Search NASA⌕ Search

SEARCH · Search NASA

Results for “Bayesian statistical modeling”

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 163 records · Page 9

Operations for Learning with Graphical Models

This paper is a multidisciplinary review of empirical, statistical learning from a graphical model perspective. Well-known examples of graphical models include Bayesian net- works, directed graphs representing a Markov chain, and undirected networks representing a Markov field. These graphical models are extended to model data analysis and empirical learning using the notation of plates. Graphical operations for simplifying and manipulating a problem are provided including decomposition, differentiation, and the manipulation of probability models from the exponential family. These operations adapt existing techniques from statistics and automatic differentiation to graphs. Two standard algorithm schemes for learning are reviewed in a graphical framework: Gibbs sampling and the expectation maximization algorithm. Some algorithms are developed in this graphical framework including a generalized version of linear regression, techniques for feed-forward networks, and learning Gaussian and discrete Bayesian networks from data. The paper concludes by sketching some implications for data analysis and summarizing some popular algorithms that fall within the framework presented. The main original contributions here are the decomposition techniques and the demonstration that graphical models provide a framework for understanding and developing complex learning algorithms.

Buntine, Wray L.↗

Large-scale Gravitational Lens Modeling with Bayesian Neural Networks for Accurate and Precise Inference of the Hubble Constant

We investigate the use of approximate Bayesian neural networks (BNNs) in modeling hundreds of time delay gravitational lenses for Hubble constant (H 0 ) determination. Here, our BNN was trained on synthetic Hubble Space Telescope quality images of strongly lensed active galactic nuclei with lens galaxy light included. The BNN can accurately characterize the posterior probability density functions (PDFs) of model parameters governing the elliptical power-law mass profile in an external shear field. We then propagate the BNN-inferred posterior PDFs into an ensemble H 0 inference, using simulated time delay measurements from a plausible dedicated monitoring campaign. Assuming well-measured time delays and a reasonable set of priors on the environment of the lens, we achieve a median precision of 9.3% per lens in the inferred H 0 . A simple combination of a set of 200 test lenses results in a precision of 0.5 km s –1 Mpc –1 (0.7%), with no detectable bias in this H 0 recovery test. The computation time for the entire pipeline—including the generation of the training set, BNN training and H0 inference—translates to 9 minutes per lens on average for 200 lenses and converges to 6 minutes per lens as the sample size is increased. Being fully automated and efficient, our pipeline is a promising tool for exploring ensemble-level systematics in lens modeling for H 0 inference.

79 ASTRONOMY AND ASTROPHYSICS↗

Bayesian strategies for uncertainty quantification of the thermodynamic properties of materials

Reliable models of the thermodynamic properties of materials are critical for industrially relevant applications that require a good understanding of equilibrium phase diagrams, thermal and chemical transport, and microstructure evolution. The goal of thermodynamic models is to capture data from both experimental and computational studies and then make reliable predictions when extrapolating to new regions of parameter space. These predictions will be impacted by artifacts present in real data sets such as outliers, systematic errors, and unreliable or missing uncertainty bounds. Such issues increase the probability of the thermodynamic model producing erroneous predictions. We present a Bayesian framework for the selection, calibration, and quantification of uncertainty of thermodynamic property models. The modular framework addresses numerous concerns regarding thermodynamic models including thermodynamic consistency, robustness to outliers, and systematic errors by the use of hyperparameter weightings and robust Likelihood and Prior distribution choices. Furthermore, the framework’s inherent transparency (e.g. our choice of probability functions and associated parameters) enables insights into the complex process of thermodynamic assessment. We introduce these concepts through examples where the true property model is known. Additionally, we demonstrate the utility of the framework through the creation of a property model from a large set of experimental specific heat and enthalpy measurements of Hafnium metal from 0 to 4900K.

36 MATERIALS SCIENCE↗

Quantitative Uncertainty Analysis for Diffraction

Current software uses a least squares statistical method. For each model parameter, current software yields a point estimate and estimated standard error for each point estimate. In contrast, we have employed a Bayesian approach with sampling algorithm to provide a full posterior probability density function on each model parameter. This yields a different type of solution (probabilistic) with better fidelity. The Quantitative Uncertainty Analysis for Diffraction (QUAD) package returns a matrix of affect model parameters as a function of iteration through the MCMC analysis. QUAD is a Python code that allows for analysis of X-ray and neutron diffraction data to infer the structure of materials with quantifiable certainty. The code uses Bayesian statistics and Markov chain sampling algorithms to create posterior probability distributions on all material structure parameters that are modeled by a researcher. The statistical packages use the open source GSASII project as a library to calculate model diffraction patterns.

Fancher, ChristopherM↗

Modeling Radiation Detection Using a Mixed-Effects Statistical Model for Background Variation

In this paper, we consider radiation source localization in an urban environment as an inverse problem and use Bayesian parameter estimation techniques to infer the source location and intensity. Since parameter estimation generally requires a large number of model evaluations, we employ a simplified photon transport model, as in a 2017 paper by Stefanescu, et al., to reduce computational requirements. However, the model in the 2017 paper does not account for the physical reality that background radiation varies with position within an urban locale. We incorporate statistical mixed-effects modeling into the simplified transport equation from the Stefanescu, et al. paper to reflect individual variation among the background radiation measurements at multiple detector locations. With our new model, we use a Bayesian DRAM-within-Gibbs technique, which incorporates the Delayed Rejection Adaptive Metropolis (DRAM) algorithm, to estimate the mixed-effects parameters. We note that without adequate prior information, we were unable to simultaneously estimate the set of parameters corresponding to the source intensity, source location, and individual background radiation counts. By calibrating the background in the absence of a source, we obtained narrow prior distributions, which permitted us to jointly infer the source intensity and location and the background radiation distribution.

46 INSTRUMENTATION RELATED TO NUCLEAR SCIENCE AND ↗

Bayesian Approach to the Joint Inversion of Gravity and Magnetic Data, with Application to the Ismenius Area of Mars

This viewgraph presentation reviews a Bayesian approach to the inversion of gravity and magnetic data with specific application to the Ismenius Area of Mars. Many inverse problems encountered in geophysics and planetary science are well known to be non-unique (i.e. inversion of gravity the density structure of a body). In hopes of reducing the non-uniqueness of solutions, there has been interest in the joint analysis of data. An example is the joint inversion of gravity and magnetic data, with the assumption that the same physical anomalies generate both the observed magnetic and gravitational anomalies. In this talk, we formulate the joint analysis of different types of data in a Bayesian framework and apply the formalism to the inference of the density and remanent magnetization structure for a local region in the Ismenius area of Mars. The Bayesian approach allows prior information or constraints in the solutions to be incorporated in the inversion, with the "best" solutions those whose forward predictions most closely match the data while remaining consistent with assumed constraints. The application of this framework to the inversion of gravity and magnetic data on Mars reveals two typical challenges - the forward predictions of the data have a linear dependence on some of the quantities of interest, and non-linear dependence on others (termed the "linear" and "non-linear" variables, respectively). For observations with Gaussian noise, a Bayesian approach to inversion for "linear" variables reduces to a linear filtering problem, with an explicitly computable "error" matrix. However, for models whose forward predictions have non-linear dependencies, inference is no longer given by such a simple linear problem, and moreover, the uncertainty in the solution is no longer completely specified by a computable "error matrix". It is therefore important to develop methods for sampling from the full Bayesian posterior to provide a complete and statistically consistent picture of model uncertainty, and what has been learned from observations. We will discuss advanced numerical techniques, including Monte Carlo Markov

data analysis↗

Data-driven prediction of scaling and ignition of inertial confinement fusion experiments

Recent advances in inertial confinement fusion (ICF) at the National Ignition Facility (NIF), including ignition and energy gain, are enabled by a close coupling between experiments and high-fidelity simulations. Neither simulations nor experiments can fully constrain the behavior of ICF implosions on their own, meaning pre- and postshot simulation studies must incorporate experimental data to be reliable. Linking past data with simulations to make predictions for upcoming designs and quantifying the uncertainty in those predictions has been an ongoing challenge in ICF research. We have developed a data-driven approach to prediction and uncertainty quantification that combines large ensembles of simulations with Bayesian inference and deep learning. The approach builds a predictive model for the statistical distribution of key performance parameters, which is jointly informed by past experiments and physics simulations. The prediction distribution captures the impact of experimental uncertainty, expert priors, design changes, and shot-to-shot variations. We have used this new capability to predict a 10× increase in ignition probability between Hybrid-E shots driven with 2.05 MJ compared to 1.9 MJ, and validated our predictions against subsequent experiments. We describe our new Bayesian postshot and prediction capabilities, discuss their application to NIF ignition and validate the results, and finally investigate the impact of data sparsity on our prediction results.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗

Composite Overwrapped Pressure Vessels (COPV): Developing Flight Rationale for the Space Shuttle Program

Introducing composite vessels into the Space Shuttle Program represented a significant technical achievement. Each Orbiter vehicle contains 24 (nominally) Kevlar tanks for storage of pressurized helium (for propulsion) and nitrogen (for life support). The use of composite cylinders saved 752 pounds per Orbiter vehicle compared with all-metal tanks. The weight savings is significant considering each Shuttle flight can deliver 54,000 pounds of payload to the International Space Station. In the wake of the Columbia accident and the ensuing Return to Flight activities, the Space Shuttle Program, in 2005, re-examined COPV hardware certification. Incorporating COPV data that had been generated over the last 30 years and recognizing differences between initial Shuttle Program requirements and current operation, a new failure mode was identified, as composite stress rupture was deemed credible. The Orbiter Project undertook a comprehensive investigation to quantify and mitigate this risk. First, the engineering team considered and later deemed as unfeasible the option to replace existing all flight tanks. Second, operational improvements to flight procedures were instituted to reduce the flight risk and the danger to personnel. Third, an Orbiter reliability model was developed to quantify flight risk. Laser profilometry inspection of several flight COPVs identified deep (up to 20 mil) depressions on the tank interior. A comprehensive analysis was performed and it confirmed that these observed depressions were far less than the criterion which was established as necessary to lead to liner buckling. Existing fleet vessels were exonerated from this failure mechanism. Because full validation of the Orbiter Reliability Model was not possible given limited hardware resources, an Accelerated Stress Rupture Test of a flown flight vessel was performed to provide increased confidence. A Bayesian statistical approach was developed to evaluate possible test results with respect to the model credibility and thus flight rationale for continued operation of the Space Shuttle with existing flight hardware. A non-destructive evaluation (NDE) technique utilizing Raman Spectroscopy was developed to directly measure the overwrap residual stress state. Preliminary results provide optimistic results that patterns of fluctuation in fiber elastic strains over the outside vessel surface could be directly correlated with increased fiber stress ratios and thus reduced reliability.

Kezirian, Michael T.↗

A hierarchical Bayesian model for background variation in radiation source localization

In this paper, we apply a new model to account for varying background radiation in radiological source localization. We present a hierarchical Bayesian model that simultaneously infers background and source location parameters without requiring separate estimation of the background radiation at each detector location. We employ a simplified photon transport model to reduce the computational expense of Bayesian model calibration. Furthermore, we demonstrate the model accuracy by localizing a cesium-137 source in a simulated city block, and we analyze experimental field measurements with varying background. In both cases, the model provides sufficient fidelity that we can locate the source while simultaneously estimating background radiation.

46 INSTRUMENTATION RELATED TO NUCLEAR SCIENCE AND ↗

Bayesian uncertainty quantification for nuclear matter incompressibility

Within a Bayesian statistical framework using the standard Skyrme-Hartree-Fock model, the maximum a posteriori (MAP) values and uncertainties of nuclear matter incompressibility and isovector interaction parameters are inferred from the experimental data of giant resonances and neutron-skin thicknesses of typical heavy nuclei. Furthermore, with the uncertainties of the isovector interaction parameters constrained by the data of the isovector giant dipole resonance and the neutron-skin thickness, we have obtained K 0 = 223$^{+7}_{–8}$ MeV at 68% confidence level using the data of the isoscalar giant monopole resonance in 208 Pb measured at the Research Center for Nuclear Physics (RCNP), Japan, and at the Texas A&M University, USA. Although the corresponding 120 Sn data gives a MAP value for K 0 about 5 MeV smaller than the 208 Pb data, there are significant overlaps in their posterior probability distribution functions.

190 ≤ A ≤ 219↗

Anomaly Detection in Partially Observed Traffic Networks

This paper addresses the problem of detecting anomalous activity in traffic networks where the network is not directly observed. Given knowledge of what the node-tonode traffic in a network should be, any activity that differs significantly from this baseline would be considered anomalous. We propose a Bayesian hierarchical model for estimating the traffic rates and detecting anomalous changes in the network. The probabilistic nature of the model allows us to perform statistical goodness-of-fit tests to detect significant deviations from a baseline network. We show that due to the more defined structure of the hierarchical Bayesian model, such tests perform well even when the empirical models estimated by the EM algorithm are misspecified. Finally, we apply our model to both simulated and real datasets to demonstrate its superior performance over existing alternatives.

97 MATHEMATICS AND COMPUTING↗

Neutron Drip Line in the Ca Region from Bayesian Model Averaging

The region of heavy calcium isotopes forms the frontier of experimental and theoretical nuclear structure research where the basic concepts of nuclear physics are put to stringent test. The recent discovery of the extremely neutron-rich nuclei around 60 Ca and the experimental determination of masses for 55-57 Ca provide unique information about the binding energy surface in this region. To assess the impact of these experimental discoveries on the nuclear landscape’s extent, we use global mass models and statistical machine learning to make predictions, with quantified levels of certainty, for bound nuclides between Si and Ti. Using a Bayesian model averaging analysis based on Gaussian-process-based extrapolations we introduce the posterior probability for each nucleus to be bound to neutron emission. We discover that extrapolations for drip-line locations, at which the nuclear binding ends, are consistent across the global mass models used, in spite of significant variations between their raw predictions. In particular, considering the current experimental information and current global mass models, we suggest that 68 Ca has an average posterior probability p ex ≈ 76 % to be bound to two-neutron emission while the nucleus 61 Ca is likely to decay by emitting a neutron (p ex ≈ 46 % ).

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗

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

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

97 MATHEMATICS AND COMPUTING↗

Differentiable Multiphysics Codes: A Breakthrough Technology for Simulation and Computing

This document summarizes the findings of a strategic planning exercise commissioned by the Weapons Simulation and Computing, Computational Physics (WSC/CP) program at the Lawrence Livermore National Laboratory (LLNL) in FY24. During the year, the committee met with multiple stakeholder communities to gather input, opinions, suggestions and concerns which have been incorporated throughout this document. The key findings from this exercise are summarized: • The development of multiphysics modelling and simulation (mod/sim) codes and software technologies, their deployment on exascale compute platforms, and their broad adoption across the NNSA is a major success of the Advanced Simulation and Computing (ASC) program and the Exascale Computing Project (ECP). Sustained investment in these core technologies is essential. • Today’s state of the art involves running ensembles of O(100K) simulations to perform uncertainty quantification (UQ) and design studies using multiple statistical methods such as Bayesian optimization to understand sensitivities of our models and explore parameterized design spaces. Even with exascale computing, we are practically limited to O(10) parameters in these studies since the number of simulations required to sample the space scales exponentially with the number of design parameters. • The data from these simulation ensembles is increasingly being used to train machine learned (ML) surrogates (or reduced order models, ROMs) which can then be used for optimization or real time design exploration. However, the trained surrogates are still limited in the number of parameters they can represent due to the sampling limitations previously noted. • Augmenting our suite of integrated multiphysics simulation codes, both current and emerging, with the ability to compute gradients (solution derivatives) of arbitrary simulation outputs with respect to (some or all) simulation inputs would be a breakthrough technology, opening the door to a new era of efficient and automated inverse design based on verified and validated mod/sim capabilities. • This capability, which we refer to as differentiable multiphysics codes (DMCs), would revolutionize both UQ and optimization studies by breaking the curse of dimensionality that presently limits our “gradient-free” ensemble based computing approach. A similar breakthrough occurred in the AI/ML community once the ability to compute gradients of arbitrary loss functions using back-propagation became commonplace. Gradient information from the multiphysics codes can also be used to dramatically improve the efficiency and scale of training of ML/ROM surrogates for rapid assessments. • Achieving this in our suite of codes will be a grand challenge, similar to the amount of effort that was required to transition from CPU to GPU computing. It will require buy-in from the entire WSC/CP program and beyond, including all integrated codes, physics and engineering models, third-party library dependencies and performance portability abstractions. It will also require investment in research and development of numerical methods for computing adjoints of coupled physics across multiple adaptively refined moving meshes and of stochastic (Monte Carlo) and mesh free (SPH) methods. • New software and numerical techniques, largely pioneered by the AI/ML community, make this feasible. Chief among these is automatic differentiation (AD), the ability to employ AD at point-wise locations in a physics calculation (instead of traditional black-box approaches) and the ability to perform “back-propagation in time” (or reverse mode AD) for non-linear partial differential equations (PDEs). Fundamentally, the conclusion of this strategic planning exercise is that the time is right to undertake a large scale effort in WSC, centered on the existing integrated codes, to continue the natural evolution of mod/sim in the age of AI/ML. Instead of attempting to replace mod/sim with purely data driven AI/ML models, we believe the key to success is to integrate AI/ML by building on top of the decades of hard-won knowledge and the verified/validated multiphysics modelling capability that is the hallmark of the ASC program.

97 MATHEMATICS AND COMPUTING↗

Using a Simple Binomial Model to Assess Improvement in Predictive Capability: Sequential Bayesian Inference, Hypothesis Testing, and Power Analysis

We present a Bayesian statistical methodology for identifying improvement in predictive simulations, including an analysis of the number of (presumably expensive) simulations that will need to be made in order to establish with a given level of confidence that an improvement has been observed. Our analysis assumes the ability to predict (or postdict) the same experiments with legacy and new simulation codes and uses a simple binomial model for the probability, {theta}, that, in an experiment chosen at random, the new code will provide a better prediction than the old. This model makes it possible to do statistical analysis with an absolute minimum of assumptions about the statistics of the quantities involved, at the price of discarding some potentially important information in the data. In particular, the analysis depends only on whether or not the new code predicts better than the old in any given experiment, and not on the magnitude of the improvement. We show how the posterior distribution for {theta} may be used, in a kind of Bayesian hypothesis testing, both to decide if an improvement has been observed and to quantify our confidence in that decision. We quantify the predictive probability that should be assigned, prior to taking any data, to the possibility of achieving a given level of confidence, as a function of sample size. We show how this predictive probability depends on the true value of {theta} and, in particular, how there will always be a region around {theta} = 1/2 where it is highly improbable that we will be able to identify an improvement in predictive capability, although the width of this region will shrink to zero as the sample size goes to infinity. We show how the posterior standard deviation may be used, as a kind of 'plan B metric' in the case that the analysis shows that {theta} is close to 1/2 and argue that such a plan B should generally be part of hypothesis testing. All the analysis presented in the paper is done with a general beta-function prior for {theta}, enabling sequential analysis in which a small number of new simulations may be done and the resulting posterior for {theta} used as a prior to inform the next stage of power analysis.

42 ENGINEERING↗

Improving the Parameterization of Cloud and Rain Microphysics in E3SM using Novel Observationally-Constrained Bayesian Approach (Final Technical Report)

In this project, we sought to develop new cloud and rain microphysics frameworks within the Energy Exascale Earth System Model (E3SM). This work encompassed two primary avenues of research: 1) Further development of a Bayesian-based scheme called BOSS (Bayesian Observationally-constrained Statistical-physical Scheme) to represent cloud and rain microphysics, testing it in realistic high-resolution cloud models, and implementing it in E3SM; 2) Development of a methodology utilizing machine learning to enable computationally tractable use of tractable use of Markov chain Monte Carlo sampling for Bayesian parameter estimation in Earth system and cloud models. In this project, we adapted the BOSS microphysics scheme, originally formulated for rain-only, to include all liquid-phase microphysical processes for cloud and rain, in particular the processes that mediate between these two categories, for example the conversion from cloud to rain through collision and coalescence of drops. We constrained the scheme via comparison and testing against a detailed model that explicitly represents the evolution of cloud and rain particles, called a bin microphysics scheme.

54 ENVIRONMENTAL SCIENCES↗

Testing non-minimally coupled inflation with CMB data: a Bayesian analysis

We use the most recent cosmic microwave background (CMB) data to perform a Bayesian statistical analysis and discuss the observational viability of inflationary models with a non-minimal coupling, ξ, between the inflaton field and the Ricci scalar. We particularize our analysis to two examples of small and large field inflationary models, namely, the Coleman-Weinberg and the chaotic quartic potentials. We find that ( i ) the ξ parameter is closely correlated with the primordial amplitude ; ( ii ) although improving the agreement with the CMB data in the r − n {sub s} plane, where r is the tensor-to-scalar ratio and n {sub s} the primordial spectral index, a non-null coupling is strongly disfavoured with respect to the minimally coupled standard ΛCDM model, since the upper bounds of the Bayes factor (odds) for ξ parameter are greater than 150:1.

79 ASTRONOMY AND ASTROPHYSICS↗

Load Balancing Using Time Series Analysis for Soft Real Time Systems with Statistically Periodic Loads

This thesis provides design and analysis of techniques for global load balancing on ensemble architectures running soft-real-time object-oriented applications with statistically periodic loads. It focuses on estimating the instantaneous average load over all the processing elements. The major contribution is the use of explicit stochastic process models for both the loading and the averaging itself. These models are exploited via statistical time-series analysis and Bayesian inference to provide improved average load estimates, and thus to facilitate global load balancing. This thesis explains the distributed algorithms used and provides some optimality results. It also describes the algorithms' implementation and gives performance results from simulation. These results show that the authors' techniques allow more accurate estimation of the global system loading, resulting in fewer object migrations than local methods. The authors' method is shown to provide superior performance, relative not only to static load-balancing schemes but also to many adaptive load-balancing methods. Results from a preliminary analysis of another system and from simulation with a synthetic load provide some evidence of more general applicability.

LOAD CONTROL↗