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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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All sourcesNASA NTRSDOE OSTI
DOE OSTI2020

Dynamic Importance Sampling

Dynamic Importance (DynIm) Sampling is a new approach for importance sampling in high-dimensional space. DynIm has two key characteristics. (1) Importance sampling: The notion of importance of candidate samples is used to guide the sampling, where importance is defined based on the (dis)similarity from previously selected samples (via Euclidean distance metric). (2) Dynamic sampling: The sampling can be performed dynamically, as new candidates are generated and new samples must be selected. DynIm was developed as part of a machine learning based coupling of scales in large multiscale simulations and can be used for a variety of applications.

Bhatia, Harsh↗
DOE OSTI2021

Robust Importance Sampling for Bayesian Model Calibration with Spatio-Temporal Data

This paper addresses two challenges in Bayesian calibration: 1) computational speed of existing sampling algorithms, and 2) calibration with spatio-temporal responses. The commonly used Markov Chain Monte Carlo (MCMC) approaches require many sequential model evaluations making the computational expense prohibitive. This paper proposes an efficient sampling algorithm: iterative importance sampling with genetic algorithm (IISGA). While iterative importance sampling enables computational efficiency, the genetic algorithm enables robustness by preventing sample degeneration and avoids getting stuck in multimodal search spaces. An inflated likelihood further enables robustness in high-dimensional parameter spaces by enlarging the target distribution. Spatio-temporal data complicate both surrogate modeling, which is necessary for expensive computational models, and the likelihood estimation. In this work, singular value decomposition is investigated for reducing the high-dimensional field data to a lower-dimensional space prior to Bayesian calibration. Then the likelihood is formulated and Bayesian inference is performed in the lower-dimension, latent space. An illustrative example is provided to demonstrate IISGA relative to existing sampling methods, and then IISGA is employed to calibrate a thermal battery model with 26 uncertain calibration parameters and spatio-temporal response data.

97 MATHEMATICS AND COMPUTING↗
NASA NTRS1987

A new approach to importance sampling for the simulation of false alarms

In this paper a modified importance sampling technique for improving the convergence of Importance Sampling is given. By using this approach to estimate low false alarm rates in radar simulations, the number of Monte Carlo runs can be reduced significantly. For one-dimensional exponential, Weibull, and Rayleigh distributions, a uniformly minimum variance unbiased estimator is obtained. For Gaussian distribution the estimator in this approach is uniformly better than that of previously known Importance Sampling approach. For a cell averaging system, by combining this technique and group sampling, the reduction of Monte Carlo runs for a reference cell of 20 and false alarm rate of lE-6 is on the order of 170 as compared to the previously known Importance Sampling approach.

Lu, D.↗
NASA NTRS1988

Improved importance sampling technique for efficient simulation of digital communication systems

A new, improved importance sampling (IIS) approach to simulation is considered. Some basic concepts of IS are introduced, and detailed evolutions of simulation estimation variances for Monte Carlo (MC) and IS simulations are given. The general results obtained from these evolutions are applied to the specific previously known conventional importance sampling (CIS) technique and the new IIS technique. The derivation for a linear system with no signal random memory is considered in some detail. For the CIS technique, the optimum input scaling parameter is found, while for the IIS technique, the optimum translation parameter is found. The results are generalized to a linear system with memory and signals. Specific numerical and simulation results are given which show the advantages of CIS over MC and IIS over CIS for simulations of digital communications systems.

Lu, Dingqing↗
DOE OSTI2020

Imprecise global sensitivity analysis using bayesian multimodel inference and importance sampling

Global Sensitivity Analysis (GSA) aims to understand the relative importance of uncertain input variables to model response. Conventional GSA involves calculating sensitivity (Sobol’) indices for a model with known model parameter distributions. However, model parameters are affected by aleatory and epistemic uncertainty, with the latter often caused by lack of data. In this paper, we propose a new framework to quantify uncertainty in probability model-form and model parameters resulting from small datasets and integrate these uncertainties into Sobol’ index estimates. First, the process establishes, through Bayesian multimodel inference, a set of candidate probability models and their associated probabilities. Imprecise Sobol’ indices are calculated from these probability models using an importance sampling reweighting approach. This results in probabilistic Sobol’ indices, whose distribution characterizes uncertainty in the sensitivity resulting from small dataset size. The imprecise Sobol’ indices thus provide a measure of confidence in the sensitivity estimate and, moreover, can be used to inform data collection efforts targeted to minimize the impact of uncertainties. Through an example studying the parameters of a Timoshenko beam, we show that these probabilistic Sobol’ indices converge to the true/deterministic Sobol’ indices as the dataset size increases and hence, distribution-form uncertainty reduces. The approach is then applied to assess the sensitivity of the out-of-plane properties of an E-glass fiber composite material to its constituent properties. This second example illustrates the approach for an important class of materials with wide-ranging applications when data may be lacking for some input parameters.

42 ENGINEERING↗
NASA NTRS1991

Estimation variance bounds of importance sampling simulations in digital communication systems

In practical applications of importance sampling (IS) simulation, two basic problems are encountered, that of determining the estimation variance and that of evaluating the proper IS parameters needed in the simulations. The authors derive new upper and lower bounds on the estimation variance which are applicable to IS techniques. The upper bound is simple to evaluate and may be minimized by the proper selection of the IS parameter. Thus, lower and upper bounds on the improvement ratio of various IS techniques relative to the direct Monte Carlo simulation are also available. These bounds are shown to be useful and computationally simple to obtain. Based on the proposed technique, one can readily find practical suboptimum IS parameters. Numerical results indicate that these bounding techniques are useful for IS simulations of linear and nonlinear communication systems with intersymbol interference in which bit error rate and IS estimation variances cannot be obtained readily using prior techniques.

Lu, D.↗
DOE OSTI2025

Importance Sampling Model-Based Diffusion for Trajectory Optimization

Trajectory optimization for robotic systems remains a challenging problem. This is especially true for robotic systems featuring nonlinear dynamics and many degrees of freedom. Data-based or model-free diffusion has recently been popularized in the fields of artificial intelligence and trajectory optimization. Model-Based Diffusion provides a data-free method of trajectory optimization, trained at runtime on a system dynamics model, suitable for high-dimensional models. This paper examines how importance sampling can enhance the performance of Model-Based Diffusion for trajectory optimization. Here, we quantify the benefits of importance sampling across three long horizon planning tasks. These results show as much as a 13x improvement in sample efficiency depending on environment and optimization parameters.

Golembeski, Seth [Georgia Institute of Technology,↗
DOE OSTI2021

Power Grid Reliability Estimation via Adaptive Importance Sampling

Electricity production currently generates approximately 25% of greenhouse gas emissions in the USA. Thus, increasing the amount of renewable energy is a key step to carbon neutrality. However, integrating a large amount of fluctuating renewable generation is a significant challenge for power grid operating and planning. Grid reliability, i.e., an ability to meet operational constraints under power fluctuations, is probably the most important of them. In this letter, we propose computationally efficient and accurate methods to estimate the probability of line overflow, i.e., reliability constraints violation, under a known distribution of renewable energy generation. To this end, we investigate an importance sampling approach, a flexible extension of Monte-Carlo methods, which adaptively changes the sampling distribution to generate more samples near the reliability boundary. The approach allows to estimate overload probability in real-time based only on a few dozens of random samples, compared to thousands required by the plain Monte-Carlo. Our study focuses on high voltage direct current power transmission grids with linear reliability constraints on power injections and line currents. Herein, we propose a novel theoretically justified physics-informed adaptive importance sampling algorithm and compare its performance to state-of-the-art methods on multiple IEEE power grid test cases.

power system faults↗
DOE OSTI2022

Ensemble approximate control variate estimators: Applications to multi-fidelity importance sampling.

The recent growth in multifidelity uncertainty quantification has given rise to a large set of variance reduction techniques that leverage information from model ensembles to provide variance reduction for estimates of the statistics of a high-fidelity model. In this paper we provide two contributions: (1) we utilize an ensemble estimator to account for uncertainties in the optimal weights of approximate control variate (ACV) approaches and derive lower bounds on the number of samples required to guarantee variance reduction; and (2) we extend an existing multifidelity importance sampling (MFIS) scheme to leverage control variates. Our approach directly addresses a limitation of many multifidelity sampling strategies that require the usage of pilot samples to estimate covariances. As such we make significant progress towards both increasing the practicality of approximate control variates—for instance, by accounting for the effect of pilot samples—and using multifidelity approaches more effectively for estimating low-probability events. The numerical results indicate our hybrid MFIS-ACV estimator achieves up to 50% improvement in variance reduction over the existing state-of-the-art MFIS estimator, which had already shown an outstanding convergence rate compared to the Monte Carlo method, on several problems of computational mechanics.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2026

Dark Energy Survey Year 6 results: Clustering redshifts and importance sampling of self-organized-maps 𝑛⁡(𝑧) realizations for 3 × 2 ⁢pt samples

This work is part of a series establishing the redshift framework for the 3 × 2 ⁢pt analysis of the Dark Energy Survey Year 6 (DES Y6). For DES Y6, photometric redshift distributions are estimated using self-organizing maps (SOMs), calibrated with spectroscopic and many-band photometric data. To overcome limitations from color-redshift degeneracies and incomplete spectroscopic coverage, we enhance this approach by incorporating clustering-based redshift constraints (clustering-z, or WZ) from angular cross-correlations with BOSS and eBOSS galaxies and eBOSS quasar samples. We define a WZ likelihood and apply importance sampling to a large ensemble of SOM-derived 𝑛⁡(𝑧) realizations, selecting those consistent with the clustering measurements to produce a posterior sample for each lens and source bin. The analysis uses angular scales corresponding to 1.5–5 Mpc to optimize signal-to-noise ratio while mitigating modeling uncertainties and marginalizes over redshift-dependent galaxy bias and other systematics informed by the N-body simulation CARDINAL . While a sparser spectroscopic reference sample limits WZ constraining power at 𝑧 >1.1, particularly for source bins, we demonstrate that combining SOM with WZ improves redshift accuracy and enhances the overall cosmological constraining power of DES Y6. As a result, we estimate an improvement in 𝑆 8 of approximately 10% for cosmic shear and 3 ×2⁢pt analysis, primarily due to the WZ calibration of the source samples.

Cosmological parameters↗
DOE OSTI2021

OASIS: Optimal Analysis-Specific Importance Sampling for event generation

We propose a technique called Optimal Analysis-Specific Importance Sampling (OASIS) to reduce the number of simulated events required for a high-energy experimental analysis to reach a target sensitivity. We provide recipes to obtain the optimal sampling distributions which preferentially focus the event generation on the regions of phase space with high utility to the experimental analyses. OASIS leads to a conservation of resources at all stages of the Monte Carlo pipeline, including full-detector simulation, and is complementary to approaches which seek to speed-up the simulation pipeline.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗
DOE OSTI2024

Variance reduction via simultaneous importance sampling and control variates techniques using vegas

Monte Carlo (MC) integration is an important calculational technique in the physical sciences. Practical considerations require that the calculations are performed as accurately as possible for a given set of computational resources. To improve the accuracy of MC integration, a number of useful variance reduction algorithms have been developed, including importance sampling and control variates. In this work, we demonstrate how these two methods can be applied simultaneously, thus combining their benefits. We provide a python wrapper, named CoVVVR, which implements our approach in the VEGAS program. The improvements are quantified with several benchmark examples from the literature.

72 PHYSICS OF ELEMENTARY PARTICLES AND FIELDS↗
DOE OSTI2021

A Data-Driven Multi-Period Importance Sampling Strategy for Stochastic Economic Dispatch

Power systems with high penetrations of renewable energy (e.g., wind power) require sophisticated approaches to optimize system performance due to uncertainty in short-term system generation capacity. In this paper, we combine a data-driven analog scenario selection method with importance sampling to create a novel scenario construction approach for two-stage stochastic economic dispatch problems with a large number of wind farms on a network. The proposed method produces scenarios with realistic physics by finding high-fidelity analogs that can describe future states of the system. We show how to extend this method to multi-period operations and demonstrate the effectiveness of this technique by simulating economic dispatch operations on a synthetic test system over the course of a week.

data-driven forecasting↗
DOE OSTI2025

Flow annealed importance sampling bootstrap meets differentiable particle physics

High-energy physics requires the generation of large numbers of simulated data samples from complex but analytically tractable distributions called matrix elements. Surrogate models, such as normalizing flows, are gaining popularity for this task due to their computational efficiency. We adopt an approach based on flow annealed importance sampling bootstrap (FAB) that evaluates the differentiable target density during training and helps avoid the costly generation of training data in advance. We show that FAB reaches higher sampling efficiency with fewer target evaluations in high dimensions in comparison to other methods.

72 PHYSICS OF ELEMENTARY PARTICLES AND FIELDS↗
DOE OSTI2025

Covariance-Free Bifidelity Control Variates Importance Sampling for Rare Event Reliability Analysis

Multifidelity modeling has been steadily gaining attention as a tool to address the problem of exorbitant model evaluation costs that makes the estimation of failure probabilities a significant computational challenge for complex real-world problems, particularly when failure is a rare event. To implement multifidelity modeling, estimators that efficiently combine information from multiple models/sources are necessary. In past works, the variance reduction techniques of control variates (CV) and importance sampling (IS) have been leveraged for this task. In this paper, we present the CVIS framework—a creative take on a coupled CV and IS estimator for bifidelity reliability analysis. The framework addresses some of the practical challenges of the CV method by using an estimator for the control variate mean and sidestepping the need to estimate the covariance between the original estimator and the control variate through a clever choice for the tuning constant. Furthermore, the task of selecting an efficient IS distribution is also considered, with a view towards maximally leveraging the bifidelity structure and maintaining expressivity. Additionally, a diagnostic is provided that indicates both the efficiency of the algorithm as well as the relative predictive quality of the models utilized. Finally, the behavior and performance of the framework is explored through analytical and numerical examples.

Markov chain Monte Carlo↗
DOE OSTI2021

An Adaptive-Importance-Sampling-Enhanced Bayesian Approach for Topology Estimation in an Unbalanced Power Distribution System

The reliable operation of a power distribution system relies on a good prior knowledge of its topology and its system state. Although crucial, due to the lack of direct monitoring devices on the switch statuses, the topology information is often unavailable or outdated for the distribution system operators for real-time applications. Apart from the limited observability of the power distribution system, other challenges are the nonlinearity of the model, the complicated, unbalanced structure of the distribution system, and the scale of the system. To overcome the above challenges, we, in this paper, propose a Bayesian-inference framework that allows us to simultaneously estimate the topology and the state of a three-phase, unbalanced power distribution system. Specifically, by using the very limited number of measurements available that are associated with the forecast load data, we efficiently recover the full Bayesian posterior distributions of the system topology under both normal and outage operation conditions. This is performed through an adaptive importance sampling procedure that greatly alleviates the computational burden of the traditional Monte-Carlo (MC)-sampling-based approach while maintaining a good estimation accuracy. The simulations conducted on the IEEE 123-bus test system and an unbalanced 1282-bus system reveal the excellent performances of the proposed method.

24 POWER TRANSMISSION AND DISTRIBUTION↗