Search NASA⌕ Search

SEARCH · Search NASA

Results for “Bayesian nonparametric approach”

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.

Scalable Bayesian Nonparametric Clustering and Classification

We develop a scalable multi-step Monte Carlo algorithm for inference under a large class of nonparametric Bayesian models for clustering and classification. Each step is “embarrassingly parallel” and can be implemented using the same Markov chain Monte Carlo sampler. The simplicity and generality of our approach makes inference for a wide range of Bayesian nonparametric mixture models applicable to large datasets. Specifically, we apply the approach to inference under a product partition model with regression on covariates. We show results for inference with two motivating data sets: a large set of electronic health records (EHR) and a bank telemarketing dataset. We find interesting clusters and competitive classification performance relative to other widely used competing classifiers. Supplementary materials for this article are available online.

97 MATHEMATICS AND COMPUTING↗

Non-Intrusive Appliance Identification with Appliance-Specific Networks

The problem of noninstrusive load monitoring (NILM) is usually formulated as a single-channel blind source separation task, whose successful solution enable fast and convenient load identification and energy disaggregation. When applied at test time, NILM algorithms aim to identify the operating characteristics of individual appliances from an aggregate power measurement of the entire house. Recent advances in deep learning gave rise to many methods that mostly focus on learning a direct mapping from aggregate measurement to individual appliance power. However, these methods are not only computationally expensive, but they often suffer from overfitting and do not generalize very well. In this article, we propose a novel NILM method that leverages advances in statistical learning that have not been properly applied in this domain before. The proposed method consists of three stages: first, a Bayesian nonparametric learning-based approach for appliance state extraction; second, synthetic minority oversampling technique for data augmentation and mitigating the heavy imbalance in switching events; and third, appliance-specific lightweight long short-term memory networks for status classification for each appliance. Here, we adopt a “differential” input (the difference before and after the switching event) to reduce the complexity of network training and make the proposed method robust to multiappliance switching events. Experiments are conducted to demonstrate the effectiveness of the proposed method, achieving superior performance when compared to recent methods. An ablation study is conducted to demonstrate the effectiveness of each module of our method. Finally, we investigate the quality of generated synthetic samples.

42 ENGINEERING↗

A Nonparametric Bayesian Framework for Short-Term Wind Power Probabilistic Forecast

To improve the energy system resilience and economic efficiency, the wind power as a renewable energy starts to be deeply integrated into smart power grids. However, the wind power forecast uncertainty brings operational challenges. In order to provide a reliable guidance on operational decisions, in this paper, we propose a short-term wind power probabilistic forecast. Specifically, to model the rich dynamic behaviors of underlying physical wind power stochastic process occurring in various meteorological conditions, we first introduce an infinite Markov switching autoregressive model. This nonparametric time series model can capture the important properties in the real world data to improve the prediction accuracy. Then, given finite historical data, the posterior distribution of flexible forecast model can correctly quantify the model estimation uncertainty. Built on it, we develop the posterior predictive distribution to rigorously quantify the overall forecasting uncertainty accounting for both inherent stochastic uncertainty and model estimation error. Furthermore, the proposed approach can provide accurate and reliable short-term wind power probabilistic forecast, which can be used to support smart power grids real-time risk management.

17 WIND ENERGY↗

Online MCMC Thinning with Kernelized Stein Discrepancy

A fundamental challenge in Bayesian inference is efficient representation of a target distribution. Many nonparametric approaches do so by sampling a large number of points using variants of Markov chain Monte Carlo (MCMC). Here, we propose an MCMC variant that retains only those posterior samples which exceed a kernelized Stein discrepancy (KSD) threshold, which we call KSD thinning. We establish the convergence and complexity trade-offs for several settings of KSD thinning as a function of the KSD threshold parameter, sample size, and other problem parameters. We provide experimental comparisons against other online nonparametric Bayesian methods that generate low-complexity posterior representations. We observe superior consistency/complexity trade-offs across a range of settings including MCMC sampling on two Bayesian inference problems from the biological sciences, and 10 × inference speedup and storage reduction for Bayesian neural networks with no loss of accuracy and no increase in training time. Our code is available at https://github.com/colehawkins/KSD-Thinning.

Bayesian inference↗

Spatially Dependent Multiple Testing Under Model Misspecification, With Application to Detection of Anthropogenic Influence on Extreme Climate Events

The Weather Risk Attribution Forecast (WRAF) is a forecasting tool that uses output from global climate models to make simultaneous attribution statements about whether and how greenhouse gas emissions have contributed to extreme weather across the globe. However, in conducting a large number of simultaneous hypothesis tests, the WRAF is prone to identifying false “discoveries.” A common technique for addressing this multiple testing problem is to adjust the procedure in a way that controls the proportion of true null hypotheses that are incorrectly rejected, or the false discovery rate (FDR). Unfortunately, generic FDR procedures suffer from low power when the hypotheses are dependent, and techniques designed to account for dependence are sensitive to misspecification of the underlying statistical model. In this paper, we develop a Bayesian decision-theoretical approach for dependent multiple testing and a nonparametric hierarchical statistical model that flexibly controls false discovery and is robust to model misspecification. We illustrate the robustness of our procedure to model error with a simulation study, using a framework that accounts for generic spatial dependence and allows the practitioner to flexibly specify the decision criteria. Finally, we apply our procedure to several seasonal forecasts and discuss implementation for the WRAF workflow. Lastly, supplementary materials for this article, including a standardized description of the materials available for reproducing the work, are available as an online supplement.

54 ENVIRONMENTAL SCIENCES↗

Qualitative and quantitative validation of the SINBAD code on complex HPGe gamma-ray spectra

Radionuclides identification and quantification is a serious concern for many applications as safety or security of nuclear power plant or fuel cycle facility, CBRN risk identification, environmental radioprotection and waste measurements. High resolution gamma-ray spectrometry based on HPGe detectors is a performing solution for all these topics. During last decades, a great number of software has been developed to improve gamma spectra analysis. However, some difficulties remain in the analysis when photoelectric peaks are folded together with a high ratio between theirs amplitudes, when the Compton background is much larger compared to the signal of a single peak and when spectra are composed of a great number of peaks. This study deals with the comparison between conventional methods in radionuclides identification and quantification and the code called SINBAD ('Spectrometrie par Inference Non parametrique Bayesienne Deconvolutive'). For many years, SINBAD has been developed by CEA LIST for unfolding complex spectra from HPGe detectors. Contrary to conventional methods using fitting procedures, SINBAD uses a probabilistic approach with Bayesian inference to describe spectrum data. This conventional fitting method founded for example in Genie 2000 is compared with the nonparametric SINBAD approach regarding some key figures of merit as the peak centroid evaluation (identification) and peak surface evaluation (quantification). Unfriendly cases are studied for nuclides detection with closed gamma-rays energies and high photoelectric peak intensity differences. Tests are performed with spectra from the International Atomic Energy Agency (IAEA) for gamma spectra analysis software benchmark and with spectra acquired at the laboratory. Results show that SINBAD and Genie 2000 performances are quite similar with sometimes best results for SINBAD with the important difference that to achieve same performances the nonparametric method is user-friendly compared to the conventional method which need an expert parameters adjustment. (authors)

21 SPECIFIC NUCLEAR REACTORS AND ASSOCIATED PLANTS↗

A Bayesian nonparametric analysis for zero-inflated multivariate count data with application to microbiome study

High-throughput sequencing technology has enabled researchers to profile microbial communities from a variety of environments, but analysis of multivariate taxon count data remains challenging. Here, we develop a Bayesian nonparametric (BNP) regression model with zero inflation to analyse multivariate count data from microbiome studies. A BNP approach flexibly models microbial associations with covariates, such as environmental factors and clinical characteristics. The model produces estimates for probability distributions which relate microbial diversity and differential abundance to covariates, and facilitates community comparisons beyond those provided by simple statistical tests. We compare the model to simpler models and popular alternatives in simulation studies, showing, in addition to these additional community-level insights, it yields superior parameter estimates and model fit in various settings. The model's utility is demonstrated by applying it to a chronic wound microbiome data set and a Human Microbiome Project data set, where it is used to compare microbial communities present in different environments.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗

Direct nonparametric multimessenger constraints on the equation of state of cold dense nuclear matter

We utilize the now substantial amount of astrophysical observations of neutron stars (NSs), along with perturbative quantum chromodynamics (pQCD) calculations at high density, to directly constrain the NS equation of state (EOS). To this end, we construct nonparametric EOS priors by using Gaussian processes trained on 75 EOSs, which include models with either hadrons, hyperons, or quarks at high densities. We create a prior using the full EOS sample (model agnostic), and one prior for each EOS family to test model discrimination. We introduce a novel inference approach, which allows the simultaneous sampling of intrinsic and extrinsic parameters of binary NS mergers, as well as a nonparametric equation of state. We showcase this method in a Bayesian updating scheme by first performing a complete analysis of the binary NS merger event GW170817 with minimal assumptions, and sequentially adding information from x-ray and radio NS observations, along with pQCD calculations. Besides providing standard constraints, such as the pressure at twice nuclear saturation density 𝑝⁡(2⁢𝜌 sat ) = 4.3$^{+0.6}_{−0.6}$ × 10 34 dyne/cm 2 , at 95% confidence level, for the model agnostic prior, our methodology shows how the choice of EOS families used in conditioning changes the inferred astrophysical properties of the EOS, namely tidal deformability and maximum supported NS mass. We find hyperonic priors predicting higher tidal deformabilities for a 1.4⁢𝑀 ⊙ NS, and hadronic priors being preferred by the considered astrophysical data.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗

Decision trees for incorporating the likelihood of excessive hydrologic alteration into hydropower-ecosystem tradeoffs

Detrimental ecological impacts have often been observed or anticipated when changes in streamflow indicators exceed percent deviation thresholds believed to be ecologically critical. Yet, short pre- and post-impact flow records often make it difficult to determine whether changes exceeding tolerable thresholds are due to dam operations or natural variability. Through a hypothetical reservoir operations example, we incorporate the uncertainty of dam-induced streamflow changes into a Bayesian decision tree framework that evaluates tradeoffs between expected regrets associated with hydropower and ecology. The likelihood of over-protection (type I) and under-protection (type II) errors associated with hypothesis tests are used to compute expected hydropower and ecosystem regrets associated with dam operation decisions. We examine changes to high (annual Q5) and low flows (annual Q95) in typical years using a modified and extended nonparametric ranked-sum test that accounts for percent deviation thresholds. A multiple comparison test is then used to determine the likelihood of at least one threshold violation. An example shows that our decision-theoretic approach can lead to different dam operation recommendations than do other common methods, and highlights limitations that arise when the type I error rate is selected a priori. While we illustrate a hydropower-ecosystem tradeoff, our approach can also be applied to other multi-stakeholder reservoir and river management conflicts.

Bayesian decision-making, environmental flows, flo↗

Reexamining the proton-radius problem using constrained Gaussian processes

The “proton radius puzzle” refers to an 8-year-old problem that highlights major inconsistencies in the extraction of the charge radius of the proton from muonic Lamb-shift experiments as compared against experiments using elastic electron scattering. For the latter approach, the determination of the charge radius involves an extrapolation of the experimental form factor to zero momentum transfer. To estimate the proton radius, a novel and powerful nonparametric method based on a constrained Gaussian process is introduced. Furthermore, the constrained Gaussian process models the electric form factor as a function of the momentum transfer. Within a Bayesian paradigm, we develop a model flexible enough to fit the data without any parametric assumptions on the form factor. The Bayesian estimation is guided by imposing only two physical constraints on the form factor: (a) its value at zero momentum transfer (normalization) and (b) its overall shape, assumed to be a monotonically decreasing function of the momentum transfer. Variants of these assumptions are explored to assess their impact.By adopting both constraints and incorporating the whole range of experimental data available we extracted a charge radius of r p = 0.845 ± 0.001 fm, consistent with the muonic experiment. Nevertheless, we show that within our model the extracted radius depends on both the assumed constraints and the range of experimental data used to fit the Gaussian process. For example, if only low-momentum-transfer data are used, relaxing the normalization constraint provides a value compatible with the larger electronic value. We have presented a novel technique to estimate the proton radius from electron-scattering data based on a constrained Gaussian process. We demonstrated that the impact of imposing sensible physical constraints on the form factor is substantial. Also critical is the range of the experimental data used in the extrapolation. We are hopeful that as the technique gets refined, together with the anticipated new results from the PRad experiment, we will get closer to a resolution of the puzzle.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗

Statistical Uncertainty in Paleoclimate Proxy Reconstructions

A quantitative analysis of any environment older than the instrumental record relies on proxies. Uncertainties associated with proxy reconstructions are often underestimated, which can lead to artificial conflict between different proxies, and between data and models. In this paper, using ordinary least squares linear regression as a common example, we describe a simple, robust and generalizable method for quantifying uncertainty in proxy reconstructions. We highlight the primary controls on the magnitude of uncertainty, and compare this simple estimate to equivalent estimates from Bayesian, nonparametric and fiducial statistical frameworks. We discuss when it may be possible to reduce uncertainties, and conclude that the unexplained variance in the calibration must always feature in the uncertainty in the reconstruction. This directs future research toward explaining as much of the variance in the calibration data as possible. We also advocate for a “data-forward” approach, that clearly decouples the presentation of proxy data from plausible environmental inferences.

58 GEOSCIENCES↗

Broadband Processing in a Noisy Shallow Ocean Environment: A Particle Filtering Approach

Here we report that when a broadband source propagates sound in a shallow ocean the received data can become quite complicated due to temperature-related sound-speed variations and therefore a highly dispersive environment. Noise and uncertainties disrupt this already chaotic environment even further because disturbances propagate through the same inherent acoustic channel. The broadband (signal) estimation/detection problem can be decomposed into a set of narrowband solutions that are processed separately and then combined to achieve more enhancement of signal levels than that available from a single frequency, thereby allowing more information to be extracted leading to a more reliable source detection. A Bayesian solution to the broadband modal function tracking, pressure-field enhancement, and source detection problem is developed that leads to nonparametric estimates of desired posterior distributions enabling the estimation of useful statistics and an improved processor/detector. In conclusion, to investigate the processor capabilities, we synthesize an ensemble of noisy, broadband, shallow-ocean measurements to evaluate its overall performance using an information theoretical metric for the preprocessor and the receiver operating characteristic curve for the detector.

47 OTHER INSTRUMENTATION↗

A Bayesian Approach for Estimating Uncertainty in Stochastic Economic Dispatch considering Wind Power Penetration

The increasing penetration of renewable energy resources in power systems, represented as random processes, converts the traditional deterministic economic dispatch problem into a stochastic one. To estimate the uncertainty in this stochastic economic dispatch problem for forecasting purposes, the conventional Monte-Carlo method is prohibitively time-consuming for practical applications. To overcome this problem, here we propose a novel Gaussian-process-emulator-based approach to quantify the uncertainty in the stochastic economic dispatch considering wind power penetration. Facing high-dimensional real-world data representing the correlated uncertainties from wind generation, a manifold-learning-based Isomap algorithm is proposed to efficiently represent the low-dimensional hidden probabilistic structure of the data. In this low-dimensional latent space, with Latin hypercube sampling as the computer experimental design, a Gaussian-process emulator is used, for the first time, to serve as a nonparametric, surrogate model for the original complicated stochastic economic dispatch model. This reduced-order representative allows us to evaluate the economic dispatch solver at sampled values with a negligible computational cost while maintaining a desirable accuracy. Simulation results conducted on the IEEE 118-bus test system reveal the impressive performance of the proposed method.

17 WIND ENERGY↗

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↗

Multiclass Classification Using Bayesian Multivariate Adaptive Regression Splines

We present a new Bayesian model for the problem of multiclass classification. In this model, the probabilities of class membership of a given observation are determined by the mean of a latent Gaussian distribution. The mean functions of this latent distribution consist of combinations of highly flexible basis functions of the inputs: multivariate adaptive regression splines (MARS), first developed for multiple regression. We use reversible jump Markov chain Monte Carlo to make inference on the classification model, including the number of basis functions. We compare the probabilistic classification performance of our proposed approach to existing methods on simulated and benchmark data, and compare uncertainty estimates on simulated data. Our proposed method compares favorably with existing Bayesian and frequentist multiclass classification methods in out-of-sample probabilistic classification, and uncertainty estimation of these probabilistic classifications. We examine the fit of the proposed method to a data set of hurricane storm surge levels near Delaware Bay, US, and conclude that sea level rise is a key contributor to damage delivered by storm surge.

97 MATHEMATICS AND COMPUTING↗