Search NASA⌕ Search

SEARCH · Search NASA

Results for “Bayes' theorem”

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 19 records
All sourcesNASA NTRSDOE OSTI
DOE OSTI2022

A non-commutative Bayes' theorem

Using a diagrammatic reformulation of Bayes' theorem, we provide a necessary and sufficient condition for the existence of Bayesian inference in the setting of finite-dimensional C* -algebras. In other words, we prove an analogue of Bayes' theorem in the joint classical and quantum context. Our analogue is justified by recent advances in categorical probability theory, which have provided an abstract formulation of the classical Bayes' theorem. In the process, we further develop non-commutative almost everywhere equivalence and illustrate its important role in non-commutative Bayesian inversion. The construction of such Bayesian inverses, when they exist, involves solving a positive semidefinite matrix completion problem for the Choi matrix. This gives a solution to the open problem of constructing Bayesian inversion for completely positive unital maps acting on density matrices that do not have full support. In conclusion, we illustrate how the procedure works for several examples relevant to quantum information theory.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2023

Advancing the Theory of Nuclear Data Evaluations [Abstract]

We present recent advances in the R-matrix formalism as well as the Bayesian evaluation framework for improved nuclear data evaluations. The advances in the R matrix formalism include: 1) direct processes, 2) doorway, as well as multistep, processes, and 3) various forms of the Reich-Moore approximation for eliminated capture channels. Furthermore, to address unreasonably small posterior uncertainties often encountered in nuclear data evaluations of large data sets using the conventional form of the Bayes’ theorem, we introduce imperfections (of the data or the model) as a formal evaluation tool for taming the evaluated uncertainties in harmony with Bayes’ theorem. These theoretical advances were motivated by the nuclear data evaluations of differential resolved resonance cross section data using the code SAMMY, as well as the integral benchmark experiments using the SCALE code system, being performed at Oak Ridge National Laboratory for the Nuclear Criticality Safety Program. Some pedagogical applications of the new formalism, as well as a snapshot of the SAMMY modernization efforts, will be presented.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗
DOE OSTI2023

Bayesian Monte Carlo Evaluation of Imperfect (n, 233 U) Data and Model

Conventional nuclear data evaluation methods using generalized linear least squares make the following assumptions: prior and posterior probability distribution functions (PDFs) of all model parameters and data are normal (Gaussian); the linear approximation is sufficiently accurate to minimize the cost function (even for nonlinear models); the model (e.g., of neutron cross section) and experimental data (including covariance data) are without defect and prior PDFs of parameters and measured data are known perfectly. Neglect of covariance between model parameters and measured data in conventional evaluations contributes to imperfections. These assumptions are inherent to the generalized linear least squares minimization method commonly used for resolved resonance region neutron cross section evaluations but are often not justified due to the presence of non-normal PDFs, nonlinear models (e.g., R-matrix formalism), and inherent imperfections in data and models (e.g., imperfect covariance data). Here, these assumptions are removed in a mathematical framework of Bayes’ theorem, which is implemented using the Metropolis-Hastings Monte Carlo method. Most importantly, new parameters are introduced to parameterize discrepancies between the theoretical model and measured data to quantify judgement about discrepancies or imperfections in a reproducible manner. An evaluation of 233U in the eV region using the ENDF-B/VIII.0 library and transmission data (Guber et al.) is presented, and posterior parameters are compared to those obtained by conventional evaluation methods. This example illustrates the effects of removing the most harmful assumption: that of model-data perfection.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗
DOE OSTI2023

Generalized Bayesian Framework for Evaluation of Integral Benchmark Experiments [Slides]

This presentation is on generalized Bayesian framework for evaluation of integral benchmark experiments. This presentation starts off with assumptions and approximations used with Bayes Theorem. then an overview of approximations used by ORNL codes, and Generalized Bayesian Monto Carlo (GBMC). The presentation then details out a precise framework. This presentation then concludes with considerations.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2022

Advances in Nuclear Data Evaluation Theory for NCSP [Slides]

The generalized form of the Bayes’ Theorem improves UQ for NCSP of differential and/or integral data evaluations and of applications. It is being implemented in an API for use by SCALE, SAMMY, etc. Extended R-matrix formalism improves evaluations of RRR including direct reactions, direct capture, and the Reich-Moore approx., doorway state reactions with applications to RPI data on lead isotopes. Extended R-Matrix formalism will be implemented into SAMMY post modernization.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗
DOE OSTI2026

Determination of proton PDF uncertainties with Markov chain Monte Carlo

We present an analysis of parton distribution functions (PDFs) of the proton using Markov chain Monte Carlo (MCMC) methods. The MCMC approach naturally implements Bayes’ theorem and, thus, provides a means to directly sample the underlying probability distribution—in this case, the probability distribution of the PDF parameters. This allows for a straightforward propagation of the resulting uncertainties into any PDF-dependent observable, preserving their simple probabilistic interpretation. In our analysis we include a broad set of deep inelastic scattering data from HERA, BCDMS and NMC experiments along with the Drell-Yan, 𝑊 and 𝑍 boson data from LHC and Tevatron experiments, which combined with theoretical calculations at next-to-next-to-leading order in QCD allow for realistic determination of PDFs. The main focus of this analysis is to explore alternative methods for PDF uncertainty estimation that are more firmly grounded in statistical principles. We show that the flexibility of the Bayes framework, allowing one, e.g., to account for non-Gaussianity or inconsistencies of datasets, is crucial to extract realistic uncertainties when such assumptions are not fulfilled. We also demonstrate that MCMC allows one to determine the Δ⁢𝜒 2 value corresponding to a given confidence level in the sample, which can, in turn, be used as a statistically well-founded tolerance criterion used in the Hessian method, thus addressing one of its main long-standing drawbacks.

Risse, Peter Clemens [Universität Münster (Germany↗
DOE OSTI2023

Inverse aqueous transport modeling for emergency response

ALGE is a three-dimensional, finite-difference aqueous transport model that simulates pollutant fate and transport in lakes, rivers, bays, and estuaries by solving the prognostic equations of mass, momentum, and energy. Its current modeling capabilities include transport of dissolved tracer for a series of predefined basins across the continental United States. Recently, an inverse method (also known as backtracking) has been added to ALGE to provide a possible source of a pollutant should one be detected by a sensor in a body of water and a source is not known. This inverse method is a three step process that uses an algorithm to inverse the flow. We demonstrate the new model’s capabilities through simulating the 2021 Piney Point spill in Tampa Bay, Florida (USA). This involves moving tracer backwards from its detection points, encompassing a potential source area, and applying Bayes’ Theorem and $\frac{𝜒}{𝑄}$ to reduce the area within which the true source could be located.

hydrological modeling↗
DOE OSTI2025

Hierarchical Estimation For Planetary Protection

The software uses Bayes' theorem to describe the probability of an event based on prior knowledge of conditions that might be related to the event. The purpose of Bayesian analysis is to determine posterior probabilities based on prior probabilities where new information can be used in the decision-making process as additional data is gathered. The software will be used in Probabilistic Risk Assessments (PRAs) related to the Europa Clipper mission, which is one of NASA’s top priorities. Ultimately, the mission entails sending the Europa Clipper spacecraft to Jupiter’s Europa moon to orbit the planet and collect data for research and development. Europa is the smallest of the four Galilean moons orbiting Jupiter and is believed by researchers to be the most promising place to look for present-day environments suitable for life. Europa is thought to have an iron core, a rocky mantle, and a salt-water ocean covered by an ice-layered surface.

Gribok, Andrei [Idaho National Laboratory (INL), I↗
DOE OSTI2020

Parsimonious Inference Information-Theoretic Foundations for a Complete Theory of Machine Learning (CIS-LDRD Project 218313 Final Technical Report)

This work examines how we may cast machine learning within a complete Bayesian framework to quantify and suppress explanatory complexity from first principles. Our investigation into both the philosophy and mathematics of rational belief leads us to emphasize the critical role of Bayesian inference in learning well-justified predictions within a rigorous and complete extended logic. The Bayesian framework allows us to coherently account for evidence in the learned plausibility of potential explanations. As an extended logic, the Bayesian paradigm regards probability as a notion of degrees of truth. In order to satisfy critical properties of probability as a coherent measure, as well as maintain consistency with binary propositional logic, we arrive at Bayes' Theorem as the only justifiable mechanism to update our beliefs to account for empiracle evidence. Yet, in the machine learning paradigm, where explanations are unconstrained algorithmic abstractions, we arrive at a critical challenge: Bayesian inference requires prior belief. Conventional approaches fail to yield a consistent framework in which we could compare prior plausibility among the infinities of potential choices in learning architectures. The difficulty of articulating well-justified prior belief over abstract models is the provinence of memorization in traditional machine learning training practices. This becomes exceptionally problematic in the context of limited datasets, when we wish to learn justifiable predictions from only a small amount of data.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2022

Bayesian Monte Carlo Evaluation Framework for Imperfect Data and Models [Abstract]

Nuclear data evaluation methods conventionally make the following assumptions: prior and posterior probability distribution functions (PDFs) of all model parameters and data are normal (Gaussian); the linear approximation is sufficiently accurate for minimization of a cost function (even for non-linear models); and that both the model (of, e.g., neutron cross section) and experimental data (including their covariance data) are perfect. These assumptions are inherent to the well-known generalized linear least squares (GLLS) minimization method commonly used for evaluations of resolved resonance region (RRR) neutron cross sections. However, these assumptions are often not justified due to the presence of non-normal PDFs, non-linear models (e.g. R -matrix formalism), and inherent imperfections in data and models (e.g. discrepant data sets, discrepancies between the previous evaluation and newly measured data, or imperfect covariance data). We remove the said assumptions in a mathematical framework of Bayes’ theorem, and implement it using the Metropolis-Hastings Monte Carlo method. Parameters of a new kind are introduced to parameterize inherent imperfections, e.g. , any discrepancies between the theoretical model and measured data. These new parameters enable evaluators to quantify their expert judgement about any discrepancies or imperfections in a reproducible manner. We demonstrate the framework with an ongoing evaluation of 233 U in the eV region using the ENDF-B/VIII library and transmission data measured by Guber, et al. , and compare the posterior parameters to those obtained by conventional evaluation methods.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗
DOE OSTI2020

Optimal Estimation Retrievals and Their Uncertainties: What Every Atmospheric Scientist Should Know

Remote sensing instruments are heavily used to provide observations for both the operational and research communities. These sensors do not provide direct observations of the desired atmospheric variables, but instead, retrieval algorithms are necessary to convert the indirect observations into the variable of interest. It is critical to be aware of the underlying assumptions made by many retrieval algorithms, including that the retrieval problem is often ill posed and that there are various sources of uncertainty that need to be treated properly. In short, the retrieval challenge is to invert a set of noisy observations to obtain estimates of atmospheric quantities. The problem is often complicated by imperfect forward models, by imperfect prior knowledge, and by the existence of nonunique solutions. Optimal estimation (OE) is a widely used physical retrieval method that combines measurements, prior information, and the corresponding uncertainties based on Bayes’s theorem to find an optimal solution for the atmospheric state. Furthermore, OE also allows the relative contributions of the different sources of error to the uncertainty in the final retrieved atmospheric state to be understood. Here, we provide a novel Python library to illustrate the use of OE for inverse problems in the atmospheric sciences. We introduce two example problems: how to retrieve drop size distribution parameters from radar observations and how to retrieve the temperature profile from ground-based microwave sensors. Using these examples, we discuss common pitfalls, how the various error sources impact the retrieval, and how the quality of the retrieval results can be quantified.

54 ENVIRONMENTAL SCIENCES↗
DOE OSTI2021

Bayesian Monte-Carlo Evaluation Framework for Imperfect Nuclear Data [Slides]

BMC evaluation is a tool used to address imperfect data and models, non-linear models, and non-normal PDFs. ENDF-6 format does not allow non-normal parameter PDFs. Storing posterior sets allows for variance, covariance, skewness, etc. To better predict criticality, we should document non-normal parameter PDFs (i.e. asymmetric uncertainty) and consider non-linear sensitivity of $k_{\text{eff}}$ to resonance parameters.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗
DOE OSTI2022

Bayesian Monte-Carlo Framework: New Methods for Resonance Parameter Evaluation [Slides]

BMC evaluation is a tool to address imperfect data & models, non-linear models, and non-normal PDFs. ENDF-6 format does not allow non-normal parameter PDFs. Storing posterior sets allow for variance, covariance, skewness, etc. To better predict criticality, we could document non-normal parameter PDFs (i.e. asymmetric uncertainty), consider non-linear sensitivity of $\kappa$ eff to resonance parameters, and reduce uncertainty in key resonance parameters.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗
DOE OSTI2022

Generalized Bayesian Monte Carlo Evaluation [Slides]

Bayesian Monte Carlo is a tool to address imperfect data & models, non-linear models, non-normal PDFs, and integration of differential and integral data. Simple propagation to criticality shows effects of new $\mathcal{L}$($β|z,γ$).

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗
DOE OSTI2026

New approaches to Bayesian uncertainty quantification for Nuclear Science (Final Technical Report)

Inverse problems play a central role in experimentation and theory/data comparisons for many areas of modern Nuclear Physics (NP) and High-Energy Physics (HEP). Bayes’s Theorem is a powerful tool for solving Inverse Problems, providing conceptually transparent and unbiased constraints on theoretical parameters and their uncertainties (“Bayesian Inference”) and enabling the quantification of agreement or tension between models and data. However, analyses based on Bayesian Inference are often challenging for NP and HEP applications, either because of the large number of parameters in the problem, the high computational cost, or both. We propose a multi-institutional collaboration to develop and deploy novel Bayesian analysis tools that advance the scientific scope of a broad range of current and future NP experiments. This project brings together NP domain scientists working on several high-profile NP projects for which new, high-performance Bayesian Uncertainty Quantification (“Bayesian UQ”) methods are essential to carry out the science, and data scientists who are developing state-of-the-art methods applicable to these problems. The NP projects in this proposal comprise measurements of the mass and fundamental nature of the neutrino; study of the Quark-Gluon Plasma that filled the early universe; and mapping of natural and anthropogenic radiation environments. While these NP projects have very different scientific goals, with datasets and analysis approaches that differ significantly, they share common requirements for improving computationally intensive Bayesian analyses using advanced Machine Learning algorithms and will benefit strongly from a coherent effort to develop general solutions. This proposal brings together these projects and forefront ML-based data science algorithms to develop such general solutions. The methods developed in this project will also be more widely applicable, thereby advancing science in the larger Nuclear Physics portfolio.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗
DOE OSTI2022

Statistical Significance Testing for Mixed Priors: A Combined Bayesian and Frequentist Analysis

In many hypothesis testing applications, we have mixed priors, with well-motivated informative priors for some parameters but not for others. The Bayesian methodology uses the Bayes factor and is helpful for the informative priors, as it incorporates Occam’s razor via the multiplicity or trials factor in the look-elsewhere effect. However, if the prior is not known completely, the frequentist hypothesis test via the false-positive rate is a better approach, as it is less sensitive to the prior choice. We argue that when only partial prior information is available, it is best to combine the two methodologies by using the Bayes factor as a test statistic in the frequentist analysis. We show that the standard frequentist maximum likelihood-ratio test statistic corresponds to the Bayes factor with a non-informative Jeffrey’s prior. We also show that mixed priors increase the statistical power in frequentist analyses over the maximum likelihood test statistic. We develop an analytic formalism that does not require expensive simulations and generalize Wilks’ theorem beyond its usual regime of validity. In specific limits, the formalism reproduces existing expressions, such as the p-value of linear models and periodograms. We apply the formalism to an example of exoplanet transits, where multiplicity can be more than 10 7 . We show that our analytic expressions reproduce the $p$-values derived from numerical simulations. We offer an interpretation of our formalism based on the statistical mechanics. We introduce the counting of states in a continuous parameter space using the uncertainty volume as the quantum of the state. We show that both the $p$-value and Bayes factor can be expressed as an energy versus entropy competition.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2020

The look-elsewhere effect from a unified Bayesian and frequentist perspective

When searching over a large parameter space for anomalies such as events, peaks, objects, or particles, there is a large probability that spurious signals with seemingly high signi ficance will be found. This is known as the look-elsewhere effect and is prevalent throughout cosmology, (astro)particle physics, and beyond. To avoid making false claims of detection, one must account for this effect when assigning the statistical significance of an anomaly. This is typically accomplished by considering the trials factor, which is generally computed numerically via potentially expensive simulations. In this paper we develop a continuous generalization of the Bonferroni and Sidak corrections by applying the Laplace approximation to evaluate the Bayes factor, and in turn relating the trials factor to the prior-to-posterior volume ratio. Here, we use this to define a test statistic whose frequentist properties have a simple interpretation in terms of the global p-value, or statistical significance. We apply this method to various physics-based examples and show it to work well for the full range of p-values, i.e. in both the asymptotic and non-asymptotic regimes. We also show that this method naturally accounts for other model complexities such as additional degrees of freedom, generalizing Wilks' theorem. This provides a fast way to quantify statistical significance in light of the look-elsewhere effect, without resorting to expensive simulations.

79 ASTRONOMY AND ASTROPHYSICS↗