Search NASA⌕ Search

SEARCH · Search NASA

Results for “sampling algorithm”

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.

Quote a phrase for an exact phrase match. Source license links do not imply unrestricted reuse.

At least 19 records

A Provably Accurate Randomized Sampling Algorithm for Logistic Regression

In statistics and machine learning, logistic regression is a widely-used supervised learning technique primarily employed for binary classification tasks. When the number of observations greatly exceeds the number of predictor variables, we present a simple, randomized sampling-based algorithm for logistic regression problem that guarantees high-quality approximations to both the estimated probabilities and the overall discrepancy of the model. Our analysis builds upon two simple structural conditions that boil down to randomized matrix multiplication, a fundamental and well-understood primitive of randomized numerical linear algebra. We analyze the properties of estimated probabilities of logistic regression when leverage scores are used to sample observations, and prove that accurate approximations can be achieved with a sample whose size is much smaller than the total number of observations. To further validate our theoretical findings, we conduct comprehensive empirical evaluations. Overall, our work sheds light on the potential of using randomized sampling approaches to efficiently approximate the estimated probabilities in logistic regression, offering a practical and computationally efficient solution for large-scale datasets.

Chowdhury, Agniva↗

A Computationally Efficient Algorithm for Sampling the Rudd Differential Cross Section

Monte Carlo radiation transport codes such as RITRACKS or Geant4 are used to simulate the interaction of ions with matter. These codes rely on sampling algorithms to determine interactions and various physical properties of particles involved in the simulations. It is crucial to develop efficient sampling algorithms since Monte Carlo radiation transport simulations can be time consuming. This work presents an efficient sampling algorithm to determine the energy of secondary electrons following ion-water interactions. The applicability and intended use of the algorithm are discussed in detail, and it is shown that the new algorithm is up to 6X10 4 times faster than the method currently used in Geant4-DNA.

Floriane Poignant↗

SeaWiFS technical report series. Volume 4: An analysis of GAC sampling algorithms. A case study

The Sea-viewing Wide Field-of-view Sensor (SeaWiFS) instrument will sample at approximately a 1 km resolution at nadir which will be broadcast for reception by realtime ground stations. However, the global data set will be comprised of coarser four kilometer data which will be recorded and broadcast to the SeaWiFS Project for processing. Several algorithms for degrading the one kilometer data to four kilometer data are examined using imagery from the Coastal Zone Color Scanner (CZCS) in an effort to determine which algorithm would best preserve the statistical characteristics of the derived products generated from the one kilometer data. Of the algorithms tested, subsampling based on a fixed pixel within a 4 x 4 pixel array is judged to yield the most consistent results when compared to the one kilometer data products.

Yeh, Eueng-Nan↗

Implementation of a practical Markov chain Monte Carlo sampling algorithm in PyBioNetFit

Abstract Summary Bayesian inference in biological modeling commonly relies on Markov chain Monte Carlo (MCMC) sampling of a multidimensional and non-Gaussian posterior distribution that is not analytically tractable. Here, we present the implementation of a practical MCMC method in the open-source software package PyBioNetFit (PyBNF), which is designed to support parameterization of mathematical models for biological systems. The new MCMC method, am, incorporates an adaptive move proposal distribution. For warm starts, sampling can be initiated at a specified location in parameter space and with a multivariate Gaussian proposal distribution defined initially by a specified covariance matrix. Multiple chains can be generated in parallel using a computer cluster. We demonstrate that am can be used to successfully solve real-world Bayesian inference problems, including forecasting of new Coronavirus Disease 2019 case detection with Bayesian quantification of forecast uncertainty. Availability and implementation PyBNF version 1.1.9, the first stable release with am, is available at PyPI and can be installed using the pip package-management system on platforms that have a working installation of Python 3. PyBNF relies on libRoadRunner and BioNetGen for simulations (e.g. numerical integration of ordinary differential equations defined in SBML or BNGL files) and Dask.Distributed for task scheduling on Linux computer clusters. The Python source code can be freely downloaded/cloned from GitHub and used and modified under terms of the BSD-3 license (https://github.com/lanl/pybnf). Online documentation covering installation/usage is available (https://pybnf.readthedocs.io/en/latest/). A tutorial video is available on YouTube (https://www.youtube.com/watch?v=2aRqpqFOiS4&t=63s). Supplementary information Supplementary data are available at Bioinformatics online.

59 BASIC BIOLOGICAL SCIENCES↗

A parallel evolutionary multiple-try metropolis Markov chain Monte Carlo algorithm for sampling spatial partitions

We develop an Evolutionary Markov Chain Monte Carlo (EMCMC) algorithm for sampling spatial partitions that lie within a large, complex, and constrained spatial state space. Our algorithm combines the advantages of evolutionary algorithms (EAs) as optimization heuristics for state space traversal and the theoretical convergence properties of Markov Chain Monte Carlo algorithms for sampling from unknown distributions. Local optimality information that is identified via a directed search by our optimization heuristic is used to adaptively update a Markov chain in a promising direction within the framework of a Multiple-Try Metropolis Markov Chain model that incorporates a generalized Metropolis-Hastings ratio. We further expand the reach of our EMCMC algorithm by harnessing the computational power afforded by massively parallel computing architecture through the integration of a parallel EA framework that guides Markov chains running in parallel.

97 MATHEMATICS AND COMPUTING↗

Source term estimation using noble gas and aerosol samples

Algorithms that estimate the location, time, and magnitude of a point-source atmospheric release using remotely sampled air concentrations typically use data for a single chemical or radioactive isotope. Here, a Bayesian algorithm is presented that uses data from multiple radioactive isotopes that are all released in the same short-duration event. Data from noble gas and aerosol samplers can be used simultaneously in the model. Application to a large synthetic data set using four isotopes shows the new algorithm generally gives more accurate location and time estimates than a comparable model using a single isotope.

54 ENVIRONMENTAL SCIENCES↗

Bayesian learning of orthogonal embeddings for multi-fidelity Gaussian Processes

Uncertainty propagation in complex engineering systems often poses significant computational challenges related to modeling and quantifying probability distributions of model outputs, as those emerge as the result of various sources of uncertainty that are inherent in the system under investigation. Gaussian Processes regression (GPs) is a robust meta-modeling technique that allows for fast model prediction and exploration of response surfaces. Multi-fidelity variations of GPs further leverage information from cheap and low fidelity model simulations in order to improve their predictive performance on the high fidelity model. In order to cope with the high volume of data required to train GPs in high dimensional design spaces, a common practice is to introduce latent design variables that are typically projections of the original input space to a lower dimensional subspace, and therefore substitute the problem of learning the initial high dimensional mapping, with that of training a GP on a low dimensional space. Here in this paper, we present a Bayesian approach to identify optimal transformations that map the input points to low dimensional latent variables. The \projection" mapping consists of an orthonormal matrix that is considered a priori unknown and needs to be inferred jointly with the GP parameters, conditioned on the available training data. The proposed Bayesian inference scheme relies on a two-step iterative algorithm that samples from the marginal posteriors of the GP parameters and the projection matrix respectively, both using Markov Chain Monte Carlo (MCMC) sampling. In order to take into account the orthogonality constraints imposed on the orthonormal projection matrix, a Geodesic Monte Carlo sampling algorithm is employed, that is suitable for exploiting probability measures on manifolds. We extend the proposed framework to multi-fidelity models using GPs including the scenarios of training multiple outputs together. We validate our framework on three synthetic problems with a known lower-dimensional subspace. The benefits of our proposed framework, are illustrated on the computationally challenging aerodynamic optimization of a last-stage blade for an industrial gas turbine, where we study the effect of an 85-dimensional shape parameterization of a three-dimensional airfoil on two output quantities of interest, specifically on the aerodynamic efficiency and the degree of reaction

42 ENGINEERING↗

Manifold Sampling for Optimizing Nonsmooth Nonconvex Compositions

Here we propose a manifold sampling algorithm for minimizing a nonsmooth composition $f= h\circ F$, where we assume $h$ is nonsmooth and may be inexpensively computed in closed form and $F$ is smooth but its Jacobian may not be available. We additionally assume that the composition $h\circ F$ defines a continuous selection. Manifold sampling algorithms can be classified as model-based derivative-free methods, in that models of $F$ are combined with particularly sampled information about $h$ to yield local models for use within a trust-region framework. We demonstrate that cluster points of the sequence of iterates generated by the manifold sampling algorithm are Clarke stationary. We consider the tractability of three particular subproblems generated by the manifold sampling algorithm and the extent to which inexact solutions to these subproblems may be tolerated. Numerical results demonstrate that manifold sampling as a derivative-free algorithm is competitive with state-of-the-art algorithms for nonsmooth optimization that utilize first-order information about $f$.

97 MATHEMATICS AND COMPUTING↗

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↗

The combined force field-sampling problem in simulations of disordered amyloid-β peptides

Molecular dynamics simulations of intrinsically disordered proteins (IDPs) can provide high resolution structural ensembles if the force field is accurate enough and if the simulation sufficiently samples the conformational space of the IDP with the correct weighting of sub-populations. Here, we investigate the combined force field–sampling problem by testing a standard force field as well as newer fixed charge force fields, the latter specifically motivated for better description of unfolded states and IDPs, and comparing them with a standard temperature replica exchange (TREx) protocol and a non-equilibrium Temperature Cool Walking (TCW) sampling algorithm. The force field and sampling combinations are used to characterize the structural ensembles of the amyloid-beta peptides Aβ42 and Aβ43, which both should be random coils as shown recently by experimental nuclear magnetic resonance (NMR) and 2D Förster resonance energy transfer (FRET) experiments. The results illustrate the key importance of the sampling algorithm: while the standard force field using TREx is in poor agreement with the NMR J-coupling and nuclear Overhauser effect and 2D FRET data, when using the TCW method, the standard and optimized protein-water force field combinations are in very good agreement with the same experimental data since the TCW sampling method produces qualitatively different ensembles than TREx. Lastly, we also discuss the relative merit of the 2D FRET data when validating structural ensembles using the different force fields and sampling protocols investigated in this work for small IDPs such as the Aβ42 and Aβ43 peptides.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗

Vectorized Rebinning Algorithm for Fast Data Down-Sampling

A vectorized rebinning (down-sampling) algorithm, applicable to N-dimensional data sets, has been developed that offers a significant reduction in computer run time when compared to conventional rebinning algorithms. For clarity, a two-dimensional version of the algorithm is discussed to illustrate some specific details of the algorithm content, and using the language of image processing, 2D data will be referred to as "images," and each value in an image as a "pixel." The new approach is fully vectorized, i.e., the down-sampling procedure is done as a single step over all image rows, and then as a single step over all image columns. Data rebinning (or down-sampling) is a procedure that uses a discretely sampled N-dimensional data set to create a representation of the same data, but with fewer discrete samples. Such data down-sampling is fundamental to digital signal processing, e.g., for data compression applications.

Dean, Bruce↗

Algorithms in Diffraction Profile Analysis

This chapter introduces several approaches to crystallographic structure refinement from diffraction profile data including the Rietveld method, global optimization methods, and Bayesian modeling. First, the Rietveld method and related nonlinear least squares approaches to analyzing diffraction profiles are briefly discussed. We then review the most common algorithms within global optimization as alternative methods of structure solution: grid search, simulated annealing, and genetic algorithms. As the Rietveld method is the standard tool for analyzing diffraction profile data, we catalogue its challenges and limitations. A Bayesian approach to diffraction profile analysis is presented as an alternative, along with several sampling algorithms including Gibbs sampling, variants of Metropolis sampling, Hamiltonian Monte Carlo, and approximate Bayesian computing. These sampling algorithms are applied to the fitting of a neutron diffraction profile from a National Institute of Standards and Technology silicon standard reference material, and their results are compared.

Singh, Susheela↗