstrates the efficacy of the multilaminate framework and the Mohr–Coulomb constitutive model in providing a simplified, yet effective, probabilistic model of the mechanical behavior of caprock failure, reducing mathematical and computational complexities.

Energy & Fuels↗

ADETS User Manual

ADETS (Automated DEpletion Transport System) calculates coupled neutronic/isotopic results for nuclear systems and produces a large number of criticality and burnup results based on various material feed/removal specifications, power(s), and time intervals. ADETS is a fully automated tool that links the LANL MCNP Monte Carlo transport code with the SCALE system, specifically ORIGEN-ARP (radioactive decay and burnup code). Additionally, ADETS can compute the dose at various distances of the reactor using a point gamma source, whose characteristics are computed by ORIGEN-ARP. In addition, ADETS is fully coupled with the Uncertanty Quantification, Probabilistic Risk Assessment, Parameter Optimization and Data Analysis code RAVEN (developed at the Idaho National Laboratory as well). RAVEN is released with ADETS but MCNP and SCALE (ORIGEN-ARP) are not included.

42 ENGINEERING↗

Reduced‐Order Probabilistic Emulation of Physics‐Based Ring Current Models: Application to RAM‐SCB Particle Flux

Abstract In this work, we address the computational challenge of large‐scale physics‐based simulation models for the ring current. Reduced computational cost allows for significantly faster than real‐time forecasting, enhancing our ability to predict and respond to dynamic changes in the ring current, valuable for space weather monitoring and mitigation efforts. Additionally, it can also be used for a comprehensive investigation of the system. Thus, we aim to create an emulator for the Ring current‐Atmosphere interactions Model with Self‐Consistent magnetic field (RAM‐SCB) particle flux that not only improves efficiency but also facilitates forecasting with reliable estimates of prediction uncertainties. The probabilistic emulator is built upon the methodology developed by Licata and Mehta (2023), https://doi.org/10.1029/2022sw003345 . A novel discrete sampling is used to identify 30 simulation periods over 20 years of solar and geomagnetic activity. Focusing on a subset of particle flux, we use Principal Component Analysis for dimensionality reduction and Long Short‐Term Memory (LSTM) neural networks to perform dynamic modeling. Hyperparameter space was explored extensively resulting in about 5% median symmetric accuracy across all data sets for one‐step dynamic prediction. Using a hierarchical ensemble of LSTMs, we have developed a reduced‐order probabilistic emulator (ROPE) tailored for time‐series forecasting of particle flux in the ring current. This ROPE offers accurate predictions of omnidirectional flux at a single energy with no pitch angle information, providing robust predictions on the test set with an error score below 11% and calibration scores under 8% with bias under 2% providing a significant speed up as compared to the full RAM‐SCB run.

79 ASTRONOMY AND ASTROPHYSICS↗

Probabilistic simulation of quantum circuits using a deep-learning architecture

The fundamental question of how to best simulate quantum systems using conventional computational resources lies at the forefront of condensed matter and quantum computation. It impacts both our understanding of quantum materials and our ability to emulate quantum circuits. Here we present an exact formulation of quantum dynamics via factorized generalized measurements which maps quantum states to probability distributions with the advantage that local unitary dynamics and quantum channels map to local quasistochastic matrices. This representation provides a general framework for using state-of-the-art probabilistic models in machine learning for the simulation of quantum many-body dynamics. Using this framework, we have developed a practical algorithm to simulate quantum circuits using an attention network based on a powerful neural network ansatz responsible for the most recent breakthroughs in natural language processing. We demonstrate our approach by simulating circuits that build Greenberger-Horne-Zeilinger and linear graph states of up to 60 qubits, as well as a variational quantum eigensolver circuit for preparing the ground state of the transverse field Ising model on several system sizes. Our methodology constitutes a modern machine learning approach to the simulation of quantum physics with applicability both to quantum circuits as well as other quantum many-body systems.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗