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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.
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.
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 ×2pt analysis, primarily due to the WZ calibration of the source samples.
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.
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.
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.
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.
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.
MadNIS - Neural multi-channel importance sampling
Theory predictions for the LHC require precise numerical phase-space integration and generation of unweighted events. We combine machine-learned multi-channel weights with a normalizing flow for importance sampling, to improve classical methods for numerical integration. We develop an efficient bi-directional setup based on an invertible network, combining online and buffered training for potentially expensive integrands. We illustrate our method for the Drell-Yan process with an additional narrow resonance.
Importance sampling within configuration space integration for adsorbate thermophysical properties: a case study for CH 3 /Ni(111)
A new strategy is presented for computing anharmonic partition functions for the motion of adsorbates relative to a catalytic surface. Importance sampling is compared with conventional Monte Carlo.
Identification of novel organic polar materials: A machine learning study with importance sampling
Recent advances in the synthesis of polar molecular materials have produced practical alternatives to ferroelectric ceramics, opening up exciting new avenues for their incorporation into modern electronic devices. However, in order to realize the full potential of polar polymer and molecular crystals for modern technological applications, it is paramount to assemble and evaluate all the available data for such compounds, identifying descriptors that could be associated with an emergence of ferroelectricity. In this paper, we utilized data-driven approaches to judiciously shortlist candidate materials from a wide chemical space that could possess ferroelectric functionalities. A machine learning study with importance sampling was employed to address the challenge of having a limited amount of available data on already-known organic ferroelectrics. Sets of molecular- and crystal-level descriptors were combined with a Random Forest Regression algorithm in order to predict the spontaneous polarization of the shortlisted compounds. First-principles simulations were performed to further validate the predictions obtained from the machine learning model.
Robust importance sampling for error estimation in the context of optimal Bayesian transfer learning
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nautilus : boosting Bayesian importance nested sampling with deep learning
ABSTRACT We introduce a novel approach to boost the efficiency of the importance nested sampling (INS) technique for Bayesian posterior and evidence estimation using deep learning. Unlike rejection-based sampling methods such as vanilla nested sampling (NS) or Markov chain Monte Carlo (MCMC) algorithms, importance sampling techniques can use all likelihood evaluations for posterior and evidence estimation. However, for efficient importance sampling, one needs proposal distributions that closely mimic the posterior distributions. We show how to combine INS with deep learning via neural network regression to accomplish this task. We also introduce nautilus, a reference open-source python implementation of this technique for Bayesian posterior and evidence estimation. We compare nautilus against popular NS and MCMC packages, including emcee, dynesty, ultranest, and pocomc, on a variety of challenging synthetic problems and real-world applications in exoplanet detection, galaxy SED fitting and cosmology. In all applications, the sampling efficiency of nautilus is substantially higher than that of all other samplers, often by more than an order of magnitude. Simultaneously, nautilus delivers highly accurate results and needs fewer likelihood evaluations than all other samplers tested. We also show that nautilus has good scaling with the dimensionality of the likelihood and is easily parallelizable to many CPUs.
CADIS and FW-CADIS Variance Reduction in Gamma Transport for Predicting Prompt Forensics Signatures
The goal of prompt nuclear forensics is to determine the characteristics of a nuclear detonation based on the signatures available almost immediately after the explosion. An important characteristic is the reaction time history (RTH), a measure of the device’s rate of neutron multiplication. The RTH can be estimated by observation of the gamma radiation emitted from the detonation, which can be detected directly or observed indirectly as Teller light. Gamma transport simulations used to predict these radiation fields are often modeled stochastically using the Monte Carlo N-Particle (MCNP) code, which can be a computationally demanding task due to the number of particle histories needed to achieve statistical convergence. In an attempt to improve the efficiency of these calculations, we evaluate two variance reduction techniques: Consistent Adjoint-Driven Importance Sampling (CADIS) and Forward-Weighted Consistent Adjoint-Driven Importance Sampling (FW-CADIS). These methods use a deterministically calculated adjoint flux to create weight windows and source biasing that guide MCNP sampling. We study the utility of CADIS and FW-CADIS for their use in MCNP gamma transport for nuclear forensics prediction simulations. Furthermore, the results demonstrate that both CADIS and FW-CADIS improve the accuracy for forensics-focused simulations, with CADIS being most beneficial in direct detection and FW-CADIS being ideal for computing a global Teller light source.
Importance of Sample Handling and Preparation for Surface Analysis: A Summary of ISO Standard 20579 Part 1, Documenting and Reporting the Handling of Specimens Prior to Analysis
Reliable and reproducible analysis of surfaces is critically dependent on how samples have been collected, handled, and prepared before analysis. Although there are important, well-established general guidelines to minimize unintended alteration of the surfaces to be analyzed, specific handling steps depend on the nature of the samples and information desired. Assessments of the validity and reliability of the results require adequate information about sampling, handling, and processing. ISO standard 20579 part 1 describes the information to be recorded and reported for samples that are prepared or submitted for surface analysis. This paper summarizes elements of the standard, which includes annexes that justify and inform the sample handling processes. Also included is a checklist of information that needs to be recorded and reported and an appendix containing an example of a form that might be used to report the information.
Evaluation of PBR Spent Fuel Criticality and Dose Rate Compliance for Storage and Transportation
Spent tri-structural isotropic (TRISO)–based fuels have a strong track record in storage and transportation without documented incidents. This work seeks to reduce uncertainty to aid in more informed spent fuel management of TRISO-based fuels by modeling both fresh and spent pebble bed reactor (PBR) fuel and comparing the results to the regulatory standards from 10 CFR 71. SCALE was used for all modeling due to it having fast and accurate methods for handling PBR fuel modeling, as well as having an efficient method for shielding calculations in monaco with automated variance reduction using importance calculations (MAVRIC), which utilizes the consistent adjoint-driven importance sampling (CADIS) and the forward-weighted consistent adjoint-driven importance sampling (FW-CADIS) methods. KENO-VI was used for all criticality calculations, TSUNAMI was used for uncertainty quantification on k-effective, TRITON and the Oak Ridge isotope generation code (ORIGEN) were both used for depletion of the fuel, and MAVRIC was used for shielding calculations. For criticality assessments, this study focused on the requirement that the value of the neutron multiplication factor, k-effective (k-eff), would not exceed a peak value of 0.95, including uncertainty, with 95% confidence. Criticality was initially examined by modeling fresh fuel from three different designs—HTR-10 fuel, PBMR-400 fuel, and demonstration fuel representative of a TRISO-fueled modern high-temperature gas reactor (HTGR) design, henceforth referred to as Demo HTGR—and placing them into various sized containers with conditions described in 10 CFR 71 to quantify the peak k-eff state. When the peak value of 0.95 k-eff was exceeded, mitigation methods were examined in those scenarios. Burnup credit, pebble displacement in areas of strong neutron multiplication, and random pebble replacement using pebbles of various compositions and replacement fractions were examined. In summary, the criticality of PBR fuels can be well accounted for by restricting container size, taking credit for burnup, or by displacing/replacing pebbles. Uncertainty of the k-eff due to nuclear data uncertainties was recorded at ~0.6644%Δk/k, or roughly 664% mil (pcm). The nuclear data–induced uncertainty was relatively small and should not require significant modification in the design to be accounted for. Revisions to the evaluated nuclear data file values have been shown to have a larger impact than nuclear data–induced uncertainty. For dose rate aspects, U.S. Nuclear Regulatory Commission regulations require a maximum dose rate of 10 millirem per hour (mrem/h) at 2 meters. In examining the dose rate behavior of spent PBR fuel, the representative Demo HTGR fuel was modeled exclusively due to it possessing the highest target burnup of the examined fuels. Equilibrium cycle modeling methods were used to produce a higher-fidelity discharge isotopic composition than simple assumptions, such as reflected pebbles. The discharge composition was used as a source term in the fixed-source transport shielding calculations, and dose rates were calculated at 2 m for the shortest possible cooling time. The low concentration of fuel material led to dose rates that were in line with regulatory limits, despite the high burnup when compared to traditional light water reactor fuels. In conclusion, the methods employed in this study would require more work to further verify and validate and are limited to the criticality and dose rate analyses performed.
Accelerated statistical failure analysis of multifidelity TRISO fuel models
Statistical nuclear fuel failure analysis is critical for the design and development of advanced reactor technologies. Although Monte Carlo Sampling (MCS) is a standard method of statistical failure analysis for fuels, the low failure probabilities of some advanced fuel forms and the correspondingly large number of required model evaluations limit its application to low-fidelity (e.g., 1-D) fuel models. In this paper, we present four other statistical methods for fuel failure analysis in Bison, considering tri-structural isotropic (TRISO)-coated particle fuel as a case study. The statistical methods considered are Latin hypercube sampling (LHS), adaptive importance sampling (AIS), subset simulation (SS), and the Weibull theory. Using these methods, we analyzed both 1-D and 2-D representations of TRISO models to compute failure probabilities and the distributions of fuel properties that result in failures. The results of these methods compare well across all TRISO models considered. Overall, SS and the Weibull theory were deemed the most efficient, and can be applied to both 1-D and 2-D TRISO models to compute failure probabilities. Moreover, since SS also characterizes the distribution of parameters that cause TRISO failures, and can consider failure modes not described by the Weibull criterion, it may be preferred over the other methods. Finally, a discussion on the efficacy of different statistical methods of assessing nuclear fuel safety is provided.