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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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At least 19 records
All sourcesNASA NTRSDOE OSTI
DOE OSTI2016

Dimension-independent likelihood-informed MCMC

Many Bayesian inference problems require exploring the posterior distribution of high-dimensional parameters that represent the discretization of an underlying function. This work introduces a family of Markov chain Monte Carlo (MCMC) samplers that can adapt to the particular structure of a posterior distribution over functions. Two distinct lines of research intersect in the methods developed here. First, we introduce a general class of operator-weighted proposal distributions that are well defined on function space, such that the performance of the resulting MCMC samplers is independent of the discretization of the function. Second, by exploiting local Hessian information and any associated low-dimensional structure in the change from prior to posterior distributions, we develop an inhomogeneous discretization scheme for the Langevin stochastic differential equation that yields operator-weighted proposals adapted to the non-Gaussian structure of the posterior. The resulting dimension-independent and likelihood-informed (DILI) MCMC samplers may be useful for a large class of high-dimensional problems where the target probability measure has a density with respect to a Gaussian reference measure. Two nonlinear inverse problems are used to demonstrate the efficiency of these DILI samplers: an elliptic PDE coefficient inverse problem and path reconstruction in a conditioned diffusion.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2016

On the applicability of surrogate-based Markov chain Monte Carlo-Bayesian inversion to the Community Land Model: Case studies at flux tower sites: SURROGATE-BASED MCMC FOR CLM

The Community Land Model (CLM) has been widely used in climate and Earth system modeling. Accurate estimation of model parameters is needed for reliable model simulations and predictions under current and future conditions, respectively. In our previous work, a subset of hydrological parameters has been identified to have significant impact on surface energy fluxes at selected flux tower sites based on parameter screening and sensitivity analysis, which indicate that the parameters could potentially be estimated from surface flux observations at the towers. To date, such estimates do not exist. In this paper, we assess the feasibility of applying a Bayesian model calibration technique to estimate CLM parameters at selected flux tower sites under various site conditions. The parameters are estimated as a joint probability density function (PDF) that provides estimates of uncertainty of the parameters being inverted, conditional on climatologically-average latent heat fluxes derived from observations. We find that the simulated mean latent heat fluxes from CLM using the calibrated parameters are generally improved at all sites when compared to those obtained with CLM simulations using default parameter sets. Further, our calibration method also results in credibility bounds around the simulated mean fluxes which bracket the measured data. The modes (or maximum a posteriori values) and 95% credibility intervals of the site-specific posterior PDFs are tabulated as suggested parameter values for each site. Analysis of relationships between the posterior PDFs and site conditions suggests that the parameter values are likely correlated with the plant functional type, which needs to be confirmed in future studies by extending the approach to more sites.

Huang, Maoyi↗
DOE OSTI2016

Sythesis of MCMC and Belief Propagation

Markov Chain Monte Carlo (MCMC) and Belief Propagation (BP) are the most popular algorithms for computational inference in Graphical Models (GM). In principle, MCMC is an exact probabilistic method which, however, often suffers from exponentially slow mixing. In contrast, BP is a deterministic method, which is typically fast, empirically very successful, however in general lacking control of accuracy over loopy graphs. In this paper, we introduce MCMC algorithms correcting the approximation error of BP, i.e., we provide a way to compensate for BP errors via a consecutive BP-aware MCMC. Our framework is based on the Loop Calculus (LC) approach which allows to express the BP error as a sum of weighted generalized loops. Although the full series is computationally intractable, it is known that a truncated series, summing up all 2-regular loops, is computable in polynomial-time for planar pair-wise binary GMs and it also provides a highly accurate approximation empirically. Motivated by this, we first propose a polynomial-time approximation MCMC scheme for the truncated series of general (non-planar) pair-wise binary models. Our main idea here is to use the Worm algorithm, known to provide fast mixing in other (related) problems, and then design an appropriate rejection scheme to sample 2-regular loops. Furthermore, we also design an efficient rejection-free MCMC scheme for approximating the full series. The main novelty underlying our design is in utilizing the concept of cycle basis, which provides an efficient decomposition of the generalized loops. In essence, the proposed MCMC schemes run on transformed GM built upon the non-trivial BP solution, and our experiments show that this synthesis of BP and MCMC outperforms both direct MCMC and bare BP schemes.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2018

Parallel multiple-chain DRAM MCMC for large-scale geosteering inversion and uncertainty quantification

Geosteering is the proactive control of a wellbore placement based on the downhole measurements, aiming at maximizing economic production from the well. We report the recent development of azimuthal resistivity logging-whiledrilling (LWD) tools have a much larger depth of detection, thus sets higher demands for geosteering inversion as more unknown parameters need to be taken into account in the earth model to be inverted. For complicated nonlinear problems, traditional deterministic inversion methods are more likely to be trapped near local optima. In general, Markov chain Monte Carlo (MCMC) inversion methods are more capable of finding the global optimal solution and providing additional uncertainty analyses by sampling from the target distribution. However, MCMC methods usually have the problem of slow convergence. Even though optimization methods like delayed rejection (DR) and adaptive Metropolis (AM) were proposed to speed up the convergence, using MCMC methods to solve geosteering inversion problems may still incur unacceptable time cost. To reduce the sampling cost of MCMC methods, we use parallel multiple-chain DRAM MCMC methods to solve geosteering inverse problems and estimate the corresponding uncertainty. A clustering method, density-based spatial clustering of applications with noise (DBSCAN), is applied to select the best solution among many results. Lastly, the simulation results show that running many relatively short MCMC chains for one problem can obtain a similar result as running a long single chain. Besides, avoiding communications between multiple Markov chains during the sampling process yields almost linear scalability.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2021

An adaptive Hessian approximated stochastic gradient MCMC method

Bayesian approaches have been successfully integrated into training deep neural networks. One popular family is stochastic gradient Markov chain Monte Carlo methods (SG-MCMC), which have gained increasing interest due to their ability to handle large datasets and the potential to avoid overfitting. Although standard SG-MCMC methods have shown great performance in a variety of problems, they may be inefficient when the random variables in the target posterior densities have scale differences or are highly correlated. Here, we present an adaptive Hessian approximated stochastic gradient MCMC method to incorporate local geometric information while sampling from the posterior. The idea is to apply stochastic approximation (SA) to sequentially update a preconditioning matrix at each iteration. The preconditioner possesses second-order information and can guide the random walk of a sampler efficiently. Instead of computing and saving the full Hessian of the log posterior, we use limited memory of the samples and their stochastic gradients to approximate the inverse Hessian-vector multiplication in the updating formula. Moreover, by smoothly optimizing the preconditioning matrix via SA, our proposed algorithm can asymptotically converge to the target distribution with a controllable bias under mild conditions. To reduce the training and testing computational burden, we adopt a magnitude-based weight pruning method to enforce the sparsity of the network. Our method is user-friendly and demonstrates better learning results compared to standard SG-MCMC updating rules. The approximation of inverse Hessian alleviates storage and computational complexities for large dimensional models. Numerical experiments are performed on several problems, including sampling from 2D correlated distribution, synthetic regression problems, and learning the numerical solutions of heterogeneous elliptic PDE. The numerical results demonstrate great improvement in both the convergence rate and accuracy.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2025

Intrepid MCMC: Metropolis-Hastings with exploration

In engineering examples, one often encounters the need to sample from unnormalized distributions with complex shapes that may also be implicitly defined through a physical or numerical simulation model, making it computationally expensive to evaluate the associated density function. For such cases, MCMC has proven to be an invaluable tool. Random-walk Metropolis Methods (also known as Metropolis-Hastings (MH)), in particular, are highly popular for their simplicity, flexibility, and ease of implementation. However, most MH algorithms suffer from significant limitations when attempting to sample from distributions with multiple modes (particularly disconnected ones). Here, in this paper, we present Intrepid MCMC - a novel MH scheme that utilizes a simple coordinate transformation to significantly improve the mode-finding ability and convergence rate to the target distribution of random-walk Markov chains while retaining most of the simplicity of the vanilla MH paradigm. Through multiple examples, we showcase the improvement in the performance of Intrepid MCMC over vanilla MH for a wide variety of target distribution shapes. We also provide an analysis of the mixing behavior of the Intrepid Markov chain, as well as the efficiency of our algorithm for increasing dimensions. A thorough discussion is presented on the practical implementation of the Intrepid MCMC algorithm. Finally, its utility is highlighted through a Bayesian parameter inference problem for a two-degree-of-freedom oscillator under free vibration.

97 - MATHEMATICS AND COMPUTING↗
DOE OSTI2024

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↗
DOE OSTI2025

Hierarchical Bayesian Modeling for Cosmology: Can NPE reliably replace MCMC?

Hierarchical neural posterior estimation has its place Hierarchical Bayesian Modeling (HBM) combined with MCMC algorithms has been shown to provide more robust and accurate inference for real-world phenomena in which nature takes a nested form. However, MCMC-based inference can be computationally expensive, and its performance often suffers for complex posterior geometries. These costs are especially pertinent for HBM. Studies have recently demonstrated the potential for a flexible, expressive, and amortized hierarchical neural posterior estimator (HNPE) built on Normalizing Flows. These studies have mostly been performed on simple datasets, or they focus on a single parameter from each level of the hierarchy. A systematic study analyzing how both hierarchical methods compare for more complex and realistic datasets is necessary before applying HNPE for scientific measurements. Here, we re-explore the theory behind HNPE and conduct comparative numerical experiments of HNPE and MCMC-based HBM methods on real and synthetic data, including strong gravitational lensing simulations. In particular, we use a suite of diagnostics to show trade-offs in terms of accuracy, precision, time to train or sample, reproducibility, and the need for expert domain knowledge. Especially for higher dimensional and complex posteriors, HNPE is expected to drastically improve on time for inference, accuracy, and precision with an upfront training time cost.

Hur, Rachel [Chicago U.] (ORCID:000900089890445X)↗
DOE OSTI2016

Learning Weight Uncertainty with Stochastic Gradient MCMC for Shape Classification

Learning the representation of shape cues in 2D & 3D objects for recognition is a fundamental task in computer vision. Deep neural networks (DNNs) have shown promising performance on this task. Due to the large variability of shapes, accurate recognition relies on good estimates of model uncertainty, ignored in traditional training of DNNs, typically learned via stochastic optimization. This paper leverages recent advances in stochastic gradient Markov Chain Monte Carlo (SG-MCMC) to learn weight uncertainty in DNNs. It yields principled Bayesian interpretations for the commonly used Dropout/DropConnect techniques and incorporates them into the SG-MCMC framework. Extensive experiments on 2D & 3D shape datasets and various DNN models demonstrate the superiority of the proposed approach over stochastic optimization. Our approach yields higher recognition accuracy when used in conjunction with Dropout and Batch-Normalization.

convolutional neural network↗
DOE OSTI2018

Soil moisture estimation using tomographic ground penetrating radar in a MCMC–Bayesian framework

In this paper, we focus on a hydrogeological inverse problem specifically targeting monitoring soil moisture variations using tomographic ground penetrating radar (GPR) travel time data. Technical challenges exist in the inversion of GPR tomographic data for handling non-uniqueness, nonlinearity and high-dimensionality of unknowns. We have developed a new method for estimating soil moisture fields from crosshole GPR data. It uses a pilot-point method to provide a low-dimensional representation of the relative dielectric permittivity field of the soil, which is the primary object of inference: the field can be converted to soil moisture using a petrophysical model. We integrate a multi-chain Markov chain Monte Carlo (MCMC)–Bayesian inversion framework with the pilot point concept, a curved-ray GPR travel time model, and a sequential Gaussian simulation algorithm, for estimating the dielectric permittivity at pilot point locations distributed within the tomogram, as well as the corresponding geostatistical parameters (i.e., spatial correlation range). We infer the dielectric permittivity as a probability density function, thus capturing the uncertainty in the inference. The multi-chain MCMC enables addressing high-dimensional inverse problems as required in the inversion setup. The method is scalable in terms of number of chains and processors, and is useful for computationally demanding Bayesian model calibration in scientific and engineering problems. The proposed inversion approach can successfully approximate the posterior density distributions of the pilot points, and capture the true values. The computational efficiency, accuracy, and convergence behaviors of the inversion approach were also systematically evaluated, by comparing the inversion results obtained with different levels of noises in the observations, increased observational data, as well as increased number of pilot points.

54 ENVIRONMENTAL SCIENCES↗
DOE OSTI2017

Itô-SDE MCMC method for Bayesian characterization of errors associated with data limitations in stochastic expansion methods for uncertainty quantification

This paper is concerned with the characterization and the propagation of errors associated with data limitations in polynomial-chaos-based stochastic methods for uncertainty quantification. Such an issue can arise in uncertainty quantification when only a limited amount of data is available. When the available information does not suffice to accurately determine the probability distributions that must be assigned to the uncertain variables, the Bayesian method for assigning these probability distributions becomes attractive because it allows the stochastic model to account explicitly for insufficiency of the available information. In previous work, such applications of the Bayesian method had already been implemented by using the Metropolis–Hastings and Gibbs Markov Chain Monte Carlo (MCMC) methods. In this paper, we present an alternative implementation, which uses an alternative MCMC method built around an Itô stochastic differential equation (SDE) that is ergodic for the Bayesian posterior. We draw together from the mathematics literature a number of formal properties of this Itô SDE that lend support to its use in the implementation of the Bayesian method, and we describe its discretization, including the choice of the free parameters, by using the implicit Euler method. We demonstrate the proposed methodology on a problem of uncertainty quantification in a complex nonlinear engineering application relevant to metal forming.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2022

A Hydro-based MCMC Analysis of SNR 0509–67.5: Revealing the Explosion Properties from Fluid Discontinuities Alone

Using Hubble Space Telescope/ACS Hα images of SNR 0509–67.5 taken ~10 yr apart, we measure the forward shock (FS) proper motions (PMs) at 231 rim locations. The average shock radius and velocity are 3.66 ± 0.036 pc and 6315 ± 310 km s –1 . Hydrodynamic simulations, recast as similarity solutions, provide models for the supernova remnant’s expansion into a uniform ambient medium. These are coupled to a Markov chain Monte Carlo (MCMC) analysis to determine explosion parameters, constrained by the FS measurements. For our baseline model, the MCMC posteriors yield an age of 315.5 ± 1.8 yr, a dynamical explosion center at 5 h 09 m 31. s 16, $-67^\circ 31^{\prime} 17\buildrel{\prime\prime}\over{.} 1$ and ambient medium densities at each azimuth ranging over 3.7–8.0 × 10 –25 g cm –3 . The age uncertainty can be an order of magnitude larger when considering other models, or subsets of the data. We detect stellar PMs corresponding to speeds in the Large Magellanic Cloud ≥ 770 km s –1 . Five stars in the remnant show measurable PMs but none are moving radially from the dynamical center. There are four stars 1."4 from the center, including three faint, previously unidentified ones. Using coronal [Fe XIV ] λ5303 emission as a proxy for the reverse shock location, we constrain the explosion energy (for a compression factor of 4) to a value of E = (1.30 ± 0.41) × 10 51 erg for the first time from shock kinematics alone. Higher compression factors (7 or more) are strongly disfavored based on multiple criteria, arguing for inefficient particle acceleration in the Balmer shocks of SNR 0509–67.5.

79 ASTRONOMY AND ASTROPHYSICS↗
DOE OSTI2015

An MCMC Study of General Squark Flavour Mixing in the MSSM

We present an extensive study of non-minimally flavour violating (NMFV) terms in the Lagrangian of the Minimal Supersymmetric Standard Model (MSSM). We impose a variety of theoretical and experimental constraints and perform a detailed scan of the parameter space by means of a Markov Chain Monte-Carlo (MCMC) setup. This represents the first study of several non-zero flavour-violating elements within the MSSM. We present the results of the MCMC scan with a special focus on the flavour-violating parameters. Based on these results, we define benchmark scenarios for future studies of NMFV effects at the LHC.

72 PHYSICS OF ELEMENTARY PARTICLES AND FIELDS↗
DOE OSTI2016

Uncertainty Quantification with MCMC method and BFBT Data

The reliability of predictions of the system codes is closely related to the validation of their physical models. For example, the accuracy of void fraction prediction in a Boiling Water Reactor (BWR) using TRACE code depends on the uncertainties of closure relations developed for the two-phase flow models. This work focus on quantifying the uncertainties of two physical models, interfacial drag model and subcooled boiling model, using Markov Chain Monte Carlo (MCMC) method and BFBT experimental benchmark data. We applied the MCMC and MLE algorithms to BFBT benchmark data and estimated the uncertainty distribution of two model parameters: subcooled boiling heat transfer coefficient and interfacial drag (bubbly/slug rod bundle) coefficient. These algorithms tend to give various estimation results. Despite the differences in these algorithms, we find that the estimation results are consistent. After obtaining the uncertainty estimates, we validated the uncertainty estimates by applying the estimated distributions of model parameters to TRACE prediction. The new predictions succeed in reducing the void fraction prediction error, but it is not possible to eliminate all prediction error. We are only adjusting two model parameters, and there exists uncertainties in all model parameters. Application of the algorithms to other physical models and experimental data will be helpful for future work. (authors)

42 ENGINEERING↗
DOE OSTI2021

Bayesian sparse learning with preconditioned stochastic gradient MCMC and its applications

Deep neural networks have been successfully employed in an extensive variety of research areas, including solving partial differential equations. Despite its significant success, there are some challenges in effectively training DNN, such as avoiding overfitting in over-parameterized DNNs and accelerating the optimization in DNNs with pathological curvature. Here, we propose a Bayesian type sparse deep learning algorithm. The algorithm utilizes a set of spike-and-slab priors for the parameters in the deep neural network. The hierarchical Bayesian mixture will be trained using an adaptive empirical method. That is, one will alternatively sample from the posterior using preconditioned stochastic gradient Langevin Dynamics (PSGLD), and optimize the latent variables via stochastic approximation. The sparsity of the network is achieved while optimizing the hyperparameters with adaptive searching and penalizing. A popular SG-MCMC approach is Stochastic gradient Langevin dynamics (SGLD). However, considering the complex geometry in the model parameter space in nonconvex learning, updating parameters using a universal step size in each component as in SGLD may cause slow mixing. To address this issue, we apply a computationally manageable preconditioner in the updating rule, which provides a step-size parameter to adapt to local geometric properties. Moreover, by smoothly optimizing the hyperparameter in the preconditioning matrix, our proposed algorithm ensures a decreasing bias, which is introduced by ignoring the correction term in the preconditioned SGLD. According to the existing theoretical framework, we show that the proposed algorithm can asymptotically converge to the correct distribution with a controllable bias under mild conditions. Numerical tests are performed on both synthetic regression problems and learning solutions of elliptic PDE, which demonstrate the accuracy and efficiency of the present work.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2022

Solar data uncertainty impacts on MCMC methods for r-process nucleosynthesis

In recent work, we developed a Markov Chain Monte Carlo (MCMC) procedure to predict the ground state masses capable of forming the observed Solar r-process rare-earth abundance peak. By applying this method to nucleosynthesis calculations which make use of distinct astrophysical conditions and comparing our results to the latest precision mass measurements, we are able to shed light on the conditions/masses capable of producing a rare-earth peak which matches Solar data. Here we examine how our mass predictions change when using a few different sets of r-process Solar abundance residuals that have been reported in the literature. We explore how the differing error estimates of these Solar evaluations propagate through the Markov Chain Monte Carlo to our mass predictions. We find that Solar data which reports the rare-earth peak to have its highest abundance at mass number A = 162 can require distinctly different mass predictions from data with the peak centered at A = 164. Nevertheless, we find that two important general conclusions from past work, regarding the inconsistency of ‘cold’ astrophysical outflows with current mass measurements and the need for local stability at N = 104 in ‘hot’ scenarios, remain robust in the face of differing Solar data evaluations. Additionally, we show that the masses our procedure finds capable of producing a peak at A < 164 are not in line with the latest precision mass measurements.

79 ASTRONOMY AND ASTROPHYSICS↗
NASA NTRS2017

Kepler Uniform Modeling of KOIs: MCMC Notes for Data Release 25

This document describes data products related to the reported planetary parameters and uncertainties for the Kepler Objects of Interest (KOIs) based on a Markov-Chain-Monte-Carlo (MCMC) analysis. Reported parameters, uncertainties and data products can be found at the NASA Exoplanet Archive . The codes used for this data analysis are available on the Github website (Rowe 2016). The relevant paper for details of the calculations is Rowe et al. (2015). The main differences between the model fits discussed here and those in the DR24 catalogue are that the DR25 light curves were used in the analysis, our processing of the MAST light curves took into account different data flags, the number of chains calculated was doubled to 200 000, and the parameters which are reported are based on a damped least-squares fit, instead of the median value from the Markov chain or the chain with the lowest 2 as reported in the past.

DR25↗
DOE OSTI2015

Accelerating Asymptotically Exact MCMC for Computationally Intensive Models via Local Approximations

We construct a new framework for accelerating Markov chain Monte Carlo in posterior sampling problems where standard methods are limited by the computational cost of the likelihood, or of numerical models embedded therein. Our approach introduces local approximations of these models into the Metropolis–Hastings kernel, borrowing ideas from deterministic approximation theory, optimization, and experimental design. Previous efforts at integrating approximate models into inference typically sacrifice either the sampler’s exactness or efficiency; our work seeks to address these limitations by exploiting useful convergence characteristics of local approximations. We prove the ergodicity of our approximate Markov chain, showing that it samples asymptotically from the exact posterior distribution of interest. We describe variations of the algorithm that employ either local polynomial approximations or local Gaussian process regressors. Our theoretical results reinforce the key observation underlying this article: when the likelihood has some local regularity, the number of model evaluations per Markov chain Monte Carlo (MCMC) step can be greatly reduced without biasing the Monte Carlo average. Numerical experiments demonstrate multiple order-of-magnitude reductions in the number of forward model evaluations used in representative ordinary differential equation (ODE) and partial differential equation (PDE) inference problems, with both synthetic and real data. Supplementary materials for this article are available online.

97 MATHEMATICS AND COMPUTING↗