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BMC evaluation is a tool to address imperfect data & models, non-linear models, and non-normal PDFs. New posterior PDFs may need new storage formats to allow storage of non-normal PDFs. Storing posterior sets allows for: variance, covariance, skewness, etc.
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.
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.
The Monte Carlo method delivers an unbiased estimate of the probability of failure. However, the variance of the estimate depends on the number of evaluated samples. This number must be very large for estimations of a low probability of failure. If the evaluation of each sample is computationally expensive, the crude Monte Carlo simulation strategy is impracticable. Therefore, subset simulations are used to reduce the required number of evaluations. Subset simulations require a Markov Chain Monte Carlo sampler, such as the random walk Metropolis-Hastings algorithm. The algorithm, however, struggles with sampling in low-probability regions, especially if they are narrow. As a consequence, advanced Markov Chain Monte Carlo simulations have been developed. In particular, the Hamiltonian Monte Carlo method explores the target distribution rapidly. Driven by the idea of Hamiltonian dynamics, this sampler provides a non-random walk through the target distribution. The incorporation of subset simulation and Hamiltonian Monte Carlo methods has shown promising results for reliability analysis. One downside of the Hamiltonian Monte Carlo method is that gradient evaluations are computationally expensive, especially when dealing with high-dimensional problems and evaluating long trajectories. We show that integrating Hamiltonian neural networks in Hamiltonian Monte Carlo simulations significantly speeds up the sampling task. Furthermore, the enhancement of adaptive trajectory length within the Hamiltonian Monte Carlo results in the efficient proposal of the following states. Based on this recent enhancement, we provide a fast sampling strategy for subset simulations using Hamiltonian neural networks to replace the evaluation of the gradient and significantly speed up the Hamiltonian Monte Carlo simulation.
Global fits of physics models require efficient methods for exploring high-dimensional and/or multimodal posterior functions. We introduce a novel method for accelerating Markov Chain Monte Carlo (MCMC) sampling by pairing a Metropolis-Hastings algorithm with a diffusion model that can draw global samples with the aim of approximating the posterior. We briefly review diffusion models in the context of image synthesis before providing a streamlined diffusion model tailored towards low-dimensional data arrays. We then present our adapted Metropolis-Hastings algorithm which combines local proposals with global proposals taken from a diffusion model that is regularly trained on the samples produced during the MCMC run. Our approach leads to a significant reduction in the number of likelihood evaluations required to obtain an accurate representation of the Bayesian posterior across several analytic functions, as well as for a physical example based on a global fit of parton distribution functions. Our method is extensible to other MCMC techniques, and we briefly compare our method to similar approaches based on normalising flows. A code implementation can be found at https://github.com/NickHunt-Smith/MCMC-diffusion.
Global QCD analyses of nuclear parton distribution functions (nPDFs) have traditionally relied on the Hessian method for uncertainty estimation. However, the inherent Gaussian approximation and reliance on local curvature often prove insufficient for nPDF fits, which are frequently characterized by limited data constraints and non-Gaussian likelihoods. In this paper, we present the first nPDF determination based on Markov Chain Monte Carlo (MCMC) techniques, implemented within the nCTEQ framework using an adaptive Metropolis-Hastings algorithm. The MCMC approach enables a direct mapping of the posterior distribution and reveals a highly nontrivial parameter-space structure, including multiple modes and pronounced non-Gaussian behavior, particularly for the valence PDFs. We perform the first single-nucleus global analysis of lead PDFs using exclusively lead data and compare it to a multi-nuclei fit employing a standard analytic A dependence. The inclusion of lighter nuclei reduces quark uncertainties and modifies the shape of the lead PDFs, while leaving the gluon distribution largely unaffected. A complementary Hessian analysis exposes systematic limitations of the Gaussian approximation. Our results demonstrate that MCMC methods provide a more reliable framework for uncertainty quantification in nPDF determinations.
As more and more nonlinear estimation techniques become available, our interest is in finding out what performance improvement, if any, they can provide for practical nonlinear problems that have been traditionally solved using linear methods. In this paper we examine the problem of estimating spacecraft position using conical scan (conscan) for NASA's Deep Space Network antennas. We show that for additive disturbances on antenna power measurement, the problem can be transformed into a linear one, and we present a general solution to this problem, with the least square solution reported in literature as a special case. We also show that for additive disturbances on antenna position, the problem is a truly nonlinear one, and we present two approximate solutions based on linearization and Unscented Transformation respectively, and one 'exact' solution based on Markov Chain Monte Carlo (MCMC) method. Simulations show that, with the amount of data collected in practice, linear methods perform almost the same as MCMC methods. It is only when we artificially reduce the amount of collected data and increase the level of noise that nonlinear methods show significantly better accuracy than that achieved by linear methods, at the expense of more computation.
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.
Conventional Bayesian optimization methods implicitly assume that the data and model being optimized are “perfect.” This assumption leads to inaccurate posterior probability distribution functions (PDFs) when applied to “imperfect” data or models. The new Bayesian optimization framework presented in this report provides a way to parameterize the effect of imperfections usually encountered in a prior PDF of generalized data or a model on the posterior PDF. The effects of imperfections are parameterized by a set of constraints imposed on the posterior expectation values of deviations between the data and the model and on their covariance matrix elements. A particular set of values for these constraints conveys an evaluator’s best estimate of the effect of imperfections on the corresponding posterior expectation values. When a prior PDF of generalized data is assumed to be normal, an expression for a posterior PDF satisfying an arbitrary set of constraints is derived analytically for linear models. An analogous iterative algorithm is given for nonlinear models. The corresponding posterior PDF should be used to estimate any posterior expectation values in the presence of imperfections parameterized by that set of constraints. A posterior PDF of a conventional Bayesian optimization method is recovered analytically when all evaluator-specified constraints are set to zero (i.e., in the absence of any imperfections). The analytical expressions derived in this report for normal PDFs and linear models were verified numerically by a Metropolis–Hastings Monte Carlo method. The methods presented herein could be applied to any kind of data or models, including differential cross-section data or integral benchmark experiments.
Background: Proton elastic scattering at intermediate energy is widely employed as a tool for determining the matter radius of atomic nuclei. Here, the sensitivity of the approach relies on high-resolution measurements at small scattering angles and low-momentum transfer. Under these conditions, the Glauber multiple scattering theory accurately describes the proton-nucleus elastic cross section. Purpose: Investigate the sensitivity of the Glauber multiple scattering theory to uncertainties associated with input parameters such as the nuclear-matter density distribution and nucleon-nucleon data. Method: A joint Bayesian inference was performed using 12 angular distributions of elastic scattering at different energies on 58 Ni, 90 Zr, and 208 Pb targets. A Metropolis-Hastings algorithm was implemented to make an uncertainty quantification analysis for the input parameters used in the Glauber multiple scattering theory. Results: The experimental cross sections were fitted simultaneously using a joint Bayesian inference approach. Posterior probability density distributions of 42 input parameters were obtained from the analysis. A moderate correlation between the nuclear density parameters and the nucleon-nucleon cross sections was found. This correlation impacts the extraction of the nuclear-matter radius. Conclusions: The present analysis provided a consistent method for extracting the nuclear-matter density distribution of 58 Ni, 90 Zr, and 208 Pb from data across different incident energies. Due to the correlation of the nucleon-nucleon cross sections with the other input parameters, a constrained Bayesian inference using free nucleon-nucleon cross section data was performed. The nuclear-matter radii obtained from the analysis are in good agreement with multiple results reported in the literature.