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Results for “variance estimation”

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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DOE OSTI2019

Adaptive Reweighted Variance Estimation for Monte Carlo Eigenvalue Simulations

Monte Carlo (MC) simulation is used to solve the eigenvalue form of the Boltzmann transport equation to estimate various parameters such as fuel pin flux distributions that are crucial for the safe and efficient operation of nuclear systems (e.g., a nuclear reactor). Monte Carlo eigenvalue simulation uses a sample mean over many stationary cycles (iterations) to estimate various parameters important to nuclear systems. A variance estimate of the sample mean is often used for calculating the confidence intervals. However, MC eigenvalue simulation variance estimators that ignore the intercycle correlation underestimate the true variance of the estimated quantity. This paper presents novel data-adaptive approaches based on a simple autoregressive (AR) model and sigmoid functions to improve MC variance estimation. The standard MC sample-based variance estimator (or naïve estimator) and the spectral density–based MC variance estimator are enhanced by adding data-adaptive components that reduce their bias and improve performance. By investigating the frequency pattern of the AR(1) (order 1) model, two adaptive spectral estimators and one adaptive naïve estimator are proposed. The proposed estimators manifest superior performance when applied to three test problems compared to the standard spectral density–based estimator previously introduced by the authors. In conclusion, these new estimators are straightforward, as they use online algorithms and do not require storage of tallies from all active cycles.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗
DOE OSTI2019

Measurement Error Variance Estimation in Gamma-Spectroscopy Data using FRAM

The FRAM gamma-ray isotopic analysis code has recently been applied to four Pu data sets and four U data sets, each with relatively well-characterized standard items, in order to estimate the variances of random errors and of item-specific systematic errors. Assay results are available for Pu238, Pu239, Pu240, Pu241, Pu242 (operator entered, not independently measured), Am241, Specific Power, and Pu240eff. For the four U data sets, results are available for the measurands U234, U235, U236 (operator entered, not independently measured), and U238. For example, in Pu data set 1, there are 33 standard reference Pu items, which have well-known nominal/true values (except for a few items). FRAM was used to make approximately 15 repeat measurements for each of the 33 items, so empirical standard deviations can be calculated. In addition, FRAM internally estimates its random error variance using propagation of variance. This paper applies analysis of variance (ANOVA) to separately estimate the repeatability standard deviation and the standard deviation of the item-specific biases δ s in each of the 8 data sets.

11 NUCLEAR FUEL CYCLE AND FUEL MATERIALS↗
DOE OSTI2019

Unscented Kalman Filter-based Unbiased Minimum-Variance Estimation for Nonlinear Systems with Unknown Inputs

This paper proposes an unscented Kalman filter (UKF)-based unbiased minimum-variance estimation (UMV) method for the nonlinear system with unknown inputs. By utilizing the statistical linerization, the nonlinear system and measurement functions are transformed into a “linear-like” regression form. The latter preserves the nonlinearity of the system and the measurement models. To this end, the unknown inputs can be estimated by the weighted least-squares. This “linear-like” regression form also allows us to resort to the UMV state estimation framework for the development of new nonlinear filter to handle unknown inputs. Specifically, two approaches have been developed: 1) given the estimated inputs, we derive a filter by minimizing the trace of the state error covariance matrix; 2) without input estimation, we derive the filter by minimizing the trace of the state error covariance matrix subject to a constraint imposed on the gain matrix. We prove that these two approaches provide the same results. Numerical results validate the effectiveness of the proposed method.

Unscented Kalman filter, unbiased minimumvariance ↗
DOE OSTI2024

A variance deconvolution estimator for efficient uncertainty quantification in Monte Carlo radiation transport applications

Monte Carlo simulations are at the heart of many high-fidelity simulations and analyses for radiation transport systems. As is the case with any complex computational model, it is important to propagate sources of input uncertainty and characterize how they affect model output. Unfortunately, uncertainty quantification (UQ) is made difficult by the stochastic variability that Monte Carlo transport solvers introduce. The standard method to avoid corrupting the UQ statistics with the transport solver noise is to increase the number of particle histories, resulting in very high computational costs. In this contribution, we propose and analyze a sampling estimator based on the law of total variance to compute UQ variance even in the presence of residual noise from Monte Carlo transport calculations. Here, we rigorously derive the statistical properties of the new variance estimator, compare its performance to that of the standard method, and demonstrate its use on neutral particle transport model problems involving both attenuation and scattering physics. We illustrate, both analytically and numerically, the estimator’s statistical performance as a function of available computational budget and the distribution of that budget between UQ samples and particle histories. We show analytically and corroborate numerically that the new estimator is unbiased, unlike the standard approach, and is more accurate and precise than the standard estimator for the same computational budget.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗
DOE OSTI2021

Exploration of multifidelity UQ sampling strategies for computer network applications.

Network modeling is a powerful tool to enable rapid analysis of complex systems that can be challenging to study directly using physical testing. Here, two approaches are considered: emulation and simulation. The former runs real software on virtualized hardware, while the latter mimics the behavior of network components and their interactions in software. Although emulation provides an accurate representation of physical networks, this approach alone cannot guarantee the characterization of the system under realistic operative conditions. Operative conditions for physical networks are often characterized by intrinsic variability (payload size, packet latency, etc.) or a lack of precise knowledge regarding the network configuration (bandwidth, delays, etc.); therefore uncertainty quantification (UQ) strategies should be also employed. UQ strategies require multiple evaluations of the system with a number of evaluation instances that roughly increases with the problem dimensionality, i.e., the number of uncertain parameters. It follows that a typical UQ workflow for network modeling based on emulation can easily become unattainable due to its prohibitive computational cost. In this paper, a multifidelity sampling approach is discussed and applied to network modeling problems. The main idea is to optimally fuse information coming from simulations, which are a low-fidelity version of the emulation problem of interest, in order to decrease the estimator variance. By reducing the estimator variance in a sampling approach it is usually possible to obtain more reliable statistics and therefore a more reliable system characterization. Several network problems of increasing difficulty are presented. For each of them, the performance of the multifidelity estimator is compared with respect to the single fidelity counterpart, namely, Monte Carlo sampling. For all the test problems studied in this work, the multifidelity estimator demonstrated an increased efficiency with respect to MC.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2020

Methods for the robust computation of the long-period seismic spectrum of broad-band arrays

SUMMARY We describe array methods to search for low signal-to-noise ratio (SNR) signals in long-period seismic data using Fourier analysis. This is motivated by published results that find evidence of solar free oscillations in the Earth's seismic hum. Previous work used data from only one station. In this paper, we describe methods for computing spectra from array data. Arrays reduce noise level through averaging and provide redundancy that we use to distinguish coherent signal from a random background. We describe two algorithms for calculating a robust spectrum from seismic arrays, an algorithm that automatically removes impulsive transient signals from data, a jackknife method for estimating the variance of the spectrum, and a method for assessing the significance of an entire spectral band. We show examples of their application to data recorded by the Homestake Mine 3-D array in Lead, SD and the Piñon Flats PY array. These are two of the quietest small aperture arrays ever deployed in North America. The underground Homestake data has exceptionally low noise, and the borehole sensors of the PY array also have very low noise, making these arrays well suited to finding very weak signals. We find that our methods remove transient signals effectively from the data so that even low-SNR signals in the seismic background can be found and tested. Additionally, we find that the jackknife variance estimate is comparable to the noise floor, and we present initial evidence for solar g-modes in our data through the T2 test, a multivariate generalization of Student's t-test.

Caton, Ross C.↗
DOE OSTI2023

Unbalanced Nested Random Effects Estimation of Variance Components

To investigate the contributing factors of variance in the measurement of an iodine 127 (127I) sample, we implement a nested random effects analysis of variance (ANOVA). Historically, the reported uncertainty on a measurement of 127I has been obtained by methods of forward uncertainty propagation because there is typically only one replicate of a given sample for which to estimate the uncertainty. When samples are processed there are several types of quality control (QC) standards analyzed along-side the unknown samples with two to five replicates for each. Assuming the variance observed in these replicate QC standards is representative of that of the unknown samples, we use these data in a nested random effects ANOVA to estimate the total uncertainty of a measurement. We demonstrate this approach with two sets of measurements from Idaho National Laboratory and compare the results with the forward uncertainty propagation approach. Variance component estimates for the coarsest level of the nesting structure were most imprecise because replicates were most limited at these levels. We find that the results largely agree between forward propagation and ANOVA, and the greatest contributors of variance are due to instrument variation and chemical processing, with human processing being among the smallest contributors. This analysis provides reassurance that the reported uncertainties using forward propagation are reasonable and the process is well controlled. We propose a future designed experiment to increase replicates at the coarsest level of the hierarchy to improve estimates of these variance components.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗
DOE OSTI2019

A Measurement of the Cosmic Microwave Background Lensing Potential and Power Spectrum from 500 deg 2 of SPTpol Temperature and Polarization Data

In this work, we present a measurement of the cosmic microwave background (CMB) lensing potential using 500 deg$^2$ of 150 GHz data from the SPTpol receiver on the South Pole Telescope. The lensing potential is reconstructed with signal-to-noise per mode greater than unity at lensing multipoles $L \lesssim 250$, using a quadratic estimator on a combination of CMB temperature and polarization maps. We report measurements of the lensing potential power spectrum in the multipole range of $100< L < 2000$ from sets of temperature-only, polarization-only, and minimum-variance estimators. We measure the lensing amplitude by taking the ratio of the measured spectrum to the expected spectrum from the best-fit $\Lambda$CDM model to the $\textit{Planck}$ 2015 TT+lowP+lensing dataset. For the minimum-variance estimator, we find $A_{\rm{MV}} = 0.944 \pm 0.058{\rm (Stat.)}\pm0.025{\rm (Sys.)}$; restricting to only polarization data, we find $A_{\rm{POL}} = 0.906 \pm 0.090 {\rm (Stat.)} \pm 0.040 {\rm (Sys.)}$. Considering statistical uncertainties alone, this is the most precise polarization-only lensing amplitude constraint to date (10.1 $\sigma$), and is more precise than our temperature-only constraint. We perform null tests and consistency checks and find no evidence for significant contamination.

79 ASTRONOMY AND ASTROPHYSICS↗
DOE OSTI2024

Two-Stage Estimation and Variance Modeling for Latency-Constrained Variational Quantum Algorithms

The quantum approximate optimization algorithm (QAOA) has enjoyed increasing attention in noisy, intermediate-scale quantum computing with its application to combinatorial optimization problems. QAOA has the potential to demonstrate a quantum advantage for NP-hard combinatorial optimization problems. As a hybrid quantum-classical algorithm, the classical component of QAOA resembles a simulation optimization problem in which the simulation outcomes are attainable only through a quantum computer. The simulation that derives from QAOA exhibits two unique features that can have a substantial impact on the optimization process: (i) the variance of the stochastic objective values typically decreases in proportion to the optimality gap, and (ii) querying samples from a quantum computer introduces an additional latency overhead. In this paper, we introduce a novel stochastic trust-region method derived from a derivative-free, adaptive sampling trust-region optimization method intended to efficiently solve the classical optimization problem in QAOA by explicitly taking into account the two mentioned characteristics. The key idea behind the proposed algorithm involves constructing two separate local models in each iteration: a model of the objective function and a model of the variance of the objective function. Exploiting the variance model allows us to restrict the number of communications with the quantum computer and also helps navigate the nonconvex objective landscapes typical in QAOA optimization problems. In conclusion, we numerically demonstrate the superiority of our proposed algorithm using the SimOpt library and Qiskit when we consider a metric of computational burden that explicitly accounts for communication costs.

Derivative-free Optimization↗
DOE OSTI2024

GALIC: hybrid multi-qubitwise pauli grouping for quantum computing measurement

Abstract Observable estimation is a core primitive in NISQ-era algorithms targeting quantum chemistry applications. To reduce the state preparation overhead required for accurate estimation, recent works have proposed various simultaneous measurement schemes to lower estimator variance. Two primary grouping schemes have been proposed: full commutativity (FC) and qubit-wise commutativity (QWC), with no compelling means of interpolation. In this work we propose a generalized framework for designing and analyzing context-aware hybrid FC/QWC commutativity relations. We use our framework to propose a noise-and-connectivity aware grouping strategy: Generalized backend-Aware pauLI Commutation (GALIC). We demonstrate how GALIC interpolates between FC and QWC, maintaining estimator accuracy in Hamiltonian estimation while lowering variance by an average of 20% compared to QWC. We also explore the design space of near-term quantum devices using the GALIC framework, specifically comparing device noise levels and connectivity. We find that error suppression has a more than 10 × larger impact on device-aware estimator variance than qubit connectivity with even larger correlation differences in estimator biases.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗