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Results for “high dimensional statistics”

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

Data-driven high-dimensional statistical inference with generative models

Crucial to many measurements at the LHC is the use of correlated multi-dimensional information to distinguish rare processes from large backgrounds, which is complicated by the poor modeling of many of the crucial backgrounds in Monte Carlo simulations. In this work, we introduce HI-SIGMA, a method to perform unbinned high-dimensional statistical inference with data-driven background distributions. In contradistinction to many applications of Simulation Based Inference in High Energy Physics, HI-SIGMA relies on generative ML models, rather than classifiers, to learn the signal and background distributions in the high-dimensional space. These ML models allow for interpretable inference while also incorporating model errors and other sources of systematic uncertainties. We showcase this methodology on a simplified version of a di-Higgs measurement in the bbγγ final state, where the di-photon resonance allows for background interpolation from sidebands into the signal region. We demonstrate that HI-SIGMA provides improved sensitivity as compared to standard classifier-based methods, and that systematic uncertainties can be straightforwardly incorporated by extending methods which have been used for histogram based analyses.

72 PHYSICS OF ELEMENTARY PARTICLES AND FIELDS↗

Hierarchical Bayesian Inverse Problems: A High-Dimensional Statistics Viewpoint

This paper analyzes hierarchical Bayesian inverse problems using techniques from highdimensional statistics. Furthermore, our analysis leverages a property of hierarchical Bayesian regularizers that we call approximate decomposability to obtain non-asymptotic bounds on the reconstruction error attained by maximum a posteriori estimators. The new theory explains how hierarchical Bayesian models that exploit sparsity, group sparsity, and sparse representations of the unknown parameter can achieve accurate reconstructions in high-dimensional settings.

MAP estimation↗

Ambient-temperature liquid jet targets for high-repetition-rate HED discovery science

High-power lasers can generate energetic particle beams and astrophysically relevant pressure and temperature states in the high-energy-density (HED) regime. Recently-commissioned high-repetition-rate (HRR) laser drivers are capable of producing these conditions at rates exceeding 1 Hz. However, experimental output from these systems is often limited by the difficulty of designing targets that match these repetition rates. To overcome this challenge, we have developed tungsten microfluidic nozzles, which produce a continuously replenishing jet that operates at flow speeds of approximately 10 m/s and can sustain shot frequencies up to 1 kHz. The ambient-temperature planar liquid jets produced by these nozzles can have thicknesses ranging from hundreds of nanometers to tens of micrometers. In this work, we illustrate the operational principle of the microfluidic nozzle and describe its implementation in a vacuum environment. Further, we provide evidence of successful laser-driven ion acceleration using this target and discuss the prospect of optimizing the ion acceleration performance through an in situ jet thickness scan. Future applications for the jet throughout HED science include shock compression and studies of strongly heated nonequilibrium plasmas. When fielded in concert with HRR-compatible laser, diagnostic, and active feedback technology, this target will facilitate advanced automated studies in HRR HED science, including machine learning-based optimization and high-dimensional statistical analysis.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗

Convex relaxation for Fokker–Planck equation

We propose an approach to directly estimate the moments or marginals for a high-dimensional equilibrium distribution in statistical mechanics by solving the high-dimensional Fokker–Planck equation in terms of low-order cluster moments or marginals. With this approach, we bypass the exponential complexity of estimating the full high-dimensional distribution and directly solve the simplified partial differential equations for low-order moments/marginals. Moreover, the proposed moment/marginal relaxation is fully convex and can be solved via off-the-shelf solvers. We further propose a time-dependent version of the convex programs to study non-equilibrium dynamics. In a specific setting, we show the proposed method can recover a mean-field-type equilibrium density. Numerical results are provided to demonstrate the performance of the proposed algorithm for high-dimensional systems.

Chen, Yian↗

Kronecker-structured covariance models for multiway data

Many applications produce multiway data of exceedingly high dimension. Modeling such multi-way data is important in multichannel signal and video processing where sensors produce multi-indexed data, e.g. over spatial, frequency, and temporal dimensions. We will address the challenges of covariance representation of multiway data and review some of the progress in statistical modeling of multiway covariance over the past two decades, focusing on tensor-valued covariance models and their inference. We will illustrate through a space weather application: predicting the evolution of solar active regions over time.

97 MATHEMATICS AND COMPUTING↗

A flexible class of priors for orthonormal matrices with basis function-specific structure

Statistical modeling of high-dimensional matrix-valued data motivates the use of a low-rank representation that simultaneously summarizes key characteristics of the data and enables dimension reduction. Low-rank representations commonly factor the original data into the product of orthonormal basis functions and weights, where each basis function represents an independent feature of the data. However, the basis functions in these factorizations are typically computed using algorithmic methods that cannot quantify uncertainty or account for basis function correlation structure a priori. While there exist Bayesian methods that allow for a common correlation structure across basis functions, empirical examples motivate the need for basis function-specific dependence structure. We propose a prior distribution for orthonormal matrices that can explicitly model basis function-specific structure. The prior is used within a general probabilistic model for singular value decomposition to conduct posterior inference on the basis functions while accounting for measurement error and fixed effects. We discuss how the prior specification can be used for various scenarios and demonstrate favorable model properties through synthetic data examples. Finally, we apply our method to two-meter air temperature data from the Pacific Northwest, enhancing our understanding of the Earth system’s internal variability.

97 MATHEMATICS AND COMPUTING↗

An implementation of neural simulation-based inference for parameter estimation in ATLAS

Neural simulation-based inference (NSBI) is a powerful class of machine-learning-based methods for statistical inference that naturally handles high-dimensional parameter estimation without the need to bin data into low-dimensional summary histograms. Such methods are promising for a range of measurements, including at the Large Hadron Collider, where no single observable may be optimal to scan over the entire theoretical phase space under consideration, or where binning data into histograms could result in a loss of sensitivity. This work develops a NSBI framework for statistical inference, using neural networks to estimate probability density ratios, which enables the application to a full-scale analysis. It incorporates a large number of systematic uncertainties, quantifies the uncertainty due to the finite number of events in training samples, develops a method to construct confidence intervals, and demonstrates a series of intermediate diagnostic checks that can be performed to validate the robustness of the method. As an example, the power and feasibility of the method are assessed on simulated data for a simplified version of an off-shell Higgs boson couplings measurement in the four-lepton final states. This approach represents an extension to the standard statistical methodology used by the experiments at the Large Hadron Collider, and can benefit many physics analyses.

frequentist statistics↗

Enhancing Interpretability in Generative Modeling: Statistically Disentangled Latent Spaces Guided by Generative Factors in Scientific Datasets

This study addresses the challenge of statistically extracting generative factors from complex, high-dimensional datasets in unsupervised or semi-supervised settings. We investigate encoder-decoder-based generative models for nonlinear dimensionality reduction, focusing on disentangling low-dimensional latent variables corresponding to independent physical factors. Introducing Aux-VAE, a novel architecture within the classical Variational Autoencoder framework, we achieve disentanglement with minimal modifications to the standard VAE loss function by leveraging prior statistical knowledge through auxiliary variables. These variables guide the shaping of the latent space by aligning latent factors with learned auxiliary variables. We validate the efficacy of Aux-VAE through comparative assessments on multiple datasets, including astronomical simulations.

97 MATHEMATICS AND COMPUTING↗

Discovering Active Subspaces for High-Dimensional Computer Models

Dimension reduction techniques have long been an important topic in statistics, and active subspaces (AS) have received much attention this past decade in the computer experiments literature. The most common approach towards estimating the AS is to use Monte Carlo with numerical gradient evaluation. While sensible in some settings, this approach has obvious drawbacks. Recent research has demonstrated that active subspace calculations can be obtained in closed form, conditional on a Gaussian process (GP) surrogate, which can be limiting in high-dimensional settings for computational reasons. In this paper, we produce the relevant calculations for a more general case when the model of interest is a linear combination of tensor products. These general equations can be applied to the GP, recovering previous results as a special case, or applied to the models constructed by other regression techniques including multivariate adaptive regression splines (MARS). Furthermore, using a MARS surrogate has many advantages including improved scaling, better estimation of active subspaces in high dimensions and the ability to handle a large number of prior distributions in closed form. In one real-world example, we obtain the active subspace of a radiation-transport code with 240 inputs and 9,372 model runs in under half an hour.

97 MATHEMATICS AND COMPUTING↗

Projection pursuit adaptation on polynomial chaos expansions

Here, the present work addresses the issue of accurate stochastic approximations in high-dimensional parametric space using tools from uncertainty quantification (UQ). The basis adaptation method and its accelerated algorithm in polynomial chaos expansions (PCE) were recently proposed to construct low-dimensional approximations adapted to specific quantities of interest (QoI). The present paper addresses one difficulty with these adaptations, namely their reliance on quadrature point sampling, which limits the reusability of potentially expensive samples. Projection pursuit (PP) is a statistical tool to find the “interesting” projections in high-dimensional data and thus bypass the curse-of-dimensionality. In the present work, we combine the fundamental ideas of basis adaptation and projection pursuit regression (PPR) to propose a novel method to simultaneously learn the optimal low-dimensional spaces and PCE representation from given data. While this projection pursuit adaptation (PPA) can be entirely data-driven, the constructed approximation exhibits mean-square convergence to the solution of an underlying governing equation and thus captures the supports and probability distributions associated with the physics constraints. The proposed approach is demonstrated on a borehole problem and a structural dynamics problem, demonstrating the versatility of the method and its ability to discover low-dimensional manifolds with high accuracy with limited data. In addition, the method can learn surrogate models for different quantities of interest while reusing the same data set.

97 MATHEMATICS AND COMPUTING↗

Constructing a Simulation Surrogate with Partially Observed Output

Gaussian process surrogates are a popular alternative to directly using computationally expensive simulation models. When the simulation output consists of many responses, dimension-reduction techniques are often employed to construct these surrogates. However, surrogate methods with dimension reduction generally rely on complete output training data. This article proposes a new Gaussian process surrogate method that permits the use of partially observed output while remaining computationally efficient. The new method involves the imputation of missing values and the adjustment of the covariance matrix used for Gaussian process inference. The resulting surrogate represents the available responses, disregards the missing responses, and provides meaningful uncertainty quantification. In conclusion, the proposed approach is shown to offer sharper inference than alternatives in a simulation study and a case study where an energy density functional model that frequently returns incomplete output is calibrated.

42 ENGINEERING↗

Nuclear Dependence of Charged Current Inclusive $\bar{\nu}_\mu -$A Cross Section Measurements at 6 GeV at MINERvA

The main advantage of the MINERvA detector is that it uses differently sized nuclear targets, in the same neutrino beam, allowing for a direct study of nuclear medium effects, with reduced flux and detector uncertainties. This thesis presents the first high statistics charged current antineutrino-nucleus inclusive two-dimensional cross section measurements using an antineutrino beam with $\langle E_{\bar\nu}\rangle\sim$ 6 GeV, on iron, lead, carbon and hydrocarbon targets, as a function of bjorken $x$ and four-momentum transfer squared $Q^2$, invariant mass $W$ and $Q^2$ and muon longitudinal and transverse momenta, $p_t$ and $p_z$. These nuclei of different sizes were utilized to measure the nuclear dependence of the cross section. The antineutrino interactions that were utilized for the analysis presented in this thesis, were having an antimuon in the final state with energy 2-20GeV and with an antimuon scattering angle less than $17^o$. This analysis represents one of the largest antineutrino datasets analyzed to date in the energy region of $\langle E_{\bar\nu} \rangle \sim$ 6 GeV. This direct evidence for the nuclear medium effects, can help benchmarking models, which can be used by future neutrino experiments like DUNE, by extrapolating these results to Argon target.

Gaur, Prameet Kumar↗

ASGarD: Adaptive Sparse Grid Discretization

Many areas of science exhibit physical processes that are described by high dimensional partial differential equations (PDEs), e.g., the 4D, 5D and 6D models describing magnetized fusion plasmas, models describing quantum chemistry, or derivatives pricing. Such problems are affected by the so-called “curse of dimensionality” where the number of degrees of freedom (or unknowns) required to be solved for scales as N D where N is the number of grid points in any given dimension D. A simple, albeit naive, 6D example is demonstrated in the left panel of Figure 1. With N = 1000 grid points in each dimension, the memory required just to store the solution vector, not to mention forming the matrix required to advance such a system in time, would exceed an exabyte - and also the available memory on the largest of supercomputers available today. The right panel of Figure 1 demonstrates potential savings for a range of problem dimensionalities and grid resolution. While there are methods to simulate such high-dimensional systems, they are mostly based on Monte-Carlo methods, which rely on a statistical sampling such that the resulting solutions include noise. Since the noise in such methods can only be reduced at a rate proportional to $\sqrt{N_p}$ where N p is the number of Monte-Carlo samples, there is a need for continuum, or grid/mesh-based methods for high-dimensional problems, which both do not suffer from noise and bypass the curse of dimensionality. We present a simulation framework that provides such a method using adaptive sparse grids.

97 MATHEMATICS AND COMPUTING↗

Improving the Quasi‐Biennial Oscillation via a Surrogate‐Accelerated Multi‐Objective Optimization

Accurate simulation of the quasi-biennial oscillation (QBO) is challenging due to uncertainties in representing convectively generated gravity waves. We develop an end-to-end uncertainty quantification workflow that calibrates these gravity wave processes in E3SM for a realistic QBO. Central to our approach is a domain knowledge-informed, compressed representation of high-dimensional spatio-temporal wind fields. By employing a parsimonious statistical model that learns the fundamental frequency from complex observations, we extract interpretable and physically meaningful quantities capturing key attributes. Building on this, we train a probabilistic surrogate model that approximates the fundamental characteristics of the QBO as functions of critical physics parameters governing gravity wave generation. Leveraging the Karhunen–Loève decomposition, our surrogate efficiently represents these characteristics as a set of orthogonal features, capturing cross-correlations among multiple physics quantities evaluated at different pressure levels and enabling rapid surrogate-based inference at a fraction of the computational cost of full-scale simulations. Finally, we analyze the inverse problem using a multi-objective approach. Our study reveals a tension between amplitude and period that constrains the QBO representation, precluding a single optimal solution. To navigate this, we quantify the bi-criteria trade-off and generate a set of Pareto optimal parameter values that balance the conflicting objectives. This integrated workflow improves the fidelity of QBO simulations and offers a versatile template for uncertainty quantification in complex geophysical models.

54 ENVIRONMENTAL SCIENCES↗

Breaking the curse of dimensionality: Solving configurational integrals for crystalline solids by tensor networks

Accurately evaluating configurational integrals for dense solids remains a central and difficult challenge in the statistical mechanics of condensed systems. Here, we present a tensor network approach that reformulates the high-dimensional configurational integral for identical-particle crystals into a sequence of computationally efficient summations. We represent the integrand as a high-dimensional tensor and apply tensor-train (TT) decomposition together with a custom TT-cross interpolation. This approach circumvents the need to explicitly construct the full tensor. We introduce tailored rank-1 and rank-2 schemes optimized for sharply peaked Boltzmann probability densities, typical for identical-particle crystals. When applied to the calculation of internal energy and pressure-temperature curves for crystalline Cu and Ar at high (GPa) pressures, as well as the alpha-to-beta phase transition diagram of Sn, our method accurately reproduces molecular dynamics simulation results using tight-binding, machine learning, hierarchical interacting particle–neural network, and modified embedded atom method potentials,all within seconds of computation time.

75 CONDENSED MATTER PHYSICS, SUPERCONDUCTIVITY AND↗

Machine Learning to Select Experiments Driven by Fundamental Science and Applications for Targeted Nuclear Data Improvement

This work describes a blueprint for a process that accelerates progress in science by quantitatively answering the following question: What is the optimal combination of fundamental-science and application-driven experiments to maximally reduce pertinent data uncertainties? Answering this question entails solving a high-dimensional and complex optimization problem that is best solved with advanced statistic techniques often classified as machine learning. We apply this process within the framework of nuclear data with the aim to select an experiment combination that will reduce uncertainties in 239 Pu nuclear data for neutron energies between 1 and 600 keV. In this field, fundamental-physics driven data, called differential, look at one nuclear physics observable at a time. They are contrasted to application-driven, integral, data where one or few resulting values inform a broad set of nuclear data across several nuclides and energies. The candidates for integral experiments are criticality measurements that were refined by a genetic algorithm to be maximally sensitive to 239 Pu fission cross sections in the desired energy range. Twenty-three candidate differential experiments were investigated and span multiple nuclear physics observables (e.g., total, capture cross sections) for isotopes appearing in the integral experiments. The optimal combination among these candidate experiments was investigated via generalized least squares fitting, augmented with Gaussian processes to ameliorate statistical irregularities in data, and the D-optimality criterion. The latter evaluates for each pair of candidates the joint reduction in uncertainties of all 12200 nuclear data appearing in the integral experiments compared to the knowledge we have from 168 past experiments, theory, and nuclear data. We chose as differential measurements those that investigate 63 Cu and 239 Pu total cross sections, based on D-optimality rank and feasibility constraints. Two integral (criticality) experiments were selected: An experiment with Al 2 ⁢O 3 and graphite interleaved with Pu and a thick Cu reflector explores 1–30 keV, while we target the 30–600 keV range with an experiment that swaps boron in place of graphite with a different geometry.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗

AEOLUS: Advances in Experimental Design, Optimal Control, and Learning for Uncertain Complex Systems

Sustained advances in the mathematics of modeling and simulation have resulted in the capability today for routine simulation of a number of large scale complex DOE-relevant systems. As remarkable as this capability for solving the so-called forward problem is, it is typically only the first step-an inner loop within an outer loop that explores the simulation model's parameter space and decision space to characterize uncertainty in the model's predictions, learn unknown model parameters from data, design the most informative experiments, determine optimal control strategies, and create optimal designs. Broadly, what unifies all of these outer loop problems is that they are, in one form or another, optimization problems over parameter/control/design space that are constrained by complex uncertain models. To fully realize the power of scientific simulation as a basis for scientific discovery, technological innovation, and rational decision-making, it is imperative to move beyond simulation to tackle the outer loop of optimization for learning from data, experimental design, and control with complex uncertain models. When the models under consideration are large-scale and complex, and when the optimization variable and uncertain parameter spaces are high (or infinite) dimensional, this constitutes a grand challenge of the highest order, and is intractable with conventional methods. To overcome these challenges, the AEOLUS Center was established to develop a unified mathematical, computational, and statistical framework for (1) Learning predictive models from complex data via Bayesian inference and optimization, and (2) Optimizing experiments, processes, and designs using the resulting uncertain models. These problems are intractable with conventional methods, for several reasons: (1) The simulation problems that govern the inner loops of the optimization problems are expensive to execute (due to severe nonlinearity, heterogeneity, multiphysics/multiscale coupling); (2) The optimization variable and uncertain parameter spaces are high dimensional, often stemming from discretizations of infinite dimensional fields such as initial conditions, sources, or material properties. We argue that the key to overcoming these challenges is to develop new mathematical, computational, and statistical methods that exploit the structure of the Bayesian inference and optimization problems mediated by their underlying complex uncertain models. This structure includes the regularity, sparsity, geometry, low intrinsic dimensionality, and multifidelity nature of the maps from uncertain parameter/optimization variable spaces to the specific objectives targeted: Bayesian inference, optimal experimental design, and optimal control design. Black box methods developed as generic tools are incapable of exploiting this structure. To be successful, we must create, integrate, and cross-fertilize ideas across multiple areas of applied math--including approximation theory, Bayesian inference, data science, experimental design, information theory, machine learning, model reduction, optimal control theory, parallel algorithms, PDE-constrained optimization, randomized algorithms, stochastic optimization, and uncertainty quantification--all while exploiting the structure of the problems at hand. With this goal in mind, we have marshaled a team of leading authorities in these areas. While the methods we develop will be broadly applicable across a wide spectrum of DOE problems in which experiments inform models and the systems those models describe must be optimized under uncertainty, we have chosen a specific area, advanced manufacturing and materials, to drive our work. AMM is characterized by complex models across multiple scales, and is a rich source of challenging problems in inference, experimental design, and optimal control, requiring multifaceted and integrated advances in applied mathematics. As such, AMM serves as an excellent vehicle to motivate and demonstrate the advances in applied mathematics developed by our center.

97 MATHEMATICS AND COMPUTING↗

Multi-stage heat release of multi-component fuels: Insights and implications for advanced engine operation

Multi-stage heat release (MSHR) is a unique phenomenon typically seen in lean/diluted and low- to intermediate-temperature combustion. Despite its relevance to advanced engine operation, the MSHR of multi-component fuels has barely been quantified. This study aims to characterize the MSHR of multi-component fuels in a rapid compression machine (RCM) at conditions representative of advanced combustion engines. New experimental data are first reported in the RCM at an equivalence ratio of 0.4, pressure of 60 bar and temperatures from 702 to 795 K for a research grade, multi-component gasoline surrogate, termed PACE-20. Here, experiments confirm the existence of MSHR for PACE-20 at all temperatures, and reveal the strong inhibiting effect of temperature on MSHR, where increasing temperature inhibits MSHR by suppressing first stage heat release and promoting second and third stage heat release. A detailed chemical kinetic model is also adopted to model the experiments, with good agreement observed. The response of MSHR characteristics to changes in different engine operating parameters (i.e., temperature, pressure, equivalence ratio and CO 2 dilution level) and fuel compositions (i.e., mole fraction of n-pentane, n-heptane, isooctane, cyclopentane, 1-hexene, ethanol and aromatics in PACE-20) is further evaluated via statistical analysis coupling quasi-random sampling, extensive computer experiments and high-dimensional model representation. The change in MSHR is characterized through 8 quantities of interest (QOIs), i.e., duration and extent of each heat release stage, and their standard deviations. The analysis highlights the dependence of the QOIs on the individual parameters as well as their interplays, with temperature exhibiting the strongest impact among all parameters. Furthermore, it is demonstrated that if MSHR is to be facilitated and combustion phasing is to be extended to enable engine operation at higher compression ratios, it is recommended to operate the engine at low intake temperatures, boosted intake pressures and high CO 2 dilutions (i.e., high EGR levels) with gasoline fuels containing more n-pentane and less aromatics.

42 ENGINEERING↗