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Results for “Epistemic uncertainty”

Search indexed NASA NTRS and DOE OSTI research on propulsion, heat transfer, battery materials and energy systems. Follow report and document links to the original sources.

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At least 19 records
All sourcesNASA NTRSDOE OSTI
DOE OSTI2021

An extended polynomial chaos expansion for PDF characterization and variation with aleatory and epistemic uncertainties

This paper presents an extended polynomial chaos formalism for epistemic uncertainties and a new framework for evaluating sensitivities and variations of output probability density functions (PDF) to uncertainty in probabilistic models of input variables. An ”extended” polynomial chaos expansion (PCE) approach is developed that accounts for both aleatory and epistemic uncertainties, modeled as random variables, thus allowing a unified treatment of both types of uncertainty. We explore in particular epistemic uncertainty associated with the choice of prior probabilistic models for input parameters. A PCE-based Kernel Density (KDE) construction provides a composite map from the PCE coefficients and germ to the PDF of quantities of interest (QoI). Here, the sensitivities of these PDF with respect to the input parameters are then evaluated. Input parameters of the probabilistic models are considered. By sampling over the epistemic random variable, a family of PDFs is generated and the failure probability is itself estimated as a random variable with its own PCE. Integrating epistemic uncertainties within the PCE framework results in a computationally efficient paradigm for propagation and sensitivity evaluation. Two typical illustrative examples are used to demonstrate the proposed approach.

Aleatory uncertainty↗
DOE OSTI2022

Assessments of epistemic uncertainty using Gaussian stochastic weight averaging for fluid-flow regression

Here, we use Gaussian stochastic weight averaging (SWAG) to assess the epistemic uncertainty associated with neural-network-based function approximation relevant to fluid flows. SWAG approximates a posterior Gaussian distribution of each weight, given training data, and a constant learning rate. Having access to this distribution, it is able to create multiple models with various combinations of sampled weights, which can be used to obtain ensemble predictions. The average of such an ensemble can be regarded as the 'mean estimation', whereas its standard deviation can be used to construct 'confidence intervals', which enable us to perform uncertainty quantification (UQ) with regard to the training process of neural networks. We utilize representative neural-network-based function approximation tasks for the following cases: (i) a two-dimensional circular-cylinder wake; (ii) the DayMET dataset (maximum daily temperature in North America); (iii) a three-dimensional square-cylinder wake; and (iv) urban flow, to assess the generalizability of the present idea for a wide range of complex datasets. SWAG-based UQ can be applied regardless of the network architecture, and therefore, we demonstrate the applicability of the method for two types of neural networks: (i) global field reconstruction from sparse sensors by combining convolutional neural network (CNN) and multi-layer perceptron (MLP); and (ii) far-field state estimation from sectional data with two-dimensional CNN. We find that SWAG can obtain physically-interpretable confidence-interval estimates from the perspective of epistemic uncertainty. This capability supports its use for a wide range of problems in science and engineering.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2024

Quantifying Epistemic Uncertainty in Binary Classification via Accuracy Gain

ABSTRACT Recently, a surge of interest has been given to quantifying epistemic uncertainty (EU), the reducible portion of uncertainty due to lack of data. We propose a novel EU estimator in the binary classification setting, as the posterior expected value of the empirical gain in accuracy between the current prediction and the optimal prediction. In order to validate the performance of our EU estimator, we introduce an experimental procedure where we take an existing dataset, remove a set of points, and compare the estimated EU with the observed change in accuracy. Through real and simulated data experiments, we demonstrate the effectiveness of our proposed EU estimator.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2021

Processing Aleatory and Epistemic Uncertainties in Experimental Data From Sparse Replicate Tests of Stochastic Systems for Real-Space Model Validation

This paper presents a practical methodology for propagating and processing uncertainties associated with random measurement and estimation errors (that vary from test-to-test) and systematic measurement and estimation errors (uncertain but similar from test-to-test) in inputs and outputs of replicate tests to characterize response variability of stochastically varying test units. Also treated are test condition control variability from test-to-test and sampling uncertainty due to limited numbers of replicate tests. These aleatory variabilities and epistemic uncertainties result in uncertainty on computed statistics of output response quantities. The methodology was developed in the context of processing experimental data for “real-space” (RS) model validation comparisons against model-predicted statistics and uncertainty thereof. The methodology is flexible and sufficient for many types of experimental and data uncertainty, offering the most extensive data uncertainty quantification (UQ) treatment of any model validation method the authors are aware of. It handles both interval and probabilistic uncertainty descriptions and can be performed with relatively little computational cost through use of simple and effective dimension- and order-adaptive polynomial response surfaces in a Monte Carlo (MC) uncertainty propagation approach. A key feature of the progressively upgraded response surfaces is that they enable estimation of propagation error contributed by the surrogate model. Sensitivity analysis of the relative contributions of the various uncertainty sources to the total uncertainty of statistical estimates is also presented. Finally, the methodologies are demonstrated on real experimental validation data involving all the mentioned sources and types of error and uncertainty in five replicate tests of pressure vessels heated and pressurized to failure. Simple spreadsheet procedures are used for all processing operations.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2025

Navigating Epistemic Uncertainty in the Management of Flash Droughts

Abstract: Flash droughts, characterized by their rapid onset, sharply contrast with the typically gradual development of traditional droughts. These events are triggered by a combination of low rainfall and high evaporation rates, driven by elevated temperatures, making them particularly challenging to predict and prepare for. As a relatively new concept, flash drought is not well understood, which introduces significant epistemic uncertainties regarding their nature and detection methods. This under-detection hinders planners' ability to effectively manage these events. Despite these uncertainties, flash droughts can have significant impacts, raising the question: how can decision-makers prepare for such events given the current knowledge gaps? To address this, we propose a methodological framework aimed at enhancing flash drought preparedness by guiding the selection of appropriate indicators based on their detection capabilities and the decision-makers' level of risk aversion. Our approach involves evaluating six different flash drought indicators and analyzing the level of agreement among them. Additionally, we consider the decision-makers' risk aversion, distinguishing between those who require consensus across all methods (risk-takers) and those who act based on a single method's indication (risk-averse). The insights gained from this study offer a pathway towards more informed decision-making processes regarding flash droughts, potentially mitigating their adverse effects through better preparedness and response strategies.

climate resilience↗
DOE OSTI2022

Estimating epistemic uncertainty in soil parameters for nonlinear site response analyses: Introducing the Latin Hypercube Sampling technique

This study quantifies the effects of epistemic uncertainty in soil parameters on nonlinear (NL) site response analysis (SRA) results, validated against the data recorded at a well-instrumented geotechnical downhole array located in Japan. To this end, a one-dimensional soil column model of the Service Hall Array (SHA) near the Kashiwazaki-Kariwa Nuclear Power Plant (KKNPP) is developed using the finite element (FE) program LS-DYNA. The dynamic stress–strain relationship is characterized by a modified two-stage hyperbolic (MTH) NL backbone curve formulation capable of capturing soil behavior at both small- and large-shear strains. The model is then validated against the ground motion recordings to capture the model bias. The uncertainties associated with the shear-wave velocity profile (a small-strain soil property) and soil shear strength (a large-strain soil property) are incorporated in NL SRA to quantify their separate and joint randomization effects on the results. This study proposes using the Latin Hypercube Sampling (LHS) method as an efficient alternative to commonly used methods, such as Standard Monte Carlo (SMC), to account for uncertainty propagation in such reliability analysis. Both low-intensity and design-level records from the recordings at the SHA are applied to study the contribution of the small- and large-strain NL dynamic soil properties. Results from 46,200 NL FE analyses (23,100 per input motion) are presented. Measured and predicted site response, using recorded ground motions at this downhole array, is compared to assess the significance of soil parameter uncertainty on the observed ground motion dispersions. It is demonstrated that increasing the number of soft realizations and implementing higher level earthquake intensity lead to higher ground motion dispersion. Unlike past studies in randomization of Vs profiles with the SMC method, the LHS method is shown to have no significant effect on the predicted median surface response spectra and amplification factors (AFs) for this case study.

Engineering↗
DOE OSTI2022

Model-Form Epistemic Uncertainty Quantification for Modeling with Differential Equations: Application to Epidemiology

Modeling real-world phenomena to any degree of accuracy is a challenge that the scientific research community has navigated since its foundation. Lack of information and limited computational and observational resources necessitate modeling assumptions which, when invalid, lead to model-form error (MFE). The work reported herein explored a novel method to represent model-form uncertainty (MFU) that combines Bayesian statistics with the emerging field of universal differential equations (UDEs). The fundamental principle behind UDEs is simple: use known equational forms that govern a dynamical system when you have them; then incorporate data-driven approaches – in this case neural networks (NNs) – embedded within the governing equations to learn the interacting terms that were underrepresented. Utilizing epidemiology as our motivating exemplar, this report will highlight the challenges of modeling novel infectious diseases while introducing ways to incorporate NN approximations to MFE. Prior to embarking on a Bayesian calibration, we first explored methods to augment the standard (non-Bayesian) UDE training procedure to account for uncertainty and increase robustness of training. In addition, it is often the case that uncertainty in observations is significant; this may be due to randomness or lack of precision in the measurement process. This uncertainty typically manifests as “noisy” observations which deviate from a true underlying signal. To account for such variability, the NN approximation to MFE is endowed with a probabilistic representation and is updated using available observational data in a Bayesian framework. By representing the MFU explicitly and deploying an embedded, data-driven model, this approach enables an agile, expressive, and interpretable method for representing MFU. In this report we will provide evidence that Bayesian UDEs show promise as a novel framework for any science-based, data-driven MFU representation; while emphasizing that significant advances must be made in the calibration of Bayesian NNs to ensure a robust calibration procedure.

97 MATHEMATICS AND COMPUTING↗